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warning/0007/astro-ph0007320.html	ar5iv	text	# The jet and circumburst stellar wind of GRB 980519 The Nordic Optical Telescope is operated on the island of La Palma jointly by Denmark, Finland, Iceland, Norway, and Sweden, in the Spanish Observatorio del Roque de los Muchachos of the Instituto de Astrofisica de Canarias. The data presented here have been taken using ALFOSC, which is owned by the Instituto de Astrofisica de Andalucia (IAA) and operated at the Nordic Optical Telescope under agreement between IAA and the Astronomical Observatory of the University of Copenhagen. ## 1 Introduction The nature of gamma-ray bursts (GRBs) has remained elusive for three decades. With their cosmological origin firmly established, the challenge now lies in identifying the GRB progenitors. Two types of candidates stand out as the currently most physically viable; the ‘collapsing star’ and ‘merging binary compact object’ models. These models can be constrained by the observed temporal evolution and spectral properties of the GRB afterglow. The study of GRB afterglow light curves has shown that they are usually characterized by a power-law decay, $`(tt_{\mathrm{GRB}})^\alpha `$, as predicted in the generic “fireball” model – in which the kinetic energy of ultra-relativisitc particles is converted to photons from a spatially small region (Piran 1999). A number of afterglows have been observed to decay at a very rapid rate. The decay rate, $`\alpha `$, depends on the nature of the fireball and also on the density structure of the ambient medium. There are currently two generic afterglow scenarios that result in steep light curves; the jet-model (Rhoads 1999; Sari, Piran, & Halpern 1999) in which the relativistic outflow is collimated, and the wind model (Chevalier & Li 1999) which invokes an inhomogeneous circumburst medium. In a few cases the rate of decay has been observed to steepen, resulting in a ‘break’ in the light curve, which is most naturally accounted for by a collimated outflow. Halpern et al. (1999) documented the steep power-law decay of GRB 980519 from a collection of own observations of the optical afterglow (OA) and data reported in circulars. The reported rapid decay, $`\alpha =2.05\pm 0.04`$, was interpreted in the context of both a spherical expansion into an inhomogeneous medium and a jet-model with lateral expansion in a homogeneous medium. On the basis of the available optical and X-ray data (in’t Zand et al. 1999; Nicastro et al. 1999), Sari et al. (1999) advocated a jet-model while Chevalier & Li (1999) advocated a wind-model. Frail et al. (1999) presented radio data which favor the wind-model, but could not exclude the jet-model. Further observations were reported by Vrba et al. (2000) and Smith et al. (1998) who presented optical and sub-millimeter observations of the OA, respectively. Finally, Sokolov et al. (1998) and Bloom et al. (1998b) independently detected an $`R=26.1\pm 0.3`$ extended object at the approximate position of the OA in late July 1998, presumably the host galaxy. Here we present $`UBVR_CI_C`$ photometry of the OA of GRB 980519. We find that the decay is not described by a single power law as previously suggested, but steepens about 13 hours after the burst. We discuss the implications of this result in the context of theoretical afterglow models. ## 2 Observations The OA of GRB 980519 was discovered (Jaunsen et al. 1998; Hjorth et al. 1998) using the 2.56-m Nordic Optical Telescope (NOT) following a BATSE Rapid Burst Response on 1998 May 19.51403 UT (Muller 1998), and a subsequent localisation by the BeppoSAX Wide Field Cameras (WFC) to an error radius of $`3\mathrm{}`$ (Piro 1998). The first optical images were inspected and compared to a corresponding Digitized Sky Survey (DSS) <sup>1</sup><sup>1</sup>1The Digitized Sky Surveys were produced at the Space Telescope Science Institute under U.S. Government grant NAG W-2166. The images of these surveys are based on photographic data obtained using the Oschin Schmidt Telescope on Palomar Mountain and the UK Schmidt Telescope. The plates were processed into the present compressed digital form with the permission of these institutions. image about 8.3 hours after the burst. The OA was confirmed to be fading by approximately $`0.2`$ mag/hour and was observed extensively during the night of discovery and at regular intervals the following days, weeks and months. Composite images of the fading OA are presented in Fig. The jet and circumburst stellar wind of GRB 980519 <sup>1</sup><sup>1</sup>affiliation: The Nordic Optical Telescope is operated on the island of La Palma jointly by Denmark, Finland, Iceland, Norway, and Sweden, in the Spanish Observatorio del Roque de los Muchachos of the Instituto de Astrofisica de Canarias. The data presented here have been taken using ALFOSC, which is owned by the Instituto de Astrofisica de Andalucia (IAA) and operated at the Nordic Optical Telescope under agreement between IAA and the Astronomical Observatory of the University of Copenhagen.. An astrometric plate solution computed relative to the USNO–A2.0 catalogue (Monet 1998) using the WCS-tools package (Mink 1999) gave $`\alpha (J2000)=23^\mathrm{h}22^\mathrm{m}21\stackrel{\mathrm{s}}{\mathrm{.}}55,\delta (J2000)=77\mathrm{°}15\mathrm{}43\stackrel{}{\mathrm{.}}2`$ for the OA. The images were processed using standard tools in IRAF<sup>2</sup><sup>2</sup>2IRAF (Image Reduction and Analysis Facility) is distributed by the National Optical Astronomy Observatories, which are operated by the Association of Universities for Research in Astronomy, Inc., under contract with the National Science Foundation. and the $`I_C`$-band frames were also de-fringed using a master-fringe image constructed from all $`I_C`$-band science images. On 1998 May 24 we obtained multi-band imaging of the GRB-field and of the M92-field centered on the coordinates given in Christian et al. (1985) at three different airmasses for the purpose of independent photometric calibration. As reference we used a catalogue by P. Stetson (provided by F. Grundahl) calibrated to the Landolt-system and measured with PSF photometry. After matching and pruning the catalogue covering our sub-field for close neighbors and large instrumental magnitude errors ($`>`$ 0.02) we achieved a very good simultaneous fit of the zero-point, color-term and extinction. The RMS and the number of data points used in the fits were 0.023 (36), 0.032 (612), 0.022 (864), 0.025 (862) and 0.026 (553) for the $`U`$, $`B`$, $`V`$, $`R_C`$, and $`I_C`$ bands, respectively. This allowed us to photometrically calibrate several reference stars in the GRB field for all five bands to high precision. These measurements were made using SExtractor v.2.1.6 (Bertin & Arnouts 1996) with fixed apertures plus aperture corrections extending to 15 arc-seconds. The M92 photometric calibration fit and the conversion from instrumental to absolute magnitudes was done using tools in the IRAF/PHOTCAL package. In Table 1 we give the results of the field photometry for all reference objects mentioned in relevant circulars (Jaunsen et al. 1998; Bloom et al. 1998a; Henden et al. 1998) using the same nomenclature (two additional objects introduced by A. Henden are also listed). Our absolute photometry of these point sources is in good agreement with that of Henden et al. (1998) and the robust average deviations are 0.03, 0.03, 0.01, and $`0.03`$ mag for the $`BVR_CI_C`$ bands. A systematic offset of $`0.04`$ mag in the $`R_C`$-band is, however, found. The OA was found to be consistent with a point source and we therefore chose to perform relative PSF photometry of the OA and a few neighboring stars to maximize the signal-to-noise. The PSF photometry measurements were done using DAOPHOT II (Stetson 1991). Absolute magnitudes were computed for each epoch from the average offset of the measured stars relative to the aperture measurements described above. The resulting photometry is listed in Table 2. ## 3 The lightcurve The magnitudes listed in Table 2 were converted to $`\mu `$Jy using the AB offsets and coefficients for the effective wavelengths of the respective passbands given in Fukugita, Shimasaku, & Ichikawa (1995). The multi-colour light curves are depicted in Fig. The jet and circumburst stellar wind of GRB 980519 <sup>1</sup><sup>1</sup>affiliation: The Nordic Optical Telescope is operated on the island of La Palma jointly by Denmark, Finland, Iceland, Norway, and Sweden, in the Spanish Observatorio del Roque de los Muchachos of the Instituto de Astrofisica de Canarias. The data presented here have been taken using ALFOSC, which is owned by the Instituto de Astrofisica de Andalucia (IAA) and operated at the Nordic Optical Telescope under agreement between IAA and the Astronomical Observatory of the University of Copenhagen.. There were no obvious colour changes of the OA throughout the observing period. We observed a marked leveling off of the light curve in the $`R_C`$-band on 1998 May 30.00 UT. Such a behavior is usually ascribed to the constant contribution from a host galaxy, consistent with the detection of a faint, $`R=26.1\pm 0.3`$, extended object (Sokolov et al. 1998; Bloom et al. 1998b). This host contribution was subtracted from the combined light curve in the lower panel of Fig. The jet and circumburst stellar wind of GRB 980519 <sup>1</sup><sup>1</sup>affiliation: The Nordic Optical Telescope is operated on the island of La Palma jointly by Denmark, Finland, Iceland, Norway, and Sweden, in the Spanish Observatorio del Roque de los Muchachos of the Instituto de Astrofisica de Canarias. The data presented here have been taken using ALFOSC, which is owned by the Instituto de Astrofisica de Andalucia (IAA) and operated at the Nordic Optical Telescope under agreement between IAA and the Astronomical Observatory of the University of Copenhagen.. A power-law decay of the optical flux, $`F_\nu \nu ^\beta t^\alpha `$, is expected in fireball models (Sari, Piran, & Narayan 1998). Fitting a single power-law, including band offsets relative to the $`R_C`$-band was computed by weighted least chi-square minimization ($`\chi _{25}^2=2.4`$, where the subscript represents the number of degrees of freedom in the fit). The errors for each component of the fit (including the band offset errors) are estimated as the perturbation needed to give a change in $`\chi ^2`$ of 1 (corresponding to a 1-sigma error). The resulting power-law slope is $`\alpha _0=2.03\pm 0.02`$, consistent with that found by Halpern et al. (1999) and Vrba et al. (2000). The combined multi-colour light curve, however, reveal the presence of a temporal break. A broken power-law fit ($`\chi _{23}^2=0.26`$) to the data gives $`\alpha _1=1.73\pm 0.04`$ and $`\alpha _2=2.22\pm 0.04`$, with the break occurring at about $`t_{\mathrm{break}}0.55`$ days after the burst. The break point was estimated by extrapolating the two power-laws. The break in the light curve is highly significant. Taking the ratio of the two $`\chi ^2`$ values yields $`F_{23,25}=\chi _{25}^2/\chi _{23}^2=8.6`$. Assuming the errors to be Gaussian distributed, $`F_{23,25}`$ can be approximated by a Fisher distribution (Lupton 1993). The broken power-law fit is therefore a significantly better representation of the light curve than the single power-law fit at the 99.99995% confidence level. The scatter in the combined multi-band light curve as compared to the broken power-law is $`0.03`$ mag. We also experimented with fitting a four-parameter function to the light-curve, similar to that used in eg. Stanek et al. (1999), but found the resulting errors much larger than the two power-law fit. We estimate the timescale on which the break occurs to be $`0.2`$ days (essentially the time difference between the adjacent end points on the two power laws in a given band). The X-ray counterpart was observed by the BeppoSAX Wide Field Camera (WFC) up to about $`130`$ seconds after the burst trigger. Follow-up Narrow Field Instruments (NFI) observations started 10 hours later. Nicastro et al. (1999) attempted to estimate the X-ray decay slope, $`\alpha _X`$, based on the WFC and NFI measurements, but noted that the NFI measurements do not seem to follow a simple power-law decay. We interpret their data as the signature of a break in the X-ray decay slope. The first NFI observation was made prior to the time of our estimated break, while the remaining NFI observations were made after the break. Consequently, the pre-break value of $`\alpha _X`$ can be estimated as the slope between the WFC and the first NFI measurement, giving approximately $`\alpha _X=1.6`$. The post-break value of $`\alpha _X`$ is given approximately by the minimum estimate of Nicastro et al. (1999), $`\alpha _X=2.25\pm 0.22`$. The temporal break detected in the optical data is thus independently confirmed by the X-ray data. ## 4 Spectral properties GRB afterglow is believed to be synchrotron emission by electrons accelerated at the relativistic shock between the fireball and the ambient medium, to a power-law energy distribution, $`N(\gamma )=\gamma ^p`$, where $`\gamma `$ is the electron Lorentz factor (Piran 1999). The resulting spectrum is then characterized by four power-law sections separated by three breaks at $`\nu _\mathrm{a}`$, $`\nu _\mathrm{m}`$ and $`\nu _\mathrm{c}`$ corresponding to the synchrotron self-absorption, peak energy and cooling frequencies, respectively (Sari et al. 1998). An optical broad-band spectrum coinciding in time with the first BeppoSAX NFI observation (Nicastro 1998) was constructed by interpolating (or mildly extrapolating) the flux in each band to a common date of May 19.96 UT. Unfortunately, the reddening towards GRB 980519, $`b^{II}15\mathrm{°}`$, is uncertain. The estimate of Schlegel, Finkbeiner, & Davis (1998) for this region is E(B$``$V) $`=0.267`$, but Arce & Goodman (1999) argue that these reddening values are overestimated when $`A_V>0.5`$ (which is the case here). Since a small error in E(B$``$V) translates into a large uncertainty in the inferred spectral slope, $`\beta _O`$, we refrain from estimating it directly from the broad-band spectrum. Instead, based on our data, we note that $`\beta _O`$ can be expressed as a linear function of the reddening as $`\beta _O3.32`$E(B$``$V)$`1.60`$. Fig. The jet and circumburst stellar wind of GRB 980519 <sup>1</sup><sup>1</sup>affiliation: The Nordic Optical Telescope is operated on the island of La Palma jointly by Denmark, Finland, Iceland, Norway, and Sweden, in the Spanish Observatorio del Roque de los Muchachos of the Instituto de Astrofisica de Canarias. The data presented here have been taken using ALFOSC, which is owned by the Instituto de Astrofisica de Andalucia (IAA) and operated at the Nordic Optical Telescope under agreement between IAA and the Astronomical Observatory of the University of Copenhagen. shows the optical data corrected for Galactic extinction using E(B$``$V) $`=0.24`$ (see discussion in Section 5) and the estimated X-ray spectral index (Nicastro et al. 1999), tied to the first NFI measurement. It is readily seen from both the uncorrected and extinction corrected optical data in Fig. The jet and circumburst stellar wind of GRB 980519 <sup>1</sup><sup>1</sup>affiliation: The Nordic Optical Telescope is operated on the island of La Palma jointly by Denmark, Finland, Iceland, Norway, and Sweden, in the Spanish Observatorio del Roque de los Muchachos of the Instituto de Astrofisica de Canarias. The data presented here have been taken using ALFOSC, which is owned by the Instituto de Astrofisica de Andalucia (IAA) and operated at the Nordic Optical Telescope under agreement between IAA and the Astronomical Observatory of the University of Copenhagen., that the $`B`$ and to some extent $`U`$ values are inconsistent with a power-law. Assuming the spectral slope to be a power-law, the flux deficit may be due to extinction in the host galaxy, depletion by intergalactic Lyman-$`\alpha `$ absorption, or both. We therefore fit a power-law spectrum to the $`VRI`$-bands only. The difference in the spectral indices of the optical and X-ray regimes as discussed above and seen in Fig. The jet and circumburst stellar wind of GRB 980519 <sup>1</sup><sup>1</sup>affiliation: The Nordic Optical Telescope is operated on the island of La Palma jointly by Denmark, Finland, Iceland, Norway, and Sweden, in the Spanish Observatorio del Roque de los Muchachos of the Instituto de Astrofisica de Canarias. The data presented here have been taken using ALFOSC, which is owned by the Instituto de Astrofisica de Andalucia (IAA) and operated at the Nordic Optical Telescope under agreement between IAA and the Astronomical Observatory of the University of Copenhagen. indicates the presence of a spectral break at approximately $`\nu _c2.3\times 10^{16}`$ Hz. The steep initial temporal evolution of GRB 980519 and a spectral break between optical and X-ray suggests emission by adiabatic electrons ($`\nu _\mathrm{m}<\nu _\mathrm{c}`$). ## 5 The model When the emitting electrons are adiabatic, it follows that the initial temporal evolution of the light-curve (whether the outflow is spherical or collimated) is given by $`F_\nu \nu ^\beta t^{3\beta /2\delta /(82\delta )}`$, with the ambient density profile of the form $`n(r)r^\delta `$ ($`\delta <3`$) (Mészáros, Rees, & Wijers 1998; Panaitescu, Mészáros, & Rees 1998). Here, $`\delta =2`$, represents a stellar wind density distribution, while $`\delta =0`$ represents a homogeneous density distribution. The temporal decay slope is thus steeper by $`\delta /(82\delta )`$ in the inhomogeneous case. If the ejecta is collimated, and the observer is within the collimated jet, the light curve is given by the above expression while there still is considerable relativistic beaming, i.e. while $`\mathrm{\Gamma }>1/\theta `$, where $`\mathrm{\Gamma }`$ is the bulk Lorentz-factor and $`\theta `$ is the half angle of the collimated outflow. When the expansion slows down and $`\mathrm{\Gamma }`$ drops below $`1/\theta `$, the observer starts to see the edge of the jet and the light curve behavior switches to $`F_\nu \nu ^\beta t^{3\beta /2(6\delta )/(82\delta )}.`$ The light curve thus steepens by $`\mathrm{\Delta }\alpha =(3\delta )/(4\delta `$). An inhomogeneous environment therefore leads to a steeper light curve but a less pronounced break than in the homogeneous case. Specifically, a collimated outflow expanding into a circumstellar wind environment with $`\delta =2`$, would steepen by $`1/2`$, whereas the steepening in a homogeneous environment would be $`3/4`$. In the case of GRB 980519 the existence of a temporal break is most naturally explained if the outflow was collimated. The steepening in the light curve is measured to be $`\mathrm{\Delta }\alpha =\alpha _1\alpha _2=0.49\pm 0.06`$ which implies an environmental density gradient of $`\delta =2.05\pm 0.22`$, in excellent agreement with the distribution expected from a circumstellar wind. The expected optical spectral index can be inferred from the light curve as $`\beta =2/3(\alpha _1+\delta /(82\delta ))=0.80\pm 0.08`$. The relation between reddening due to Galactic extinction and $`\beta _O`$ given in Section 4 can then be used to infer E(B$``$V) $`=0.24`$ from the expected optical spectral index. This is the value used for the Galactic extinction correction of the optical data in Fig. The jet and circumburst stellar wind of GRB 980519 <sup>1</sup><sup>1</sup>affiliation: The Nordic Optical Telescope is operated on the island of La Palma jointly by Denmark, Finland, Iceland, Norway, and Sweden, in the Spanish Observatorio del Roque de los Muchachos of the Instituto de Astrofisica de Canarias. The data presented here have been taken using ALFOSC, which is owned by the Instituto de Astrofisica de Andalucia (IAA) and operated at the Nordic Optical Telescope under agreement between IAA and the Astronomical Observatory of the University of Copenhagen. and is in good agreement with the value estimated from Schlegel et al. (1998). The power-law index of the electron energy distribution is $`p=1+2\beta =2.61\pm 0.16`$ (for $`\nu _\mathrm{m}<\nu <\nu _\mathrm{c}`$). The X-ray spectral index then is $`\beta _X=p/2=1.30\pm 0.08`$ (for $`\nu >\nu _\mathrm{c}`$), consistent with the estimate of Nicastro et al. (1999), $`\beta _X=1.8_{0.5}^{+0.6}`$, and that of Owens et al. (1998), $`\beta _X=1.52_{0.57}^{+0.7}`$. ## 6 Discussion In the ’collapsar’ scenario the gamma-ray burst and its afterglow are believed to be produced by a collapsing massive star (e.g., a Wolf–Rayet star) leading to a collimated ultra-relativistic outflow. The jet would then interact with an inhomogeneous density distribution created by a preexisting stellar wind expelled by the progenitor star (Fryer, Woosley, & Hartmann 1999; MacFadyen & Woosley 1999). The identification of a spectral break between optical and X-rays, suggesting a fast cooling regime ($`\nu >\nu _\mathrm{c}`$) at X-ray frequencies, implies that the X-ray decay slope is shallower by $`1/4`$ as compared to the optical (slow cooling) (Chevalier & Li 1999). This is consistent with the temporal X-ray decay discussed in Section 3. The radio data presented by Frail et al. (1999) also appears to be consistent with the presented collapsar scenario. The collapsar model can thus account for the X-ray, optical and radio observations of GRB 980519. A potential problem for this interpretation concerns the sharpness of the observed break. The break in the light curve of GRB 980519 is rather sharply defined in time and occurred on a timescale of about 0.2 days. This is much shorter than expected from theoretical models. Moderski, Sikora, & Bulik (2000) showed that the transition of the light curve from one asymptote to the other occurs within a factor of two in time for a jet of constant opening angle in a constant density environment. If the opening angle of the collimated outflow is allowed to evolve, the break becomes even smoother, i.e., extends over a longer period of time. Based on numerical simulations, Kumar & Panaitescu (2000) argue that the transition in such cases takes place over a factor of at least 100 in time in a wind density environment. Much shorter break time scales, however, are expected for observers located on the jet axis. In the collapsar scenario a re-brightening of the source $`15(1+z)`$ days after the burst is expected due to the onset of a supernova type Ibc explosion as energy is deposited by the jet (MacFadyen & Woosley 1999). Bloom et al. (1999) noted that the rapid decay of the OA of GRB 980519 and faintness of the host makes it a good candidate for a SN detection. The expected late evolution based on the SN 1998bw light curves associated with GRB 980425 (Galama et al. 1998) are therefore given in Fig. The jet and circumburst stellar wind of GRB 980519 <sup>1</sup><sup>1</sup>affiliation: The Nordic Optical Telescope is operated on the island of La Palma jointly by Denmark, Finland, Iceland, Norway, and Sweden, in the Spanish Observatorio del Roque de los Muchachos of the Instituto de Astrofisica de Canarias. The data presented here have been taken using ALFOSC, which is owned by the Instituto de Astrofisica de Andalucia (IAA) and operated at the Nordic Optical Telescope under agreement between IAA and the Astronomical Observatory of the University of Copenhagen. at various redshifts as in Bloom et al. (1999). We do not detect a re-brightening comparable to the SN 1998bw light curves. However, our last detection of the afterglow+host on 1998 May 30.00 UT, the subsequent upper limits and host detections by Sokolov et al. (1998); Bloom et al. (1998b) set a lower limit to the redshift of GRB 980519 of $`z1.5`$ assuming the expected re-brightening is similar to SN 1998bw. This constraint on the redshift is consistent with the faintness of the host galaxy. Alternatively, should the redshift of GRB 980519 turn out to be lower than $`1.5`$, the absence of a SN signature in the data (see Fig. The jet and circumburst stellar wind of GRB 980519 <sup>1</sup><sup>1</sup>affiliation: The Nordic Optical Telescope is operated on the island of La Palma jointly by Denmark, Finland, Iceland, Norway, and Sweden, in the Spanish Observatorio del Roque de los Muchachos of the Instituto de Astrofisica de Canarias. The data presented here have been taken using ALFOSC, which is owned by the Instituto de Astrofisica de Andalucia (IAA) and operated at the Nordic Optical Telescope under agreement between IAA and the Astronomical Observatory of the University of Copenhagen.) can be taken as evidence that collapsars do not necessarily produce SNe of comparable brightness (‘standard candle’) to SN 1998bw (see Hjorth et al. 2000, suggesting this is the case in GRB 990712). Finally, we note that Esin & Blandford (2000) recently presented an alternative explanation for the excess red flux observed $``$ 20 – 30 d after the bursts of GRB 970228 (Fruchter et al. 1999) and GRB 980326 (Bloom et al. 1999), hitherto taken as evidence for the SNe interpretation and indirectly a ’collapsar’ origin. Future observations should allow a discrimination between the two models. ACKNOWLEDGEMENTS. We thank L. Nicastro for contributing updated and refined X-ray values. AOJ thanks S. V. Haugan and O. Skjæraasen for helpful discussions. We thank the NOT Director for continued support to our GRB programme. This research was supported by the Danish Natural Science Research Council (SNF), the Icelandic Council of Science and the University of Iceland Research Fund.
warning/0007/hep-lat0007009.html	ar5iv	text	# Spectrum of the U(1) staggered Dirac operator in four dimensions ## I Introduction In recent years the spectrum of the Dirac operator in QCD and related theories has been studied in great detail, in particular with regard to its relation to chiral random matrix theory (RMT) and, more recently, partially quenched chiral perturbation theory . Both the distribution of the small eigenvalues and the spectral correlations in the bulk of the spectrum are described by universal functions that can be computed analytically in these theories. “Universal” in this context means independent of dynamical details and only dependent on certain global symmetries (and their spontaneous breaking). The spectral correlations are only universal below a certain limiting energy, which is called the Thouless energy because of analog situations first studied for disordered mesoscopic systems. This picture has been verified numerically in great detail by lattice calculations for the gauge groups SU(2) and SU(3) in four and three dimensions and for the Schwinger model in two dimensions, see Ref. for a summary. In this paper we study the staggered lattice Dirac operator in quenched U(1) gauge theory in four Euclidean dimensions. The bulk spectral correlations of this operator have been investigated earlier in Ref. . Here, we concentrate on the low-lying eigenvalues. We compare their distribution to predictions of chiral RMT and estimate the Thouless energy. Our study is not done merely for the sake of completeness. We are also motivated by the fact that, because of the different topological structure of U(1), the physics governing the small Dirac eigenvalues may be different from the non-Abelian case. The standard lattice action describing compact U(1) gauge theory in 4d is given by $$S\{U_l\}=\beta \underset{p}{}(1\mathrm{cos}\theta _p),$$ (1) where $`\beta =1/g^2`$, $`U_l=U_{x,\mu }=\mathrm{exp}(i\theta _{x,\mu })`$ and $`\theta _p=\theta _{x,\mu }+\theta _{x+\widehat{\mu },\nu }\theta _{x+\widehat{\nu },\mu }\theta _{x,\nu }`$ for $`\nu \mu `$. For $`\beta <\beta _c1.01`$, the theory is in the confinement phase, exhibiting a mass gap and monopole excitations . For $`\beta >\beta _c`$, the theory is in the Coulomb phase with a massless photon . There are many interesting questions concerning the order of the transition between the two phases and the possibility of a nontrivial continuum limit for $`\beta \beta _c^{}`$ . Only the confinement phase exhibits chiral symmetry breaking, which has been addressed in a number of recent numerical studies . In the strong-coupling limit $`\beta 0`$, chiral symmetry breaking follows rigorously from infrared bounds and has also been calculated explicitly . The broken phase is characterized by a chiral condensate that is determined by the small eigenvalues of the Dirac operator according to the Banks-Casher relation . In Sec. II, we compute the Dirac spectrum in both phases and investigate in more detail the properties of the small Dirac eigenvalues in the confinement phase. Section III discusses the Thouless energy that limits the universal regime described by chiral RMT, and conclusions are drawn in Sec. IV. ## II Small Dirac eigenvalues The staggered Dirac operator is constructed from the gauge fields according to $$D_{xy}=\frac{1}{2a}\underset{\mu }{}[\eta _\mu (x)U_\mu (x)\delta _{y,x+\widehat{\mu }}\mathrm{h}.\mathrm{c}.],$$ (2) where $`a`$ is the lattice spacing, which we shall set to unity in the following, and the $`\eta _\mu `$ are the staggered phases. For the purpose of comparing the spectrum of $`D`$ to RMT predictions, we note that $`D`$ is in the symmetry class of the chiral unitary ensemble (chUE) of RMT because it has complex matrix elements and no anti-unitary symmetries. The nonzero eigenvalues of $`D`$ come in pairs $`\pm i\lambda _n`$ with $`\lambda _n`$ real. For convenience, we refer to the $`\lambda _n`$ as the eigenvalues. The spectral density of the Dirac operator is given by $$\rho (\lambda )=\underset{n}{}\delta (\lambda \lambda _n),$$ (3) where the average is over all gauge field configurations, weighted by $`\mathrm{exp}(S)`$ in the quenched theory. If chiral symmetry is spontaneously broken, the vacuum is characterized by a nonzero order parameter, the chiral condensate $`\overline{\psi }\psi `$. The Banks-Casher relation states that $$\mathrm{\Sigma }\|\overline{\psi }\psi \|=\underset{\epsilon 0}{lim}\underset{V\mathrm{}}{lim}\pi \rho (\epsilon )/V,$$ (4) where $`V`$ is the four-volume. The order of the limits in this equation is important. Note that the condensate is due to an accumulation of Dirac eigenvalues close to $`\lambda =0`$. The Dirac operator can also have eigenvalues equal to zero, but this is not the case for the staggered Dirac operator at finite lattice spacing. If the Dirac spectrum corresponds to one of the RMT universality classes and supports a nonzero value of $`\mathrm{\Sigma }`$, the distribution of the smallest Dirac eigenvalues is described by the microscopic spectral density $$\rho _s^{(\nu )}(z)=\underset{V\mathrm{}}{lim}\frac{1}{V\mathrm{\Sigma }}\rho ^{(\nu )}\left(\frac{z}{V\mathrm{\Sigma }}\right),z=\lambda V\mathrm{\Sigma }.$$ (5) The quantity $`\rho _s`$ is a universal function that depends only on the number of massless (or very light) flavors $`N_f`$ and on the topological charge $`\nu `$, which is equal to the number of exact zero modes of $`D`$ that are stable under small perturbations of the gauge field. The superscript $`(\nu )`$ in Eq. (5) means that the average according to Eq. (3) is only over the configurations with topological charge equal to $`\nu `$. In our case, we have $`N_f=0`$ since we study the quenched theory. Furthermore, we take $`\nu =0`$ because we are using staggered fermions which do not have exact zero modes at finite lattice spacing . This point has been discussed in Refs. , and the only situation where deviations from the result for $`\nu =0`$ have been observed with staggered fermions is the Schwinger model in two dimensions at very weak coupling . On the other hand, Neuberger’s Overlap Dirac operator allows for exact topological zero modes on the lattice, and lattice simulations with this operator indeed find agreement with the RMT predictions for $`\nu 0`$ . The microscopic spectral density can be computed analytically. The prediction of the chUE of RMT for this quantity is, for $`N_f=\nu =0`$, $$\rho _s(z)=\frac{z}{2}\left[J_0^2(z)+J_1^2(z)\right],$$ (6) where $`J`$ denotes the Bessel function. We also consider the distribution of the smallest eigenvalue of $`D`$ for which the RMT result for $`N_f=\nu =0`$ reads $$P(\lambda _{\mathrm{min}})=\frac{(V\mathrm{\Sigma })^2\lambda _{\mathrm{min}}}{2}e^{(V\mathrm{\Sigma }\lambda _{\mathrm{min}}/2)^2}.$$ (7) A comparison of lattice data with these predictions is only sensible if $`\mathrm{\Sigma }>0`$, i.e. if there is a sufficiently strong accumulation of small Dirac eigenvalues in the vicinity of $`\lambda =0`$. In Fig. 1 we have plotted the spectral density of the staggered Dirac operator in this region, computed on an $`8^3\times 6`$ lattice for $`\beta =0.9`$ (confinement phase) and $`\beta =1.1`$ (Coulomb phase), respectively. Clearly, a nonzero value of $`\mathrm{\Sigma }`$ is supported only in the confinement phase, and thus the following analysis will be done only for this phase. In non-Abelian gauge theories, the accumulation of the small Dirac eigenvalues is usually attributed to the presence of instantons. The argument is that the degeneracy of the exactly zero eigenvalues in the field of isolated instantons is lifted by interactions, leading to eigenvalue repulsion and to a nonzero value of $`\mathrm{\Sigma }`$. The topological structure of U(1) gauge theory in 4d is different, and evidence has been presented which suggests that magnetic monopoles account for chiral symmetry breaking in the Abelian gauge theory. However, it is not quite clear whether the monopoles are really the driving mechanism, or if disorder alone would be sufficient, because it is difficult to disentangle disorder and monopole effects convincingly. Neither the rigorous arguments nor the strong-coupling investigation make use of any explicit mechanism. Let us turn to the analysis of our data. We have computed the eigenvalues of the Dirac operator on lattices of size $`4^4`$, $`6^4`$, and $`8^3\times 6`$ using $`\beta =0.9`$ in the confinement phase. To compare the data to the RMT predictions, we determine the parameter $`\mathrm{\Sigma }`$ in Eq. (4) by extrapolating the spectral density many level spacings away from zero to $`\lambda =0`$. This procedure is completely independent of RMT. As a check, we have also determined $`\mathrm{\Sigma }`$ via RMT: Using Eq. (7), the expectation value of $`\lambda _{\mathrm{min}}`$ is given by $$\lambda _{\mathrm{min}}=\sqrt{\pi }/(V\mathrm{\Sigma }),$$ (8) which allows us to determine $`\mathrm{\Sigma }`$ from the numerical value of $`\lambda _{\mathrm{min}}`$. Together with the numbers of configurations per parameter set, the values of $`\mathrm{\Sigma }`$ obtained from these two procedures are given in Table I. The two values of $`\mathrm{\Sigma }`$ are in excellent agreement, except for the smallest lattice size, where the agreement is not perfect but still within error bars. In Fig. 2, we have plotted the microscopic spectral density and the distribution of the smallest eigenvalue for all three lattice sizes along with the predictions of the chUE of RMT. The lattice data for $`P(\lambda _{\mathrm{min}})`$ agree perfectly with Eq. (7). The microscopic spectral density (6) is also well described by RMT, but the agreement breaks down for large values of $`z`$, with a “critical” value of $`z`$ that increases with lattice size. This is essentially the Thouless energy to which we now turn our attention. ## III Thouless energy As mentioned earlier, the small Dirac eigenvalues are described by universal functions only for energies below a limiting scale, the Thouless energy. In QCD, this scale is determined by the requirement that the inverse mass of the pion is equal to the largest linear size of the box with volume $`V=L_s^3\times L_t`$, i.e., $`1/m_\pi \mathrm{max}(L_s,L_t)`$ . This can be translated to $`E_cf_\pi ^2/(\mathrm{\Sigma }L_s^2)`$ , where $`f_\pi `$ is the pion decay constant and in our case we have $`L_sL_t`$. A dimensionless estimate of the Thouless energy is obtained by expressing $`E_c`$ in units of the mean level spacing at $`\lambda =0`$, given by $`\mathrm{\Delta }=1/\rho (0)=\pi /(V\mathrm{\Sigma })`$. This yields $$u_c\frac{E_c}{\mathrm{\Delta }}\frac{1}{\pi }f_\pi ^2L_sL_t.$$ (9) To test this prediction, we follow the lines of Ref. and construct the disconnected scalar susceptibility, defined on the lattice by $`\chi _{\mathrm{latt}}^{\mathrm{disc}}(m)`$ $`=`$ $`{\displaystyle \frac{1}{N}}{\displaystyle \underset{k,l=1}{\overset{N}{}}}{\displaystyle \frac{1}{(i\lambda _k+m)(i\lambda _l+m)}}`$ (11) $`{\displaystyle \frac{1}{N}}{\displaystyle \underset{k=1}{\overset{N}{}}}{\displaystyle \frac{1}{i\lambda _k+m}}^2,`$ where $`m`$ is a valence quark mass. The corresponding RMT result for the quenched chUE with $`\nu =0`$ reads $$\frac{\chi _{\mathrm{RMT}}^{\mathrm{disc}}(u)}{V\mathrm{\Sigma }^2}=u^2[I_0^2(u)I_1^2(u)][K_1^2(u)K_0^2(u)],$$ (12) where $`u=mV\mathrm{\Sigma }`$ and $`I`$ and $`K`$ are modified Bessel and Hankel functions. The quantity $`\chi _{\mathrm{latt}}^{\mathrm{disc}}`$ should be described by Eq. (12) for $`u<u_c`$. The dimensionless Thouless energy can be extracted by inspecting the ratio $$\mathrm{ratio}=\left(\chi _{\mathrm{latt}}^{\mathrm{disc}}\chi _{\mathrm{RMT}}^{\mathrm{disc}}\right)/\chi _{\mathrm{RMT}}^{\mathrm{disc}}.$$ (13) This quantity should be zero for $`u<u_c`$ and deviate from zero for $`u>u_c`$. The data for this ratio computed at $`\beta =0.9`$ for our three lattice sizes are shown in Fig. 3. Consider first the left plot. It is clear that $`u_c`$ increases with increasing lattice size. To test the scaling predicted by Eq. (9), the same data are shown in the right plot, but now plotted versus $`u/(L_sL_t)`$. The data for different lattice sizes now fall on the same curve, confirming the predicted scaling behavior of the Thouless energy. ## IV Discussion We have shown that in the confinement phase of compact U(1) gauge theory on the lattice, the distribution of the small Dirac eigenvalues is described by universal functions that can be computed in chiral RMT. The limiting energy above which non-universal behavior emerges scales with the lattice size as expected. The origin of the small eigenvalues in U(1) gauge theory deserves further attention. The question may be less about a mechanism in the strong-coupling limit, where it appears that the disorder of the gauge fields could be sufficient. The important question is about a mechanism that could sustain chiral symmetry breaking for a large correlation length, eventually leading to a confined QED continuum theory for $`\beta \beta _c^{}`$. There, U(1) monopoles could play a crucial role. Instantons appear to provide such a mechanism for SU(2) and SU(3) non-Abelian gauge theories. In the Coulomb phase, chiral symmetry is restored, so the “critical” value $`\beta _c^{}`$ for the chiral phase transition cannot be larger than $`\beta _c`$. However, we know of no strict argument that confinement implies chiral symmetry breaking, so it is possible, at least in principle, that $`\beta _c^{}<\beta _c`$. (In supersymmetric theories, one can have confinement without chiral symmetry breaking .) Because the chiral condensate is directly related to the distribution of the small eigenvalues, the chiral phase transition can be studied by observing the distribution of, say, the smallest positive eigenvalue for $`\beta \beta _c^{}`$ . This is another reason why it would be interesting to study this limit in future work. ###### Acknowledgements. This work was supported by the US Department of Energy under contracts DE-FG02-91ER40608 and DE-AC02-98CH10886, by the RIKEN BNL Research Center, and by the Austrian Science Foundation under project P11456. We thank C. Adam, T.S. Biró, U.M. Heller, E.-M. Ilgenfritz, M.I. Polikarpov, K. Rabitsch, W. Sakuler, S. Shatashvili, and J.J.M. Verbaarschot for helpful discussions.
warning/0007/nlin0007029.html	ar5iv	text	# A simple model for the formation of vegetated dunes ABSTRACT A simple model for the dynamics of dunes associated with vegetation is proposed. Using the model, formation processes of transverse dunes, parabolic dunes and elongated parabolic dunes according to two environmental factors: i)the amount of sand at the source,ii)the wind force, are simulated. The results have qualitative correspondence to the real counterpart, and the simplicity of the algorithm and the consequent easiness of the handling of this model provide us with wide applicability for the investigation of the complex interplay between vegetation and dunes. INTRODUCTION It is well known that the shape of dunes varies depending on several environmental factors surrounding them, like, the amount of available sand in each desert area, the wind directional variability, the vegetational condition covering sand surface, etc. Among all, the interplay between the dynamics of dunes and the growth of plants remains many aspects unsolved because of the complex nature of the dynamics of the system and the difficulty of the inspection of the theoretical hyposesis through direct observations. Still, many valuable observational studies have been accumulated which provided us detailed environmental conditions at individual arid areas in which typical types of vegetated dunes are seen. One of the pioneering studies among them was made by Hack in which he introduced a phase diagram to show the relation between the wind condition, available sand, the ratio of surface covered by plants, and the dominant type of dunes observed in each arid (or semiarid) area. Here, taking previous observational studies into consideration, we propose a minimal model which realizes the qualitative dynamics of dunes in mildly vegetated arid areas. Thereafter, using the model, the formation processes of transverse dunes, parabolic dunes and elongate parabolic dunes according to environmental factors are simulated, that is, the Hack’s phase diagram of vegetated dunes is numerically testified. In the below we firstly make a brief explanation of our model and, after that, the outputs obtained through the simulation are shown. Finally we make a discussion on the meaning of the model. MODEL The model is a 2-dimensional(2D) lattice model, wherein two field variables,i)the local height $`h(i,j,n)`$ of sand bed, and ii)the local density of vegetation $`c(i,j,n)`$, are allocated at each site of the horizontally extending $`N\times N(N=100)`$ lattice. Here $`\{(i,j)\|1i,jN\}`$ and $`\{n\|0n\}`$ indicate,respectively, horizontal position and time step. Assume wind is constantly blowing in positive $`i`$ direction, and each $`(i,j)`$ site covers a sufficiently wider area than that occupied by individual grains. Likewise is the unit time step which reflects a much longer time than individual saltation processes of sand. The above field variables are set to interact each other through the suppression factor $`a_\beta (i,j,n)`$ as explained below. Although many other quantities are considered to contribute to the whole dynamics of the system, we concentrate ourselves on extracting a simple set of relevant factors to investigate the essential dynamics of the whole system. Such methodology for modeling the complex dynamics of dunes with a set of simple rules have recently been introduced by Warner and also by one of present authors, with which they succeeded to numerically reproduce the typical types of unvegetated dunes under conditions qualitatively corresponding to the observations made by Wasson and Hyde. More previously, a pioneering model of the formation of vegetated dunes using a minimal set of rules has been introduced by Castro. Although his model is not applicable for the dynamics of dunes without vegetation, neither, does reproduce a wide variety of morphology of dunes in vegetated areas, it successfully simulated a systematic change of the inter-dunes length of vegetated transverse dunes, also the change of their profiles. Present model is a hybrid model to investigate a wide class of morphodynamics of dunes with vegetation also without vegetation. Here, dynamical rules of sand movement are based on a previous work of the author, whereas the rules for time evolution of plants have many similarities to the model by Castro. I. For the evolution of $`c(i,j,n)`$, the local density of plants, we adopt a set of simple rules. In an extreme case where the height of sand surface remains unchanged with time, wherein plants can grow thick up to the saturation density without being cut away by the drastic deflation of ground or being buried by the rapid accumulation of sands, $`c(i,j,n)`$ is allowed to increase linearly until the maximum value $`c_{max}`$. On the other hand, if the temporal change of surface height is too fast, the growth rate of plants is suppressed or some of them may wither up and die, then $`c(i,j,n)`$ decrease down to the minimum limit $`c_{min}`$. To reflect the above situation, we use a discrete dynamics which is a sectional linear map as shown in fig.1. Specifically, the dynamics is expressed as, $`c(i,j,n+1)`$ $`=`$ $`A(c(i,j,n)b(i,j,n))+c_{mim}(bc(c_{max}c_{min})/A+b)`$ $`c(i,j,n+1)`$ $`=`$ $`c_{max}((c_{max}c_{min})/A+b<c)`$ $`c(i,j,n+1)`$ $`=`$ $`c_{mim}(c<b)`$ here $`bb(i,j,n)\|h(i,j,n)h(i,j,n1)\|`$, $`cc(i,j,n)`$ and $`A`$ is a constant to determine the growth rate of plants. II. for the evolution of $`h(i,j,n)`$, discretized conservation law of $`h(i,j,n)`$, $$h(i,j,n+1)h(i,j,n)=Q_{in}(i,j,n)Q_{out}(i,j,n)$$ (1) holds, where $`Q_{in}(i,j,n)`$ is the total mass of sand coming into site $`(i,j)`$ at time step $`n`$, while $`Q_{out}(i,j,n)`$ is the same quality leaving from $`(i,j)`$ at $`n`$. Both of the saltation flux and the creep flux contribute to $`Q_{in}(i,j,n)`$ and $`Q_{out}(i,j,n)`$. Specifically the saltation flux caused by the grains leaving from $`(i,j)`$ at $`n`$ is expressed by the production of its mass $`m`$ and length $`l`$ like, $$q_{sal}(i,j,n)=q_0(tanh(h(i,j,n))+1.0)(tanh(h(i,j,n))+1.0+\alpha ).$$ (2) where $`h(i,j,n)`$ means $`h(i,j,n)h(i1,j,n)`$ and $`\alpha `$ is a constant to determine the bed-load in the windward slope of dunes. The above reflects the qualitative nature of wind, also the resulting saltation flux around dunes which is intensive in the windward particularly around the crest, whereas almost no flux in the lee side(fig.1(b)). On the other hand, the flux by creep $`q_{creep}(i,j,n)`$ is set proportional to the local gradient of sand surface. Although this may be a very crude approximation, it has some sense for a qualitative description of the morphodynamics of dunes as discussed afterward. The crucial effect caused by permitting the growth of plants is such that the sand transport sharply decreases when the cover ratio of sand surface by plants exceeds a critical value. To realize the situation in a simple expression, the suppression factor $`a_\beta (i,j,n)`$ is introduced like, $$a_\beta (i,j,n)=1+\beta (tanh(cc_{cr})1).(0\beta 1/2)$$ (3) Here, $`c_{cr}`$ is the critical vegetation density over which the movement of sand sharply decreases, and $`\beta `$ determines the maximum efficiency of suppression(fig.1(c)). The value of $`\beta `$ depends on whether it is for the saltation flux or for the creep flux. With the suppression factor, the saltation/creep flux is forced to decrease as $`q(i,j,n)=a_\beta (i,j,n)^2q^{}(i,j,n)`$ where $`q(i,j,n)`$ and $`q^{}(i,j,n)`$ are, respectively, the local flux by saltation/creep with vegetation and without vegetation,. RESULTS Intending to compare the simulation outputs with the diagram by Hack, two kind of quantities are chosen as the control parameters; One is i)the amount of sand at the source. Namely, the average height, $`<h_{source}>`$, of the sand surface at the source sites, $`\{(i,j)\|i=1,21jN\}`$. Specifically, uniformly random numbers between 2$`<h_{source}>`$ and 0 are allocated on these sites at each time step. The other control parameter is ii)the wind strength which should be a monotonically increasing function of saltation flux. Specifically, the variable $`q_0`$ in eq.(2) is adopted as the index of wind strength. Note that the vegetation density, which is one of the axes in the diagram by Hack, is not adopted as a control parameter because it is rather a resultantly attained quantity after the above two control parameters are fixed. Simulations are initiated from flat sand surface except the source area, namely, $`h(i,j,0)=0`$ holds except the source sites, while the initial vegetation density $`c(i,j,0)`$ at each site is set random around the average value $`<c(i,j,0)>`$ which is between $`c_{max}`$ and $`c_{min}`$. Note the boundary condition in $`j`$ direction, which is perpendicular to the wind direction, is set periodic and the leeward boundary in $`i`$ direction is set as the free boundary. Below the initial level 0 of sand surface, erosion of sand surface is inhibited to realize the existence of the hard ground or the ground water table. Using these rules, spontaneous formation processes of typical types of dunes are observed. The results are; First of all, when the wind force is too weak, regardless of the amount of sand supply at the source, clearly shaped dune will not appear in the system(fig.2(a)). It is also the cases where the amount of sand supply is too small. On the other hand, with more than a certain strength of wind force and a certain amount of sand supply, two types of clearly shaped active dunes are formed; i)When sufficiently large amount of sand is supplied under rather strong wind, transverse dunes, barchan dunes or both of them will dominate in the system. In more detail, small parabolic dunes formed just lee of the sand source soon develop into barchan dunes, which connect each other to grow larger as they move, to form transverse dunes the crests of them extend, roughly, perpendicular to the direction of wind(fig.2(b)). ii)If the amount of supplied sand or the wind force is slightly less than the above, parabolic dunes will prevail in the system(fig.2(c)(d)). They have arms extending to the windward direction. At the center of each parabolic dune, hollow is developed in which surface erosion proceeds down to the level of hard ground to serves the dune’s nose with sand. There we can see the inclination that the length of the arms varies depending on the wind force, namely, the arms extend the longer under the stronger wind. Especially in the case with rather small amount of sand, elongate parabolic dunes with the shapes like hair-pins will appear(fig.2(d)). The arms of such elongate dunes, if without their noses, seem like pairs of linear dunes. DISCUSSION The above results are summarized in a phase diagram as shown in fig.4. This diagram is not directly compared with that of Hack because of the less number of axes in our diagram. Also, in the diagram, ambiguous area is left in which condition irregular mounds of sand are formed, which are not easily categorized into other dominant types of dunes. Still, it has qualitatively good correspondence to the previous observational studies including that of Hack. Especially, the systematic change of the dunes’ morphology from the transverse(or barchan) dunes to the parabolic or the elongate parabolic dunes according to the amount of available sand (or to the wind force), is clearly simulated. Moreover no dune formation is realized under too weak wind nor is under too small amount of sand supply. The results indicate that this simple model contains intrinsic dynamics by which the morphodynamics of the vegetated dunes is decisively affected, and that through this model theoretical hypotheses on the formation dynamics of vegetated dunes can be testified. On the other hand, present study leaves several, possibly crucial, situations untreated. Firstly, the wind is always blowing in one direction. This condition seems very hard for the spontaneous growth of linear dunes considering the cases of unvegetated dunes. Consequently, straightly extending sand dunes/ridges appear only in behind parabolic dunes as the traces of their arms. This is one of the possible origin of vegetated linear dunes. But it seems not the general scenario for the formation of linear dunes, thus, the study under complicated wind regimes is one the next issues. Secondly, the existence of the angle of repose was not explicitly incorporated in the model. Here, instead, all the dynamics along sand surface was modeled by the diffusion-like creep process. Of course such a rough simplification can cause the imperfect reproduction of the real counterparts, like inhomogeneous angle of slope at the lee face of a dune unlike the actual slip face. On the problem, in the previous studied, we demonstrated that even such a simplified modeling can work effectively, at least for the investigation of macroscopic morphodynamics of unvegetated dunes, like, simulating distinguishable barchan, seif, star and other types of dunes. Also in the present simulations with vegetation, distinguishable parabolic and other types of dunes successfully appeared according to the corresponding situations in the semiarid desert areas. However, for the investigation of more quantitative aspects of the system, the explicit introduction of the angle of repose into the model is required, and it also be an important step to the inclusive understanding of the system. Notwithstanding all, we believe the present study using such a minimal model is one of the effective way to understand the complex interplay between dunes and vegetation. Systematic search of complex systems using such bold simplifications would , more or less work as the complementary way which fill the big blank between the observational studies of such systems and the, otherwise hardly testified, theoretical hyposesis. ACKNOWLEDGEMENTS This research was supported by the Grant-in-Aid for Scientific Research of JSPS (c11837017). Figure Captions Fig.1 Schematic explanations of the present model; (a-I)The Map $`c(i,j,n)c(i,j,n+1)`$ to describe the discretized time evolution of plants density. Without the temporal change $`b(i,j,n)`$ of surface height, plants density monotonically increases up to the saturation value $`c_{max}`$. (a-II)With more than a certain speed of surface rise or deflation, plants at the surface are, more or less, damaged because they are buried or cut away, then, $`c(i,j,n)`$ will decrease with time with the lower limit $`c_{min}`$. b)Local sand flux by saltation $`q_{sal}`$ of eq.(2) is given as a function of local slope $`h`$ of sand surface in the direction of wind, which reflects the observational fact, namely, large bed load in the windward particularly around the crest(indicated by the arrow), whereas sharply it decreases in the lee side. c)Suppression factor $`a`$ of sand flux as a function of local density of vegetation $`c`$. Above a critical density $`c_{cr}`$ of vegetation, the flux of sand drastically decreases as described in eq.(3). Fig.2 Snapshots of simulated dunes under various pairs of control parameters, wind force and sand supply. The left part in each figure shows the spatial distribution of vegetation density $`d(i,j,n)`$.The darker tone indicates the more densely vegetated place, whereas white parts indicates the areas with bare sand surfaces. The right part in each figure shows the surface height distribution $`h(i,j.n)`$, where the darker position means the higher surface. Sand is supplied from the most windward 2 rows. Steady wind is blowing from the left to the right. (a)When the wind force is too weak no distinguishable dune is formed. It is also the case for too small amount of sand supply at the source. (b)Under rather strong wind with sufficient amount of sand supply transverse dunes prevail while small parabolic dunes are seen just lee of the sand source. The latter will soon grow up to the former. (c)Parabolic dunes, the arms of which extend in the windward direction, are formed under mildly blowing wind with intermediate amount of sand at the source. (d)If the amount of sand is comparatively small within this regime, thin and long parabolic dunes, namely, elongate parabolic dunes will grow. They look like rather linear dunes if without their noses. Fig.3 Phase diagram to show the dominant types of dunes under various pairs of control parameters. The alphabets in the diagram indicate the conditions corresponding to respective snapshots in fig.2. Symbols $`\mathrm{}`$s and $``$s indicate, respectively, parabolic dunes, and, barchan(or transverse) dunes, whereas $`\times `$s mean the conditions for no dune formation. The $`\mathrm{}`$s accompanied by * mean the conditions for the development of rather thin parabolic dunes with long arms. At the condition with the symble $`\mathrm{}`$, many irregular mounds are formed which are not clearly categorized as particular type of dunes.
warning/0007/math0007027.html	ar5iv	text	# Smooth global Lagrangian flow for the 2D Euler and second-grade fluid equations ## 1. Incompressible Euler equations Let $`(M,g)`$ be a $`C^{\mathrm{}}`$ compact oriented Riemannian $`2`$-manifold with smooth boundary $`M`$, let $``$ denote the Levi-Civita covariant derivative, and let $`\mu `$ denote the Riemannian volume form. The incompressible Euler equations are given by $$\begin{array}{c}_tu+_uu=\mathrm{grad}p\\ \mathrm{div}u=0,u(0)=u_0,g(u,n)=0\text{ on }M,\end{array}$$ (1.1) where $`p(t,x)`$ is the pressure function, determined (modulo constants) by solving the Neumann problem $`\mathrm{}p=\mathrm{div}_uu`$ with boundary condition $`g(\mathrm{grad}p,n)=S_n(u)`$, $`S_n`$ denoting the second-fundamental form of $`M`$. The now standard global existence result for two-dimensional classical solutions states that for initial data $`u_0\chi ^s\{vH^s(TM)\|\mathrm{div}u=0,g(u,n)=0\}`$, $`s>2`$, the solution $`u`$ is in $`C^0(,\chi ^s)`$ and has $`C^0`$ dependence on $`u_0`$ (see, for example, Taylor’s book ). Equation (1.1) gives the Eulerian or spatial representation of the dynamics of the fluid. The Lagrangian representation which is in terms of the volume-preserving fluid particle motion or flow map $`\eta (t,x)`$ is obtained by solving $$\begin{array}{c}_t\eta (t,x)=u(t,\eta (t,x)),\\ \eta (0,x)=x.\end{array}$$ (1.2) This is an ordinary differential equation on the infinite dimensional volume-preserving diffeomorphism group $`𝒟_\mu ^s`$, the set of $`H^s`$ class bijective maps of $`M`$ into itself with $`H^s`$ inverses which leave $`M`$ invariant. Ebin & Marsden proved that $`𝒟_\mu ^s`$ is a $`C^{\mathrm{}}`$ manifold whenever $`s>2`$. They also showed that for an interval $`I`$, whenever $`uC^0(I,\chi ^s)`$ and $`s>3`$, there exists a unique solution $`\eta C^1(I,𝒟_\mu ^s)`$ to (1.2). Thus, for $`s>3`$ the existence of a global $`C^1`$ flow map immediately follows from the fact that $`u`$ remains bounded in $`H^s`$ for all time. It is often essential, however, for the Euler flow to depend smoothly on the initial data; in the case of vortex methods, for example, Hald in Assumption 3 of requires this as a necessary condition to establish convergence. ###### Theorem 1.1. For $`u_0\chi ^s`$, $`s>2`$, there exists a unique global solution to (1.3) which is in $`C^{\mathrm{}}(,T𝒟_\mu ^s)`$ and has $`C^{\mathrm{}}`$ dependence on $`u_0`$. ###### Proof. The smoothness of the flow map follows by considering the Lagrangian version of (1.1) given by $$\begin{array}{c}\frac{D}{dt}_t\eta (t,x)=\mathrm{grad}p(t,\eta (t,x)),\mathrm{det}T\eta (t,x)=1,\\ _t\eta (0,x)=u_0(x),\\ \eta (0,x)=x,\end{array}$$ (1.3) where $`T\eta (t,x)`$ denotes the tangent map of $`\eta `$ (which in local coordinates is given by the 2x2 matrix of partial derivatives $`\eta ^i/x^j`$), and where $`D/dt`$ is the covariant derivative along the curve $`t\eta (t,x)`$ (which in Euclidean space is the usual partial time derivative). Since $$\mathrm{grad}p\eta =\mathrm{grad}\mathrm{}^1\left[\mathrm{Tr}(uu)+\mathrm{Ric}(u,u)\right]\eta ,$$ where $`\mathrm{Ric}`$ is the Ricci curvature of $`M`$, and since $`S_n`$ is $`C^{\mathrm{}}`$ and $`H^{s1}(TM)`$ forms a multiplicative algebra whenever $`s>2`$, we see that the linear operator $`u\mathrm{grad}\mathrm{}^1[\mathrm{Tr}(uu)`$$`+`$$`\mathrm{Ric}(u,u)]`$ maps $`H^s`$ back into $`H^s`$. Denote by $`f:T𝒟_\mu ^sTT𝒟_\mu ^s`$ the vector field $$(\eta ,_t\eta )\mathrm{grad}\mathrm{}^1\left[\mathrm{Tr}(uu)+\mathrm{Ric}(u,u)\right]\eta .$$ Then, $$f(\eta ,_t\eta )=\mathrm{grad}_\eta \mathrm{}_\eta ^1\left[\mathrm{Tr}(_\eta _t\eta _\eta _t\eta )+\mathrm{Ric}_\eta (_t\eta ,_t\eta )\right],$$ where $`\mathrm{grad}_\eta g=[\mathrm{grad}(g\eta ^1)]\eta `$ for all $`gH^s(M)`$, $`\mathrm{div}_\eta X_\eta =[\mathrm{div}(X_\eta \eta ^1)]\eta `$ and $`_\eta (X_\eta )=[(X_\eta \eta ^1]\eta `$ for all $`X_\eta T_\eta 𝒟_\mu ^s`$, $`\mathrm{}_\eta =\mathrm{div}_\eta \mathrm{grad}_\eta `$, and $`\mathrm{Ric}_\eta =\mathrm{Ric}\eta `$. It follows from Lemmas 4,5, and 6 in and Appendix A in that $`f`$ is a $`C^{\mathrm{}}`$ vector field. Thus (1.3) is an ordinary differential equation on the tangent bundle $`T𝒟_\mu ^s`$ governed by a $`C^{\mathrm{}}`$ vector field on $`T𝒟_\mu ^s`$; it immediately follows from the fundamental theorem of ordinary differential equations on Hilbert manifolds, that (1.3) has a unique $`C^{\mathrm{}}`$ solution on finite time intervals which depends smoothly on the initial velocity field $`u_0`$, i.e., there exists a unique solution $`_t\eta C^{\mathrm{}}((T,T),T𝒟_\mu ^s)`$ with $`C^{\mathrm{}}`$ dependence on initial data $`u_0`$, where $`T`$ depends only on $`u_0_{H^s}`$. When $`s>3`$, this interval can be extended globally to $``$ by virtue of $`\eta `$ remaining in $`𝒟_\mu ^s`$. Unfortunately, the global existence and uniquess of a $`C^{\mathrm{}}`$ flow map $`\eta (t,x)`$ does not follow for initial data $`u_0\chi ^s`$ for $`s(2,3]`$, so we provide a simple argument to fill this gap. We must show that $`\eta `$ can be continued in $`𝒟_\mu ^s`$. It suffices to prove that $`T\eta `$ and $`T\eta ^1`$ are both bounded in $`H^{s1}`$. This is easily achieved using energy estimates. We have that $$\frac{D}{dt}T\eta =_t\eta =uT\eta $$ and $$\frac{D}{dt}T\eta ^1=T\eta ^1_t\eta T\eta ^1=T\eta ^1u.$$ Computing the $`H^{s1}`$ norm of $`T\eta `$ and $`T\eta ^1`$, respectively, we obtain $$\frac{1}{2}\frac{d}{dt}T\eta _{H^{s1}}=D^{s1}(uT\eta ),D^{s1}T\eta _{L^2},$$ and $$\frac{1}{2}\frac{d}{dt}T\eta ^1_{H^{s1}}=D^{s1}(T\eta ^1u),D^{s1}T\eta ^1_{L^2}.$$ It is easy to estimate $`D^{s1}(uT\eta ),D^{s1}T\eta _{L^2}`$ $`C(u_L^{\mathrm{}}T\eta _{H^{s1}}^2+u_{H^{s1}}T\eta _L^{\mathrm{}}T\eta _{H^{s1}})`$ $`C(u_L^{\mathrm{}}T\eta _{H^{s1}}^2+u_{H^s}T\eta _{H^{s1}}^2)`$ where the first inequality is due to Cauchy-Schwartz and Moser’s inequalities and the second is the Sobolev embedding theorem. Similarly, $$D^{s1}(T\eta ^1u),D^{s1}T\eta ^1_{L^2}C(u_L^{\mathrm{}}T\eta ^1_{H^{s1}}^2+u_{H^s}T\eta ^1_{H^{s1}}^2).$$ Since the solution $`u`$ to (1.1) is in $`\chi ^s`$ for all $`t`$, we have that $`u_{H^s}`$ is bounded for all $`t`$. Because the vorticity $`\omega =\mathrm{curl}u`$ is in $`L^{\mathrm{}}`$, we have by Lemma 2.4 in Chapter 17 of that $`u_L^{\mathrm{}}C(1+\mathrm{log}u_{H^s})`$; hence $`u_L^{\mathrm{}}`$ is bounded for $`t`$. It then follows that $`\eta `$ and $`\eta ^1`$ are in $`𝒟_\mu ^s`$ for all time. ∎ ## 2. Second-grade fluid equations In this section, we establish the global existence of a $`C^{\mathrm{}}`$ Lagrangian flow map for the second-grade fluids equations, also known as the isotropic averaged Euler or Euler-$`\alpha `$ equations, which has $`C^{\mathrm{}}`$ dependence on intial data. These equations are given on $`(M,g)`$ by $$\begin{array}{c}_t(1\alpha \mathrm{}_r)u\nu \mathrm{}_ru+_u(1\alpha \mathrm{}_r)u\alpha (u)^t\mathrm{}_ru=\text{grad }p,\\ \mathrm{div}u=0,u(0)=u_0,u=0\text{ on }M\\ \alpha >0,\nu 0\mathrm{}_r=(d\delta +\delta d)+2\text{Ric},\end{array}$$ (2.1) (see ), and were first derived in 1955 by Rivlin&Ericksenn in Euclidean space (Ric$`=0`$) as a first-order correction to the Navier-Stokes equations. In Euclidean space the operator $`\mathrm{}_r`$ is just the component-wise Laplacian, and the equation may be written as $$_t(1\alpha \mathrm{})u\nu \mathrm{}u+\text{curl}(1\alpha \mathrm{})u\times u=\text{grad }p.$$ For convenience, we set $`\alpha =1`$. We define the unbounded, self-adjoint operator $`(1)=(12\text{Def}^{}\text{Def})`$ on $`L^2(TM)`$ with domain $`H^2(TM)H_0^1(TM)`$. The operator $`\mathrm{Def}^{}`$ is the formal adjoint of $`\mathrm{Def}`$ with respect to $`L^2`$; $`2\text{Def}^{}\text{Def }u=(\mathrm{}+\text{grad }\text{div}+2\text{Ric})u`$ so that $`2\text{Def}^{}\text{Def }u=(\mathrm{}+2\text{Ric})u`$ if $`\text{div }u=0`$. We let $`𝒟_{\mu ,D}^s`$ denote the subgroup of $`𝒟_\mu ^s`$ whose elements restrict to the identity on the boundary $`M`$. $`𝒟_{\mu ,D}^s`$ is a $`C^{\mathrm{}}`$ manifold (see and ). Let $`\chi _D^s=\{u\chi ^s\|u=0\text{ on }M\}`$. The following is Proposition 5 in . ###### Proposition 2.1. For $`s>2`$, let $`\eta (t)`$ be a curve in $`𝒟_{\mu ,D}^s`$, and set $`u(t)=_t\eta \eta (t)^1`$. Then $`u`$ is a solution of the initial-boundary value problem (2.1) with Dirichlet boundary conditions $`u=0`$ on $`M`$ if and only if $$\begin{array}{c}\overline{𝒫}_\eta \left[\frac{\dot{\eta }}{dt}+\left[\nu (1)^1\mathrm{}_ru+𝒰(u)+(u)\right]\eta \right]=0,\mathrm{Det}T\eta (t,x)=1,\\ _t\eta (0,x)=u_0(x),\\ \eta (0,x)=x,\end{array}$$ (2.2) where $`𝒰(u)=`$ $`(1)^1\left\{\text{div}\left[uu^t+uuu^tu\right]+\text{grad }\text{Tr}(uu)\right\}`$ $`(u)=`$ $`(1)^1\left\{\text{Tr}\right[\left(R(u,)u\right)+R(u,)u+R(u,)u]`$ $`+\text{grad }\text{Ric}(u,u)(_u\text{Ric})u+u^t\text{Ric}(u)\},`$ and $`\overline{𝒫}_\eta :T_\eta 𝒟_D^sT_\eta 𝒟_{\mu ,D}^s`$ is the Stokes projector defined by $$\begin{array}{c}\overline{𝒫}_\eta :T_\eta 𝒟_{\mu ,D}^sT_\eta 𝒟_{\mu ,D}^s,\\ \overline{𝒫}_\eta (X_\eta )=\left[𝒫_e(X_\eta \eta ^1)\right]\eta ,\end{array}$$ and where $`𝒫_e(F)=v`$, $`v`$ being the unique solution of the Stokes problem $$\begin{array}{c}(1)v+\text{grad }p=(1)F,\\ \text{div }v=0,\\ v=0\text{ }\text{on }M.\end{array}$$ Equation (2.2) is an ordinary differential equation for the Lagrangian flow. Notice again that $`H^{s1}`$, $`s>2`$, forms a multiplicative algebra, so that both $`𝒰`$ and $``$ map $`H^s`$ into $`H^s`$. ###### Theorem 2.1. For $`u_0\chi _D^s`$, $`s>2`$, and $`\nu 0`$, there exists a unique global solution to (2.2) which is in $`C^{\mathrm{}}(,T𝒟_\mu ^s)`$ and has $`C^{\mathrm{}}`$ dependence on $`u_0`$. We note that one cannot prove the statement of this theorem from an analysis of (2.1) alone (see and , and references therein). ###### Proof. The ordinary differential equation (2.2) can be written as $`_{tt}\eta =S(\eta ,_t\eta )`$ (see page 23 in ). Remarkably, $`S:T𝒟_{\mu ,D}^sTT𝒟_{\mu ,D}^s`$ is a $`C^{\mathrm{}}`$ vector field, and \[, Theorem 2\] provides the existence of a unique short-time solution to (2.2) in $`C^{\mathrm{}}((T,T),T𝒟_{\mu ,D}^s)`$ which depends smoothly on $`u_0`$, and where $`T`$ only depends on $`u_0_{H^s}`$. Thus, it suffices to prove that the solution curve $`\eta `$ does not leave $`𝒟_{\mu ,D}^s`$. Following the proof of Theorem 1.1, and using the fact that the solution $`u(t,x)`$ to (2.1) remains in $`H^s`$ for all time (), it suffices to prove that $`u`$ is bounded in $`L^{\mathrm{}}`$. Letting $`q=\mathrm{curl}(1\alpha \mathrm{}_r)u`$ denote the potential vorticity, and computing the curl of (2.1), we obtain the 2D vorticity form as $$_tq+g(\text{grad }q,u)=\nu \text{curl }u.$$ It follows that for all $`\nu 0`$, $`q(t,x)`$ is bounded in $`L^2`$ (conserved when $`\nu =0`$) and therefore by standard elliptic estimates $`u(t,x)`$ is bounded in $`H^2`$, and hence in $`L^{\mathrm{}}`$. ∎ As a consequence of Theorem 2.1 being independent of viscosity, we immediately obtain the following: ###### Corollary 2.1. Let $`\eta ^\nu (t,x)`$ denote the Lagrangian flow solving (2.2) for $`\nu >0`$, so that $`u^\nu =_t\eta ^\nu \eta _{}^{\nu }{}_{}{}^{1}`$ solves (2.1). Then for $`u_0\chi _D^s`$, $`s>2`$, the viscous solution $`\eta ^\nu C^{\mathrm{}}(,T𝒟_\mu ^s)`$ converges regularly (in $`H^s`$) to the inviscid solution $`\eta ^0C^{\mathrm{}}(,T𝒟_\mu ^s)`$. Consequently $`u^\nu u^0`$ in $`H^s`$ on infinite-time intervals. This gives an improvement of Busuioc’s result in in two ways: 1) we are able to prove the regular limit of zero viscosity on manifolds with boundary, and 2) in the Lagrangian framework, we are able to get $`C^{\mathrm{}}`$ in time solutions. ## Acknowledgments Research was partially supported by the NSF-KDI grant ATM-98-73133 and the Alfred P. Sloan Foundation Research Fellowship.
warning/0007/quant-ph0007101.html	ar5iv	text	# “Quantum mysteries for anyone” or classical verities for everyone? ## 1 Introduction In an article entitled: “Quantum mysteries for anyone,” Mermin, in a mock response to a rhetorical question posed by Einstein, wrote: “We now know that the moon is demonstrably not there when nobody looks.” This astonishing assertion (even allowing for dramatic license) is purportedly an ineluctable consequence of Quantum Mechanics (QM). Demonstrations supporting this claim are formulated and analyzed mostly in terminology used in QM, but this is not essential. Mermin has shown that the basis of the argument underpinning this claim can be rendered in prosaic concepts accessible to “anyone.” To do so he considers a device emitting pairs of correlated objects each of which excites a detector to respond by flashing either red or green. This implies that these objects have some dichotomic property that evokes one of two possible responses. Each detector, on the other hand, has three settings which leads to nine combinations of settings that can be chosen for each run of the experiment. Furthermore, by design, the detectors are so constructed that they faithfully provide results compatible with Malus’ Law; essentially just yielding geometrical projections onto an orthogonal basis. Such detectors were chosen because they give results compatible with those calculated using QM. The nux of Mermin’s point is that the statistics of the random dichotomic process generating the objects is incompatible with those of Malus’ Law, (as well as QM) which have been verified empirically. One of the elements of the QM analysis of EPR correlations is the use of so-called entangled states which are needed to get the correct, that is, empirically verified result. Such states, according to the prevailing understanding, remain essentially unresolved or ontologically ambiguous until a measurement is made. It is in this sense that the moon is “not there” until someone looks at it; i.e., measures it, when, as the lexica of QM have it, a real, ‘is there,’ state is “projected” out. Much can be said about how this situation arose in QM and how it all appears to be inevitable. The great advantage of Mermin’s formulation, however, is that it seems to render most of these factors as inessential; whatever is at play here, can have only limited or secondary dependence on QM. The structure of Malus’ Law and the arithmetic of dichotomic functions may find use within QM, but certainly do not constitute its essence. Nevertheless, it is widely held that a classical, local model yielding the empirically verified statistics is impossible; that this mysteriousness is in the exclusive purview of modern wisdom as revealed by QM. One might reasonably surmise, however, that a physics theory crowning the ostrich as wizard, could also suffer lacunae. In fact, there are several, some fatal. It is the purpose herein to analyze these lacunae with the goal of penetrating Mermin’s conundrum, and to propose a resolution. As an aside, we stress that the lacuna to which we refer are all in the formulation of issues behind the conundrum; QM itself is not questioned in this paper. The problems we are attacking are found nearly exclusively in philosophy done on the basis of QM, rather than in the mathematical formulation. We believe that rectifying philosophical and syntactical obscurities, however, will benefit the further development and expansion of the techniques used in QM. ## 2 Bell inequalities The ‘conundrum’ is a rendition of Bell’s Theorem which, in turn, is thought to ‘prove’ that a local realistic extention to QM involving hidden variables does not exist. Bell formulated this theorem on the basis of the renowned Bohm variation of the Einstein-Podolsky-Rosen (EPR-B) argument that QM is incomplete. EPR-B considered a source emitting paired particles of spin $`\mathrm{}/2`$. Practical considerations, however, have shifted focus to a parallel case involving ‘photons’ for which the mathematics describing their polarization states is isomorphic to that describing correlated states of particles with spin—up to a factor of ‘two’ in angular dependence. Let us focus on polarized photons or electromagnetic signals; the physics is easily visualized and the phenomena are all well understood. The source is considered to generate pairs of correlated photons or signals, usually envisioned to exude from the source in opposite directions. Each photon or signal is sent through a polarizer which diverts it into one of two photoelectron counters depending on whether it is polarized in one of two orthogonal states relative to the polarizer. A detection in one of the states is conventionally associated with the value $`+1,`$ the other with $`1.`$ The detector subchannels on the opposite arm are labeled then to correspond. Thus, the outcome of a measurement on the left, say, can be expressed as a dichotomic variable, $`X`$, and on the right, $`Y.`$ Each function is a sequence of $`\pm 1`$’s, one value for each event in a run of the experiment, which can be given index $`i`$. Clearly, the correlation function is by definition: $$Cor(a,b):=\frac{1}{N}\underset{i}{\overset{N}{}}X_i(a)Y_i(b),$$ (1) where, $`a`$ and $`b`$ specify the orientation of each arm’s polarizer and $`N`$ is the total number of events in a run of the experiment. Bell’s Theorem is thought to put certain limits on such correlations if they are to have properties making them compatible with classical physics. It yields inequalities among sets of such correlations that can be tested empirically. Their extraction proceeds as follows. First, for the sake of broader application, consider new variables, $`A`$ and $`B`$ defined to be the averages of $`X`$ and $`Y`$ respectively over properties of the detector unrelated to the settings of the polarizers, $`a`$ and $`b`$, such that now $`\|A\|1`$ and $`\|B\|1.`$ For such variables, suppose further that $`Cor(a,b)`$ is the marginal correlation with respect to a larger set of variables, $`\lambda `$, which, were they known, would render more (possibly everything) deterministic, but which, since in fact they are not available at the level of QM, have been designated: “hidden.” Employing notation with which $`Cor(a,b)=P(a,b)`$, as his fundamental Ansatz, Bell wrote: $$P(a,b)=𝑑\lambda \rho (\lambda )A(a,\lambda )B(b,\lambda ),$$ (2) where $`\rho (\lambda )`$ is a normalized density function specifying the probability of occurrence of states labeled by the hidden variables. He arrived at this expression with the argument that the individual factors $`A(a,\lambda )`$ and $`B(b,\lambda ),`$ being proportional to the probability density of photoelectron generation, which as a physical proccess must respect ‘locality.’ That is, local dependence of a detection at station A can logically depend only on the setting of the polarizer at A and variables describing the signal arriving at A, but not on variables determining conditions at station B; and, of course, visa versa. Equipped with these notions, he then considered the difference of two such correlations with different values of $`b,`$ $$P(a,b)P(a,b^{})=𝑑\lambda \rho (\lambda )[A(a,\lambda )B(b,\lambda )A(a,\lambda )B(b^{},\lambda )],$$ (3) to which he added zero in the form $$A(a,\lambda )B(b,\lambda )A(a^{},\lambda )B(b^{},\lambda )A(a,\lambda )B(b^{},\lambda )A(a^{},\lambda )B(b,\lambda ),$$ (4) to get: $$P(a,b)P(a,b^{})=𝑑\lambda \rho (\lambda )A(a,\lambda )B(b,\lambda )[1\pm A(a^{},\lambda )B(b^{},\lambda )]+$$ $$𝑑\lambda \rho (\lambda )A(a,\lambda )B(b^{},\lambda )[1\pm A(a^{},\lambda )B(b,\lambda )],$$ (5) which, upon taking absolute values, can be written as: $$\|P(a,b)P(a,b^{})\|d\lambda \rho (\lambda )(1\pm A(a^{},\lambda )B(b^{},\lambda )+d\lambda \rho (\lambda )(1\pm A(a^{},\lambda )B(b,\lambda ).$$ (6) This, using Eq. (2) and that $`𝑑\lambda \rho (\lambda )=1,`$ finally gives $$\|P(a,b)P(a,b^{})\|+\|P(a^{},b^{})+P(a^{},b)\|2,$$ (7) one version of the much celebrated Bell inequalities. The QM calculation for polarization correlations gives $$P(a,b)=\mathrm{cos}(2\theta ),$$ (8) where $`\theta `$ is the angle between $`a`$ and $`b.`$ Consistency demands that this expression be the same as those in Eq. (7). One type of experiment to test such inequalities has been conducted as follows. A gas consisting of molecules having a two stage cascade transition known to produce antisymmetrically polarized radiation (i.e., if it is polarized in the $`\widehat{x}`$ direction on one side, then at the same instant it is in the $`\widehat{𝐲}`$ direction on the opposite side), is excited to a very low level so that photoelectron pairs are produced at an individually countable rate. Two stations on opposite sides of the source are set up to intercept and record this radiation. Each station consists of a polarizer to divide the incoming signals into the two polarization modes defined by its angular orientation, $`a`$, at station A; etc. A coincidence count is then a simultaneous detection in one channel, i.e., either $`+1`$ or $`1`$, on each side within a window, $`\delta .`$ A count of such detected pairs is taken for a time interval $`\mathrm{\Delta },`$ where $`\delta \mathrm{\Delta }`$, for a given set of values for $`a`$ and $`b.`$ This is then repeated with different values of $`a`$ and $`b`$ until their full ranges, or at least a few critical points, have been adequately sampled so as to permit inferring the functional form, or at least critical values, of $`Cor(a,b);`$ i.e., $`P(a,b).`$ Given the count rate as a function of $`a`$ and $`b,`$ in each channel, the above probabilities and correlations can be inferred. Virtually all of the experiments which have been done to date show that for some settings of $`a`$ and $`b`$, the l.h.s. of Eq. (7) reaches a maximum value of $`2\sqrt{2}`$, as can be obtained by calculation using Eq. (8) in Eq. (7). This result indicates that some assumption used in the derivation of the inequalities is false; as all other assumptions are taken to be harmless, Bell concluded that the offending one is that $`A`$ and $`B`$ are “local.” (Note, however, that between analysis and experiment, the nature of the random variables has migrated. Bell started out considering the values of discrete random variables when writing Eq. (2); the experiments, on the other hand, measure the correlation of the density of events per unit time. This difference, involving, inter alia, an implicit shift from discrete to continuous random variables (to be shown below), is obscured in orthodox QM as both can be interpreted as probability densities, and they seem somehow to be equivalent. The difference, nevertheless, is crucial.) ## 3 Lacunae The innocence of Bell’s (and Mermin’s) argumentation is illusory. In the first instance, there can be no such thing as a “theorem” in physics. A theorem is a syllogism based on a chain of syllogisms and definitions founded on an axiom set. The ‘axioms’ of Physics are exactly those fundamental theories the whole enterprise is striving to divine; they are largely unknown and may always be. Theorems then, at best, pertain to mathematics whose relevance may be contestable. Bell’s extraction of an inequality is, of course, based on hypotheses, many of which are implicit. A few are fatal to the popularly held conclusion. ### 3.1 Compatability. One of the most striking characteristics of Eq. (8) is that the correlation calculated using QM is a harmonic function, whereas the random variables for which it is considered to be the correlation are dichotomic functions. The latter have very uncompromising analytical properties, they are discontinuous at a countable number of points. How then, can their correlation, (in the end, the sum of a product of such functions), be infinity differentiable everywhere? Consider the simplest case where $`\rho (\lambda )`$ is a constant; i.e., $`1/(2\pi )`$, which would apply when the source is simply emitting a stream of randomly polarized pairs evenly distributed over the circle. Then Eq. (2) can be put in the form $$\mathrm{cos}(2\theta )=P(x\theta )P(x)𝑑x,$$ (9) where the $`P(x_j)`$ are dichotomic functions switching back and fourth between $`\pm 1`$ at distinct values $`x_j`$. The incompatible character of both sides of this equation makes itself manifest by taking the derivative of both sides with respect to $`\theta `$ to obtain $$2\mathrm{sin}(2\theta )=\delta (x\theta _j)P(x)𝑑x=\underset{j}{}P(\theta _j)=k$$ (10) where $`\delta (x\theta _j)`$ is the Dirac delta function and $`k`$ is some constant. Taking the derivative again gives $$4\mathrm{cos}(2\theta )0,$$ (11) a false statement; q.e.d. Other forms of (multi)tomic functions arrive at other contradictions. It has been suggested, for example, that dichotomic functions with harmonic arguments provide a counter example to the above proposition; i.e.: $`D(\mathrm{sin}(t)x))`$, where $`D(y)=+1`$ if $`y>0`$ and $`1`$ if $`y<0`$, for example. However, consider the equation: $$\mathrm{sin}(t)=_\pi ^\pi D(\mathrm{sin}(t)x))D(x)dx.$$ (12) As before, take the derivative w.r.t. $`t`$ to get: $$\mathrm{cos}(t)=_\pi ^\pi \delta (\mathrm{sin}(t)x))D(x)\mathrm{cos}(t)dx,$$ (13) or $$\mathrm{cos}(t)=\mathrm{cos}(t)D(\mathrm{sin}(t)).$$ (14) Once again, these assumptions also lead to a contradiction, namely $`\mathrm{cos}(t)=\mathrm{cos}(t),t<0`$. The right hand side must be a harmonic function everywhere not just somewhere—even if somewhere is almost everywhere. The non-differentiable points pass through multiplication and addition (integration). Where a multitomic (discontinuous) function switches values, analyticity breaks down. This shows that the QM result can not be the correlation of multitomic variables, contrary to the initial assumptions in the ‘proof’ of Bell’s theorem. Additional insight has recently been obtained independently by Sica. He showed that dichotomic sequences tautologically satisfy Bell inequalities. His proof proceeds as follows: Compose with four dichotomic sequences (with values $`\pm 1`$ and length $`N`$ ) $`a,`$ $`a^{},`$ $`b`$ and $`b^{}`$ the following two quantities $`a_ib_i+a_ib_i^{}=a_i(b_i+b_i^{})`$ and $`a_i^{}b_ia_i^{}b_i^{}=a_i^{}(b_ib_i^{}).`$ Sum these expressions over $`i`$, divide by $`N`$, and take absolute values before adding together to get: $`\|{\displaystyle \frac{1}{N}}{\displaystyle \underset{i}{\overset{N}{}}}a_ib_i+{\displaystyle \frac{1}{N}}{\displaystyle \underset{i}{\overset{N}{}}}a_ib_i^{}\|+\|{\displaystyle \frac{1}{N}}{\displaystyle \underset{i}{\overset{N}{}}}a_i^{}b_i{\displaystyle \frac{1}{N}}{\displaystyle \underset{i}{\overset{N}{}}}a_i^{}b_i^{}\|`$ $`{\displaystyle \frac{1}{N}}{\displaystyle \underset{i}{\overset{N}{}}}\|a_i\|\|b_i+b_i^{}\|+{\displaystyle \frac{1}{N}}{\displaystyle \underset{i}{\overset{N}{}}}\|a_i^{}\|\|b_ib_i^{}\|.`$ (15) The r.h.s. equals 2, so this equation is in fact a Bell inequality; e.g., Eq. (7). This derivation demonstrates that this Bell inequality is simply an arithmetic tautology. Thus, all quadruplets of dichotomic sequences comprised of $`\pm 1`$’s, even those generated empirically, identically satisfy Bell inequalities. There is just at this point an additional complication introduced by the practical restriction that correlated dichotomic sequences can not be arbitrarily generated in quadruplets; i.e., the correlated product sequences $`a_ib_i`$, $`a_i^{}b_i`$, $`a_ib_i^{}`$ and $`a_i^{}b_i^{}`$ in general would require four separate runs yielding eight distinct sequences which are pairwise correlated. For such sequences, the r.h.s. of Eq. (15) is $`4`$; a value never violated (which can be taken to mean that experiments in fact, have never tested Eq. (7)). In fact, actual data is taken in many “runs,” one for set of polarizer settings and then the density of hits per setting-pair is charted and compared with Eq. (8). A correlation of individual events is neither computed not compared. Moreover, so called ‘quantum;’ i.e., ‘nonlocal’ correlations can be and have been reproduced empirically with fully local, realistic and classical apparatus. In the light of Sica’s demonstration and this experimental confirmation, there should be no residual of doubt that the association of ‘nonlocality’ with Bell inequalities is an artifact of miscomprehension. These inexorable arithmetic facts concerning Bell inequalities can be reconciled with results computed with QM and verified in the laboratory only by rejecting one of the hypothesis used by Bell. Sica suggested altering the form of intersequence correlations. This, however, introduces another conflict as intersequence correlations for polarization modes of light are fully established, verified and ensconced as Malus’ Law; changes here seem out of the question. Thus, the only remaining alteration which can be called on in order to avoid fundamental conflict is to reject the introduction of dichotomic random variables into the analysis of EPR correlations. Indeed, such has been done. ### 3.2 Discrete versus continuous variables In a brief argument whose full significance seems to have eluded just about everybody, Barut provided what must be seen as a counter example to Bell’s theorem. The core of his point is that by expanding consideration to continuous random variables in place of discrete (dichotomic) functions, it is possible to simply and transparently model EPR correlations of particle with spin; i.e., those at the core of Bell’s theorem, with a fully local and realistic model—a result in accord with the above. Barut’s model considers that the spin axis of the pairs have random but totally anticorrelated orientation: $`𝐒_1=𝐒_2`$. Each particle then is directed through a Stern-Gerlach magnetic field with orientation $`a`$ and $`b`$. The observable in each case then would be $`A:=𝐒_1a`$ and $`B:=𝐒_2b`$, such that $`\theta `$ is the angle between $`a`$ and $`b.`$ Now by standard theory, the $$Cor(A,B)=\frac{<\|AB\|><A><B>}{\sqrt{<A^2><B^2>}},$$ (16) where the angle brackets indicate averages over the range of the hidden variables, in this case simply the angles of a spherical coordinate system, $`\phi `$ and $`\gamma `$. This becomes $$Cor(A,B)=\frac{𝑑\gamma \mathrm{sin}(\gamma )𝑑\phi \mathrm{cos}(\gamma \theta )\mathrm{cos}(\gamma )}{\sqrt{(𝑑\gamma \mathrm{sin}(\gamma )\mathrm{cos}^2(\gamma ))^2}},$$ (17) which evaluates to: $`\mathrm{cos}(\theta )`$; i.e., the QM result for spin state correlation. Below we propose a model in the same spirit for the case of polarization correlations. Note also that, as Barut observed, a continuous variable model realistically and quite faithfully reflects the experiments. Whereas the idealized result from Stern-Gerlach experiments is described as consisting of two sharp lines, corresponding to two distinct spin values, in fact the patterns are diffused and spread about the mean value that is calculated using QM. (Real Stern-Gerlach magnetic fields are highly nonlinear, so this model can be only an approximation.) ### 3.3 The “correlation” of “local” events The logic of Bell’s analysis consists in deriving testable statements from within local realistic theories that can be compared with QM and empirical results. Thus, one issue is: are the requirements of ‘realism’ and ‘locality’ correctly and unambiguously encoded into the derived statements; in particular, are they correctly encoded for correlated events? (The existence of Barut’s local realistic model for EPR correlations and the arguments presented above indicate that they are not.) Any theory about preexisting objects, as opposed to a subjective, observer-created reality, is by definition, ‘realistic.’ Essentially all of classical physics qualifies. Bell’s analysis begins with Eq. (2), a correlation of such ‘real objects,’ leaving only the question of ‘locality’ open. The variables being correlated take on negative values, so it seems they can not be probabilities. However, the definition of these variables was made to conform to a convention for which a hit in one channel simply was assigned the value $`1`$. With respect to ‘photons’ or electromagnetic signals, a measurement consists of evoking a photoelectron in this channel, and this can be considered the basic element of the event space. In turn, photoelectrons are considered to be ejected randomly but in proportion to the intensity of an electric field, that is, by the square of the field amplitude, which can not take negative values. It is exactly at this point where statistics enter the model through the assumption that photoelectrons are ejected in a “square-law” detector randomly, but in proportion to the field intensity. It seems clear, therefore, that the variables in Eq. (2) are actually the field intensities where the intensity in one mode of the polarizer has been assigned, by convention, a negative value. The total variable in Eq. (2), then becomes the sum of two terms each intrinsically positive. Individually, each term as a consequence of the ‘square-law’ is by definition a probability. Now, a coincident probability dependant on three variables that there are simultaneous detections in, e. g., both positive channels, in the most general case takes the form $$P(a,b)=P(a,b,\lambda )𝑑\lambda .$$ (18) By basic probability theory, the integrand of this equation is to be decomposed in terms of individual detections in each arm according to Bayes’ formula $$P(a,b,\lambda )=P(\lambda )P(a\|\lambda )P(b\|a,\lambda ),$$ (19) where $`P(a\|\lambda )`$ is a conditional probability. In turn, the integrand of Eq. (18) can be converted to the integrand of, Eq. (2), i.,e., Bell’s Ansatz in his notation: $$P(a,b)=A(a,\lambda )B(b,\lambda )\rho (\lambda )𝑑\lambda ,$$ (20) iff $$B(b\|a,\lambda )B(b\|\lambda ),a.$$ (21) How is this related to nonlocality? Or, at a deeper level, what does this demand of $`\lambda `$? It seems at this juncture there are two possibilities, either the correlation that is encoded in the probabilities as symbolized by the conditional dependence on a distant polarization setting, e.g., “$`a`$” on the l.h.s. in Eq. (21), is now encoded by the conditional dependence on $`\lambda `$, or it is not. If it is not, then Eq. (21) is equivalent to the demand that the separate particles be statistically independent with respect to polarization measurements—contrary to the initial assumptions. The other case demands deeper consideration. What did Bell initially envision? Although there is very little explicit discussion of this point, there are two clues: one is the fact that Bell wrote Eq. (20) with the factor $`\rho (\lambda )`$; i.e., “Suppose that the hypothetical complete description of the initial state is in terms of hidden variables $`\lambda `$ with probability distribution $`\rho (\lambda )`$ for the given quantum-mechanical state.” (emphasis added) The second clue is found a few sentences later where he specifically considered additional, separate hidden variables which are to pertain only to the instruments. These statements can be given mutually consistent meaning only if it is taken that he considered that for some particular values of $`\lambda `$ there corresponds a set of outcomes with more than one element—which follows inevitably from ‘reality’ and the definition of a probability if $`\rho (\lambda )`$ is not a constant. This implies that there must be a residual of uncertainty or lack of knowledge about the state of the pairs. In other words, the set $`\lambda `$ is not complete, because if it were, then each photon pair would have a unique value of $`\lambda `$, the theory would be totally deterministic so that $`\rho (\lambda )`$ would be ‘flat,’ i.e., the constant $`1/\mathrm{\Lambda }`$, where $`\mathrm{\Lambda }`$ is the range of $`\lambda `$. Furthermore, by stating that this indeterminism is parallel to that of a ‘quantum state,’ Bell would seem to have confined the indeterminism to the process generating the pairs insofar as QM is a closed theory ignoring the outside universe. By considering hidden variables for the instruments separately, he also excluded measurement effects and errors, etc. from the uncertainty whose existence is implied by the need for $`\rho (\lambda )`$ in the first place. Our conclusion from all of this is, that Bell (inadvertently) envisioned that the dependence was not fully encoded in the conditional dependence on the hidden variable set, some correlation could remain encoded dependant on the distant measuring station; i.e., the ‘common cause’ has not been identified completely. In turn, this can mean that Eq. (20) does not hold so that Bell inequalities do not follow. This is obviously not what Bell intended to do, and not what is most often understood these days. However, if the $`\lambda `$ are a complete set thereby rendering everything deterministic, then the $`AB`$ products in Eq. (5) are pair-wise (as individual coincidence events) non zero for distinct values of $`\lambda `$, which do not coincide for distinct events. That is, for each pair with index $`j`$ and settings $`(a,b),`$ there exists a unique value of $`\lambda _{(a,b,j)}`$ for which $`A(a\|\lambda _{(a,b,j)})B(b\|\lambda _{(a,b,j)})`$ is non-zero ($`+1`$ in the discrete case, $`\mathrm{}`$ as a Dirac delta function in the continuous case). Therefore, in the extraction of a Bell inequality, all quadruple products of the $`A`$’s and $`B`$’s with pair-wise “unmatched” values of $`\lambda `$ in Eq. (5) are identically zero under the integration over $`\lambda `$ so that the final form of a Bell inequality is actually the trivial identity: $$\|P(a,b)P(a,b^{})\|2.$$ (22) Various other arguments support this conclusion. One, for example, is based on the contention that a more insightful formulation is based on the proposition that when the correlations are attributed to deeper causal factors labeled by $`\lambda `$, then the probabilities in Eq. (19) factor so: $$P(a,b,\lambda )=\rho (\lambda )A(a\|\lambda )B(b\|\lambda ),$$ (23) for fixed $`\lambda `$. This form was explicitly considered by Bell. However, if $`\lambda `$ must remain fixed, then the utility of the r.h.s. of Eq. (23) as an integrand is altered. It no longer can be manipulated as if it remained decomposable as factors with the same functional form when the value of $`\lambda `$ varies. That is to say, that a variation of the oft noticed “matching problem” (see; e.g., ) discussed above enters into subsequent considerations, which changes the final inequality to Eq. (22) (or, perhaps, the r.h.s. to 4, ). Other assumptions either about the nature of the hidden variables and what they encode, or about the random variables which depend on them, can lead to different inequalities; it appears each model must be analyzed individually. The principle cause of violation clearly stems from the fact that Bell inequalities were derived on the basis of correlations among the values of discrete random variables. Optical experiments testing Bell inequalities, however, measure the density of outcomes per unit time and angular settings; i.e., the probability of the occurrence of the values of the (possibly continuous) random variables. Even for the case of dichotomic random variables, the probability of one or the other value of the random variable can be anything between $`0`$ and $`1.`$ In fact in optical experiments these densities are governed by Malus’ Law (the outcome of which is a continuous random variable), so that it is not at all surprising that their correlation is a harmonic function. It is this particular misconstrual (the comparison of unlike entities) that is at the root of the conundrums surrounding EPR correlations. Conjugate to the argumentation above, which proceeds ‘backwards’ from the physics of the situation to the probability theory behind it, we have learned that the case can be made in the forward direction. Jaynes did so by careful consideration of the logic of inference and with absolute generality and astonishing clarity revealed the implicit offending assumptions in Bell’s misuse of Bayes’ formula. Moreover, he was not alone in doing so. In sum, in addition to the simple misuse of Bayes’ formula in Bell’s Ansatz, Eq. (2), the arguments leading to Eq. (15) and Eq. (22) are overwhelming; Bell inequalities have no fixed relation to locality. Often they are arithmetic tautologies of no meaning for EPR correlations; as such, they will always be satisfied by the objects (i.e., the values, not the frequency) for which they were derived. To the extent that QM and experiments seem to violate them, is the extent to which ‘something’ has been misconstrued. Another such ‘something,’ we address presently. ## 4 Continuous random variables Although Bell’s initial theorem pertained only to dichotomic variables, he quickly extended it to cover the case for which the values of the measurements taken are averages of what he still considered at a fundamental level to be essentially dichotomic phenomena. Nevertheless, the extended theorem was ‘proven’ with essentially the same argument, insomuch as he showed that all that was needed to make the extraction of inequalities possible was the assumption that: $`\|A\|1`$ and $`\|B\|1`$. This extraction would seem to accommodate even continuous variables, so that empirical truth as found in the laboratory still constrains the introduction of local hidden variables, even continuous ones. This argument, however, contains an additional covert hypothesis. It is that the averages, $$<A>=<B>=0.$$ (24) It enters in the derivation of a Bell inequality in going from Eq. (6) to Eq. (7), where the second term in Eq. (16) is ignored as if it is always zero. When it is not zero, Bell inequalities become, e.g., $$\|P(a,b)P(a,b^{})\|+\|P(a^{},b^{})+P(a^{},b)\|2+\frac{2<A><B>}{\sqrt{<A^2><B^2>}}.$$ (25) This opens up a broader category of non quantum models. ### 4.1 EPR polarization correlations Strictly from the formal logic, it is more incisive to display a counterexample that to disprove a none-existence claim. While there are such counterexamples in the literature, which are fully sufficient to disprove Bell’s conclusion, we are unaware of any that faithfully reflect experiments done to date. To fill this gap, we submit the following model of ‘Clauser-Aspect’ type experiments. In these experiments the source is a vapor, typically of mercury or calcium, in which a cascade transition excited by either an electron beam or an intense radiation beam of fixed orientation. Each stage of the cascade results in emission of radiation (a “photon”) that is polarized orthogonally to that of the other stage. In so far as the sum of the emissions can carry off no net angular momentum, the separate emissions are antisymmetric in space. The intensity of the emission is maintained sufficiently low that at any instant the likelihood is that emission from only one atom is visible. Photodetectors are placed at opposite sides of the source, each behind a polarizer with a given setting. The experiment consists of measuring the coincidence count rate as a function of the polarizer settings. Our model consists of simply rendering the source and polarizers mathematically, and a computation of the coincidence rate. Photodetectors are assumed to convert continuous radiation into an electron current at random times with Poisson distribution but in proportion to the intensity of the radiation. The coincidence count rate is taken to be proportional to the second order coherence function. The source is assumed to emit a double signal for which individual signal components are anticorrelated and, because of the fixed orientation of the excitation source, confined to the vertical and horizontal polarization modes; i.e. $$\begin{array}{cc}S_1& =(cos(n\frac{\pi }{2}),sin(n\frac{\pi }{2}))\\ S_2& =(sin(n\frac{\pi }{2}),cos(n\frac{\pi }{2}))\end{array},$$ (26) where $`n`$ takes on the values $`0`$ and $`1`$ with an even, random distribution. The transition matrix for a polarizer is given by, $$P(\theta )=\left[\begin{array}{cc}\mathrm{cos}^2(\theta )& \mathrm{cos}(\theta )\mathrm{sin}(\theta )\\ \mathrm{sin}(\theta )\mathrm{cos}(\theta )& \mathrm{sin}^2(\theta )\end{array}\right],$$ (27) so the fields entering the photodetectors are given by: $$\begin{array}{cc}E_1& =P(\theta _1)S_1\\ E_2& =P(\theta _2)S_2\end{array}.$$ (28) Coincidence detections among $`N`$ photodetectors (here $`N=2`$) are proportional to the single time, multiple location second order cross correlation, i.e.: $$P(r_1,r_2,..r_N)=\frac{<_{n=1}^NE^{}(r_n,t)_{n=N}^1E(r_n,t)>}{_{n=1}^N<E_n^{}E_n>}.$$ (29) It is shown in Coherence theory that the numerator of Eq. (29) reduces to the trace of $`𝐉`$, the system coherence or “polarization” tensor. It is easy to show that for this model the denominator consists of constants and will be ignored as we are interested only in relative intensities. The final result of the above is: $$P(\theta _1,\theta _2)=\kappa \mathrm{sin}^2(\theta _1\theta _2).$$ (30) This is immediately recognized as the so-called ‘quantum’ result. (Of course, it is also Malus’ Law.) Corresponding results are obtained for $`P(,),`$$`P(+,)`$ and $`P(,+)`$. The constant $`\kappa `$ can be eliminated by recalling that a probability density is the ratio of particular outcomes, in this case defined by Eq. (30), to the total sample space, which here includes coincident detections in all four combinations of detectors averaged over all possible displacement angles $`\theta `$; thus, the denominator is: $$\frac{2\kappa }{\pi }_0^\pi (\mathrm{sin}^2(\theta )+\mathrm{cos}^2(\theta ))𝑑\theta =2\kappa ,$$ (31) where $`\theta =\theta _1\theta _2`$ so that the ratio; i. e., Eq. (30), becomes: $$P(+,+)=\frac{1}{2}\mathrm{sin}^2(\theta ),$$ (32) the QM result. This in turn yields the correlation $$Cor(a,b):=\frac{P(+,+)+P(,)P(+,)P(,+)}{P(+,+)+P(,)+P(+,)+P(,+)}=\mathrm{cos}(2\theta ).$$ (33) Alternately, Eq. (16) can be used to verify consistency: $$Cor(a,b):=\frac{\frac{2}{\pi }_0^\pi (\mathrm{cos}(\nu )\mathrm{sin}(\nu +\theta )\mathrm{sin}(\nu )\mathrm{cos}(\nu +\theta ))^2𝑑\nu 1}{\sqrt{(\frac{1}{\pi }_0^\pi (\mathrm{cos}^2(\nu )+\mathrm{sin}^2(\nu ))𝑑\nu )^2}},$$ (34) where the factor of $`2`$ in the numerator derives from the double measurement, one for each mode, in each arm of the experiment. With only single mode detection, i.e., no factor of $`2`$, the result ranges from $`1`$ to $`0`$, as is expected when the only possibility is coincident detections in crossed channels or the lack thereof. Furthermore, in view of the fact that $`<E_A^2>=<E_B^2>=<\|(E_A^2)^2\|>=<\|(E_B^2)^2\|>=1,`$ the limit on the r.h.s. of Bell’s inequality, Eq. (7), becomes, in accord with Eq. (25), $`4`$, well above the measured limit of $`2\sqrt{2}`$. In this model, there is no uncertainty in the variables describing the source of signals; that is, it is taken that the source of the correlation is taken into account completely by a hidden variable. The statistics enter by way of the model of the photodetectors, i.e., ‘square law’ detectors, that randomly eject photoelectrons in proportion to the intensity of the incoming electric field as modulated by Malus’ Law. These conditions do not match either case considered above in Section 3.3; and, it appears that the appropriate form of a Bell inequality for this model is Eq. (25), while for Barut’s model, in which the hidden variables specify the state deterministically, it would be Eq. (22). In neither case is there an empirical violation. This model leads directly to observable consequences. If the pairs in fact are just coincidences within the detector window, then the pair count rate should be linearly proportional to the window width. On the other hand, if the pairs are truly generated as such, then at very low count rates, such that there is seldom more than one pair in the apparatus, the count rate should be independent of the coincidence window width. This may not be difficult to verify. ### 4.2 Furry model Heretofore the local realistic candidate model most often considered for the EPR correlations has been the following: It is taken that the source sends an antisymmetric signal in each direction in just one of the polarization modes; i.e., $`E_A=\mathrm{cos}(\nu )`$, and $`E_B=\mathrm{sin}(\nu ).`$ Again in consideration of the properties of “square law” detectors, the probability of a joint detection, would be $$P(+,+)=\frac{1}{\pi }_0^\pi \mathrm{cos}^2(\nu )\mathrm{sin}^2(\nu +\theta )𝑑\nu ,$$ (35) where the integration is an average over possible polarization angles, in the simplest case, evenly distributed. This evaluates to $$P(+,+)=\frac{2\mathrm{cos}(2\theta )}{8}.$$ (36) Likewise, the cross terms yield $`(2+\mathrm{cos}(2\theta ))/8`$, so that using Eq. (33), the correlation is: $`\mathrm{cos}(2\theta )/3.`$ Again, using Eq. (16) confirms this: $$\frac{\frac{1}{\pi }_0^\pi \mathrm{cos}^2(\nu )\mathrm{sin}^2(\nu \theta )𝑑\nu (\frac{1}{\pi }_0^\pi \mathrm{cos}^2(\nu )𝑑\nu )^2}{\sqrt{(\frac{1}{\pi }_0^\pi \mathrm{cos}^4(\nu )𝑑\nu )(\frac{1}{\pi }_0^\pi \mathrm{sin}^4(\nu )𝑑\nu )}}=\frac{1}{3}\mathrm{cos}(2\theta ).$$ Because of the factor of $`1/3,`$ this expression satisfies the original Bell inequality, and for this reason has been considered a particularly attractive candidate as a local realistic model for EPR correlations. This model was inspired by Furry who in an effort to fathom the meaning of QM wave functions, entertained the possibility that entangled states spontaneously devolve into mixtures. It was subsequently taken up by Crisp and Jaynes in an attempt to substantiate semiclassical methods. The fact that the $`P(\pm ,\pm )`$, e.g., Eq. (36), do not go to zero, figured critically in Clauser’s experiments that seemed to foreclose the possibility of a semiclassical model for EPR correlations. However, inappropriate hypotheses stand behind Eq. (36). The most consequential is that the radiation is to be purely and consistently of a particular mode in each direction. This seems highly unlikely. In the model we propose, the radiation is less structured in that signal energy goes into both modes in all directions, but with a fixed phase relationship—it is this feature that makes the radiation pattern spherically symmetric and ‘entangled,’ which the Furry model is not. In addition, the factorized form of Eq. (35) is, as a matter of probability, appropriate only for statistically independent signals; EPR signal pairs are correlated by design. In the end, however, the inadequacy of the Furry model is not fatal for semiclassical methods, as it is not exhaustive. It is, nevertheless, useful to comprehend fully the Furry model, because one or another of its features crops up in all demonstrations of the inadequacy of the semiclassical approach to quantum electrodynamics. ## 5 Conclusions In light of the above analysis, the origin of Mermin’s conundrum can be laid bare. Its crux is the confusion of the correlation of the values of random variables with the frequency of occurrence or probability of these values of a random variable. Bell inequalities are derived using the correlations of the values and then compared with the correlations of the frequencies, the latter being given by Malus’ Law. The former are arithmetic identities; the later, geometric. Their comparison is model dependant and generally meaningless. None of the above impacts applications of QM in the least. It does support the conjecture made by EPR that QM might admit a completion, that is, a deeper theory. The character of such a deeper theory, and whether it resolves the many paradoxes in the interpretation of QM, is an independent question. The conclusion herein is only that a search for a deeper theory is not quixotic, and that the descriptive power of classical physics is not baffled by EPR correlations. From the perspective developed above, we can see that the persistence of confidence in Bell’s result is based on certain tacit assumptions. One of the most salient is that a deeper theory involving “hidden variables” must remain faithful to the concept of the photon. Bell took it as a given that results of an optical EPR experiment must be represented by dichotomic variables. It seems that he never considered continuous variables; and, Barut’s paper appeared, sadly, after he died. Also note that the inconsistencies found herein pertaining to the extraction of Bell inequalities are all on the local realistic side of the ledger. The reader’s attention is directed to Adenier’s independent study which finds a set of parallel fatal inconsistencies on the QM side also. Additionally, the “entangled” character of QM wave functions has mislead many into believing that this feature is exclusively of a fundamentally quantum nature. In fact, however, entanglement ensues wherever the physical effect is proportional to a field intensity. Second order correlations of fields from two sources at one location, i.e., interference, is for those trained in Maxwell field theory, instinctively clear. Fourth order correlations of fields from two sources at two locations, although it may test one’s physical intuition more severely, is the same phenomena and has no dependence on the essentials of QM. The requirement to introduce Planck’s constant marks phenomena as quantum mechanical. Thus, the existence of spin is a quantum phenomenon; the description of spin correlations for various detection geometries is not. Entanglement is a result of the fact that fields are detected in proportion to their intensity, i.e., the “square law” effect, whereas field theories are linear and, therefore, additive at the amplitude level. While this form of ‘entanglement’ destroys the factorization of Eq. (2), this has no ontological significance, it just reflects the statistical dependence of the signals or particles in a pair. The ontological ambiguity which ‘projection’ or ‘wave collapse’ was introduced to resolve, derives not from EPR correlations but from particle beam duality. Prior to final and discrete detection of the beam particles, wave-like interference is needed to account for beam navigation so that full ultimate ‘projection’ of particle identity must be deferred to the instant of detection. This issue does not arise in EPR experiments since the final identity of the objects can be established at the moment of their inception, because there is no need for subsequent diffraction. With these changes of perspective, we see that supposed inviolable limits set by Bell’s ‘1Theorem” actually just result from slavish adherence to historical authority. Paraphrasing (also with dramatic license) the opening remark: ‘We now know that the moon-struck are demonstrably not ‘all there,’ if only somebody looks.’ May Einstein rest in peace.
warning/0007/cond-mat0007178.html	ar5iv	text	# Comment on ”First Observation for a Cuprate Superconductor of Fluctuation-Induced Diamagnetism Well Inside the Finite-Magnetic-Field Regime” preprint: Submitted to Phys. Rev. Lett. The recent Letter by Carballeira et al. is an important hint that fluctuation-induced diamagnetism in La<sub>1.9</sub>Sr<sub>0.1</sub>CuO<sub>4</sub> is due to Gaussian fluctuations of the Ginzburg-Landau (GL) order parameter. These results show that the accuracy of the GL theory with cutoff in the in-plane energy will probably be enough for an adequate description of the fluctuation phenomena in high-$`T_c`$ superconductors. Surprisingly, I found, however, that the authors of Ref. have used expressions to fit their experimental data identical to the formulae of the review Ref. where a detailed derivation is presented. Indeed, the local two-dimensional (2D) limit ($`rϵ+hc`$) for the fluctuation magnetisation Eq. (3) of Ref. is identical to Eq. (145) of Ref. . Likewise, the formula for the 2D magnetisation Eq. (2) of Ref. is nothing but a special case of the general expression Eq. (135) of Ref. for the fluctuation magnetisation of a “single layered superconductor”, $`\mathrm{\Delta }M(ϵ,h;r,c)`$ $`=`$ $`{\displaystyle \frac{k_BT}{\mathrm{\Phi }_0S}}({\displaystyle \frac{c}{2h}}+{\displaystyle \frac{2}{\pi }}{\displaystyle _0^{\pi /2}}\mathrm{d}\phi \{\mathrm{ln}\mathrm{\Gamma }\left({\displaystyle \frac{ϵ+h+r\mathrm{sin}^2\phi }{2h}}\right)`$ (1) $`+`$ $`\mathrm{ln}\mathrm{\Gamma }\left({\displaystyle \frac{c+ϵ+h+r\mathrm{sin}^2\phi }{2h}}\right)+[{\displaystyle \frac{ϵ+r\mathrm{sin}^2\phi }{2h}}\psi \left({\displaystyle \frac{ϵ+h+r\mathrm{sin}^2\phi }{2h}}\right)`$ (2) $``$ $`{\displaystyle \frac{c+ϵ+r\mathrm{sin}^2\phi }{2h}}\psi \left({\displaystyle \frac{c+ϵ+h+r\mathrm{sin}^2\phi }{2h}}\right)]\}),`$ (3) where for small values of the Lawrence-Doniach (LD) dimensional crossover parameter $`r=(2\xi _c(0)/s)^2ϵ+h`$ the averaging with respect to the Josephson phase $`2\phi `$ can be omitted. At the critical temperature, $`ϵ=0,`$ and high magnetic fields, $`hr`$, the 2D approximation, Eq. (137) of Ref. , predicts an universal scaling low given in Fig. 1 of Ref. , $$\mathrm{\Delta }M(ϵ=0,hr;c)=\frac{k_BT}{\mathrm{\Phi }_0}\left\{\mathrm{ln}\mathrm{\Gamma }\left(\frac{1}{y}+\frac{1}{2}\right)\frac{1}{2}\mathrm{ln}\pi +\left[1\psi \left(\frac{1}{y}+\frac{1}{2}\right)\right]\right\},$$ (4) where $`y=2h/c`$. In the opposite case of local 3D behavior near the phase curve $`H_{c2}(T)`$ ($`ϵ+hr,c`$) the fluctuation magnetic moment is expressed via the Hurwitz $`\zeta `$-functions, Eq. (183) of Ref. , $$\mathrm{\Delta }M(ϵ,hr,c)=\frac{k_BT}{\mathrm{\Phi }_0}3\left(\frac{2}{r}\right)^{1/2}\sqrt{h}[\zeta (\frac{1}{2},\frac{1}{2}+\frac{ϵ}{2h})\frac{1}{3}\zeta (\frac{1}{2},\frac{1}{2}+\frac{ϵ}{2h})\frac{ϵ}{2h}];$$ (5) cf. also Ref. , where the $`\zeta `$-function method for ultraviolet regularization has been already applied to the GL theory of Gaussian fluctuations for an uniaxial superconductor. At the critical temperature, $`T=T_c,`$ this local formula, $`hr,c`$ gives the well-known Prange result with a correction for the anizotropy, Eq. (184) of Ref. , $$\mathrm{\Delta }M(h)=\left(\frac{k_BT}{\mathrm{\Phi }_0}\right)3\sqrt{2}\zeta (\frac{1}{2},\frac{1}{2})\sqrt{\frac{h}{r}}=3\pi ^{1/2}\zeta (\frac{1}{2},\frac{1}{2})\frac{k_BT}{\mathrm{\Phi }_0^{3/2}}\frac{\xi _{ab}(0)}{\xi _c(0)}\sqrt{\mu _0H}.$$ (6) The above findings, thus, strongly point to the ultimate importance of the magnetisation curves at $`T_c`$ as it is well described in the textbook by Tinkham. Therefore, instead of only an order evaluation like $`c\frac{1}{2},`$ a reliable determination of the energy cutoff parameter for CuO<sub>2</sub> plane $`E_{\mathrm{max}}=c\mathrm{}^2/2m_{ab}^{}\xi _{ab}^2(0)`$ and LD parameter $`r`$ can be achieved by a two parameter fit of the magnetisation curve $`\mathrm{\Delta }M(T_c,H;r,c)`$ employing the complete analytical result for a layered superconductor Eq. (2). The weak magnetic field region (behind the critical region near $`h=0`$ which could be influenced also by the disorder), cf. Eq. (6), determines the anisotropy parameter $`\xi _{ab}(0)/\xi _c(0)=\left(m_c^{}/m_{ab}^{}\right)^{1/2}`$ and LD parameter $`r,`$ while the strong magnetic field asymptotics fixes the scale of the $`y`$ variable from Eq. (4) and the cutoff parameter $`c`$. If those values come to be in agreement with an analogous fit to the fluctuation conductivity based upon Eq. (198) of Ref. we could consider the Gaussian spectroscopy of high-$`T_c`$ materials for having been already established. The aim of the present comment is to provoke the performance of simple additional measurements at $`T_c`$ which, after a professional experimental data processing, will reveal an important quantitative information concerning the GL parameters and applicability of the GL theory for high-$`T_c`$ superconductors in general. Confirmation of this would be crucial for the further studies of the fluctuation phenomena in superconductors.
warning/0007/hep-th0007163.html	ar5iv	text	# The dynamics of zeros of the finite-gap solutions to the Schrödinger equation ## 1 Introduction It was noticed in that the dynamics of zeros of $`n`$-solitonic solutions to the Schrödinger equation with the reflectionless potential is governed by the rational Ruijsenaars – Schneider system with the harmonic term (). This result appears to be surprising since the aforementioned dynamics was described long ago, though in the different form. In it was shown that the solution to the Schrödinger equation $$(_x^2u(x))\psi (x,E)=E\psi (x,E)$$ with the finite-gap potential $`u(x)`$ is a well-defined function on the hyperelliptic curve $$y^2=R_g(E)=\underset{i=1}{\overset{2g+1}{}}(EE_i).$$ The projections $`\zeta _j`$ of zeros of this function onto the $`E`$-plane satisfy the Dubrovin equations (): $$\frac{\zeta _s}{x}=\frac{2\sqrt{R_g(\zeta _s)}}{_{js}(\zeta _s\zeta _j)}.$$ Notice that these equations contain the parameters of the curve. The analog of the Dubrovin equations holds also for degenerate hyperelliptic curves (the latter are described by the same equation where not all $`E_i`$’s are distinct) and in particular for fully degenerate hyperelliptic curves which can be thought of as a Riemann sphere with $`n`$ couples of pair-wise identified points. As it was shown in in the latter case the parameters of the curve can be excluded from the system. The modified system then is a system of the second-order differential equations written solely in terms of zeros of the corresponding function. It coincides with the Ruijsenaars – Schneider system and therefore is Hamiltonian, the expressions for the parameters of the curve being the integrals of motion. In this paper we exploit the algebraic-geometrical approach developed in to apply these ideas to the case of the potentials, coming from the hyperelliptic curves with arbitrary degree of degeneracy. The dynamics of zeros of the corresponding solutions to the Schrödinger equation is described by the system, which is shown to be Hamiltonian and completely integrable, the angle-type variables being the analogs of the components of the Abel map. In the second section we study the simplest possible case, when a hyperelliptic curve is in fact an elliptic curve with several self-intersections. In the third section we generalize the results obtained to the case of arbitrary hyperelliptic curve. ## 2 Genus one case We start with some basic facts from the finite-gap theory. Consider an elliptic curve $`\mathrm{\Gamma }`$, given by the equation $$y^2=E^3g_2Eg_3.$$ (1) It’s compactified at infinity by one point which we denote by $`\mathrm{}`$. The only (up to multiplication by constant) holomorphic differential on $`\mathrm{\Gamma }`$ has the following form: $`\omega ^h={\displaystyle \frac{dE}{y}}`$. It defines the map from $`\mathrm{\Gamma }`$ to the torus $`\widehat{\mathrm{\Gamma }}=𝐂/𝐙[2\omega _1,2\omega _2]`$, where $`2\omega _1`$ and $`2\omega _2`$ are $`a`$\- and $`b`$-periods of $`\omega ^h`$, respectively. This map, given by $$A:Pz=_{\mathrm{}}^P\omega ^h$$ and known as the Abel map, allows us to identify $`\mathrm{\Gamma }`$ and $`\widehat{\mathrm{\Gamma }}`$. Corresponding to the torus $`\widehat{\mathrm{\Gamma }}`$ are the standard Weierstrass functions $$\sigma (z\|\omega _1,\omega _2),\zeta (z\|\omega _1,\omega _2)=\frac{\sigma ^{}(z\|\omega _1,\omega _2)}{\sigma (z\|\omega _1,\omega _2)},\mathrm{}(z\|\omega _1,\omega _2)=\zeta ^{}(z\|\omega _1,\omega _2)$$ (see for reference). The function $`\sigma (z)`$ has the following properties: i) in the neighborhood of zero $`\sigma (z)=z+O(z^5);`$ ii) $`\sigma (z+2\omega _j)=e^{2\eta _j(z+\omega _j)}\sigma (z)`$, where $`\eta _j=\zeta (\omega _j)`$. Notice that $`\mathrm{}(z)`$ is an elliptic function with the only (double) pole at $`z=0`$ and $`\zeta (z)`$ has the simple pole at $`z=0`$ and satisfies the following monodromy conditions: $$\zeta (z+2\omega _1)=\zeta (z)+\eta _1,\zeta (z+2\omega _2)=\zeta (z)+\eta _2.$$ The map $`z(E=\mathrm{}(z),y=\mathrm{}^{}(z))`$ is inverse to the Abel map. Let us fix $`n1`$ points $`\kappa _1,\mathrm{},\kappa _{n1}`$ on $`\widehat{\mathrm{\Gamma }}`$. ###### Proposition 1 ** For generic divisor $`D=\gamma _1+\mathrm{}+\gamma _n`$ on the curve $`\widehat{\mathrm{\Gamma }}`$ there exists a unique function $`\psi (x,z\|D)`$ satisfying the following conditions: 1. It’s meromorphic on the curve $`\widehat{\mathrm{\Gamma }}`$ outside the point $`z=0`$ and has poles of at most first order at the points $`\gamma _i`$, $`i=1,\mathrm{},n`$. 2. In the neighborhood of $`z=0`$ it has a form $$\psi (x,z)=e^{xz^1}\left(1+\underset{s=1}{\overset{\mathrm{}}{}}\xi _s(x)z^s\right).$$ 3. $`\psi (x,\kappa _i)=\psi (x,\kappa _i).`$ Remark. In general the function $`\psi (x,z\|D)`$ is defined on the curve $`\mathrm{\Gamma }`$ itself, but here for the sake of brevity we use the identification between $`\mathrm{\Gamma }`$ and $`\widehat{\mathrm{\Gamma }}`$. Proof. The uniqueness of such a function follows immediately from the Riemann – Roch Theorem. To show the existence we shall consider the following function $$\psi (x,z\|D)=e^{\zeta (z)x}\frac{_{i=1}^n\sigma (zz_i(x))}{_{s=1}^n\sigma (z\gamma _s)_{i=1}^n\sigma (z_i(x))}.$$ (2) The set of conditions $`\psi (x,\kappa _i)=\psi (x,\kappa _i)`$ and the constraint $`_{i=1}^nz_i(x)=x`$ (the latter means that $`\psi `$ is an elliptic function) form the system of $`n`$ equations on the functions $`z_i(x).`$ For generic data this system is non-degenerate. Then it has the only solution (up to the permutations) and therefore defines the function $`\psi (x,z\|D)`$ uniquely. ###### Corollary 1 The above-constructed function $`\psi (x,z\|D)`$ is a solution to the Schrödinger equation $$(_x^2+u(x))\psi (x,z)=\mathrm{}(z)\psi (x,z),$$ (3) where $`u(x)=2_{i=1}^n\mathrm{}(z_i(x))z_i^{}(x)`$. Proof. Consider a function $`\psi _0(x,z)=(_x^2+u(x)\mathrm{}(z))\psi (x,z)`$. It’s straightforward to check that the function $`\psi +\psi _0`$ satisfy all defining properties of the function $`\psi `$. The uniqueness of $`\psi `$ implies that $`\psi _0=0`$. ###### Theorem 1 The zeros of the function $`\psi (x,z\|D)`$ satisfy the following dynamics: $$z_i^{\prime \prime }=\underset{ki}{}z_i^{}z_k^{}\frac{\mathrm{}^{}(z_i)+\mathrm{}^{}(z_k)}{\mathrm{}(z_i)\mathrm{}(z_k)},i=1,\mathrm{},n.$$ (4) Proof. To obtain these equations one has to divide (3) by $`\psi (x,z)`$ and compare the residues of the both sides of the obtained equation at the points $`z_i(x).`$ Remark. Theorem 1 provides us with a wide class of solutions to system (4) coming from the algebraic-geometrical data. The simple ”dimensional” argument shows that in fact these are all solutions. We could reverse the whole reasoning starting with the solution to (4) and showing that the corresponding elliptic function (2) solves the Shrödinger equation. ¿From now on in this section we shall study system (4). Let us introduce the variables $`\xi _i=\mathrm{ln}z_i^{}`$, $`i=1,\mathrm{},n`$. In the variables $`z_i`$, $`\xi _i`$ system (4) has the following form: $$\begin{array}{ccc}\hfill z_i^{}& =& e^{\xi _i},\hfill \\ \hfill \xi _i^{}& =& \underset{ki}{}e^{\xi _k}\frac{\mathrm{}^{}(z_i)+\mathrm{}^{}(z_k)}{\mathrm{}(z_i)\mathrm{}(z_k)},i=1,\mathrm{},n.\hfill \end{array}$$ (5) ###### Proposition 2 System (5) is Hamiltonian with respect to the Hamiltonian $`H={\displaystyle \underset{i=1}{\overset{n}{}}}e^{\xi _j}`$ and the 2-form $$\omega =\underset{i=1}{\overset{n}{}}dz_id\xi _i\frac{1}{2}\underset{ij}{}\frac{\mathrm{}^{}(z_i)+\mathrm{}^{}(z_j)}{\mathrm{}(z_i)\mathrm{}(z_j)}dz_idz_j.$$ (6) The proof is a straightforward calculation. Note that $$\begin{array}{ccc}\hfill \omega & =& \underset{i=1}{\overset{n}{}}dz_id\xi _i\underset{ji}{}\frac{\mathrm{}^{}(z_i)}{\mathrm{}(z_i)\mathrm{}(z_j)}dz_idz_j=\hfill \\ & =& \underset{i=1}{\overset{n}{}}dz_id\xi _i+\underset{ji}{}dz_i\frac{\mathrm{}^{}(z_j)dz_j\mathrm{}^{}(z_i)dz_i}{\mathrm{}(z_j)\mathrm{}(z_i)}=\hfill \\ & =& \underset{i=1}{\overset{n}{}}dz_id\xi _i+\underset{ij}{}dz_id\left(\mathrm{ln}(\mathrm{}(z_j)\mathrm{}(z_i))\right)=\underset{i=1}{\overset{n}{}}dz_id\rho _i,\hfill \end{array}$$ where $$\rho _i=\xi _i+\underset{ji}{}\mathrm{ln}(\mathrm{}(z_j)\mathrm{}(z_i)).$$ The algebraic-geometrical construction from the previous section provides us with a hint on how the first integrals of system (4) should look like. The constraints $`\psi (x,\kappa _s)=\psi (x,\kappa _s)`$ imply the equations $$\underset{j=1}{\overset{n}{}}\frac{z_j^{}}{\mathrm{}(\kappa _s)\mathrm{}(z_j)}=0,$$ which can be rewritten in the following form $$\underset{i=1}{\overset{n}{}}z_i^{}\underset{ji}{}(\mathrm{}(z_j)\mathrm{}(\kappa _s))=0.$$ These considerations motivate ###### Theorem 2 The coefficients $`H_k`$ of the polynomial $$L(\lambda \|z,z^{})=\underset{k=0}{\overset{n1}{}}H_k(z,z^{})\lambda ^k=\underset{i=1}{\overset{n}{}}z_i^{}\underset{ji}{}(\mathrm{}(z_j)\lambda )$$ (7) are the integrals of motion of system (4). Remark. Note that the leading coefficient $`H_{n1}(z,z^{})`$ of $`L`$ is equal up to the sign to the Hamiltonian $`H(z,z^{})`$ of system (4). The statement of the theorem is clear since we know that all solutions are algebraic-geometrical. However, we would like to present an independent direct proof. It can be found in the Appendix I. Let us notice that $`L(\mathrm{}(z_j))=e^{\rho _j}`$. Using this identity we can rewrite the form $`\omega `$ in the following way: $$\begin{array}{ccc}\hfill \omega & =& \underset{i=1}{\overset{n}{}}dz_id\rho _i=\underset{i=1}{\overset{n}{}}dz_id\mathrm{ln}L(\mathrm{}(z_i))=\hfill \\ & =& \underset{i=1}{\overset{n}{}}\frac{1}{L(\mathrm{}(z_i))}dz_id\left(\underset{s=0}{\overset{n1}{}}H_s\mathrm{}^s(z_i)\right)=\underset{i=1}{\overset{n}{}}\underset{s=0}{\overset{n1}{}}\frac{\mathrm{}^s(z_i)}{L(\mathrm{}(z_i))}dz_idH_s=\hfill \\ & =& \underset{s=0}{\overset{n1}{}}d\left(\underset{i=1}{\overset{n}{}}\stackrel{\mathrm{}(z_i)}{}\frac{E^sdE}{L(E)y(E)}\right)dH_s+\underset{s,k=0}{\overset{n1}{}}\left(\underset{i=1}{\overset{n}{}}\stackrel{\mathrm{}(z_i)}{}\frac{E^{s+k}dE}{L(E)^2y(E)}\right)dH_kdH_s=\hfill \\ & =& \underset{s=0}{\overset{n1}{}}d\left(\underset{i=1}{\overset{n}{}}\stackrel{\mathrm{}(z_i)}{}\frac{E^sdE}{L(E)y(E)}\right)dH_s,\hfill \end{array}$$ where the function $`y(E)`$ is given by (1). Thus we have proved the following statement. ###### Theorem 3 The variables $$\phi _s=\underset{i=1}{\overset{n}{}}\stackrel{\mathrm{}(z_i)}{}\frac{E^sdE}{L(E)y(E)},s=0,\mathrm{},n1$$ and $`H_s`$ defined by (7) are the action-angle type variables for system (4). We would like however to rewrite the form $`\omega `$ once again in terms of the zeros of the polynomial $`L(\lambda \|z,z^{})`$ which we shall denote by $`\widehat{\kappa }_j`$, $`j=1,\mathrm{},n1`$. In order to do this we introduce the new variables $$\chi _j=\underset{i=1}{\overset{n}{}}\stackrel{\mathrm{}(z_i)}{}\frac{dE}{(E\widehat{\kappa }_j)y(E)},j=1,\mathrm{},n1.$$ Let us also introduce the variable $$\chi =\underset{i=1}{\overset{n}{}}\stackrel{\mathrm{}(z_i)}{}\frac{dE}{y(E)}.$$ ###### Theorem 4 The above-defined form $`\omega `$ admits the following representation $$\omega =d\chi d(\mathrm{ln}H)+\underset{j=1}{\overset{n1}{}}d\chi _jd\widehat{\kappa }_j.$$ (8) Remark. We want to emphasize the fact that the variables $`\{\chi ,\chi _j,j=1,\mathrm{},n1\}`$ are the degenerate curve analogs of the components of the Abel map. So our Hamiltonian structure fits in the general scheme proposed in and developed in . The proof is a straightforward computation (see Appendix II). ## 3 General case Consider the hyperelliptic curve $`\mathrm{\Gamma }`$ of genus $`g,g1`$, given by the following equation $$\mathrm{\Gamma }=\{Q=(y,E)\|y^2=R_g(E)=\underset{i=1}{\overset{2g+1}{}}(EE_i).\}.$$ It’s compactified at infinity by one point which we denote by $`\mathrm{}`$. The curve $`\mathrm{\Gamma }`$ is a $`2`$-sheeted branched covering over the complex plane of the variable $`E`$. Corresponding to the curve $`\mathrm{\Gamma }`$ is the following system of differential equations $$\zeta _j^{\prime \prime }=\frac{R_g^{}(\zeta _j)}{2R_g(\zeta _j)}(\zeta _j^{})^2+\underset{kj}{}\frac{\zeta _j^{}\zeta _k^{}}{\zeta _j\zeta _k}\left(1+\sqrt{\frac{R_g(\zeta _j)}{R_g(\zeta _k)}}\right).$$ (9) ###### Theorem 5 System (9) is Hamiltonian with respect to the 2-form $$\omega =\underset{j=1}{\overset{n}{}}\frac{d\zeta _j}{\sqrt{R_g(\zeta _j)}}d\rho _j,$$ where $`\rho _j=\zeta _j^{}+{\displaystyle \underset{kj}{}}\mathrm{ln}(\zeta _k\zeta _j)`$, and the Hamiltonian $`H={\displaystyle \underset{i=1}{\overset{n}{}}}{\displaystyle \frac{\zeta _j^{}}{2\sqrt{R_g(\zeta _j)}}}`$. Coefficients $`H_s(\zeta ,\zeta ^{})`$, $`s=0,\mathrm{},n1`$ of the polynomial $$L(\lambda )=\underset{k=0}{\overset{n1}{}}H_s(\zeta ,\zeta ^{})\lambda ^s=\underset{j=1}{\overset{n}{}}\frac{\zeta _j^{}}{\sqrt{R_g(\zeta _j)}}\underset{kj}{}(\zeta _k\lambda )$$ are the first integrals of system (9). Along with the functions $$\phi _s=\underset{j=1}{\overset{n}{}}\stackrel{\zeta _j}{}\frac{E^sdE}{L(E)y(E)},s=0,\mathrm{},n1$$ they form the set of action-angle type variables for system (9). Remark. The level sets of the first integrals are not compact. Thus, there is no canonical choice of action-angle type variables for system (9). Proof. Let a function $`\mathrm{}_g(x)`$ be a solution to the differential equation $$\frac{d\mathrm{}_g}{dx}=2\sqrt{R_g(\mathrm{}_g)}.$$ We define new variables $`z_j`$, $`j=1,\mathrm{},n`$ by the conditions $`\zeta _j=\mathrm{}_g(z_j)`$. In terms of these variables system (9) has the following form $$z_i^{\prime \prime }=\underset{ki}{}z_i^{}z_k^{}\frac{\mathrm{}_g^{}(z_i)+\mathrm{}_g^{}(z_k)}{\mathrm{}_g(z_i)\mathrm{}_g(z_k)},i=1,\mathrm{},n.$$ The rest of the proof is parallel to the genus one case considered above. Remark. Since $`\mathrm{}_g(z)`$ is a well-defined local parameter on the curve $`\mathrm{\Gamma }`$ outside infinity, it also follows that in fact system (9) describes the motion of $`n`$ particles on $`\mathrm{\Gamma }\mathrm{}`$. Our next goal is to show that the dynamics of zeros of solutions to the Schrödinger equation associated with the curve $`\mathrm{\Gamma }`$ is described by the system (9) (the number $`n`$ of zeros being bigger than the genus $`g`$ of $`\mathrm{\Gamma }`$). The way of constructing these solutions is standard in the theory of finite-gap operators. ###### Proposition 3 Let’s choose a divisor $`R=\kappa _1+\mathrm{}+\kappa _{ng}`$ on the $`E`$-plane. For generic divisor $`D=\gamma _1+\mathrm{}+\gamma _n`$ on the curve $`\mathrm{\Gamma }`$ there exists a unique function $`\psi (x,Q\|D,R)`$ satisfying the following conditions: 1. It’s meromorphic on the curve $`\mathrm{\Gamma }`$ outside the point $`\mathrm{}`$ and has poles of at most first order at the points $`\gamma _i`$, $`i=1,\mathrm{},n`$. 2. In the neighborhood of $`\mathrm{}`$ it has a form $$\psi (x,Q)=e^{xE^{1/2}}\left(1+\underset{s=1}{\overset{\mathrm{}}{}}\xi _s(x)E^{s/2}\right).$$ 3. $`\psi (x,\kappa _i^+)=\psi (x,\kappa _i^{})`$, where $`\kappa _i^\pm `$ are preimages of the point $`\kappa _i`$ under the projection onto the $`E`$-plane. Proof. The uniqueness of such a function (provided it exists) follows immediately from the Riemann – Roch Theorem. To show the existence we write this function down explicitly in terms of the Riemann $`\theta `$-function. The Riemann $`\theta `$-function, associated with an algebraic curve $`\mathrm{\Gamma }`$ of genus $`g`$ is an entire function of $`g`$ complex variables $`z=(z_1,\mathrm{},z_g)`$, and is defined by its Fourier expansion $$\theta (z_1,\mathrm{},z_g)=_{m𝐙^g}e^{2\pi i(m,z)+\pi i(Bm,m)},$$ where $`B=B_{ij}`$ is a matrix of $`b`$-periods, $`B_{ij}=_{b_i}\omega _j`$, of normalized holomorphic differentials $`\omega _j(P)`$ on $`\mathrm{\Gamma }`$: $`_{a_j}\omega _i=\delta _{ij}`$. Here $`a_i,b_i`$ is a basis of cycles on $`\mathrm{\Gamma }`$ with the canonical matrix of intersections: $`a_ia_j=b_ib_j=0`$, $`a_ib_j=\delta _{ij}`$. The $`\theta `$-function has the following monodromy properties with respect to the lattice $``$, spanned by the basis vectors $`e_i𝐂^g`$ and the vectors $`B_j𝐂^g`$ with coordinates $`B_{ij}`$: $$\theta (z+l)=\theta (z),\theta (z+Bl)=\mathrm{exp}\left[i\pi (Bl,l)2i\pi (l,z)\right]\theta (z)$$ where $`l`$ is an integer vector, $`l𝐙^g`$. The complex torus $`J(\mathrm{\Gamma })=𝐂^g/`$ is called the Jacobian variety of the algebraic curve $`\mathrm{\Gamma }`$. The vector $`A(Q)`$ with coordinates $$A_k(Q)=_{q_0}^Q\omega _k$$ defines the so-called Abel transform: $`\mathrm{\Gamma }J(\mathrm{\Gamma })`$. According to the Riemann – Roch theorem, if the divisors $`D=\gamma _1+\mathrm{}+\gamma _n`$ and $`=\kappa _1^++\mathrm{}+\kappa _{ng+1}^+`$, where $`\kappa _{ng+1}^+=\mathrm{}`$ , are in the general position then there exists a unique meromorphic function $`r_\alpha (Q)`$ such that $`D`$ is its poles’ divisor and $`r_\alpha (\kappa _\beta ^+)=\delta _{\alpha \beta }`$. It can be written in the form: $$r_\alpha (Q)=\frac{f_\alpha (Q)}{f_\alpha (\kappa _\alpha ^+)},f_\alpha (Q)=\theta (A(Q)+Z_\alpha )\frac{_{\beta \alpha }\theta (A(Q)+F_\beta )}{_{m=1}^{ng+1}\theta (A(Q)+S_m)},$$ where $$F_\beta =𝒦A(\kappa _\beta ^+)\underset{s=1}{\overset{g1}{}}A(\gamma _s),S_m=𝒦A(\gamma _{g1+m})\underset{s=1}{\overset{g1}{}}A(\gamma _s),$$ $$Z_\alpha =Z_0A(R_\alpha ),Z_0=𝒦\underset{s=1}{\overset{n}{}}A(\gamma _s)+\underset{\alpha =1}{\overset{ng+1}{}}A(R_\alpha ),$$ where $`𝒦`$ is the vector of Riemann constants. Let $`d\mathrm{\Omega }`$ be a unique meromorphic differential on $`\mathrm{\Gamma }`$, which is holomorphic outside $`\mathrm{}`$, where it has double pole, and is normalized by conditions $$_{a_k}𝑑\mathrm{\Omega }=0.$$ It defines a vector $`V`$ with the coordinates $$V_k=\frac{1}{2\pi i}_{b_k}𝑑\mathrm{\Omega }.$$ Define functions $`\psi _\alpha (x,Q\|D,R)`$ by $$\psi _\alpha =r_\alpha (Q)\frac{\theta (A(Q)+xV+Z_\alpha )\theta (Z_0)}{\theta (A(Q)+Z_\alpha )\theta ((xV+Z_0)}\mathrm{exp}\left(x_{R_\alpha }^Q𝑑\mathrm{\Omega }\right)$$ Let a vector $`c_\alpha `$, $`\alpha =1,\mathrm{},ng`$ be a solution to the system $$\underset{\alpha =1}{\overset{ng}{}}c_\alpha \psi _\alpha (\kappa _\beta ^{})+\psi _{n+g1}(\kappa _\beta ^{})=c_\beta ,\beta =1,\mathrm{},ng.$$ The function $$\psi (x,Q\|D,R)=\psi _{ng+1}(x,Q\|D,R)+\underset{\alpha =1}{\overset{ng}{}}c_\alpha \psi _\alpha (x,Q\|D,R)$$ satisfies conditions 1 – 3. ###### Corollary 2 The above-constructed function $`\psi (x,Q\|D,R)`$ is a solution to the Schrödinger equation $$_x^2+u(x))\psi (x,Q)=E\psi (x,Q),$$ where $`u(x)=2_x\xi _1(x)`$. The function $`\psi (x,Q)`$ has $`n`$ zeros on the curve $`\mathrm{\Gamma }`$, whose projections $`\zeta _1,\mathrm{},\zeta _n`$ satisfy the set of Dubrovin equations which in this case read as $$\frac{\zeta _s}{x}=\frac{2\sqrt{R_g(\zeta _s)}_{\alpha =1}^{ng}(\zeta _s\kappa _\alpha )}{_{js}(\zeta _s\zeta _j)}.$$ These equations can be rewritten in the matrix form $$Mv=e,$$ (10) where $$v_i=\frac{\zeta _i^{}}{2\sqrt{R_g(\zeta _i)}},e_j=\delta _{jg}\text{and}M_{ji}=\{\begin{array}{ccc}\zeta _i^{j1},& & jg,\hfill \\ \frac{1}{\zeta _i\kappa _{jg}},& & j>g.\hfill \end{array}$$ ###### Theorem 6 Projections $`\zeta _j(x)`$, $`j=1,\mathrm{},n`$ of zeros of the function $`\psi (x,Q\|R,D)`$, constructed in the Proposition 3, onto the $`E`$-plane satisfy the restriction of system (9) on the joint level set of its $`g`$ first integrals: $$H_{nk}=\delta _{kg},k=1,\mathrm{},g.$$ (11) Proof. Consider a function $`\psi (x,Q\|R,D)`$. Projections $`\zeta _j`$ of its zeros onto $`E`$-plane satisfy matrix equation (10). The first $`g`$ equations ensure that restrictions (11) are satisfied. Therefore the polynomial $`L(\lambda \|\zeta ,\zeta ^{})`$ is of degree $`ng`$ and the last $`ng`$ equations in system (10) state that the points $`\kappa _1,\mathrm{},\kappa _{ng}`$ are its zeros. The coefficients of $`L`$ then are time-independent, i.e. $`H_j^{}(x)=0`$, $`j=1,\mathrm{},n`$. The last set of equations is equivalent to system (9). Remark. In fact using the construction from Proposition 3 we can obtain almost all solutions to the restricted system. Namely, for general solution $`\zeta _j`$, $`j=1,\mathrm{},n`$ to system (9) satisfying conditions (11) we can define algebraic-geometrical data choosing $`R`$ to be the zero-divisor of the polynomial $`L`$ and $`D`$ to be $`(\sqrt{R_g(\zeta _1(0))},\zeta _1(0))+\mathrm{}+(\sqrt{R_g(\zeta _n(0))},\zeta _n(0))`$. ## Appendix I This appendix contains the proof of Theorem 2. Let us consider the polynomial $$L(\lambda \|z,z^{})=\underset{j=1}{\overset{n}{}}z_j^{}\underset{ij}{}(\mathrm{}(z_i)\lambda )=\underset{k=0}{\overset{n1}{}}H_k(z,z^{})\lambda ^k.$$ The explicit formulae for the coefficients $`H_k`$ are $$H_k=\underset{\|J\|=nk1}{}(1)^k\underset{jJ}{}\mathrm{}(z_j)\left(\underset{kJ}{}z_k^{}\right),$$ where summation is taken over all subsets $`J\{1,\mathrm{},n\}`$ of cardinality $`nk1`$. We are going to show that the functions $`H_k`$ are time-independent, i. e. $`dH_k/dx=0`$. Indeed, $$\begin{array}{c}\frac{d(1)^kH_k(z,z^{})}{dx}=\underset{J}{}\underset{jJ}{}\mathrm{}(z_i)\underset{kJ}{}z_k^{\prime \prime }+\underset{J}{}\left(\underset{sJ}{}\frac{\mathrm{}^{}(z_s)}{\mathrm{}(z_s)}z_s^{}\right)\underset{jJ}{}\mathrm{}(z_i)\underset{kJ}{}z_k^{\prime \prime }=\\ =\underset{J}{}\underset{jJ}{}\mathrm{}(z_j)\left(\underset{kJ}{}\underset{ik}{}\frac{\mathrm{}^{}(z_k)+\mathrm{}^{}(z_i)}{\mathrm{}(z_k)\mathrm{}(z_i)}z_i^{}z_k^{}\right)+\underset{J}{}\underset{jJ}{}\mathrm{}(z_j)\left(\underset{kJ}{}\underset{sJ}{}\frac{\mathrm{}^{}(z_s)}{\mathrm{}(z_s)}z_k^{}z_s^{}\right)=\\ =\underset{J}{}\underset{jJ}{}\mathrm{}(z_j)\left(\underset{kJ}{}\underset{sJ}{}\left[\frac{\mathrm{}^{}(z_s)}{\mathrm{}(z_s)}+\frac{\mathrm{}^{}(z_k)+\mathrm{}^{}(z_s)}{\mathrm{}(z_k)\mathrm{}(z_s)}\right]z_k^{}z_s^{}\right)=\underset{J,kJ,sJ}{}\alpha (J,k,s),\end{array}$$ where $$\alpha (J,k,s)=\underset{jJ}{}\mathrm{}(z_j)\left[\frac{\mathrm{}^{}(z_s)}{\mathrm{}(z_s)}+\frac{\mathrm{}^{}(z_k)+\mathrm{}^{}(z_s)}{\mathrm{}(z_k)\mathrm{}(z_s)}\right]z_k^{}z_s^{}.$$ Let us consider the involution on the set of triples $`\{J,kJ,sJ\}`$ which maps $`\{J,k,s\}`$ into $`\{J^{},s,k\}`$, where $`J^{}=J\{k\}\{s\}`$. Now note that $$\begin{array}{ccc}\hfill \alpha (J,k,s)+\alpha (J^{},s,k)& =& \underset{jJJ^{}}{}\mathrm{}(z_j)z_k^{}z_s^{}[\mathrm{}^{}(z_s)+\mathrm{}^{}(z_k).+\hfill \\ & +& \mathrm{}(z_s)\frac{\mathrm{}^{}(z_k)+\mathrm{}^{}(z_s)}{\mathrm{}(z_k)\mathrm{}(z_s)}+\mathrm{}(z_k)\frac{\mathrm{}^{}(z_s)+\mathrm{}^{}(z_k)}{\mathrm{}(z_s)\mathrm{}(z_k)}]=0\hfill \end{array}$$ and therefore the whole sum $`_{J,kJ,sJ}\alpha (J,k,s)`$ vanishes. ## Appendix II Here we present the proof of Theorem 4. Consider the 2-form $`\omega ={\displaystyle \underset{s=0}{\overset{n1}{}}}d\phi _sdH_s`$. Recall that $`H_s=(1)^sH\sigma _{ns1}(\widehat{\kappa })`$ for $`s=0,\mathrm{},n1`$, where $`\sigma _{ns1}(\widehat{\kappa })`$ denotes the coefficient of $`\lambda ^s`$ in the polynomial $`_{i=1}^{n1}(\lambda +\widehat{\kappa }_i)`$. By $`\sigma _{ns2}^j(\widehat{\kappa })`$ we denote the coefficient of $`\lambda ^s`$ in the polynomial $`_{ij}(\lambda +\widehat{\kappa }_i)`$. Then $$\begin{array}{ccc}\hfill \omega & =& \underset{s=0}{\overset{n1}{}}d\phi _sdH_s=\underset{s=0}{\overset{n2}{}}d\phi _s(1)^sd(H\sigma _{ns1}(\widehat{\kappa }))+(1)^{n1}d\phi _{n1}dH=\hfill \\ & =& \underset{s=0}{\overset{n1}{}}(1)^s\sigma _{ns1}(\widehat{\kappa })d\phi _sdH+\underset{j=1}{\overset{n1}{}}\underset{s=0}{\overset{n2}{}}(1)^sH\sigma _{ns2}^j(\widehat{\kappa })d\phi _sd\widehat{\kappa }_j.\hfill \end{array}$$ (12) Now let us notice that $$\begin{array}{c}\underset{s=0}{\overset{n2}{}}(1)^sH\sigma _{ns2}^j(\widehat{\kappa })d\phi _s=\underset{s=0}{\overset{n2}{}}\underset{l=1}{\overset{n}{}}(1)^sH\sigma _{ns2}^j(\widehat{\kappa })d\stackrel{\mathrm{}(z_l)}{}\frac{E^sdE}{L(E)y(E)}=\\ =\underset{l=1}{\overset{n}{}}d\stackrel{\mathrm{}(z_l)}{}\frac{\underset{s=0}{\overset{n2}{}}(1)^sH\sigma _{ns2}^j(\widehat{\kappa })E^s}{L(E)y(E)}𝑑E\underset{l=1}{\overset{n}{}}\stackrel{\mathrm{}(z_l)}{}d\left(\frac{\underset{s=0}{\overset{n2}{}}(1)^sH\sigma _{ns2}^j(\widehat{\kappa })E^s}{L(E)y(E)}\right)𝑑E=\\ =\underset{l=1}{\overset{n}{}}d\stackrel{\mathrm{}(z_l)}{}\frac{dE}{(E\widehat{\kappa }_j)y(E)}+\underset{l=1}{\overset{n}{}}\stackrel{\mathrm{}(z_l)}{}\frac{dE}{(E\widehat{\kappa }_j)^2y(E)}𝑑\widehat{\kappa }_j.\end{array}$$ In the same way one can show that $$\underset{s=0}{\overset{n1}{}}(1)^s\sigma _{ns1}(\widehat{\kappa })d\phi _s=\underset{l=1}{\overset{n}{}}d\stackrel{\mathrm{}(z_l)}{}\frac{dE}{Hy(E)}+\underset{l=1}{\overset{n}{}}\stackrel{\mathrm{}(z_l)}{}\frac{dE}{H^2y(E)}𝑑H.$$ Plugging these two formulae into (12) we obtain $$\begin{array}{ccc}\hfill d\omega & =& \underset{j=1}{\overset{n1}{}}d\left(\underset{l=1}{\overset{n}{}}^{\mathrm{}(z_l)}\frac{dE}{(E\widehat{\kappa }_j)y(E)}\right)d\widehat{\kappa }_j+d\left(\underset{l=1}{\overset{n}{}}d^{\mathrm{}(z_l)}\frac{dE}{Hy(E)}\right)dH=\hfill \\ & =& \underset{j=1}{\overset{n1}{}}d\chi _jd\widehat{\kappa }_j+d\chi d(\mathrm{ln}H).\hfill \end{array}$$ ## Acknowledgements The authors are grateful to Professor I. M. Krichever for constant attention to this work.
warning/0007/astro-ph0007141.html	ar5iv	text	# Double lenses ## 1 Introduction The study of statistical gravitational lensing effects on large numbers of source galaxies due to intervening matter has been a subject of major and rapid progress both from the methodological and from the observational point of view (e.g., see Kaiser & Squires 1993; Luppino & Kaiser 1997; Taylor et al. 1998; Lombardi & Bertin 1998a, b, hereafter Paper I, II). This indeed offers a very promising approach to study the overall mass distribution, especially on the scale of clusters of galaxies. In fact, the most appealing aspect of this line of research is its diagnostic potential, with the possibility to measure mass distributions independently of the traditional tools that have to rely on the use of dynamical models. The interest in this method has gained further momentum from the most recent developments of telescopes and instrumentation. Very deep images are now bringing in accurate data that allow us to analyze the shape of thousands of galaxies, with a density of nearly $`200\text{ galaxies arcmin}^2`$ already reached (see Hoekstra et al. 2000). The use of information from so many sources makes it possible to measure very small lensing effects, which would have been beyond expectation just a few years ago. The work in this area is thus mostly addressing two directions. On the methodological side, the main hope is to develop mass reconstruction algorithms that are simple, flexible, and reliable, with full control of the errors involved in the procedure that goes from the shear data to the inferred properties of the lens (see, e.g., Bartelmann et al. 1996; Seitz & Schneider 1997; Paper I; Paper II). On the side of data analysis, a variety of important issues have to be properly faced and addressed, in order to secure accurate shape measurements as free as possible from all the undesired or spurious distortions that are associated with the instrument and with the observation conditions (Kaiser, Squires, & Broadhurst 1995). Within this general pespective, the present paper belongs to a third direction of research, i.e. the study of potentially interesting effects and phenomena, such as the lensing associated with gravity waves (Kaiser & Jaffe 1997) or cosmological applications where gravitational lensing probes the geometry of the universe (Kaiser 1998; Lombardi & Bertin 1999, Paper III; van Waerbeke, Bernardeau, & Mellier 1999). Measuring these effects, admittedly at the limits of current observations, is expected to become feasible with the advent of the next generation telescopes. The theory of double lenses has already been subject to some progress. For example, it has been proven that multiple lenses produce an odd number of images from a pointlike source (Seitz & Schneider 1992) and that a simple theorem on the magnification of images holds (Seitz & Schneider 1994), while Crawford et al. (1986) have discussed the probability that a quasar is strongly lensed by two clusters. However, this still remains a challenging line of research that is so far largely unexplored; in particular, the problem has not been discussed, to our knowledge, in the important context of weak lensing analyses. Attracted by the new developments in deep imaging and especially in the observation of very distant clusters of galaxies, which already suggest that a chance alignment of two clusters is not to be considered an unlikely event (for example, see the case of Cl$`0317+15`$ noted by Molinari, Buzzoni, & Chincarini 1996, and of A$`1758`$ reported by Wang & Ulmer 1997), we found it natural to give further thought to such lens configurations. In this paper, for the context of weak lensing, we generalize the procedure to extract the astrophysical information contained in the observed shear field from the case of a single lens to that of a double lens. We start by showing how the trace and the asymmetric part of the Jacobian matrix associated with the ray-tracing transformation can be measured (Sect. 2 and Sect. 3), once the observed ellipticities of a large number of background galaxies have been properly secured. We then consider some explicit questions that can be tackled in configurations of astrophysical interest; in particular, we formulate and address a “dark cluster problem,” corresponding to the situation where the signature of double lensing is observed at variance with the apparent absence of a second bright cluster partially aligned along the line of sight (Sect. 4). We then estimate the size of the effects involved (Sect. 5), so that we can state that, based on the known properties of the distribution of bright clusters, a few configurations are likely to be present in the sky, for which the small effects characteristic of double lensing may already be within detection limits. Surprisingly, a discussion of the relevant contributions to the noise of the shear measurement reveals an intrinsic limitation of weak lensing analyses. In fact, we find that the noise contribution associated with the two-galaxy cosmological correlation function does not decrease with the depth of the observation. A quantitative evaluation of this subtle effect and of its impact on mass reconstructions deserves a separate investigation and will be considered in a future paper. Some numerical tests in Sect. 6 demonstrate that the analytical framework developed is sound and bring out the existence of some curious effects (especially on the criticality condition for a double lens and on the possibility of pinpointing the location of the invisible cluster in the dark cluster problem). Then, simulations in the same section show that the redshift distribution of the source galaxies, which in principle might also contribute to break the curl-free character of the shear field, actually produces systematic effects typically two orders of magnitude smaller than the double lensing effects we are focusing on. In addition, they suggest that reasonable assumptions on the observed galaxies lead to noise levels that do not mar the possibility of detecting the double-lensing effect. Even if, at present, much of what we have obtained is barely within the limits of direct experimental confirmation, with the advent of new instrumentation (such as ACS on HST) and powerful telescopes of the next generation (such as NGST) the observational impact of analyses of the type provided here is bound to become significant. ## 2 Basic relations In this section we briefly recall the lensing equations for double lenses, in the context where the lensing is produced by intervening clusters. For the purpose, we mostly follow Schneider, Ehlers, & Falco (1992), with some small differences of notation (see also Paper III). We then summarize the principles of the statistical analysis that leads to a local measurement of the gravitational shear. ### 2.1 Ray-tracing equation Let us consider for the moment a single source at redshift $`z^\mathrm{s}`$. Let $`D(z_1,z_2)`$ be the angular diameter distance between two aligned objects at redshift $`z_1`$ and $`z_2`$, and $`D_{ij}=D(z^{(i)},z^{(j)})`$ (with $`i,j\{\text{o},1,2,\text{s}\}`$ and $`0=z^{(\mathrm{o})}<z^{(1)}<z^{(2)}<z^{(\mathrm{s})}`$) the distances between two of the elements of the lens configuration, made of observer (o), two deflector planes ($`1`$ and $`2`$), and source plane (s). We call $`𝜽^{(1)}`$ (or simply $`𝜽`$) the apparent position of the source, so that $`𝒙^{(1)}=D_{\text{o}1}𝜽^{(1)}`$ is the corresponding linear position on the first deflector plane. The light ray is traced back to angular positions $`𝜽^{(2)}=𝒙^{(2)}/D_{\text{o}2}`$ and $`𝜽^{(\text{s})}=𝒙^{(\text{s})}/D_{\text{os}}`$ referred to the second deflector and to the source (see Fig. Double lenses). For simplicity, in the following we will use the notation $`𝜽^\mathrm{s}`$ for $`𝜽^{(\mathrm{s})}`$. The “dynamics” of the two lenses is contained in two deflection functions $`𝜶^{(1)}`$ and $`𝜶^{(2)}`$, such that $`𝒙^{(2)}`$ $`=D_{\mathrm{o2}}𝜽^{(1)}D_{12}𝜶^{(1)}\left(D_{\mathrm{o1}}𝜽^{(1)}\right),`$ (1) $`𝒙^{(\mathrm{s})}`$ $`=D_{\mathrm{os}}𝜽^{(1)}D_{1\mathrm{s}}𝜶^{(1)}\left(D_{\mathrm{o1}}𝜽^{(1)}\right)D_{2\mathrm{s}}𝜶^{(2)}\left(D_{\mathrm{o2}}𝜽^{(2)}\right).`$ (2) Thus the ray-tracing equation can be written as $$𝜽^\mathrm{s}=𝜽𝜷^{(1)}(𝜽)𝜷^{(2)}\left(𝜽\mathrm{\Delta }𝜷^{(1)}(𝜽)\right),$$ (3) with ($`\mathrm{}=1,2`$) $$𝜷^{(\mathrm{})}(𝜽)=\frac{D_\mathrm{}\mathrm{s}}{D_{\mathrm{os}}}𝜶^{(\mathrm{})}(D_\mathrm{o}\mathrm{}𝜽)$$ (4) and $$\mathrm{\Delta }=\frac{D_{\mathrm{os}}D_{12}}{D_{1\mathrm{s}}D_{\mathrm{o2}}}.$$ (5) For given projected mass distributions of the two lenses $`\mathrm{\Sigma }^{(\mathrm{})}`$, the distances $`D_{ij}`$ enter the problem through $`\mathrm{\Delta }`$ and through the two critical densities, defined as $$\mathrm{\Sigma }_\mathrm{c}^{(\mathrm{})}=\{\begin{array}{cc}\mathrm{}\hfill & \text{for }zz^{(\mathrm{})},\hfill \\ \frac{c^2D_{\mathrm{os}}}{4\pi GD_\mathrm{}\mathrm{s}D_\mathrm{o}\mathrm{}}\hfill & \text{otherwise}.\hfill \end{array}$$ (6) The definition of $`\mathrm{\Sigma }_\mathrm{c}^{(\mathrm{})}`$ for $`zz^{(\mathrm{})}`$ just states that foreground sources are unaffected by the lens. The functions $`𝜷^{(\mathrm{})}(𝜽)`$ can be expressed by suitable integrals of the two reduced densities $`\kappa ^{(\mathrm{})}=\mathrm{\Sigma }^{(\mathrm{})}/\mathrm{\Sigma }_\mathrm{c}^{(\mathrm{})}`$. For cases of interest, $`\mathrm{\Delta }`$ is smaller than unity. Note that, much like in the case of a single lens, since distances enter only through the ratios $`D_{1\mathrm{s}}/D_{\mathrm{os}}`$ and $`D_{2\text{s}}/D_{\mathrm{os}}`$, for a family of very distant sources the ray-tracing equation (3) can be applied without explicit reference to the distance of each source, and $`\mathrm{\Delta }`$ remains finite. If the sources are located at different redshifts but not all of them are at large distance, we can still retain a form similar to Eq. (3) for the ray-tracing equation provided we introduce the appropriate cosmological weight functions: $$w^{(\mathrm{})}(z)=\frac{\mathrm{\Sigma }_\mathrm{c}^{(\mathrm{})}(z^\mathrm{s})}{\mathrm{\Sigma }_\mathrm{c}(z)}.$$ (7) The functions $`w^{(\mathrm{})}(z)`$ give the strength of the lens $`\mathrm{}`$ on a source at redshift $`z`$ relative to a source at redshift $`z^\mathrm{s}`$. \[Note that in Paper III we used a similar definition of cosmological weight function, but took the “reference” redshift $`z^\mathrm{s}`$ at infinity. Here we prefer to avoid the limit $`z^\mathrm{s}\mathrm{}`$.\] With this definition, Eq. (3) can be rewritten as $$𝜽^\mathrm{s}=𝜽w^{(1)}𝜷^{(1)}(𝜽)w^{(2)}𝜷^{(2)}\left(𝜽\mathrm{\Delta }𝜷^{(1)}(𝜽)\right).$$ (8) An important qualitative aspect of the two-lens ray-tracing equation is the following. In the limit where $`\mathrm{\Delta }0`$, the ray-tracing equation adds two contributions, $`𝜷^{(1)}(𝜽)`$ and $`𝜷^{(2)}(𝜽)`$, each deriving from a potential, so that the related Jacobian matrix $`A=𝜽^\mathrm{s}/𝜽`$ is symmetric. In turn, when $`\mathrm{\Delta }0`$, the Jacobian matrix is no longer guaranteed to be symmetric (in fact, the product of two symmetric matrices is not necessarily symmetric). The limit $`\mathrm{\Delta }0`$ occurs when the two deflectors are very close to each other. In the weak lensing limit the Jacobian matrix is considered to be close to the identity matrix, $`A=\text{Id}+𝒪(ϵ)`$, with the parameter $`ϵ`$ measuring the strength of the lens. Equation (8) readily shows that for two lenses of comparable strength one expects a very small asymmetry in the Jacobian matrix, with $`A_{12}A_{21}=𝒪(\mathrm{\Delta }ϵ^2)`$. In the following we will find that, in spite of the smallness of the effect involved, a weak lensing analysis, carried out to second order, can provide interesting indications as to the possibility of detecting, in realistic cases, the presence of a double lens through its signature of an asymmetry in the Jacobian matrix. Simulations will show that such indications are further encouraged when the lenses involved are relatively strong. ### 2.2 Local statistical analysis Consider a large number $`N`$ of extended sources all subject to the same Jacobian matrix $`A`$ for the relevant ray-tracing. In general, as noted above, $`AA^\mathrm{T}`$. Let $`Q_{ij}`$ be the measured quadrupole moments of the individual galaxies. These observed quantities are related to the source (unlensed) quadrupole moments $`Q_{ij}^\mathrm{s}`$ by the equation (see Schneider, Ehlers, & Falco 1992; see also Paper I) $$Q^\mathrm{s}=AQA^\mathrm{T}.$$ (9) In the limit $`N\mathrm{}`$, the mean value of the source quadrupoles for an isotropic population of source galaxies should be proportional to the identity matrix $$Q^\mathrm{s}=M\text{Id},$$ (10) with $`M`$ a positive constant. This is the starting point of the $`Q`$-method described in Paper I and allows us to invert the relation for the mean values $$AQA^\mathrm{T}=Q^\mathrm{s}=M\text{Id},$$ (11) into $$AA^\mathrm{T}=M\left(Q\right)^1.$$ (12) Note that the matrix $`\left(AA^\mathrm{T}\right)`$ is symmetric. Here we have taken $`Q`$ to be non-singular. The process of mass reconstruction makes use of the departures from the identity matrix of the ray tracing matrix as brought out by the observed quadrupoles. In practice, the true Jacobian matrix $`A_0`$ is considered to be unknown. Equation (12) shows that if $`A_0`$ is a solution, any matrix $`A=UA_0`$ obtained by multiplication by an orthogonal matrix (so that $`UU^\mathrm{T}=\text{Id}`$) is also a solution. Thus in the determination of the shear associated with gravitational lensing the Jacobian matrix is bound to be identified only up to an orthogonal matrix. It is easy to show that any solution $`A`$ for a problem for which $`A_0`$ is a solution can be written as $`A=UA_0`$, with $`U`$ a suitable orthogonal matrix. The same set of data $`\left\{Q^{(n)}\right\}`$ can be analyzed by a standard single lens procedure, leading to the determination of a symmetric Jacobian matrix $`A_\mathrm{s}`$, with the property $`A_\mathrm{s}=A_\mathrm{s}^\mathrm{T}`$. Then $`A_\mathrm{s}`$ is to be related to the true Jacobian matrix $`A_0`$ by means of an orthogonal matrix. In fact, for a given $`A_0`$, there are in general four different symmetric matrices available (corresponding to matrices that differ by the sign of their eigenvalues). If we restrict the attention to transformations with positive determinant (the $`detU=\pm 1`$ ambiguity reflects the well-known $`g1/g^{}`$ invariance; see Schneider & Seitz 1995), we can write $$A_\mathrm{s}=\left(\begin{array}{cc}\mathrm{cos}\tau & \mathrm{sin}\tau \\ \mathrm{sin}\tau & \mathrm{cos}\tau \end{array}\right)A_0,$$ (13) with $$\mathrm{tan}\tau =\frac{\epsilon _{kk^{}}A_{0kk^{}}}{A_{0mm}}.$$ (14) Here $`\epsilon _{ij}`$ is the totally antisymmetric tensor of rank 2 and $`A_{0kk}=\text{Tr}(A_0)`$ is the trace of $`A_0`$ (we use the summation convention on repeated indices). Note that the quantity $`\epsilon _{kk^{}}A_{0kk^{}}=A_{012}A_{021}`$ is a measure of the asymmetry of $`A_0`$. The symmetric matrix can thus be given in explicit form: $$A_{\mathrm{s}ij}=\pm \frac{1}{f}\left(A_{0ij}A_{0mm}+\epsilon _{jj^{}}A_{0ij^{}}\epsilon _{kk^{}}A_{0kk^{}}\right),$$ (15) with $$f^2=(A_{0mm})^2+(\epsilon _{kk^{}}A_{0kk^{}})^2.$$ (16) In what has been described so far, $`A`$ is considered to be the same for all the source galaxies. Therefore at this stage we have addressed only the problem of a local analysis, applicable to source galaxies very close to each other, in a small patch of the sky, and at a similar redshift. In conclusion, we have so far shown that a local measurement cannot lead to discovering a double lens, because there is always a way to interpret the data by means of a symmetric ray-tracing Jacobian matrix. ## 3 Non-local analysis in the weak lensing limit Let us first consider only sources located at a given redshift $`z`$. In the weak lensing limit, the Jacobian matrix for such sources is of the form $`A_0=\text{Id}+𝒪(ϵ)`$, and the asymmetry is small, $`\epsilon _{kk^{}}A_{0kk^{}}=𝒪(ϵ^2)`$. Thus we can write the related symmetric matrix (the “effective” Jacobian matrix) as $$A_\mathrm{s}=\left(\begin{array}{cc}\sigma +\gamma _1& \gamma _2\\ \gamma _2& \sigma \gamma _1\end{array}\right)\left(\begin{array}{cc}A_{011}& A_{012}+\tau \\ A_{021}\tau & A_{022}\end{array}\right)$$ (17) with (see Eq. (14)) $$\tau \frac{1}{2}(A_{012}A_{021})=𝒪(ϵ^2).$$ (18) Therefore the elements of the symmetric matrix (appearing in the mass reconstruction analysis) can be expressed in terms of those of the true Jacobian matrix, as $`\sigma `$ $`={\displaystyle \frac{1}{2}}\text{Tr}(A_0),`$ (19) $`\gamma _1`$ $`={\displaystyle \frac{1}{2}}(A_{011}A_{022}),`$ (20) $`\gamma _2`$ $`={\displaystyle \frac{1}{2}}(A_{012}+A_{021}).`$ (21) From inspection of Eqs. (18) and (19) and from the definition of the true Jacobian matrix, we find that the true source positions are related to $`\sigma `$ and to $`\tau `$ by $`𝜽^\mathrm{s}`$ $`=\text{Tr}(A_0)=2\sigma ,`$ (22) $`𝜽^\mathrm{s}`$ $`=(A_{012}A_{021})=2\tau .`$ (23) Thus, if we refer to the vector field $`𝒖(𝜽)`$ commonly used in weak lensing analyses, we find $$𝒖=\left(\begin{array}{c}\gamma _{1,1}+\gamma _{2,2}\\ \gamma _{2,1}\gamma _{1,2}\end{array}\right)=\frac{1}{2}^2𝜽^\mathrm{s}.$$ (24) If we now combine the definition of $`𝒖(𝜽)`$ with the above relations for $`\sigma `$ and $`\tau `$ we get $`𝒖`$ $`=^2\sigma ,`$ (25) $`𝒖`$ $`=^2\tau .`$ (26) The last two equations replace the well-known relations applicable to single lens analyses, i.e. $`𝒖=\sigma `$ and $`𝒖=0`$. Suppose now that the source galaxies follow a redshift distribution $`p(z)`$. At each redshift, we can apply Eqs. (1726) provided that all lensing quantities, such as $`A_0`$, $`\sigma `$, $`\gamma `$, and $`\tau `$, are calculated for each source at the correct redshift. In the weak lensing limit, the shear $`\gamma `$ is estimated from the ellipticities of galaxies that are observed in a particular region of the sky. Since source galaxies have different redshifts, in reality a mean value of the shear is measured: $$\gamma _z=_0^{\mathrm{}}\gamma (z)p(z)dz,$$ (27) where $`\gamma (z)`$ is the redshift-dependent shear. In the weak lensing limit, all quantities depend linearly on the shear, and thus Eqs. (25) and (26) can be written as $`𝒖_z`$ $`=^2\sigma _z,`$ (28) $`𝒖_z`$ $`=^2\tau _z.`$ (29) Unfortunately, these relations cannot be used to infer directly, from a given set of data, the amount of asymmetry that would be a characteristic signature of multiple lensing. The reason is that for this purpose the data should be able to identify the vector field $`𝒖(𝜽)`$ up to $`𝒪(ϵ^2)`$, because we know that $`\tau =𝒪(ϵ^2)`$. In practice, it is well-known that standard weak lensing analyses lead to the determination of $`𝒖(𝜽)`$ only up to $`𝒪(ϵ)`$. In fact, observations lead to the determination of the reduced shear $`g(𝜽)=\gamma (𝜽)/\sigma (𝜽)`$; the identification of $`g`$ with $`\gamma `$ is correct only to $`𝒪(ϵ)`$. Thus the above analysis is not yet ready for practical applications. For this reason we need to extend the discussion so as to include the second order terms in the weak lensing expansion. In principle, the discussion can be carried out by retaining the redshift dependence of sources. In practice, such approach would lead us far beyond the original purpose of this paper. For this reason we will suppose, in the following, that all sources are located at redshift $`z^\mathrm{s}`$ (in Sect. 5 we will consider again the spread of sources in redshift for the single lens case). For a population of source galaxies located at a single redshift (even in the case of strong lensing; but in this section, we recall, we are still within the weak lensing expansion) an “observable” field is (see Kaiser 1995) $$\stackrel{\mathbf{~}}{𝒖}=\frac{1}{1\|g\|^2}\left(\begin{array}{cc}1+g_1& g_2\\ g_2& 1g_1\end{array}\right)\left(\begin{array}{c}g_{1,1}+g_{2,2}\\ g_{2,1}g_{1,2}\end{array}\right);$$ (30) for a strong single lens, such field has the important property that $`\stackrel{\mathbf{~}}{𝒖}=\left[\mathrm{ln}\left\|1\kappa (𝜽)\right\|\right]`$, with $`\kappa (𝜽)`$ the dimensionless projected density that one aims at reconstructing. Curiously, to second order in the weak lensing expansion (see Appendix A), it is possible to show that, for multiple weak lenses of comparable strength, $`\stackrel{\mathbf{~}}{𝒖}`$ $`=^2(\mathrm{ln}\sigma ),`$ (31) $`\stackrel{\mathbf{~}}{𝒖}`$ $`=^2\tau .`$ (32) In other words, we have derived a set of equations for which the contribution of a small asymmetry present in the true Jacobian matrix is retained consistently; the structure is similar to that of the set for $`𝒖(𝜽)`$ field presented in Eqs. (25) and (26). The new set of Eqs. (31) and (32) is the basis that allows us to generalize the procedure to extract the available information, contained in the observed shear field, from the case of a single lens to that of a multiple lens and thus to investigate quantitatively the characteristics of the coupling of two or more deflectors located along the same line of sight. The symmetric limit, which we may call in this context the single lens limit, is easily recognized. The results of this section (Eqs. (31) and (32)) are not generalized easily to the case of sources distributed according to a $`p(z)`$. However, the simulations described in Sect. 6.2 will basically support a description analogous to that given by Eqs. (28) and (29). The conclusions of this section, that the data contained in the shear map can be used to detect an asymmetry in the true Jacobian matrix $`A_0`$, and of the previous Sect. 2.2, that such a detection is impossible if based on a local measurement only, do not depend on the number of deflectors involved in a multiple lens. In the following, we will specialize our conclusions to the study of double lenses, for which the ray-tracing equation can be handled in a straightforward manner. ## 4 Double lenses in the astrophysical context In this section we formulate some questions that may be interesting from the astrophysical point of view. The expected size of some effects and the possibility of an actual measurement will be addressed in separate sections at the end of the paper. ### 4.1 Where to look for the signature of double lensing? The prime signature of double lensing would be the detection of a significant asymmetry $`\tau `$ (see Eq. (32)). Because of statistical errors, the measured vector field $`\stackrel{\mathbf{~}}{𝒖}`$ is bound to be associated with a non-vanishing curl. Therefore, a positive detection of asymmetry can be claimed only if the expected statistical error on $`\tau `$ is smaller than the true value $`\tau _0`$ characterizing the double lens. A quantitative analysis of this condition will be provided in Sect. 5 below. Here we only note that, in general, for two clusters of comparable strength, at different distances, with offset centers with respect to the line of sight, the regions on the sky where the signal-to-noise ratio for $`\tau `$ should be largest are those, on either side, just off the line connecting the cluster centers (see Fig. Double lenses and Fig. Double lenses) As we have seen in Sect. 2, the asymmetry is expected to be weak ($`𝒪(\mathrm{\Delta }ϵ^2)`$ for two clusters of comparable strength $`ϵ`$). The optimal conditions for detecting double lensing are then: * The geometric parameter $`\mathrm{\Delta }`$ should be close to unity, i.e., for a given distribution of sources, the distance between the two clusters should not be much smaller than the distance from the observer to the near cluster. This condition is reasonably satisfied if, for example, the redshifts of the two clusters are in the following relation, $`z^{(2)}4z^{(1)}`$. * The two clusters should be not too weak. It is preferable to consider cases where the dimensionless densities, $`\kappa ^{(1)}`$ and $`\kappa ^{(2)}`$, are of order unity. * The cluster centers should be offset, but there should be a region of significant overlap between the two clusters in the sky. ### 4.2 Probability of cluster alignments Given the above criteria, we now estimate the probability that a double lens with desired properties be observed. For the purpose, we refer to $`H_0=65\text{ km s}^1\text{ Mpc}^1`$ for the Hubble constant, within a Friedmann-Lemaître cosmological model characterized by $`\mathrm{\Omega }=0.3`$ and $`\mathrm{\Omega }_\mathrm{\Lambda }=0.7`$. First, we suppose that a nearby cluster is observed at redshift $`z^{(1)}0.1`$ (the values of the various quantities used here are similar to the values used in the simulations to be described in Sect. 6) and ask what is the probability of finding a cluster at redshift $`z^{(2)}4z^{(1)}`$ well aligned with the first cluster; in considering this question, we further require that the second cluster be sufficiently massive, with mass greater than $`5\times 10^{14}\text{ M}_{}`$. For the purpose, we assume that the angular distance between the centers of the two clusters be between $`2`$ and $`4\text{ arcmin}`$ and that the redshift of the second cluster be in the range $`0.3z^{(2)}0.5`$. A simple calculation then shows that the center of the second cluster must be inside a comoving volume with size $`V\mathrm{10\hspace{0.17em}360}\text{ Mpc}^3`$. Therefore, based on the cluster density found by Borgani et al. (1999; see also Girardi et al. 1998), the expected probability of finding a “good” double lens turns out to be $`0.3\%`$. If we consider less strict requirements, with an angular distance between the two cluster centers in the range $`1`$$`5\text{ arcmin}`$ and a redshift range $`0.2`$$`0.6`$ for the second cluster, the estimated probability increases up to $`1\%`$. These estimates should be combined with the number of massive clusters at small redshift (for the object observed at $`z^{(1)}`$) that should be available over the whole sky. The comoving volume for a shell with redshift between $`0.05`$ and $`0.15`$ is $`1.34\times 10^9\text{ Mpc}^3`$; correspondingly, the total number of clusters with mass above $`5\times 10^{14}\text{M}_{}`$ in such a volume is about $`350`$. As a result, we expect from $`1`$ to $`3`$ cases of double lenses with detectable effects and configurations similar to the one considered in our simulations. From the way we have approached the problem, it is clear that the estimate just obtained provides only a lower limit with respect to the number of good cases expected for the purposes of the present paper. ### 4.3 Mass reconstruction for double lenses Suppose that a set of data leads to the determination of $`\stackrel{\mathbf{~}}{𝒖}`$ and that, based on suitable boundary conditions (e.g., $`\tau (𝜽)0`$, $`\sigma (𝜽)1`$ for $`𝜽\mathrm{}`$), we integrate Eqs. (31) and (32) and get the functions $`\sigma (𝜽)`$ and $`\tau (𝜽)`$. For a single lens problem the lensing analysis, at this stage, would be complete, since we would have the dimensionless projected mass distribution $`\kappa (𝜽)=1\sigma (𝜽)`$ associated with the deflector; knowledge of the critical density $`\mathrm{\Sigma }_\mathrm{c}`$ would lead to the projected mass distribution $`\mathrm{\Sigma }(𝜽)`$. In the case of a double lens, what would be the astrophysically interesting quantities that could be derived? For the following discussion, the ray-tracing equation can be re-cast in a more transparent form in the case $`z=z^{(s)}`$ (so that $`w^{(1)}=w^{(2)}=1`$). If we introduce the two curl-free lensing maps (we recall that $`𝜷^{(\mathrm{})}=0`$) $`𝜻^{(1)}(𝜽)`$ $`=𝜽\mathrm{\Delta }𝜷^{(1)}(𝜽),`$ (33) $`𝜻^{(2)}(𝜽)`$ $`=𝜽\mathrm{\Delta }𝜷^{(2)}(𝜽),`$ (34) and the effective ray-tracing map $$𝜻^\mathrm{s}(𝜽)=(1\mathrm{\Delta })𝜽+\mathrm{\Delta }𝜽^\mathrm{s}(𝜽),$$ (35) we see that Eq. (8) can be written as $$𝜻^\mathrm{s}(𝜽)=𝜻^{(2)}\left(𝜻^{(1)}(𝜽)\right).$$ (36) In other words, ray-tracing for a double lens can be seen as the composition of two curl-free functions. The double lens problem in its direct formulation involves two (dimensionless) ray-tracing functions ($`𝜷^{(1)}(𝜽)`$ and $`𝜷^{(2)}(𝜽)`$), two critical densities ($`\mathrm{\Sigma }_\mathrm{c}^{(1)}`$ and $`\mathrm{\Sigma }_\mathrm{c}^{(2)}`$), and one additional geometric parameter $`\mathrm{\Delta }`$. Any inverse problem would be under-determined, if we start from the two dimensionless functions $`\sigma (𝜽)`$ and $`\tau (𝜽)`$ alone. Even if the geometry is taken to be known (for example, when the distances to the two clusters acting as deflectors are known), it is not possible from the pair $`(\sigma ,\tau )`$ to “reconstruct the two lenses,” i.e. to get the ray-tracing functions $`𝜷^{(1)}`$ and $`𝜷^{(2)}`$ separately. This statement is easy to understand, especially if we refer to the curl-free lensing maps $`𝜻^{(1)}`$ and $`𝜻^{(2)}`$ of Sect. 2.1. In fact, a simple scaling invariance $`𝜻^{(1)}k𝜻^{(1)}`$, $`𝜻^{(2)}k^1𝜻^{(2)}`$ shows that, unless we are able to provide suitable boundary conditions on the functions $`𝜻^{(\mathrm{})}(𝜽)`$ (e.g., $`𝜻^{(2)}(𝜽)1`$ for large $`𝜽`$), there is no way to disentangle from the shear data alone the contributions of the two lenses. Obviously, this does not mean that the lensing analysis is useless; it is only a reminder that in this more complex situation an unambiguous mass reconstruction based on weak lensing would require additional input from other probes of mass distributions (e.g., X-ray data). In order to clarify this point further, it may be instructive to consider the following simple examples, all characterized by $`\tau =0`$. #### 4.3.1 Aligned, centrally symmetric lenses Suppose that $$𝜻^\mathrm{s}(𝜽)=\frac{𝜽}{𝜽}\zeta ^\mathrm{s}\left(𝜽\right),$$ (37) with $`\zeta ^\mathrm{s}(\theta )`$ a real continuous function such that $`\zeta ^\mathrm{s}(0)=0`$. Then it is natural to choose $`𝜻^{(1)}`$ and $`𝜻^{(2)}`$ to be radial, i.e. $`𝜻^{(1)}(𝜽)`$ $`={\displaystyle \frac{𝜽}{𝜽}}\zeta ^{(1)}\left(𝜽\right),`$ (38) $`𝜻^{(2)}(𝜽)`$ $`={\displaystyle \frac{𝜽}{𝜽}}\zeta ^{(2)}\left(𝜽\right),`$ (39) where $`\zeta ^{(1)}`$ and $`\zeta ^{(2)}`$ are real functions. Supposing that $`\zeta ^{(1)}(\theta )0`$ for all $`\theta `$, we can rewrite Eq. (36) as $$\zeta ^{(2)}\left(\zeta ^{(1)}(\theta )\right)=\zeta ^\mathrm{s}(\theta ).$$ (40) Thus reduced to a one-dimensional problem, it is clear that this equation in general admits an infinite number of solutions. #### 4.3.2 The general case of double lenses without asymmetry ($`\tau =0`$) Consider an effective ray-tracing map (see Eq. (35)) such that $`𝜻^\mathrm{s}=𝜽^\mathrm{s}=0`$. In this case we can solve Eq. (36) by choosing an invertible curl-free map $`𝜻^{(2)}`$ and by writing $$𝜻^{(1)}(𝜽)=\left(𝜻^{(2)}\right)^1\left(𝜻^\mathrm{s}(𝜽)\right).$$ (41) We now require that $`𝜻^{(1)}`$ be curl-free. From the above equation, this happens if and only if the product of the Jacobian matrix $`A^{(2)}`$, associated with $`\left(𝜻^{(2)}\right)^1`$, and $`A^\mathrm{s}`$, associated with $`𝜻^\mathrm{s}`$, is a symmetric matrix, i.e. $$A^{(2)}A^\mathrm{s}=\left(A^{(2)}A^\mathrm{s}\right)^T=A^\mathrm{s}A^{(2)}.$$ (42) From linear algebra we know that this is equivalent to saying that $`A^{(2)}`$ and $`A^\mathrm{s}`$ have the same eigenvectors. Since $`𝜻^{(2)}`$ is curl-free, let us introduce the potential $`\varphi ^{(2)}`$ so that $`𝜻^{(2)}=\varphi ^{(2)}`$ and $`A_{ij}^{(2)}=\varphi _{,ij}^{(2)}`$. If $`𝝃=(\xi _1,\xi _2)`$ is a local system of coordinates where $`A^\mathrm{s}`$ is diagonal, then Eq. (42) is satisfied if $`A^{(2)}`$ is diagonal in the same system of coordinates, i.e. if $`^2\varphi ^{(2)}/\xi _1\xi _2=0`$. This simply states that $`\varphi ^{(2)}`$ is separable in $`\xi _1`$ and $`\xi _2`$, i.e. that we can write $`\varphi ^{(2)}`$ as the sum of an arbitrary function of $`\xi _1`$ and of an arbitrary function of $`\xi _2`$. This again demonstrates the freedom at our disposal in solving Eq. (36). In addition, one can now better appreciate why, even when natural boundary conditions are specified, in general there is no guarantee that the solution be determined uniquely; in fact, several solutions are expected when the coordinate system $`(\xi _1,\xi _2)`$ is associated with poles (such as the point $`r=0`$ for polar coordinates). #### 4.3.3 Two lenses with no net lensing? One curious case that may be imagined is the possibility of combining two lenses with no net effect, so that $`𝜻^\mathrm{s}(𝜽)=𝜽`$ (see Eq. (35)). In principle, one may argue that from any invertible curl-free map $`𝜻^{(1)}(𝜽)`$ one can take a second lens characterized by $`𝜻^{(2)}(𝜽)=\left(𝜻^{(1)}(𝜽)\right)^1`$. This idea would obviously generate an infinite number of solutions since the starting function $`𝜻^{(1)}`$ is at our disposal. However, if we require that the density distributions associated with the two lenses be both positive definite, i.e. that $`𝜻^{(i)}2`$, it can be shown that there is no way for two lenses to exactly compensate for each other: in other words, the only admissible solution is the trivial $`𝜻^{(1)}(𝜽)=𝜻^{(2)}(𝜽)=𝜽`$. This conclusion is consistent with the theorem that states that any combination of gravitational lenses is bound to produce a net magnification ($`\mu >1`$; see Seitz & Schneider 1992). ### 4.4 The dark cluster problem A different problem based on double lenses can be formulated in the following way. Suppose that one observes a lensing cluster and that in the process of producing the mass reconstruction one finds evidence that the vector field $`\stackrel{\mathbf{~}}{𝒖}`$ is not curl-free, well above the expected errors. Clearly, in such a situation, one possibility is that a separate mass concentration, which we may call a dark cluster, is responsible for the effect. We may now consider the case when the mass distribution of the visible cluster is well constrained by diagnostics independent of lensing (e.g., by X-ray data). Under these circumstances, what can we tell about the dark cluster properties from the observed lensing effects? In particular, is it possible to derive the location and the mass distribution of the invoked dark cluster? If the mass distribution of the luminous cluster is taken to be known, one has either the function $`𝜻_\mathrm{\Delta }^{(1)}`$ or the function $`𝜻_\mathrm{\Delta }^{(2)}`$, depending on whether the dark cluster is near or far; in either case, the deflection associated with the dark cluster $`𝜷^{(d)}=(𝜽𝜻^{(d)})/\mathrm{\Delta }`$ depends implicitly (see Eqs. (33)–(35)) on the geometric parameter $`\mathrm{\Delta }`$, which is unknown. One way to obtain the value of $`\mathrm{\Delta }`$ is to impose that the lensing map associated with the dark cluster is curl-free, i.e. that either $$\left[𝜻_\mathrm{\Delta }^\mathrm{s}\left(\left(𝜻_\mathrm{\Delta }^{(1)}\right)^1(𝜽)\right)\right]=0,$$ (43) or that $$\left[𝜻_\mathrm{\Delta }^{(2)}\left(\left(𝜻_\mathrm{\Delta }^\mathrm{s}\right)^1(𝜽)\right)\right]=0,$$ (44) depending on whether we guess the dark cluster to be near or far. In Sect. 6 below, by means of a simulated case, we will show how $`\mathrm{\Delta }`$ can be determined with reasonable accuracy, by minimizing the square of the left side of the above equations. In other words, under the above circumstances we will demonstrate that a weak lensing analysis allows us to pinpoint the location of the invisible cluster and to reconstruct its mass distribution. In closing this section, we may note that the problem of a single dark cluster, i.e. the case of a matter concentration detected by lensing effects without a visible counterpart for the lens, is less constrained and, in this respect, less interesting than the case discussed above in the sense that the usual mass reconstruction would only lead to the dimensionless projected density $`\kappa `$, with no hope to derive the distance to the dark cluster that is invoked and the actual scale of the mass involved. ## 5 Size of the double lensing effect In this section we calculate the expected order of magnitude for the measurable effects associated with double lensing. For simplicity, the following section discusses the noise properties of quantities related to the vector $`𝒖`$. The results obtained are the leading order estimates for the desired quantities related to $`\stackrel{\mathbf{~}}{𝒖}`$. The following subsection deals with a population of source galaxies located at a single redshift. Effects related to a spread in redshift will be estimated in Sect. 5.3. ### 5.1 Expected variance of $`𝒖`$ for a single lens Consider a single lens, characterized by true Jacobian matrix $`A_0`$, so that the shear field $`𝒖_0`$ has vanishing curl, i.e. $`\tau _0=0`$. Because of the finite number of source galaxies used and of the smoothing introduced in the reconstruction process, we expect that the measured $`𝒖`$ in general differs from the true field $`𝒖_0`$. In order to calculate the expectation value and the variance of $`𝒖`$, we may use a technique similar to that described in Paper II. We first recall that in the reconstruction process Eq. (12) is used together with a (positive) weight function $`W(𝜽,𝜽^{})`$. Such weight function, defined so that $`W(𝜽,𝜽^{})`$ is significantly different from zero only for $`𝜽^{}`$ close to $`𝜽`$, enters in the local averages of quadrupoles (or ellipticities). In particular, if we resort to the so-called Q-method associated with Eq. (12) (see Paper I), the local average quadrupole $`Q(𝜽)`$ is calculated from the relation $$Q(𝜽)=\frac{_nW(𝜽,𝜽^{(n)})Q^{(n)}}{_nW(𝜽,𝜽^{(n)})}.$$ (45) Here the superscripts $`(n)`$ label the galaxies affected by lensing. In Paper II we have calculated expectation values and variances of several quantities, under the hypothesis that the weight function is invariant upon translation, so that $`W(𝜽,𝜽^{})=W(𝜽𝜽^{})`$, and that it is normalized, i.e. $$\rho W(𝜽)\mathrm{d}^2\theta =1.$$ (46) Here $`\rho `$ is the density of galaxies (taken to be constant over the field). In particular, we have shown that the expectation values of the relevant quantities (in particular, the measured shear, the field $`𝒖`$, and the reconstructed mass density $`\kappa `$) are equal to the true quantities smoothed by the weight function, e.g. $$𝒖(𝜽)=\rho W(𝜽𝜽^{})𝒖_0(𝜽^{})\mathrm{d}^2\theta ^{}.$$ (47) From this expression it can be easily shown that the expected value for the measured curl of $`𝒖`$ vanishes. In fact, $$\begin{array}{cc}\hfill 𝒖(𝜽)& =\rho _𝜽W(𝜽𝜽^{})𝒖_0(𝜽^{})\mathrm{d}^2\theta ^{}\hfill \\ & =\rho W(𝜽^{})_𝜽𝒖_0(𝜽𝜽^{})\mathrm{d}^2\theta ^{}=0.\hfill \end{array}$$ (48) Here we have used the symmetry property of convolutions. Thus, for a single lens, we expect to measure (in the average) a field $`𝒖`$ with vanishing curl. Note that, for a double lens, a similar calculation would show that $$\tau (𝜽)=\rho W(𝜽𝜽^{})\tau _0(𝜽^{})\mathrm{d}^2\theta ^{}.$$ (49) Let us now turn to covariances. Using the same notation as in Paper III (see also Lombardi 2000), we call $`c`$ the covariance of the ellipticity distribution for the population of source galaxies ($`ϵ_i^\mathrm{s}ϵ_j^\mathrm{s}=c\delta _{ij}`$). There we have shown that the covariance of the shear $`\gamma `$ is $$\begin{array}{cc}\hfill \mathrm{Cov}_{ij}(\gamma ;𝜽,𝜽^{})& \left(\gamma _i(𝜽)\gamma _i(𝜽)\right)\left(\gamma _j(𝜽^{})\gamma _j(𝜽^{})\right)\hfill \\ & =c\rho \delta _{ij}W(𝜽𝜽^{\prime \prime })W(𝜽^{}𝜽^{\prime \prime })\mathrm{d}^2\theta ^{\prime \prime }.\hfill \end{array}$$ (50) Note that the covariance of $`\gamma `$, which we may write in short as $`\mathrm{Cov}(\gamma )`$, depends only on $`𝜽𝜽^{}`$. Then the covariance of $`𝒖`$ is related to the covariance of $`\gamma `$ in a simple way: $$\mathrm{Cov}(u)=^2\mathrm{Cov}(\gamma ).$$ (51) Similarly, it can be shown that $$\mathrm{Cov}(𝒖)=^2\mathrm{Cov}(u)=^2^2\mathrm{Cov}(\gamma ).$$ (52) The last expression is the basis of the following discussion. In fact, we may argue that a lens can be considered to be double only if the measured value of $`𝒖`$ is significantly larger than the expected error on this quantity. If we refer to Eqs. (18), (19) as definitions of $`\sigma `$ and $`\tau `$, we thus find (under optimal conditions defined in Paper II) $$\mathrm{Cov}(\sigma )=\mathrm{Cov}(\tau )=\mathrm{Cov}(\gamma ).$$ (53) A more useful expression can be found in the simple case of a Gaussian weight function: $$W(𝜽,𝜽^{})=\frac{1}{2\pi \rho \sigma _W^2}\mathrm{exp}\left(\frac{𝜽𝜽^{}^2}{2\sigma _W^2}\right).$$ (54) In this case we have $`\mathrm{Cov}_{ij}(\gamma ;𝜹)=`$ $`{\displaystyle \frac{c\delta _{ij}}{4\pi \rho \sigma _W^2}}\mathrm{exp}\left({\displaystyle \frac{𝜹^2}{2\sigma _W^2}}\right),`$ (55) $`\mathrm{Cov}(𝒖;𝜹)=`$ $`{\displaystyle \frac{c\left[\left(8\sigma _W^2𝜹^2\right)^232\sigma _W^4\right]}{64\pi \rho \sigma _W^{10}}}\times `$ $`\times \mathrm{exp}\left({\displaystyle \frac{𝜹^2}{2\sigma _W^2}}\right),`$ (56) where we have called $`𝜹𝜽𝜽^{}`$. Note that $`𝒖`$ shows anti-correlation for $`𝜹`$ in the range $`(2\sqrt{2\sqrt{2}},2\sqrt{2+\sqrt{2}})\sigma _W`$. Similar noise properties are associated with the quantity $`𝒖`$. ### 5.2 Condition for the detection of double lensing Now we are finally able to set a quantitative condition for the detection of double lensing. The requirement that the error on $`\tau `$ (which can be estimated from Eqs. (53) and (55)) be smaller than the expected value of $`\tau `$, within factors of order unity, can be written as: $$\mathrm{\Delta }\kappa ^{(1)}\kappa ^{(2)}\sqrt{\frac{c}{\rho \sigma _W^2}}.$$ (57) Note that $`\rho \sigma _W^2`$ represents the number of galaxies effectively used in the average of Eq. (45). If we refer to a case with $`\kappa ^{(1)}\kappa ^{(2)}\mathrm{\Delta }1/2`$ and to the currently “realistic” density $`\rho 100\text{ gal arcmin}^2`$, with $`c0.03`$, we thus find that a significant signal requires the use of a Gaussian weight function with smoothing size $`\sigma _W`$ not smaller that $`10\mathrm{}`$. On the other hand, the interesting effects are those associated with the structure of the field $`\tau (𝜽)`$, which is associated with a length scale at best comparable with that of the clusters under investigation. Therefore, we may argue that the most promising way to identify the effects of double lensing is to work with the smallest smoothing size $`\sigma _W`$ compatible with condition (57). These arguments and the applicability of the condition defined by Eq. (57) are clarified and further supported by the simulations that will be presented in Sect. 6. ### 5.3 Effects related to the spread in the distances of the source galaxies So far, in this section, we have referred to a sheet of source galaxies at a given distance. In real situations where the source galaxies are distributed at different redshifts, we expect three separate effects that can have a significant impact on our analysis: * An extra source of noise, related to the distribution in redshift of the individual sources, is added to our data. As a result, the measured shear will have a larger covariance than the one calculated in Eq. (50), and thus a larger covariance is also expected for $`𝒖`$. * An additional effect is induced by the extra-clumping of the sources described by the cosmological two-point correlation function (see Peebles 1980). * Outside the limit of very weak lensing, there is actually no guarantee that $`\stackrel{\mathbf{~}}{𝒖}=0`$ even in the standard case of a single lens. This happens because the observable is, in this case, $`g_z`$, which is not simply related to $`\kappa _0`$ and $`\gamma _0`$. The first two items contribute to the estimate of the relevant covariances while the third item adds a bias (to be discussed in Sect. 5.3.2). #### 5.3.1 Extra contributions to the covariance Below we will estimate the covariance of the measured shear $`\gamma `$ when the source galaxies are located at different (unknown) redshifts. For the purpose, we assume that the redshift distribution of galaxies is known. In particular, we write the probability to find one galaxy in an area $`\mathrm{d}^2\theta `$ of the sky with redshift between $`z`$ and $`z+\mathrm{d}z`$ as $$P_1=\rho p(z)\mathrm{d}^2\theta \mathrm{d}z.$$ (58) Here we model the galaxy angular distribution in terms of a constant galaxy density $`\rho `$ on the lens plane. The probability to find two galaxies, one in a patch $`\mathrm{d}^2\theta ^{(1)}`$ of the sky with redshift in the range $`[z^{(1)},z^{(1)}+\mathrm{d}z^{(1)}]`$, and one in a patch $`\mathrm{d}^2\theta ^{(2)}`$ with redshift in the range $`[z^{(2)},z^{(2)}+\mathrm{d}z^{(2)}]`$, can be written as $$P_2=\left[\rho ^2p\left(z^{(1)}\right)p\left(z^{(2)}\right)\mathrm{d}^2\theta ^{(1)}\mathrm{d}z^{(1)}\mathrm{d}^2\theta ^{(2)}\mathrm{d}z^{(2)}\right][1+\xi (r)].$$ (59) Here $`\xi (r)`$ is the two-point correlation function of galaxies at mutual (3D) distance $`r`$. For distances smaller than $`10h^1\text{ Mpc}`$, this function can be well approximated as a power law (see Peebles 1993) $$\xi (r)=\left(\frac{5.4h^1\text{ Mpc}}{r}\right)^{1.77},$$ (60) where $`h=H_0/(100\text{ km s}^1\text{ Mpc}^1)`$ is the reduced Hubble constant. We will now evaluate $`\mathrm{Cov}(\gamma )`$ in the weak lensing limit. In this approximation, the observed ellipticities are related to the unlensed ones by the relation $$ϵ_i=ϵ_i^\mathrm{s}\gamma _{0i}(𝜽)w(z),$$ (61) and thus the expected covariance on $`ϵ`$ is given by $$\mathrm{Cov}_{ij}(ϵ)=\mathrm{Cov}_{ij}(ϵ^\mathrm{s})+\mathrm{Var}(w)\gamma _{0i}(𝜽)\gamma _{0j}(𝜽)=c\delta _{ij}+\mathrm{Var}(w)\gamma _{0i}(𝜽)\gamma _{0j}(𝜽).$$ (62) A plot of $`\mathrm{Var}(w)`$ as a function of the lens redshift for a “typical” redshift distribution $`p(z)`$ (see Eq. (74) below) is shown in Fig. Double lenses. A simple estimator of the shear is given by (see Seitz & Schneider 1997) $$\gamma (𝜽)=\frac{1}{w_z}\underset{n=1}{\overset{N}{}}ϵ^{(n)}W(𝜽,𝜽^{(n)}).$$ (63) Since the weight function $`W`$ is assumed to be normalized following Eq. (46), this is an unbiased estimator. In fact (for the procedure of “spatial averaging” see Paper II) $$\gamma (𝜽)=\frac{1}{w_z}\underset{n=1}{\overset{N}{}}ϵ_i^{(n)}W(𝜽,𝜽^{(n)})\rho _\mathrm{\Omega }W(𝜽,𝜽^{})\gamma _0(𝜽^{})\mathrm{d}^2\theta ^{}.$$ (64) Thus we recover one simple result already discussed in Paper II: the measured shear is the smoothing of the true shear with the spatial weight function $`W`$. Turning to the covariance of $`\gamma `$, we find $$\begin{array}{cc}\hfill \mathrm{Cov}_{ij}(\gamma ;𝜽,𝜽^{})=\frac{1}{w_z^2}\underset{n,m}{}& [w_z\gamma _{0i}\left(𝜽^{(n)}\right)ϵ_i^{(n)}]W(𝜽,𝜽^{(n)})\times \hfill \\ & [w_z\gamma _{0j}\left(𝜽^{(m)}\right)ϵ_j^{(m)}]W(𝜽^{},𝜽^{(m)}).\hfill \end{array}$$ (65) Inserting here Eq. (61), we find a long expression composed of three types of terms: terms of the form $`ϵ_i^{\mathrm{s}(n)}ϵ_j^{\mathrm{s}(m)}`$, terms of the form $`ϵ_i^{\mathrm{s}(n)}`$, and terms independent of $`ϵ^\mathrm{s}`$. Because of the isotropy hypothesis, the first contribution vanishes unless $`n=m`$ and $`i=j`$, and the second always vanishes. Thus we finally find $$\begin{array}{cc}\hfill \mathrm{Cov}_{ij}(\gamma ;𝜽,𝜽^{})=& \frac{1}{w_z^2}c\delta _{ij}\underset{n}{}W(𝜽,𝜽^{(n)})W(𝜽^{},𝜽^{(n)})+\hfill \\ & \frac{1}{w_z^2}\underset{n,m}{}[w\left(z^{(n)}\right)w_z]\gamma _{0i}\left(𝜽^{(n)}\right)W(𝜽,𝜽^{(n)})\times \hfill \\ & [w\left(z^{(m)}\right)w_z]\gamma _{0j}\left(𝜽^{(m)}\right)W(𝜽^{},𝜽^{(m)}).\hfill \end{array}$$ (66) This equation is composed of two terms. The first is related to the intrinsic spread of source ellipticities, and in fact it is proportional to $`c=\|ϵ^\mathrm{s}\|^2/2`$. The second term (second and third lines in Eq. (66)) is instead related to the spread in redshift of galaxies. In order to obtain a more general expression, we adopt a technique already used in Paper II and average the expression for $`\mathrm{Cov}(\gamma )`$ over the source positions $`\left\{𝜽^{(n)}\right\}`$ and redshifts $`\left\{z^{(n)}\right\}`$. As a result, the first term becomes simply $$\mathrm{\Gamma }_1=\frac{1}{w_z^2}c\delta _{ij}\underset{n}{}W(𝜽,𝜽^{(n)})W(𝜽^{},𝜽^{(n)})\frac{1}{w_z^2}c\delta _{ij}\rho _\mathrm{\Omega }W(𝜽,𝜽^{\prime \prime })W(𝜽^{},𝜽^{\prime \prime })\mathrm{d}^2\theta ^{\prime \prime }.$$ (67) This term has already been studied in detail in Paper II. The second term of Eq. (66) deserves a more detailed discussion. In order to carry out the average over the source redshifts, we need to split the sum over $`n`$ and $`m`$ in two sums, one involving the terms for which $`n=m`$, and the other involving the terms $`nm`$. For the first terms we have $$\begin{array}{c}\mathrm{\Gamma }_2=\frac{1}{w_z^2}\underset{n}{}\left[w\left(z^{(n)}\right)w_z\right]^2\gamma _{0i}\left(𝜽^{(n)}\right)\gamma _{0j}\left(𝜽^{(n)}\right)W(𝜽,𝜽^{(n)})W(𝜽^{},𝜽^{(n)})\hfill \\ \hfill \frac{1}{w_z^2}\rho \mathrm{Var}(w)_\mathrm{\Omega }\gamma _{0i}(𝜽^{\prime \prime })\gamma _{0j}(𝜽^{\prime \prime })W(𝜽,𝜽^{\prime \prime })W(𝜽^{},𝜽^{\prime \prime })\mathrm{d}^2\theta ^{\prime \prime }.\end{array}$$ (68) Note that this term is related to single galaxies, and thus does not involve the correlation function $`\xi (r)`$. On the other hand, for pairs of galaxies (i.e. if $`nm`$ in the last term of Eq. (66)) we find a rather complicated expression $$\begin{array}{c}\mathrm{\Gamma }_3=\frac{1}{w_z^2}\underset{nm}{}\left[w\left(z^{(n)}\right)w_z\right]\gamma _{0i}\left(𝜽^{(n)}\right)W(𝜽,𝜽^{(n)})\left[w\left(z^{(m)}\right)w_z\right]\gamma _{0j}\left(𝜽^{(m)}\right)W(𝜽^{},𝜽^{(m)})\hfill \\ \hfill \frac{1}{w_z^2}\rho ^2_0^{\mathrm{}}p(z^{\prime \prime })\mathrm{d}z^{\prime \prime }_\mathrm{\Omega }\mathrm{d}^2\theta ^{\prime \prime }_0^{\mathrm{}}p(z^{\prime \prime \prime })\mathrm{d}z^{\prime \prime \prime }_\mathrm{\Omega }\mathrm{d}^2\theta ^{\prime \prime \prime }[w(z^{\prime \prime })w_z]\gamma _{0i}(𝜽^{\prime \prime })W(𝜽,𝜽^{\prime \prime })\times \\ \hfill \left[w(z^{\prime \prime \prime })w_z\right]\gamma _{0j}(𝜽^{\prime \prime \prime })W(𝜽^{},𝜽^{\prime \prime \prime })\xi (r).\end{array}$$ (69) In this expression $`r`$ is the distance between two galaxies at redshifts $`z^{\prime \prime }`$ and $`z^{\prime \prime \prime }`$ and angular positions $`𝜽^{\prime \prime }`$ and $`𝜽^{\prime \prime \prime }`$. The covariance of $`\gamma `$ is the sum of the terms in Eqs. (6769), each of which, as discussed above, arises from a different source of noise. In summary, * The contribution of Eq. (67) is related to the spread in the intrinsic ellipticities of source galaxies (parameterized by $`c`$). It is proportional to $`1/\rho `$ (see the normalization condition (46)) and has a correlation length proportional to the correlation length of $`W`$. Note that this term is proportional to $`\delta _{ij}`$, so that no correlation between $`\gamma _1`$ and $`\gamma _2`$ arises. * The contribution of Eq. (68) is related to the spread in redshift of the sources (parameterized by $`\mathrm{Var}(w)`$). It is proportional to $`1/\rho `$, has the same correlation length of the previous term, and, in addition, is proportional to $`\gamma _0^2`$. This term is not diagonal. * The contribution of Eq. (69) is due to the correlation between galaxies (described by the two-point correlation function $`\xi (r)`$). It is independent of the density of galaxies (provided $`\xi (r)`$ does not depend on $`\rho `$; see comments by Peebles 1993 after Eq. (19.39)), has a correlation length somewhat longer than that of the other terms and is proportional to $`\gamma _0^2`$. This term is not diagonal. A complete description of the effect of the first term has already been provided in Paper II. Its effect for the detection of a double lens was analyzed in Sect. 5.1. The order of magnitude of the ratio between the term of Eq. (68) and the one of Eq. (67) can be argued to be $$\frac{\mathrm{\Gamma }_2}{\mathrm{\Gamma }_1}\frac{\mathrm{Var}(w)\gamma _0^2}{c}.$$ (70) Typical values for $`c`$ are $`c0.02`$, and typical values for $`\mathrm{Var}(w)`$ can be estimated from Fig. Double lenses. Thus, if we refer to a single lens at redshift $`z_\mathrm{d}=0.2`$ with a shear of the order of $`\gamma 0.3`$, we find $`\mathrm{\Gamma }_2/\mathrm{\Gamma }_10.2`$. Note that, since calculations here are performed in the weak lensing approximation, the shear cannot be much larger than $`0.3`$, and thus the ratio obtained should be taken as an (approximate) upper limit. In any case, the effects of this term will be included in the simulations that will be described in Sect. 6.2. As to the third term $`\mathrm{\Gamma }_3`$, it is clearly very complex, both in relation to its mathematical structure and to the physical ingredients involved. Therefore, instead of attempting here an order of magnitude estimate for it, we prefer to postpone a complete discussion of its impact to a future paper that will make use of suitable simulations in the cosmological context. #### 5.3.2 Bias on the reduced shear Another effect encountered when source galaxies are “placed” at different redshifts is a bias on $`𝒖`$, which is not bound to vanish any more. This effect could, in principle, be misinterpreted as the signature of a double lens. Do we have to worry about this contribution? Note that if this effect turned out to be significant, it would have an important impact on all single lens mass reconstruction methods, because these are all based on the curl-free character of the shear induced by gravitational lensing. In order to be more specific about the origin of this effect, we start from some well-known results (Seitz & Schneider 1997; see also Paper III). Let us consider a sample of galaxies with redshift distribution $`p(z)`$, behind a single cluster at redshift $`z_\mathrm{d}`$. As the critical density $`\mathrm{\Sigma }_\mathrm{c}(z)`$ depends on the source redshift, the lens acts with differential strength on the lensed galaxies (see Sect. 2.1). The cosmological weight function $`w(z)`$ controls the ray-tracing transformation. In particular, the (redshift dependent) reduced shear takes on the form $`g(𝜽,z)=w(z)\gamma (𝜽)/\left[1w(z)\kappa (𝜽)\right]`$. The fact that $`w(z)`$ enters the expression of $`g(𝜽,z)`$ nonlinearly complicates the lensing analysis. Note that even though the relevant ray-tracing transformation for a single lens is symmetric (e.g., see Eq. (9) of Paper III), because of the spread in redshift distribution the arguments generally used to identify a curl-free field $`\stackrel{\mathbf{~}}{𝒖}`$ do not hold any more. In fact, if we observe a single lens and just ignore the redshift distribution of the sources, we would naively start by identifying the observed average ellipticity with the reduced shear, using the relation $`ϵ=g`$. This mistake would lead in general to a quantity $`\stackrel{\mathbf{~}}{𝒖}`$, defined by Eq. (30), with non vanishing curl. For subcritical lenses Seitz & Schneider (1997) have shown that an accurate, but approximate, lensing analysis can be carried out as if all galaxies were at a single redshift, provided the reduced shear $`g(𝜽)`$ in Eq. (30) is evaluated from the average ellipticity following the relation $`ϵw^2_z/w_z^2=g`$. Correspondingly, the dimensionless density distribution obtained from the lens reconstruction changes by a factor $`w^2_z/w_z`$. If the above corrected relation between average ellipticity and reduced shear entering the definiton of $`\stackrel{\mathbf{~}}{𝒖}`$ is kept into account, then, in this approximate description, the “spurious curl” (that would be associated with the naive use of $`ϵ=g`$) is eliminated. In order to evaluate the magnitude of the effects (described in this subsection) associated with the spread in the distances of the source galaxies, we have carried out simulations that will be described in the next section. Here we summarize the main results. Using a reasonable redshift distribution for the sources, and for a wide range of redshifts $`z_\mathrm{d}`$ of the single deflector, we find an extremely small value of $`\stackrel{\mathbf{~}}{𝒖}`$. For example, for a nearly critical single lens at redshift $`z_\mathrm{d}=0.3`$ the value of the relevant curl is about $`50`$ times smaller than the value associated with the double lens effect addressed in this paper. The nearly critical condition adopted in this example certainly overemphasizes the signal, with respect to the case of weaker lenses, and is unfavorable to the approximation suggested by Seitz & Schneider. Still, if we apply the simple correction factor $`w^2_z/w_z^2`$ described above, we gain an extra factor of $`4`$. We can thus state that the effect of the redshift distribution discussed in this subsection, in the example considered, is contained to be about $`200`$ times smaller than the effect of double lensing we are interested in. From this we conclude that the simple arguments and derivations provided in the main part of the paper are not affected by the spread in the distances of the source galaxies significantly. ## 6 Simulations The main goal of this section is to check the analytical framework developed in the paper and to provide convincing evidence that effects characteristic of double lensing are within reach of the observations. For this reason we follow two types of investigation: a semi-analytical approach (Sect. 6.1), where we test the applicability of our asymptotic analysis, and a study (Sect. 6.2) that may be seen as a numerical observation, where we simulate the distorsions of a set of source galaxies in a given field under realistic conditions (see below) and we perform the statistical lensing analysis on the observed ellipticities. For simplicity, the simulations are carried out under the assumption that no clustering is present in the source population (Eq. (59) with $`\xi (r)=0`$). ### 6.1 Check of the analytical framework A first test is based on the following steps of a semi-analytical approach: * The population of source galaxies is taken to be at a single redshift ($`z_\mathrm{s}=2.0`$). * A simple model of a double lens is chosen. For simplicity, two centrally-symmetric projected mass distributions are used, within a favorable geometric configuration (see Sect. 4.1). * The two clusters are taken to be located at redshift $`z^{(1)}=0.1`$ and $`z^{(2)}=0.4`$. Since the source population and the double lens we have in mind have such large distances, the values of the cosmological parameters $`\mathrm{\Omega }`$ and $`\mathrm{\Omega }_\mathrm{\Lambda }`$ need to be specified. In the following we refer to the case $`\mathrm{\Omega }=0.3`$, $`\mathrm{\Omega }_\mathrm{\Lambda }=0.7`$; moreover, we adopt $`H_0=65`$km s$`^1`$Mpc<sup>-1</sup>. * The two functions $`𝜷^{(1)}(𝜽)`$ and $`𝜷^{(2)}(𝜽)`$ are calculated. Thus the ray-tracing function $`𝜽^\mathrm{s}(𝜽)`$ is derived (see Eq. (8)). * The Jacobian matrix $`A_0(𝜽)`$ is calculated from the map $`𝜽^\mathrm{s}(𝜽)`$. This allows us to calculate the various quantities defined in Eqs. (1821). In the following, these are taken to hold as definitions also for strong lenses. * The “effective” Jacobian matrix $`A_\mathrm{s}(𝜽)`$ is obtained from $`A_0(𝜽)`$ using Eq. (15). * From $`A_\mathrm{s}(𝜽)`$, the reduced shear $`g(𝜽)`$ and the field $`\stackrel{\mathbf{~}}{𝒖}(𝜽)`$ are calculated. * The divergence and the curl of $`\stackrel{\mathbf{~}}{𝒖}`$ are compared with the Laplacians of $`\mathrm{ln}(\sigma )`$ and $`\tau `$ (Eqs. (31) and (32)). Note that, by following this procedure, we are considering the “effective” Jacobian matrix $`A_\mathrm{s}`$ without errors. We do so, because errors on $`A_\mathrm{s}`$ are discussed separately (see next Subsection 6.2, and Paper I and II) and because we are focusing here mostly on a test of the adequacy of Eqs. (31) and (32). Let us now describe some of the steps in further detail. The two clusters, taken to be located at redshift $`z^{(1)}=0.1`$ and $`z^{(2)}=0.4`$ (so that the value of the parameter $`\mathrm{\Delta }`$ defined in Eq. (5) is $`\mathrm{\Delta }0.794`$ in the assumed cosmological model), have been modeled using the following profiles (close to isothermal profiles) for the projected density (see Schneider, Ehlers, & Falco 1992): $$\kappa (𝜽)=\frac{\left[1+(\theta /\theta _\mathrm{c})^2/2\right]\kappa _\mathrm{c}}{\left[1+(\theta /\theta _\mathrm{c})^2\right]^{3/2}},$$ (71) with $`\theta =𝜽`$. Here $`\kappa _\mathrm{c}=\kappa (\mathrm{𝟎})`$ is the maximum value of the projected density, and $`\theta _\mathrm{c}`$ is a length scale (core radius). The deflection $`𝜷(𝜽)`$ for such profiles takes a particularly simple form: $$𝜷(𝜽)=\frac{\kappa _\mathrm{c}}{\sqrt{1+(\theta /\theta _\mathrm{c})^2}}𝜽.$$ (72) The intrinsic physical parameters of the two clusters, i.e. the core radius in Mpc and central density in kg m<sup>-2</sup> ($`1`$kg m$`{}_{}{}^{2}478M_{}`$pc<sup>-2</sup>) have been assumed to be equal. For simplicity, the first cluster is centered at $`𝜽=(5^{},3^{}\mathrm{\hspace{0.17em}30}^{\prime \prime })`$ and the second cluster at $`𝜽=(5^{},6^{}\mathrm{\hspace{0.17em}30}^{\prime \prime })`$. In addition, we have considered two cases: a case of “weak” lenses, for which the second order expansion considered in Sect. 3 is expected to provide accurate results, and a case of “strong” lenses, with “joint mass density” $`1\sigma `$ too high in relation to the asymptotic expansion. For the strong case the mass associated within our field of $`10^{}\times 10^{}`$ for the far cluster is $`M3.14\times 10^{15}M_{}`$. The latter case will show that, at least qualitatively, the analysis developed in this paper is applicable even to relatively strong lenses. The cluster parameters adopted for the tests presented here are summarized in Table 1. In Figs. Double lenses and Double lenses we display the combined luminosity and dimensionless density distributions. The second step has been the calculation of the ray-tracing function $`𝜽^\mathrm{s}(𝜽)`$. This function has been calculated on a grid of $`100\times 100`$ points, representing a square with a side of $`10^{}`$. The Jacobian matrix has been calculated on the same grid using the approximate derivatives determined from the differences of $`𝜽^\mathrm{s}`$ in neighboring points. The plot of the semi-trace $`\sigma `$ of $`A_0`$ (see Eq. (19)) presents some interesting features. We first note that for weak lenses $`\sigma =1\kappa ^{(1)}\kappa ^{(2)}`$. However, when the lens is strong, a curious effect is noted (cfr. Fig. Double lenses): the maximum corresponding to the mass distribution of the second cluster is significantly smoothed and lowered. This has to do with the coupling of the two deflectors. The effect can be broadly described as a magnification of the mass distribution of the second deflector because of the lensing effect of the first cluster. In fact, while the value of $`\kappa ^{(1)}+\kappa ^{(2)}`$ exceeds unity (see Fig. Double lenses), the double lens remains sub-critical with $`1\sigma `$ below unity. Proceeding along the list of steps indicated above, we have calculated the reduced shear $`g(𝜽)`$ and the field $`\stackrel{\mathbf{~}}{𝒖}(𝜽)`$. At the end of the process, the two quantities $`\stackrel{\mathbf{~}}{𝒖}`$ and $`\stackrel{\mathbf{~}}{𝒖}`$ are available on a $`100\times 100`$ grid. Note that all differentiations have been performed using a 3-point, Lagrangian interpolation. The results of our tests for the weak case are summarized in Figs. Double lensesDouble lenses. Within the numerical errors, we find that Eqs. (31) and (32) are verified. Of course, since in this case the magnitude of the effect is very small (the maximum value of $`\tau `$ is approximately $`2\times 10^4`$), we should not expect that double lensing of this type could be actually detected. In passing we note that the order of magnitude for the various quantities shown in the figures is consistent with this value of $`\tau `$. The tests for the strong case (see Figs. Double lensesDouble lenses) are rather surprising. In fact, Fig. Double lenses shows that Eq. (31) holds approximately also in this case. However, Eq. (32) turns out to be inadequate, as shown by Fig. Double lenses. This behavior reflects the fact that the lens configuration here has a rather high value of $`1\sigma `$ (its maximum is about $`0.928`$), and a small value of $`\tau `$ (maximum about $`0.01`$). A heuristic way to correct Eq. (32) is the following: $$\stackrel{\mathbf{~}}{𝒖}=\left(\frac{\tau }{\sigma }\right).$$ (73) The use of $`\sigma `$ in the denominator of the previous equation is suggested by analogy with Eq. (31), where $`(\mathrm{ln}\sigma )=(\sigma )/\sigma `$ is used. Moreover, we note that, to second order, Eq. (73) is identical to Eq. (32). The new equation turns out to be a better approximation than Eq. (32), especially for regimes away from the strong and the weak limiting cases considered above; in such intermediate cases Eq. (73) performs better, typically by a factor of $`2`$. Finally, we have considered the problem of the dark cluster (see Sect. 4.4). In this case the simplified simulations in the semi-analytical approach described above have been performed with the aim of demonstrating how the redshift of a dark cluster can be determined when the redshift and the mass distribution of the luminous cluster are known. In order to find the unknown redshift we have minimized $`S`$, the integral of the square of the left hand side of Eq. (43) or of Eq. (44), depending on whether the dark cluster is considered to be closer to us than the luminous cluster or not. Simulations have been performed using the parameters of the strong lens configuration, by taking either the first or the second cluster as the dark cluster. Figure Double lenses shows $`S`$ for the case where the dark cluster is in the front, while Fig. Double lenses shows the same quantity for the case where the dark cluster is behind. Note that $`S`$ has a minimum (near or equal to $`0`$) for the true redshift of the dark cluster. Note also that the second minimum of $`S`$ occurs where the condition $`\mathrm{\Delta }=0`$ is met: in this case the quantities $`𝜻^{(1)}`$, $`𝜻^{(2)}`$, and $`𝜻^\mathrm{s}`$ all reduce to $`𝜽`$. We should stress that if a dark cluster is detected from a double lens signature, as described in this paper, and if the key characteristics of the bright cluster are known from independent diagnostics, then the reconstruction method developed here leads to the full determination of both the distance and the mass distribution of the invisible cluster. ### 6.2 More realistic simulations In order to ascertain the relevance of our analysis with respect to present and future observations, we have performed a set of simulations described in the following steps: * We generate $`N`$ source galaxies. Each galaxy is described by its location in the sky, its redshift, and its source ellipticity. Locations are chosen following a uniform distribution on the observed locations $`𝜽`$ (thus neglecting the magnification effect). The redshift of source galaxies has been drawn from a gamma distribution used also by other authors (e.g., Brainerd et al. 1996) $$p(z)=\frac{z^2}{2z_0^3}\mathrm{exp}\left[(z/z_0)\right],$$ (74) with $`z_0=1/3`$ (other values of $`z_0`$ have also been tested). Finally, ellipticities $`ϵ^\mathrm{s}`$ are taken from a truncated Gaussian distribution (see Eq. (32) of Paper III) characterized by $`c=0.02`$. This value is probably unrealistically large; it is adopted in order to test our framework under relatively unfavorable conditions. * As a model for the double lens we use the “strong” double lens model introduced in the previous subsection, within the same field of view of $`10^{}\times 10^{}`$. * Source ellipticities $`ϵ^\mathrm{s}`$ are transformed into observed ellipticities $`ϵ`$ using the true asymmetric Jacobian matrix associated with the lens. Note that the redshift of each galaxy has been taken into account when performing this transformation. * The statistical lensing reconstruction procedure is applied to the observed ellipticities. The reduced shear map $`g(𝜽)`$ is derived by averaging observed ellipticities of nearby galaxies, from the relation $`ϵ=g`$ properly corrected for the redshift distribution. * From the shear map we calculate the other relevant quantities: the vector field $`\stackrel{\mathbf{~}}{𝒖}(𝜽)`$, its divergence, and its curl. * We then look for significant peaks in the curl map, which would reveal the double nature of the lens. Several simulations have been performed with different source galaxy densities. The results obtained are very encouraging, since a significant signal in the the curl of $`\stackrel{\mathbf{~}}{𝒖}`$ is already detected with a galaxy density of $`100\text{ gal arcmin}^2`$. Such relatively high density has already been reached by current observations. For example, new observations with the Very Large Telescope of the cluster MS1008.1$``$1224 come close to it (Lombardi et al. 2000, Athreya et al. 2000; see also Hoekstra et al. 2000 for observations of MS1054 with the HST). Figure Double lenses shows a typical result obtained in our simulations. The figure shows the density plot of the observed $`\stackrel{\mathbf{~}}{𝒖}`$ and, superimposed, the contour plot of $`\stackrel{\mathbf{~}}{𝒖}_0`$, i.e. the true quantity that we should measure in the limit of infinite galaxy density. For both plots we have used the same smoothing spatial weight function, a Gaussian of width $`\sigma _\mathrm{W}=30^{\prime \prime }`$ (see Sect. 5.2). We thus conclude that, given the conditions adopted in our simulations, the characteristic signature of double lensing should be within reach of current observations. Finally, in order to test the reliability of the detection, we have performed analogous simulations using a single cluster. In this case, as explained above, we expect a (nearly) vanishing $`\stackrel{\mathbf{~}}{𝒖}`$, especially after the correction for the spread of background sources is applied (see Sect. 5.3.2). Figure Double lenses shows a map of this quantity (with the correction applied) in the case of a single lens at redshift $`0.1`$ (the parameters of this lens are the same as those of the first lens considered in the double configuration). Note that the noise observed is well below the signal shown in Figure Double lenses. ## 7 Conclusions In this paper we have generalized the statistical analysis at the basis of mass reconstructions of weak gravitational lenses from the standard case of single lenses to the case of double lenses. From one point of view, this study leads to practical tools to deal with “errors” that might occur when the standard single lens analyses are applied to the not infrequent cases where two massive clusters happen to be partially aligned along the line of sight. In reality, our study of double lenses, based on the analytical framework mentioned in the first item below then checked and extended by means of simulations, has opened the way to a number of interesting results. This is a list of the main points made in our paper: 1. A consistent analytical framework has been constructed where the contribution of the small asymmetry in the Jacobian matrix induced by double lensing is retained to two orders in the weak lensing asymptotic expansion. 2. Given the known properties of the distribution of (bright) clusters of galaxies, we have shown that a few configurations are likely to be present in the sky, for which the small effects characteristic of double lensing may already be within detection limits. 3. As a separate astrophysical application, we have demonstrated that, if the characteristic signature of double lensing appears in an observed configuration where a single bright cluster exists, with properties well constrained by independent diagnostics, the location and the mass distribution of the dark cluster, if present and responsible for the effect, can in principle be reconstructed unambiguously. 4. We have checked that the redshift distribution of the source galaxies should not confuse the signature of double lensing. 5. An examination of the relevant contributions to the noise of the shear measurements has brought up a limitation of weak lensing analyses related to the clustering of source galaxies. In particular, weak lensing studies of single clusters are found to be characterized by a lower limit for the expected noise, regardless of the depth of the images and of the density of source galaxies. A firm quantitative estimate of this surprising effect will be provided an a separate article. This work was partially supported by MURST of Italy. We thank Peter Schneider for several stimulating discussions that have helped us improve this paper significantly. ## Appendix A Second order weak lensing analysis In this Appendix we derive Eqs. (31) and (32). We start from the definition of $`\stackrel{\mathbf{~}}{𝒖}`$, which, to second order, is $$\begin{array}{cc}\hfill \stackrel{\mathbf{~}}{𝒖}& =\left(\begin{array}{cc}2\sigma +\gamma _1& \gamma _2\\ \gamma _2& 2\sigma \gamma _1\end{array}\right)\left(\begin{array}{c}\gamma _{1,1}+\gamma _{2,2}\\ \gamma _{2,1}\gamma _{1,2}\end{array}\right)\hfill \\ & \left(\begin{array}{cc}\sigma _{,1}& \sigma _{,2}\\ \sigma _{,2}& \sigma _{,1}\end{array}\right)\left(\begin{array}{c}\gamma _1\\ \gamma _2\end{array}\right).\hfill \end{array}$$ (A1) We recall that $`\sigma =1+𝒪(ϵ)`$. By inserting Eqs. (1921) here, rather long expressions are found: $`\stackrel{~}{u}_1=`$ $`{\displaystyle \frac{1}{4}}[4^2\theta _1^\mathrm{s}\theta _{1,11}^\mathrm{s}𝜽^\mathrm{s}2\theta _{1,22}^\mathrm{s}\theta _{2,2}^\mathrm{s}+`$ $`\theta _{2,12}^\mathrm{s}(\theta _{2,2}^\mathrm{s}\theta _{1,1}^\mathrm{s})+(\theta _{1,2}^\mathrm{s}+\theta _{2,1}^\mathrm{s})𝜽_{,1}^\mathrm{s}],`$ (A2) $`\stackrel{~}{u}_2=`$ $`{\displaystyle \frac{1}{4}}[4^2\theta _2^\mathrm{s}\theta _{2,22}^\mathrm{s}𝜽^\mathrm{s}2\theta _{2,11}^\mathrm{s}\theta _{1,1}^\mathrm{s}`$ $`\theta _{1,12}^\mathrm{s}(\theta _{2,2}^\mathrm{s}\theta _{1,1}^\mathrm{s})(\theta _{1,2}^\mathrm{s}+\theta _{2,1}^\mathrm{s})𝜽_{,2}^\mathrm{s}].`$ (A3) From these expressions we can calculate the divergence and the curl of $`\stackrel{\mathbf{~}}{𝒖}`$. The expressions obtained by a straightforward application of the definitions contain also terms of order $`ϵ^3`$ or higher, which are to be discarded. Let us start from the curl of $`\stackrel{\mathbf{~}}{𝒖}`$. From the previous equations, after some manipulations, we obtain $$\begin{array}{cc}\hfill \stackrel{\mathbf{~}}{𝒖}=& ^2(𝜽^\mathrm{s})\frac{1}{2}[\theta _{1,1}^\mathrm{s}𝜽_{,11}^\mathrm{s}+\theta _{2,2}^\mathrm{s}𝜽_{,22}^\mathrm{s}+\hfill \\ & \left(\theta _{1,2}^\mathrm{s}+\theta _{2,1}^\mathrm{s}\right)𝜽_{,12}^\mathrm{s}+\hfill \\ & \theta _{1,11}^\mathrm{s}𝜽_{,1}^\mathrm{s}+\theta _{2,22}^\mathrm{s}𝜽_{,2}^\mathrm{s}+\hfill \\ & \theta _{1,12}^\mathrm{s}\theta _{1,22}^\mathrm{s}\theta _{2,11}^\mathrm{s}\theta _{2,12}^\mathrm{s}].\hfill \end{array}$$ (A4) The terms in this expression are organized by rows. Recalling that $`𝜽^\mathrm{s}=2\tau ϵ^2`$, we recognize that the terms in the second and third lines are of order $`ϵ^3`$, and thus should be dropped. A simple analysis also shows that the two terms in the last line cancel out. Finally, as to the first line, we note that $`\theta _{1,1}^\mathrm{s}`$ and $`\theta _{2,2}^\mathrm{s}`$ are of the form $`1+𝒪(\epsilon )`$. Thus at the end we obtain $$\stackrel{\mathbf{~}}{𝒖}\frac{1}{2}^2(𝜽^\mathrm{s}),$$ (A5) that is Eq. (32). Let us now turn to the divergence of $`\stackrel{\mathbf{~}}{𝒖}`$. From Eqs. (A) and (A), a rather long calculation gives $$\begin{array}{cc}\hfill \stackrel{\mathbf{~}}{𝒖}=& ^2(𝜽^\mathrm{s})+\hfill \\ & \frac{1}{4}[𝜽^\mathrm{s}(\theta _{1,122}^\mathrm{s}\theta _{1,111}^\mathrm{s}+\theta _{2,112}^\mathrm{s}\theta _{2,222}^\mathrm{s})\hfill \\ & 4\theta _{1,1}^\mathrm{s}\theta _{2,112}^\mathrm{s}4\theta _{2,2}^\mathrm{s}\theta _{1,122}^\mathrm{s}\hfill \\ & ^2\theta _1^\mathrm{s}\left(\theta _{1,11}^\mathrm{s}\theta _{1,22}^\mathrm{s}+2\theta _{2,12}^\mathrm{s}\right)+\hfill \\ & ^2\theta _2^\mathrm{s}\left(\theta _{2,11}^\mathrm{s}\theta _{2,22}^\mathrm{s}2\theta _{1,12}^\mathrm{s}\right)+\hfill \\ & (\theta _{1,2}^\mathrm{s}+\theta _{2,1}^\mathrm{s})(𝜽_{,11}^\mathrm{s}𝜽_{,22}^\mathrm{s})].\hfill \end{array}$$ (A6) The first line of this expression needs no special explanations, since we recall that $`𝜽^\mathrm{s}=2\sigma `$. The sum of the terms in the second and third lines can be shown to be equal (dropping terms of order $`ϵ^3`$ or higher) to $`4\sigma ^2\sigma `$. By replacing $`2\theta _{2,12}^\mathrm{s}`$ by $`2\theta _{1,22}^\mathrm{s}`$ and $`2\theta _{1,12}^\mathrm{s}`$ by $`2\theta _{2,11}^\mathrm{s}`$ (which is allowed to second order), the terms in parentheses in the fourth and fifth lines become respectively $`^2\theta _1^\mathrm{s}`$ and $`^2\theta _2^\mathrm{s}`$. Finally, the last line can be discarded, because it contains two terms of order $`ϵ^3`$. In conclusion, we obtain $$\stackrel{\mathbf{~}}{𝒖}2^2\sigma \sigma ^2\sigma \frac{1}{4}^2𝜽^\mathrm{s}^2.$$ (A7) This expression can be replaced by $`^2(\mathrm{ln}\sigma )`$. In fact, to second order we have $$^2(\mathrm{ln}\sigma )=(2\sigma )^2\sigma \sigma ^2.$$ (A8) We now apply the vector identity $`(𝑨)=^2𝑨𝑨`$ (valid for any vector field $`𝑨`$) to the last term of Eq. (A8): $$\begin{array}{cc}\hfill (𝜽^\mathrm{s})^2=& ^2𝜽^\mathrm{s}^22\left(^2𝜽^\mathrm{s}\right)\left(𝜽^\mathrm{s}\right)+\hfill \\ & 𝜽^\mathrm{s}^2=^2𝜽^\mathrm{s}^2,\hfill \end{array}$$ (A9) where the last equality holds because $`𝜽^\mathrm{s}=2\tau `$ is of order $`ϵ^2`$. Thus finally we can rewrite Eq. (A8) as $$^2(\mathrm{ln}\sigma )=(2\sigma )^2\sigma \frac{1}{4}^2𝜽^\mathrm{s}^2.$$ (A10) Comparing this expression with Eq. (A7) we obtain the desired relation (31).
warning/0007/cond-mat0007351.html	ar5iv	text	# A New Stochastic Strategy for the Minority Game ## I Introduction Game theory decribes situations in which players must make decisions, i.e. choose between different alternatives, and receive payoffs according to their and the other players’ choices. The question how players decide on a strategy, i.e. how they find out what to do if they do not possess full information on the strategies of the other players, was addressed in Ref. . There it was suggested that each player has a number of models that prescribe an action for a given state of the player’s world, for example, for a given game history. The model that has proven most successful so far is actually used by the player. This approach was applied in the Minority Game introduced and studied in . The rules for this game and its variations are as follows: * There is an odd number $`N`$ of players. * At each time step $`t`$ each player $`i`$ makes a decision $`\sigma _i(t)\{+1,1\}`$, the majority is determined, $`S(t)=\text{sign}\left(_{i=1}^N\sigma _i(t)\right)`$, and those players who are in the minority, $`\sigma _i(t)=S(t)`$, win, the others lose. * A measure of global loss is $$\sigma ^2=\left(\underset{i=1}{\overset{N}{}}\sigma _i(t)\right)^2_t.$$ (1) Random guessing leads to $`\sigma ^2=N`$ . * The only information accessible to players is the history of the majority ($`S(tM),\mathrm{},S(t)`$). In many cases, the history can be replaced by a random sequence without essentially affecting the results . * Accordingly, no contracts between players are allowed. In the original Minority Game, each player has a small number of randomly picked decision tables that prescribe an action for each possible history. Those tables receive points according to how well they have predicted the best action in the course of the game, and the best table is used to actually make the decision. Other publications studied variants in which the agents used neural networks to make their decisions , or in which each agent has a probability that determines whether he chooses the action that was successful in the last step or its opposite . ## II The Model In this paper, we introduce a very simple prescription for the agents that still is a reasonable way of behaving in the absence of detailed information. It is in some ways related to Johnson’s model , but different in decisive details. The model is this: * If an agent $`i`$ is successful in a given turn, he will make the same decision the next turn: $`\sigma _i(t+1)=\sigma _i(t)`$ . After all, there’s no reason to change anything. * Otherwise, the agent will change his output with a probability $`p`$: $`\mathrm{𝗉𝗋𝗈𝖻}\left(\sigma _i(t+1)=\sigma _i(t)\right)=p`$. The agent is reluctant to give up his position, but eventually, something must change. This is evidently a stochastic one-step process and can be handled well with the tools for Markov processes. We therefore introduce variables to describe an ensemble of games. Instead of using the whole set $`\{\sigma _i(t)\}_{i=1}^N`$ of time dependent random variables we consider the stochastic process $$K(t)=\frac{1}{2}\underset{i}{}\sigma _i(t).$$ (2) The possible values $`k`$ that $`K(t)`$ can take are half-integer and run from $`N/2`$ to $`N/2`$ in steps of $`1`$. Then, the probabilities $`\pi _k(t)=\mathrm{𝗉𝗋𝗈𝖻}\left(K(t)=k\right)`$ together with the transition probabilities $`W_k\mathrm{}=\mathrm{𝗉𝗋𝗈𝖻}(K(t+1)=k\|K(t)=\mathrm{})`$ are the basic quantities to describe the system. To shorten notation we consider the probabilities $`\pi _k(t)`$ as components of the state vector $`𝝅(t)=(\pi _{N/2}(t),\mathrm{},\pi _{N/2}(t))^T`$. The number of players in the majority at time $`t`$ is $`N/2+\|K(t)\|`$. Since the individual players perform independent Bernoulli trials, the transition probability $`W_k\mathrm{}=W(\mathrm{}k)`$ from a state with $`K(t)=\mathrm{}`$ to $`K(t+1)=k`$ is given by the binomial distribution $`W_k\mathrm{}`$ $`=`$ $`\left({\displaystyle \genfrac{}{}{0pt}{}{\frac{N}{2}+\mathrm{}}{\mathrm{}k}}\right)p^\mathrm{}k(1p)^{\frac{N}{2}+k}\text{ for }\mathrm{}>0,`$ (3) $`W_k\mathrm{}`$ $`=`$ $`\left({\displaystyle \genfrac{}{}{0pt}{}{\frac{N}{2}\mathrm{}}{k\mathrm{}}}\right)p^k\mathrm{}(1p)^{\frac{N}{2}k}\text{ for }\mathrm{}<0.`$ (4) It is understood that $`\left(\genfrac{}{}{0pt}{}{\frac{N}{2}+\|\mathrm{}\|}{m}\right)=0`$ for $`m<0`$. This stochastic process may be considered a random walk in one dimension, where steps of arbitrary size with probability (3) are allowed only in the direction of the origin. Given the initial state $`𝝅(0)`$, the state $`𝝅(t)`$ is updated at each time step by multiplying it by the transition matrix $`𝐖`$: $$𝝅(t+1)=𝐖𝝅(t).$$ (5) The mathematical theory dealing with this kind of problems is that of Markov chains with stationary transition probabilities . Since $`(𝐖^2)_k\mathrm{}>0`$, the chain is irreducible as well as ergodic , which implies that irrespective of the initial distribution the state $`𝝅(t)`$ converges for $`t\mathrm{}`$ to a unique stationary state $`𝝅(\mathrm{})𝝅^s`$. In view of Eq. (5$`𝝅^s`$ corresponds to an eigenvector of $`𝐖`$ with eigenvalue $`1`$: $$𝐖𝝅^s=𝝅^s\text{and}\underset{k}{}\pi _k^s=1.$$ (6) The properties of this eigenvector, which by the stated normalization condition becomes unique, are our main interest. The problem can be simplified by exploiting the symmetry $`W_{k,\mathrm{}}=W_k\mathrm{}`$, which implies the symmetry $`\pi _k^s=\pi _k^s`$ of the stationary state. Reformulating the eigenvalue problem for the independent components of $`𝝅^s`$, the eigenvector can be calculated numerically up to $`N1200`$ in reasonable time with standard linear algebra packages. ## III Solution for small probabilities A closer look reveals that as $`N\mathrm{}`$, there are two scaling regimes for $`\sigma ^2`$, depending on how $`p`$ depends on $`N`$. We will first consider $`p=x/(N/2)`$, where $`x`$ is constant and much smaller than $`N`$. As $`N`$ is increased, the number of players that switch sides every turn stays constant to first order: since the majority is approximately $`N/2`$, on the average $`x`$ agents will change their opinion. In this case the matrix elements $`W_k\mathrm{}`$ can be approximated by Poisson probabilities : $`W_k\mathrm{}`$ $``$ $`W_k\mathrm{}^P=e^x{\displaystyle \frac{x^\mathrm{}k}{(\mathrm{}k)!}}\text{ for }\mathrm{}>0,`$ (7) $`W_k\mathrm{}`$ $``$ $`W_k\mathrm{}^P=e^x{\displaystyle \frac{x^k\mathrm{}}{(k\mathrm{})!}}\text{ for }\mathrm{}<0,`$ (8) where, again, $`1/m!`$ for negative $`m`$ has to be interpreted as zero. In the limit $`N\mathrm{}`$ we are thus looking for an infinite component vector $`𝝅^s`$ satisfying the eigenvalue equation together with the proper normalization: $$𝐖^P𝝅^s=𝝅^s\text{and}\underset{k}{}\pi _k^s=1.$$ (9) Making use of (7) and (9) we were able to derive equations for the moments of the stationary distribution: $`\|k\|{\displaystyle \frac{1}{2}}`$ $`=`$ $`{\displaystyle \frac{x}{2}},`$ (10) $`\left(\|k\|{\displaystyle \frac{1}{2}}\right)\left(\|k\|{\displaystyle \frac{3}{2}}\right)`$ $`=`$ $`{\displaystyle \frac{x^2}{3}},`$ (11) $`\left(\|k\|{\displaystyle \frac{1}{2}}\right)\left(\|k\|{\displaystyle \frac{3}{2}}\right)\left(\|k\|{\displaystyle \frac{5}{2}}\right)`$ $`=`$ $`{\displaystyle \frac{x^3}{4}},`$ (12) etc. (13) These in turn determine the characteristic function of $`\pi _k^s`$, and a Fourier transform finally leads to $$\pi _k^s=\frac{1}{2(\|k\|\frac{1}{2})!}\underset{j=0}{\overset{\mathrm{}}{}}\frac{(1)^jx^{j+\|k\|\frac{1}{2}}}{j!(j+\|k\|+\frac{1}{2})}.$$ (14) It has been proven that (14) indeed satisfies the eigenvalue equation (9) . Note that $`\pi _k^s`$ can be expressed by the incomplete gamma function: $$\pi _k^s=\frac{\gamma (\|k\|+\frac{1}{2},x)}{2x(\|k\|\frac{1}{2})!}.$$ (15) A comparison with numerically determined eigenvectors of the matrix (3) for $`N=801`$ gives excellent agreement, as seen in Fig. 1. The distribution is roughly flat for small $`\|k\|`$, has a turning point near $`\|k\|=x`$ and falls off exponentially with $`k`$ for larger values of $`\|k\|`$. From (14), the variance $`\sigma ^2=(2k)^2`$ can be calculated: $$\sigma ^2=1+4x+\frac{4}{3}x^2.$$ (16) For small $`x`$, this approaches the optimal value $`\sigma ^2=1`$ that occurs if the majority is always as narrow as possible, but even for larger $`x`$, $`\sigma ^2`$ does not increase with $`N`$. ## IV Solution for large probabilities The other scaling regime assumes that $`p`$ is of order one and $`pN1`$. To handle this regime, we will use a rescaled (continuous) coordinate $`\kappa =k/N=_i\sigma _i/(2N)`$, the range of which is $`1/2\kappa 1/2`$. Multiplied by $`N`$, the stationary state $`\pi _k^s`$ for large $`N`$ turns into a probability density function $`\pi ^s(\kappa )`$, and the matrix $`W_k\mathrm{}`$ becomes an integral kernel $`W(\kappa ,\lambda )`$, hence (6) is transformed into an integral equation: $$\pi ^s(\kappa )=W(\kappa ,\lambda )\pi ^s(\lambda )𝑑\lambda \text{and}\pi ^s(\kappa )𝑑\kappa =1.$$ (17) Numerical calculations show that the eigenvector $`\pi ^s(\kappa )`$ takes the shape of two Gaussian peaks centered at symmetrical distances $`\pm \kappa _0`$ from the origin (see Fig. 2). The physical interpretation is that the majority switches from one side to the other in every time step. Since approximately $`(\kappa _0+1/2)pN`$ agents switch sides every turn and the distance between the two peaks amounts to a number of $`2\kappa _0N`$ agents, we get $`\kappa _0=p/(42p)`$. This reasoning can be made more precise, and also the width of the peaks for large but finite $`N`$ can be calculated by the following argument: The well known normal approximation for the binomial coefficients in (3) leads to $`W(\kappa ,\lambda )=NW_k\mathrm{}`$ $``$ $`{\displaystyle \frac{1}{\sqrt{2\pi }s(\lambda )}}\mathrm{exp}\left[{\displaystyle \frac{1}{2}}{\displaystyle \frac{(\kappa f(\lambda ))^2}{s^2(\lambda )}}\right],`$ (18) $`\text{where}f(\lambda )`$ $`=`$ $`(1p)\lambda \mathrm{sign}(\lambda ){\displaystyle \frac{p}{2}}`$ (19) $`\text{and}s^2(\lambda )`$ $`=`$ $`{\displaystyle \frac{p(1p)(\frac{1}{2}+\|\lambda \|)}{N}}.`$ (20) A double gaussian of the form $$\pi ^s(\kappa )=\frac{1}{2}\frac{1}{\sqrt{2\pi }b}\left[\mathrm{exp}\left(\frac{(\kappa +\kappa _0)^2}{2b^2}\right)+\mathrm{exp}\left(\frac{(\kappa \kappa _0)^2}{2b^2}\right)\right]$$ (21) is transformed by the integral kernel (18) into a double peak of the same type if in the integral equation we approximate the variance $`s^2(\lambda )`$ of (18) by $`s^2(\pm \kappa _0)`$ and if the assumption $`b^2\kappa _0^2`$ is justified. It means that the peaks are well separated and that the integral can be extended from $`\mathrm{}`$ to $`\mathrm{}`$. By requiring $`\pi ^s(\kappa )`$ from (21) to satisfy the eigenvalue equation (17) we get $$\kappa _0=\frac{p}{2(2p)}\text{ and }b^2=\frac{1p}{(2p)^2N}.$$ (22) The result for $`\kappa _0`$ confirms the simple argument given above, whereas the term for $`b^2`$ is slightly surprising: it does not depend on $`p`$ in the leading order, i.e. it is not simply the number of players who switch sides. Eq. (22) also allows to check whether the assumptions made for its derivation are true for a given $`p`$ and $`N`$. For example, for $`p=x/N`$, $`\kappa _0^2/b^20`$ for $`N\mathrm{}`$ according to (22), so one cannot expect the formation of double peaks in this limit. The crossover from single-peak to double-peak distribution occurs for $`p1/\sqrt{N}`$. It is now easy to integrate over the probability distribution to get an expression for $`\sigma ^2`$: $$\sigma ^2=\frac{N}{(2p)^2}(Np^2+4(1p)).$$ (23) This holds well if the condition $`\kappa _0b`$ is fulfilled, i.e. for sufficiently large $`p`$ and $`N`$, as seen in Fig. 3. ## V Concluding remarks The presented strategy can be related to the decision tables of Challet and Zhang’s Minority Game as follows: if every player keeps only one decision table with entries for all possible histories and changes the entries individually with a probablility of $`p`$ if he loses in a given time step, the mean result will we exactly the same as for the presented one-step memory. A similar argument was given for Johnson’s variant in . The memory size, which determines the number of entries in the tables, is completely irrelevant for the average loss of each player, but does influence the time series of minority decisions generated by the system. In summary, we have found an analytic solution of a stochastic strategy for the Minority Game. Although this strategy is very simple, it yields an average loss of order one even in the limit of infinitely many agents. Questions that will be discussed in future publications include the dynamics and relaxation time of the system, interactions with players using other strategies and individual probabilities for each player. ## VI Acknowledgement R. M. and W. K. acknowledge financal support by the German-Israeli Foundation. We would like to thank Christian Horn, Andreas Engel and Ido Kanter for helpful discussions.
warning/0007/hep-ph0007331.html	ar5iv	text	# References A Lorentz covariant approach to the bound state problem L. Micu<sup>1</sup><sup>1</sup>1E-mail address: lmicu@theor1.theory.nipne.ro Department of Theoretical Physics Horia Hulubei Institute for Physics and Nuclear Engineering Bucharest POB MG-6, 76900 Romania ## Abstract The relativistic equivalent of the Schrödinger equation for a two particle bound state having the total angular momentum $`S`$ is written in the form of a Lorentz covariant set of equations $`\left(p_1^\mu +p_2^\mu +\mathrm{\Omega }^\mu \right)\mathrm{\Psi }(p_1,p_2;P)\chi _S(\stackrel{}{p}_1,\stackrel{}{p}_2)`$=$`P^\mu \mathrm{\Psi }(p_1,p_2;P)\chi _S(\stackrel{}{p}_1,\stackrel{}{p}_2)`$ where the operators $`\mathrm{\Omega }^\mu `$ are the components of a 4-vector quasipotential. The solution of this set is a stationary function representing the distribution of spins and internal momenta in a reference frame where the momentum of the bound system is $`P^\mu `$. The contribution of the operators $`\mathrm{\Omega }^\mu `$ to the bound state momentum is assumed to be the 4-momentum of a vacuum-like effective field entering the bound system as an independent component. It is shown that a state made of free quarks and of the effective field has definite mass and can be normalized like a single particle state. The generalization to the case of three or more particles is immediate. It is a well known fact that the bound state problem has a fully satisfactory description in classical quantum mechanics, but does not have a similar one in relativistic field theory. In quantum mechanics the existence of a bound state is conditioned by the presence of a potential well which ensures the localizability of the wave function in the space of the relative coordinates. In this context the bound state wave function is stationary and normalizable. In relativistic field theories the bound state is assumed to be the result of the continuous exchange of quanta between the constituents as it is formally expressed by the Bethe-Salpeter method . The formalism is fully relativistic, but the number of constituents in the intermediate states of the iterative solution is indefinite. It is almost obvious that the connection between the two schemes can be made only by assuming that the interacting potential in quantum mechanics is the effective, time averaged result of the continuous exchange of quanta. The difference between the two formalisms is clearly a difference of scale. One expects then for field theories to be more adequate for the treatment of high resolution processes occuring at high energy where the binding effects are negligible, while quantum mechanics to be suitable for the description of low resolution processes where the quantum fluctuations cannot be observed as such. It remains still to find a suitable approach for the bound state to be used in the treatment of low resolution relativistic processes, where the binding effects may be significant. The approach we propose here is suitable for this last case. It is based on a covariant generalization of the time independent Schrödinger equation for a bound state. This is achieved by replacing the eigenvalue equation for the Hamiltonian of the bound system by a set of four eigenvalue equations for a 4-vector operator representing the sum of the internal 4-momenta and of a 4-vector interaction potential. The equations are written in momentum space and their solution are the distribution function of the internal spins and momenta. Lorentz covariance is manifestly satisfied and also is the mass shell constraint of the bound state momentum. In the following we refer specifically to QCD and to the meson case as a quark-antiquark bound state. The generalization to three and more particles is briefly discussed. The colour indices shall be omitted for simplicity and the binding potential will be assumed to be white. The equations to be satisfied by the distribution function of the internal momenta $`\mathrm{\Psi }_S(p_1,p_2;P)\chi _S(\stackrel{}{p}_1,\stackrel{}{p}_2`$ of a meson with spin $`S`$ and momentum $`P`$ with $`P^2=M^2`$ are: $$\left(p_1^\mu +p_2^\mu +\mathrm{\Omega }^\mu \right)\mathrm{\Psi }(p_1,p_2;P)\chi _S(\stackrel{}{p}_1,\stackrel{}{p}_2)=P^\mu \mathrm{\Psi }(p_1,p_2;P)\chi _S(\stackrel{}{p}_1,\stackrel{}{p}_2)\mu =0,1,2,3$$ (1) where $`p_{1,2}^\mu `$ are the on mass shell momenta of the two quarks. The scalar function $`\mathrm{\Psi }(p_1,p_2;P)`$ represents the distribution of the quark momenta and $`\chi _S(\stackrel{}{p}_1,\stackrel{}{p}_2)`$ is an expression involving Dirac spinors, $`\gamma `$ matrices and quark momenta having suitable transformation properties. The operators $`\mathrm{\Omega }^\mu `$ behaving like the components of a 4-vector represent a relativistic generalization in momentum space of the interaction term and shall be called a generalized quasipotential. The generic form of the operators $`\mathrm{\Omega }^\mu `$ can be written with the aid of the operators $$i_{1,2}^\mu =i\frac{}{p_{1,2\mu }}i\frac{1}{M^2}\left(P^\alpha \frac{}{p_{1,2}^\alpha }\right)P^\mu $$ (2) $$p_{1,2}^{T\mu }=p_{1,2}^\mu \frac{1}{M^2}(P^\alpha p_{1,2\alpha })P^\mu $$ (3) $$\mathrm{\Sigma }_{1,2}^\mu =\frac{i}{M}ϵ^{\alpha \beta \gamma \mu }P_\alpha \gamma _\beta ^{(1,2)}\gamma _\gamma ^{(1,2)}$$ $$\mathrm{\Lambda }_{1,2}^\mu =\frac{i}{M}ϵ^{\alpha \beta \gamma \mu }P^\alpha p_{1,2}^\beta _{1,2}^\gamma $$ (4) representing the relativistic covariant generalizations of the position, momentum, spin and angular momentum in the rest frame of the meson. We have then: $$\mathrm{\Omega }^\mu =\frac{P^\mu }{M}\stackrel{~}{𝒰}_0+[p_1^{T\mu },\stackrel{~}{𝒰}_1]_++[p_2^{T\mu },\stackrel{~}{𝒰}_2]_++i[_1^\mu ,\stackrel{~}{𝒱}_1]_++i[_2^\mu ,\stackrel{~}{𝒱}_2]_+$$ (5) where $`\stackrel{~}{𝒱},\stackrel{~}{𝒰}`$ are scalar hermitian operators. We notice that $`𝒰_{0,1,2}`$ are even at time reversal, while $`𝒱_{1,2}`$ are odd. In the rest frame of the meson the equations (1) take the form: $$\left(\sqrt{\stackrel{}{p}_1^2+m_1^2}+\sqrt{\stackrel{}{p}_2^2+m_2^2}+\stackrel{~}{𝒰}_0\right)\mathrm{\Psi }(p_1,p_2;M)\chi _S(\stackrel{}{p}_1,\stackrel{}{p}_2)=M\mathrm{\Psi }(p_1,p_2;M)\chi _S(\stackrel{}{p}_1,\stackrel{}{p}_2)$$ (6) $$\left(\stackrel{}{p}_1+\stackrel{}{p}_2+[\stackrel{}{p}_1,\stackrel{~}{𝒰}_1]_++[\stackrel{}{p}_2,\stackrel{~}{𝒰}_2]_++i[_1,\stackrel{~}{𝒱}_1]_++i[_2\stackrel{~}{𝒱}_2]_+\right)\mathrm{\Psi }(\stackrel{}{p}_1,\stackrel{}{p}_2)\chi _S(\stackrel{}{p}_1,\stackrel{}{p}_2)=0.$$ (7) If $`\stackrel{}{\mathrm{\Omega }}=0`$ in this frame the solution of (7) reads $$\mathrm{\Psi }(p_1,p_2;M)=\delta ^{(3)}(\stackrel{}{p}_1+\stackrel{}{p}_2)\psi (\stackrel{}{p})\chi _S(\stackrel{}{p}).$$ (8) In addition, if $`\stackrel{~}{𝒰}_0`$ depends on $`\stackrel{}{p}_1\stackrel{}{p}_2`$ only, in the nonrelativistic limit eq.(6) reduces to the Fourier transform of the usual Schrödinger equation for a bound state $$(\frac{\stackrel{}{p}^2}{2\mu }+\stackrel{~}{𝒰}_0)\psi (\stackrel{}{p})\chi _S(\stackrel{}{p})=(Mm_1m_2)\psi (\stackrel{}{p})\chi _S(\stackrel{}{p}),$$ (9) where $`\mu =\frac{m_1m_2}{m_1+m_2}`$ is the reduced mass and $`\stackrel{}{p}=\frac{1}{2}(\stackrel{}{p}_1\stackrel{}{p}_2)`$ is half of the relative quark momentum in the rest frame of the bound state. We notice also that the operators $`\mathrm{\Lambda }_1`$ and $`\mathrm{\Lambda }_2`$ are now replaced by the orbital angular momentum $`\stackrel{}{L}`$ of the relative motion $$L_k=iϵ_{ijk}p^i_p^j$$ and the spin-spin and the spin-orbit couplings are $`\stackrel{}{\sigma }_{1,2}\stackrel{}{\sigma }_{1,2}`$ and $`\stackrel{}{\sigma }_{1,2}\stackrel{}{L}`$ where $`\sigma _i`$ are Pauli matrices. Then, just like in quantum mechanics one can write the orthogonality relation for the solutions of the eigenvalue equation (9): $$d^3p\psi _M(\stackrel{}{p})\psi _M^{}^{}(\stackrel{}{p})=\delta _{MM^{}}.$$ (10) Equations (9) and (10) have been written for completeness and also for clarifying the relation between the set (1) and the Schrödinger equation for a bound state. Taking advantage of the relativistic covariance of (1) and (6,7) one may solve them in the rest frame and write their solutions in any other frame simply by replacing any scalar product $`\stackrel{}{p}_i\stackrel{}{p}_j`$ by its Lorentz covariant expression $`p_i^{T\mu }p_{j\mu }^T=\frac{1}{M^2}(Pp_i)(Pp_j)(p_ip_j)`$. We recall that equation (6) with the solution (8) and $`𝒰_0`$ a relativistic scattering kernel , and/or a suitable confining potential , , represent the starting point for most relativistic quark models. In all these cases dynamics is restricted to the relative coordinate. Our approach is more general. The relative motion does not have a special significance and the quarks can be really treated as independent particles. This makes a generalization of the set (1) to the baryon case very easy by including the contribution of a third quark momentum and writing the suitable relativistic coupling of spins and angular momenta. The relation between the Bethe Salpeter formalism and the present approach also becomes clear by looking at their solutions written as perturbative series with respect to the interaction term. In the BS formalism the solution writes with the aid of relativistic Green functions having poles at positive and negative energies. This makes the number of particles in the intermediate states to be indefinite and causes a lot of trouble. In our case the perturbative series must be written for the relativistic invariant equation $$(P_\mu p_1^\mu +P_\mu p_2^\mu +P_\mu \mathrm{\Omega }^\mu )\mathrm{\Psi }(p_1,p_2;P)\chi _S(\stackrel{}{p}_1,\stackrel{}{p}_2)=M^2\mathrm{\Psi }(p_1,p_2;P)\chi _S(\stackrel{}{p}_1,\stackrel{}{p}_2)$$ (11) which has been derived from the set (1) and coincides with (6) in the meson rest frame. Its Green function is Lorentz invariant and has only positive energy poles. This makes the perturbative series to resemble the series in nonrelativistic quantum mechanics and the number of particles to be the same in the external and intermediate states. We analyse now the way one can use the solutions of the set (1) to obtain a suitable representation of a meson in terms of independent quark operators. It is obvious that a meson is not an ensemble of free quarks with the momentum distribution $`\mathrm{\Psi }_S(p_1,p_2;P)`$ because the sum of the free quark 4-momenta does not coincide with the bound state 4-momentum. In order to have a real dynamical representation of the bound state the contribution of the operators $`\mathrm{\Omega }^\mu `$ to the meson momentum must also be included. The solution we found to this problem is to write the contribution of the operators $`\mathrm{\Omega }^\mu `$ as the 4-momentum of an independent component of the meson existing besides the valence quarks . To this end we introduce the notation $`\mathrm{\Omega }^\mu \mathrm{\Psi }(p_1,p_2;P)\chi _S(\stackrel{}{p}_1,\stackrel{}{p}_2)=(P^\mu p_1^\mu p_2^\mu ){\displaystyle d^4Q\phi (p_1,p_2;Q)\underset{s_1,s_2}{}\overline{u}_{s_1}(\stackrel{}{p}_1)\mathrm{\Gamma }_Sv_{s_2}(\stackrel{}{p}_2)}`$ $`={\displaystyle d^4QQ^\mu \phi (p_1,p_2;Q)\underset{s_1,s_2}{}\overline{u}_{s_1}(\stackrel{}{p}_1)\mathrm{\Gamma }_Sv_{s_2}(\stackrel{}{p}_2)}.`$ (12) where $`\mathrm{\Gamma }_S`$ is a suitable tensor product of $`\gamma `$ matrices and quark momenta. The single meson state is written then as follows: $`\|M_i(P)={\displaystyle d^3p_1\frac{m_1}{e_1}d^3p_2\frac{m_2}{e_2}d^4Q\delta ^{(4)}(p_1+p_2+QP)}`$ $`\times \phi (p_1,p_2;Q){\displaystyle \underset{s_1,s_2}{}}\overline{u}_{s_1}(\stackrel{}{p}_1)\mathrm{\Gamma }_Sv_{s_2}(\stackrel{}{p}_2)\mathrm{\Phi }^{}(Q)a_{s_1}^{}(\stackrel{}{p}_1)b_{s_2}^{}(\stackrel{}{p}_2)\|0`$ (13) where $`a^{}`$ and $`b^{}`$ are quark and antiquark creation operators and $`u,v`$ are free Dirac spinors. $`\mathrm{\Phi }^{}`$ is a vacuum-like effective field carrying the momentum $`Q^\mu =P^\mu p_1^\mu p_2^\mu `$ defined in the relation (S0.Ex3). According to its definition the field $`\mathrm{\Phi }`$ represents the collective, time averaged effect of all the virtual excitations responsible for the binding and as such it must be compared with the ”bag” in bag models . We notice however that the bag has positive potential energy characterized by a constant volume density $`B`$, while the effective field $`\mathrm{\Phi }`$ carries the 4-momentum $`Q^\mu `$ whose values are a priori limited only by the quark and meson mass shell constraints. (see eq. (S0.Ex4).) The existence of a momentum $`\stackrel{}{Q}`$ besides the energy component $`Q_0`$ may be considered the consequence of the imperfect cancellation of the vector momenta in the virtual processes generating the binding and is in agreement with the opinion that the potential is the average effect of a continuous series of quantum fluctuations. The relativistic equivalent of eq.(10) is now the orthonormality relation for the single meson state (S0.Ex4). We calculate it in the general case by using the commutation relations for the free quark operators and assuming the following expression for the vacuum expectation value of the effective field: $$0\left\|\mathrm{\Phi }(Q_1)\mathrm{\Phi }^+(Q_2)\right\|0=\frac{1}{L_0^3T_0}d^4X\mathrm{e}^{i(Q_2Q_1)_\mu X^\mu }=\frac{(2\pi )^4}{L_0^3T_0}\delta ^{(4)}(Q_1Q_2)$$ (14) where $`L_0`$ is the range of the binding forces and $`T`$ is a time sensibly larger than the time basis involved in the definition of the effective field. We notice that $`\delta (Q_0Q_0^{})`$ in (14) induces a cumbersome $`\delta (EE^{})`$ in the expression of the norm. In order to avoid it by preserving the manifest Lorentz covariance of eq. (14) we write $$\frac{2\pi }{T_0}\delta (Q_0Q_0^{})=\frac{1}{T_0}_T𝑑X_0\mathrm{e}^{i(E(P)E(P^{}))X_0}\frac{E}{MT_0}_{T_0}𝑑Y_0\mathrm{e}^{i(MM^{})Y_0}\frac{E}{M}\delta _{MM^{}}$$ (15) and get immediately: $$^{}(P^{})\|(P)=2E(2\pi )^3\delta ^{(3)}(PP^{})\delta _{MM^{}}𝒥$$ (16) where $`𝒥={\displaystyle \frac{1}{2ML_0^3}}{\displaystyle d^3p_1\frac{m_1}{e_1}d^3p_2\frac{m_2}{e_2}d^4Q\delta ^{(4)}(p_1+p_2+QP)\|\phi (p_1,p_2;Q)\|^2}`$ (17) $`\times Tr\left({\displaystyle \frac{\widehat{p}_1+m_1}{2m_1}}\mathrm{\Gamma }_S{\displaystyle \frac{\widehat{p}_2+m_2}{2m_2}}\mathrm{\Gamma }_S^{}\right)=1.`$ In the above relations we have implicitly assumed that $`M`$ and $`M^{}`$ are discrete eigenvalues of the equation (6) with $`\|MM^{}\|T_0>>1`$ and hence the integral in (15) vanishes if $`MM^{}`$. Notice the remarkable fact that $`𝒥`$ does not depend on the rather arbitrary time $`T_0`$. In the same way as above it can be shown that the expression of the norm will contain the highly singular factor $`\delta (\alpha \alpha ^{})\delta ^3(0)`$ if $`\stackrel{}{\mathrm{\Omega }}`$ vanishes in (6) i.e. if $`Q^\mu =\alpha P^\mu `$ where $`\alpha `$ is a scalar. Relation (16) shows that the bound state function of the many particle system representing the meson can be normalized like that of a single particle if the integral $`𝒥`$ converges. We expect for the internal function $`\phi (p_1,p_2;P)\overline{u}_{s_1}(\stackrel{}{p}_1)\mathrm{\Gamma }_Sv_{s_2}(\stackrel{}{p}_2)`$ which represents an equilibrium distribution of spins and momenta in the bound system to have a stationary counterpart in the coordinate space which must coincide in the nonrelativistic limit with the internal wave function of the meson. Proceeding like in the BS formalism we define the meson wave function in coordinate space $$\stackrel{~}{\phi }(\stackrel{}{x},\stackrel{}{y},\stackrel{}{X},t;P)=0\|\overline{\psi }(\stackrel{}{x},t)\mathrm{\Gamma }_S^{}\psi (\stackrel{}{y},t)\mathrm{\Phi }(\stackrel{}{X},t)\|(\stackrel{}{P},E)$$ (18) where the single meson state is given by (S0.Ex4), $`\psi `$ is the quark field $$\psi (\stackrel{}{x},t)=\frac{1}{(2\pi )^3}\underset{s}{}d^3p\frac{m}{e_p}\left(b_{\stackrel{}{p},s}^{}v(\stackrel{}{p},s)\mathrm{e}^{ie_pt\stackrel{}{p}\stackrel{}{x}}+a_{\stackrel{}{p},s}u(\stackrel{}{p},s)\mathrm{e}^{ie_pt+i\stackrel{}{p}\stackrel{}{x}}\right)$$ (19) and $$\mathrm{\Phi }(\stackrel{}{X},t;Q_0)=\frac{\sqrt{L_0^3T_0}}{(2\pi )^2}d^4Q\mathrm{e}^{iQ_0t+\stackrel{}{Q}\stackrel{}{X}}\mathrm{\Phi }(\stackrel{}{Q},Q_0).$$ (20) After a straightforward calculation we get $$\stackrel{~}{\phi }(\stackrel{}{x},\stackrel{}{y},\stackrel{}{X},t;P)=\mathrm{e}^{iEt+i\stackrel{}{P}\stackrel{}{X}}\stackrel{~}{\varphi }(\stackrel{}{x},\stackrel{}{y},\stackrel{}{X};P)$$ (21) where $`\stackrel{~}{\varphi }(\stackrel{}{x},\stackrel{}{y},\stackrel{}{X};P)={\displaystyle \frac{(2\pi )^2}{\sqrt{L_0^3T_0}}}{\displaystyle \frac{d^3p_1}{2e_1}\frac{d^3p_2}{2e_2}}`$ $`\times Tr(\mathrm{\Gamma }_S(\widehat{p}_1+m_1)\mathrm{\Gamma }_S^{}(\widehat{p}_2+m_2)\mathrm{\Gamma }_S))\phi (p_1,p_2;Pp_1p_2)\mathrm{e}^{i\stackrel{}{p}_1(\stackrel{}{x}\stackrel{}{X})}\mathrm{e}^{i\stackrel{}{p_2}(\stackrel{}{y}\stackrel{}{X})}`$ (22) describes the internal meson structure in coordinate space. At the first sight the expression (S0.Ex6) does not coincide with the usual internal wave function of a bound state because of its dependence on the coordinate $`\stackrel{}{X}`$ associated to the effective field which has no classical equivalent. However, in the nonrelativistic limit $`\stackrel{~}{\varphi }`$ writes as: $$\stackrel{~}{\varphi }(\stackrel{}{x},\stackrel{}{y},\stackrel{}{X};P)=\delta ^{(3)}(\stackrel{}{X}\frac{\stackrel{}{x}+\stackrel{}{y}}{2})\stackrel{~}{\varphi }_0(\stackrel{}{x},\stackrel{}{y};P)$$ (23) if $`\phi `$ depends on the relative momentum $`\stackrel{}{p}_1\stackrel{}{p}_2`$ only. Here $`\varphi _0`$ is really the internal wave function in nonrelativistic quantum mechanics because it represents the Fourier transform of the nonrelativistic momentum distribution function. Concluding this paper we remark that the present approach provides a relativistic nonperturbative solution of the bound state problem. The main differences from the older relativistic approaches are the covariant generalization of the time independent Schrödinger equation accompanied by the introduction of a 4-vector quasipotential and the the definition of an effective field as an additional, independent constituent of the bound system besides the valence quarks. The 4-momentum of the effective field represents the contribution of the interaction term to the hadron momentum. The solutions of the dynamical equations (1) define equilibrium distributions of quark spins and momenta inside hadrons and hence may be directly used to calculate electroweak formfactors in the soft limit where binding effects are important. Acknowledgements This work was initiated during author’s visit in 1998 at the Institute of Theoretical Physics of the University of Bern. The author thanks Prof. Heiri Leutwyler for hospitality and stimulating discussions.
warning/0007/hep-lat0007007.html	ar5iv	text	# 1 Introduction ## 1 Introduction One way to study quantum field theories beyond perturbation theory is to discretize the Euclidean space-time, using the lattice spacing $`a`$ as an ultraviolet regulator . Accordingly, the continuum action is replaced by some discretized lattice action. The basic assumption of universality means that the physical predictions – obtained in the continuum limit $`a0`$ – do not depend on the infinite variety of discretizing the action. At any finite lattice spacing, however, the discretization introduces lattice artifacts. On dimensional grounds one expects that in purely bosonic theories these discretization errors go away as $`𝒪(a^2)`$, while in theories with fermions as $`𝒪(a)`$. Sometimes it is stated that the lattice artifacts in pure Yang-Mills theories can be beaten simply by brute force – using the standard Wilson gauge action and a sufficiently small lattice spacing, i.e. by large computer power and memory. This is only partially true – for example when one calculates the pressure of a hot gluon plasma the computer cost grows like $`1/a^{10}`$ therefore the size of lattice artifacts becomes crucial. Naturally, one can use the freedom in discretizing the action to minimize the artifacts. It has been shown by Symanzik that the leading lattice artifacts can be cancelled in all orders of perturbation theory by tuning the coefficients of a few dimension $`d+2`$ operators in bosonic theories (or dimension $`d+1`$ operators for fermions). This improvement program can be extended to the non-perturbative regime . A different approach, based on renormalization group (RG) ideas , has been suggested in ref. . By solving the fixed point (FP) equations for asymptotically free theories one obtains a classically perfect action – i.e. which has no lattice artifacts on the solutions of the lattice equations of motion. (One can say that the FP action is an on-shell tree-level Symanzik improved action to all orders in $`a`$.) Although it is not quantum perfect, one expects the FP action to perform better in Monte Carlo simulations. This is indeed true in all cases investigated. The FP approach has been successfully applied to the two-dimensional non-linear $`\sigma `$-model and the two-dimensional CP<sup>3</sup>-model . For SU(3) gauge theory the classically perfect FP action has been constructed and tested in and the ansatz has been extended to include FP actions for fermions as well . In the case of SU(2) gauge theory the FP action has been constructed in and its classical properties have been tested on classical instanton solutions, both in SU(2) and SU(3) . The FP action is not unique – it depends on the RG transformation chosen, and it is crucial to optimize the RG transformation to obtain an interaction range of the action as small as possible. The value of the FP action on a given field configuration can be calculated precisely by a classical saddle point equation. However, this step is too slow to embed into a Monte Carlo calculation and one has to invent a sufficiently fast but at the same time accurate enough method to calculate the FP action. In earlier works on SU(3) gauge theory the parametrization of the FP action used Wilson loops and their powers. We investigate here a new, richer and more flexible parametrization using plaquettes of the original and of smeared (“fat”) links. This describes the FP action more accurately than the loop ansatz. For the RG transformation we choose the one investigated in ref. since the blocking kernel used there (and the resulting FP action) has better properties than the “standard” Swendsen blocking which uses long staples. Here we approximate the same FP action with the new parametrization. We also improve the method of fixing the parameters: besides the known action values (for a given set of configurations) we also fit the known derivatives $`\delta 𝒜^{\text{FP}}(V)/\delta V_\mu (n)`$, i.e. we have a much larger set of constraints than previously. Although being much faster than the loop parametrization of comparable richness, this parametrization has a significant overhead compared to the Wilson action. Therefore it is not clear whether it is not better to use in pure gauge theory a faster but less accurate parametrization of the FP action. However, in QCD the cost associated with fermionic degrees of freedom dominates and one can afford a relatively expensive gauge action. In addition, with fermions it is much harder to decrease the lattice spacing, hence it could pay off to have a better gauge action as well. (Of course, because of the $`𝒪(a)`$ artifacts, it is even more important to improve the fermionic part.) The paper is organized as follows. In section 2 we present the construction and parametrization of the FP action. Section 3 deals with the measurement of the critical couplings $`\beta _c`$ of the deconfining phase transition corresponding to temporal extensions $`N_\tau =2`$, $`3`$ and $`4`$, at various spatial volumes. In section 4 we measure the static $`q\overline{q}`$ potential by using a correlation matrix between different (spatially) smeared gauge strings. In section 5 the scaling properties of the dimensionless quantities $`r_0T_c`$, $`T_c/\sqrt{\sigma }`$ and $`r_0\sqrt{\sigma }`$ are presented. In section 6 the low lying glueball spectrum is measured in all symmetry channels. For the Wilson action the lowest lying $`0^{++}`$ state shows particularly large cut-off effects hence this quantity provides a non-trivial scaling test. Some technical details are collected in appendices A–D. ## 2 A new parametrization of the FP action for SU(3) lattice gauge theory ### 2.1 Introduction In this section we present a new ansatz for the parametrization which is very general and flexible, and which allows to parametrize the FP action using more and more couplings without any further complications. The approach we use is building plaquettes from the original gauge links as well as from smeared (“fat”) links. In this manner we are able to reproduce the classical properties of the FP action better than with the loop parametrization. The new ansatz is motivated by the success of using fat links in simulations with fermionic Dirac operators . Fat links are gauge links which are locally smeared over the lattice. In this way the unphysical short-range fluctuations inherent in the gauge field configurations are averaged out and lattice artifacts are reduced dramatically. As mentioned above, earlier parametrizations of FP actions were based on powers of the traces of loop products along generic closed paths. Restricting the set of paths to loops up to length 8 which are fitting in a $`2^4`$ hypercube, one is still left with 28 topologically different loops , some of them having a multiplicity as large as 384. In earlier production runs only loops up to length 6 (and their powers) have been used because including length 8 loops increases the computational cost by a factor of $`220`$ . Note that in the loop parametrization one needs length 8 loops to describe well small instanton solutions . The new parametrization presented here provides a way around these problems, although the computational overhead is still considerable. We have calculated the expense of the parametrized FP action and compared it to the expense of an optimized Wilson gauge code. The computational overhead amounts to a factor of $`60`$ per link update and comes mainly from recalculating the staples in the smeared links affected by the modified link. ### 2.2 The FP action We consider SU($`N`$) pure gauge theory<sup>3</sup><sup>3</sup>3The following equations are given for general $`N`$, although the numerical analysis and simulations are done for SU(3). in four dimensional Euclidean space-time on a periodic lattice. The partition function is defined through $$Z(\beta )=𝑑Ue^{\beta 𝒜(U)},$$ (1) where $`dU`$ is the invariant group measure and $`\beta 𝒜(U)`$ is some lattice regularization of the continuum action. We can perform a real space RG transformation, $$e^{\beta ^{}𝒜^{}(V)}=𝑑U\mathrm{exp}\left\{\beta (𝒜(U)+T(U,V))\right\},$$ (2) where $`V`$ is the blocked link variable and $`T(U,V)`$ is the blocking kernel defining the transformation, $$T(U,V)=\frac{\kappa }{N}\underset{n_B,\mu }{}\left(\text{Re}\text{Tr}(V_\mu (n_B)Q_\mu ^{}(n_B))𝒩_\mu ^\beta \right).$$ (3) Here, $`Q_\mu (n_B)`$ is a $`N\times N`$ matrix representing some mean of products of link variables $`U_\mu (n)`$ connecting the sites $`2n_B`$ and $`2(n_B+\widehat{\mu })`$ on the fine lattice and $`𝒩_\mu ^\beta `$ is a normalization constant ensuring the invariance of the partition function. By optimizing the parameter $`\kappa `$, it is possible to obtain an action on the coarse lattice which has a short interaction range. A simple choice for $`Q_\mu `$ is the Swendsen blocking, which contains averaging over the 6 (long) staples along the direction $`\mu `$. In ref. the averaging was improved by including more paths in $`Q_\mu `$. The main idea of this block transformation is that, instead of using just simple staples, one additionally builds “diagonal staples” along the planar and spatial diagonal directions orthogonal to the link direction. In this way one achieves that each link on the fine lattice contributes to the averaging function and the block transformation represents a better averaging. In this paper we employ the RG transformation of ref. , using, however, a completely new parametrization. On the critical surface at $`\beta \mathrm{}`$, equation (2) reduces to a saddle point problem representing an implicit equation for the FP action $`𝒜^{\text{FP}}`$, $$𝒜^{\text{FP}}(V)=\underset{\{U\}}{\mathrm{min}}\left\{𝒜^{\text{FP}}(U)+T(U,V)\right\}.$$ (4) The FP equation (4) can be studied analytically up to quadratic order in the vector potentials . However, for solving the FP equation on coarse configurations with large fluctuations one has to resort to numerical methods, and a sufficiently rich parametrization for the description of the solution is required. ### 2.3 The parametrization In order to build a plaquette in the $`\mu \nu `$-plane from smeared links we introduce asymmetrically smeared links $`W_\mu ^{(\nu )}`$, where $`\mu `$ denotes the direction of the link and $`\nu `$ specifies the plaquette-plane to which they are contributing. This asymmetric smearing suppresses staples which lie in the $`\mu \nu `$-plane relative to those in the orthogonal planes $`\mu \lambda `$, $`\lambda \nu `$. Obviously, these two types of staples play a different role, and we know from the quadratic approximation and the numerical evaluation of the FP action that the interaction is concentrated strongly on the hypercube . Additional details on the smearing and the parametrization are given in appendix A.1. From the asymmetrically smeared links we construct a “smeared plaquette variable” $$w_{\mu \nu }=\text{Re\hspace{0.17em}Tr}\left(1W_{\mu \nu }^{\text{pl}}\right),$$ (5) together with the ordinary Wilson plaquette variable $$u_{\mu \nu }=\text{Re\hspace{0.17em}Tr}\left(1U_{\mu \nu }^{\text{pl}}\right),$$ (6) where $`W_{\mu \nu }^{\text{pl}}(n)`$ $`=W_\mu ^{(\nu )}(n)W_\nu ^{(\mu )}(n+\widehat{\mu })W_\mu ^{(\nu )}(n+\widehat{\nu })W_\nu ^{(\mu )}(n),`$ (7) and $`U_{\mu \nu }^{\text{pl}}(n)`$ $`=U_\mu (n)U_\nu (n+\widehat{\mu })U_\mu ^{}(n+\widehat{\nu })U_\nu ^{}(n).`$ (8) Finally, the parametrized action has the form $$𝒜[U]=\frac{1}{N}\underset{\mu <\nu }{}f(u_{\mu \nu },w_{\mu \nu }),$$ (9) where we choose a polynomial in both plaquette variables, $`f(u,w)`$ $`=`$ $`{\displaystyle \underset{kl}{}}p_{kl}u^kw^l`$ (10) $`=`$ $`p_{10}u+p_{01}w+p_{20}u^2+p_{11}uw+p_{02}w^2+\mathrm{}.`$ The coefficients $`p_{kl}`$, together with the parameters appearing in the smearing (cf. appendix A.1) should be chosen such that the resulting approximation to $`𝒜^{\text{FP}}`$ is sufficiently accurate. Note that the ansatz involves two types of parameters: the coefficients in the asymmetric smearing enter non-linearly into the action while the coefficients $`p_{kl}`$ enter linearly. For simulations with the FP action in physically interesting regions it is important to have a parametrization which is valid for gauge fields on coarse lattices, i.e. on typical rough configurations. We turn to this problem in the next section. ### 2.4 The FP action on rough configurations The parametrization of the FP action on strongly fluctuating fields is a difficult and delicate problem. In this section we describe briefly the procedure of obtaining a parametrization which uses only a compact set of parameters, but which describes the FP action still sufficiently well for the use in actual simulations. We also provide some details about the fitting procedure employed. In eq. (4) the minimizing field $`U=\overline{U}(V)`$ on the fine lattice is much smoother than the original field $`V`$ on the coarse lattice – its action density is $`3040`$ times smaller. This allows an iterative solution of eq. (4) as follows. First one chooses a set of configurations $`V`$ with sufficiently small fluctuations such that for the corresponding fine field $`\overline{U}(V)`$ one can use on the rhs. an appropriate starting action (the Wilson action, or better the action $`𝒜_0`$, eqs. (A.15) and (A.16) which describes well the FP action in the quadratic approximation). The values $`𝒜^{\text{FP}}(V)`$ obtained this way have to be approximated sufficiently accurately by choosing the free parameters in the given ansatz. Once this is done, one considers a new, rougher set of configurations $`V`$ for which the fields $`\overline{U}(V)`$ have fluctuations within the validity range of the previous parametrization and repeats the procedure described. After 3 such steps one reaches fluctuations typical for a lattice spacing $`a0.20.3\text{ fm}`$. In previous works only the action values $`𝒜^{\text{FP}}(V)`$ have been fitted in order to optimize the parameters. Here we extend the set of requirements by including into the $`\chi ^2`$-function to be minimized the derivatives of the FP action with respect to the gauge links in a given colour direction $`a=1,\mathrm{},N^21`$, $$\frac{\delta 𝒜^{\text{FP}}(V)}{\delta V_\mu ^a(n)}.$$ (11) Note that these derivatives are easily calculated from the minimizing configuration since they are given simply by $`\delta T(U,V)/\delta V_\mu ^a(n)`$ at $`U=\overline{U}(V)`$. In this way one has $`4(N^21)V`$ local conditions for each configuration $`V`$ instead of a single global condition, the total value $`𝒜^{\text{FP}}(V)`$. (In addition, a good description of local changes is perhaps more relevant in a Monte Carlo simulation with local updates.) An important test for the flexibility of the parametrization is whether both the requirements for fitting the derivatives and the action values can be met at the same time. This is indeed the case. For addressing questions concerning topology it is crucial that the parametrization describes accurately enough the exactly scale-invariant (lattice) instanton solutions . For this purpose we generate sets of SU(2) single instanton configurations embedded in SU(3) on a $`12^4`$ lattice with instanton radius $`\rho /a`$ ranging from 3.0 down to 1.1. We then block the configurations down to a $`6^4`$ lattice (using the blocking which defines the RG transformation). As can be seen from figure 1, these are solutions of the FP equations of motion for radii $`\rho /a0.9`$.<sup>4</sup><sup>4</sup>4This is only approximately true: one should start from a very fine lattice and perform many blocking steps, and furthermore the periodic boundary conditions also violate (locally) the FP equations of motion. Note that for $`\rho /a0.9`$ the quantity $`T(U,V)`$ becomes non-zero, indicating that instantons of that size “fall through the lattice”, i.e. they are no longer solutions. The deviation from scaling at larger radii seen in figure 1 is due to the discontinuity at the boundary of the periodic lattice and is under control. In the final step, we first fit the derivatives on $`50`$ thermal configurations corresponding roughly to a Wilson critical coupling at $`N_\tau 2`$, $`\beta _c^W5.1`$. In the following the non-linear parameters (defining the asymmetric smearing) are kept fixed, while we include in addition the action values and the derivatives of $`75`$ thermal configurations at $`\beta ^{\text{FP}}=`$ 2.8, 4.0, 7.0 and the action values of the instanton configurations. The corresponding $`\chi ^2`$ is then minimized only in the linear parameters $`p_{kl}`$. To assure stability of the fit we check that the $`\chi ^2`$ is stable on independent configurations which are not included in the fit. Using high order polynomials of the plaquette variables $`u`$ and $`w`$ there is a danger of generating fake valleys in the $`uw`$-plane (for $`u`$, $`w`$ values which are not probed by the typical configurations and hence not restricted in $`\chi ^2`$). The presence of such regions is dangerous since it can force the system to an atypical – e.g. antiferromagnetic – configuration. We find that this can be circumvented by choosing an appropriate set of parameters. (Note that, as usually when parametrizing the FP action, there are flat directions in the parameter space along which the value of $`\chi ^2`$ changes only slightly, i.e. there is a large freedom in choosing the actual parameters.) The smallest acceptable set of parameters consists of four non-linear parameters describing the asymmetrically smeared links $`W_\mu ^{(\nu )}`$ and fourteen linear parameters $`p_{kl}`$ with $`0<k+l4`$. The values of these parameters are given in appendix A.4 and fulfill the correct normalization. They form the final approximation of the FP action. Compared to the loop parametrization of ref. the present parametrization gives a deviation from the true FP action values smaller by a factor of 2 for configurations which are typical for the range of lattice spacing $`0.03\text{ fm}a0.2\text{ fm}`$. It also describes scale invariant lattice instantons for $`\rho /a1.1`$ to a precision better than 2%. Note that this parametrization is not intended to be used on extremely smooth configurations. In order to be able to describe the typical (large) fluctuations by a relatively simple ansatz we did not implement the $`𝒪(a^2)`$ Symanzik conditions (cf. appendix A.2) in the last step. In the intermediate steps (i.e. for smaller fluctuations), however, our parametrization (containing non-constant smearing coefficients $`\eta (x)`$, $`c_i(x)`$) is optimized under the constraint to satisfy the $`𝒪(a^2)`$ Symanzik conditions as well. In our Monte Carlo simulations we use only the final parametrization with constant $`\eta `$ and $`c_i`$. The parameters of the intermediate approximations to the FP action are not given here. To investigate the lattice artifacts with our parametrization, we perform a number of scaling tests, which are described in the subsequent sections. ## 3 The critical temperature of the deconfining phase transition ### 3.1 Details of the simulation Using the parametrized FP action we perform a large number of simulations on lattices with temporal extension $`N_\tau =2`$, $`3`$ and 4 at three to six different $`\beta `$-values near the estimated critical $`\beta _c`$. Various spatial extensions $`N_\sigma /N_\tau =2.5\mathrm{}5`$ are explored with the intention of examining the finite size scaling of the critical couplings. Configurations are generated by alternating Metropolis and overrelaxation updates. In the equilibrated system we measure the Polyakov loops averaged over the whole lattice, $$L\frac{1}{N_\sigma ^3}\underset{\stackrel{}{x}}{}\text{Tr}\underset{t=0}{\overset{N_\tau 1}{}}U_4(\stackrel{}{x},t),$$ (12) as well as the action value of the configuration after each sweep. Both values are stored for later use in a spectral density reweighting procedure. The details of the simulation and the run parameters are collected in tables C.1, C.2 and C.3, where we list the lattice size together with the $`\beta `$-values and the number of sweeps. However, near a phase transition the number of sweeps is an inadequate measure of the collected statistics, because the resulting error is strongly influenced by the persistence time and the critical slowing down. The persistence time of one phase is defined as the number of sweeps divided by the observed number of flip-flops between the two phases . This quantity makes sense only for $`\beta `$-values near the critical coupling $`\beta _c`$ and has to be taken with care: for the small volumes which we explore, the fluctuations within one phase can be as large as the separation between the two phases, and the transition time from one state to the other is sometimes as large as the persistence time itself. The estimated persistence time $`\tau _p`$ and the integrated autocorrelation time $`\tau _{\text{int}}`$ of the Polyakov loop operator are listed in the last two columns in tables C.1, C.2 and C.3. ### 3.2 Details of the analysis For the determination of the critical couplings in the thermodynamic limit we resort to a two step procedure. First we determine the susceptibility of the Polyakov loops, $$\chi _LV_\sigma \left(\|L\|^2\|L\|^2\right),V_\sigma =N_\sigma ^3,$$ (13) as a function of $`\beta `$ for a given lattice size and locate the position of its maximum. In the thermodynamic limit the susceptibility develops a delta function singularity at a first order phase transition. On a finite lattice the singularity is rounded off and the quantity reaches a peak value $`\chi _L^{\text{peak}}`$ at some $`\beta _c(V_\sigma )`$. The critical coupling, i.e. the location of the susceptibility peak, is determined by using the spectral density reweighting method, which enables the calculation of observables away from the values of $`\beta `$ at which the actual simulations are performed. This method has been first proposed in and has been developed further by Ferrenberg and Swendsen . In a second step we extrapolate the critical couplings for each value of $`N_\tau `$ to infinite spatial volume using the finite size scaling law for a first order phase transition, $$\beta _c(N_\tau ,N_\sigma )=\beta _c(N_\tau ,\mathrm{})h\left(\frac{N_\tau }{N_\sigma }\right)^3,$$ (14) where $`h0.1`$ is considered to be a universal quantity independent of $`N_\tau `$ . In figure 2 we show the susceptibility $`\chi _L`$ as a function of $`\beta `$. The solid lines are the interpolations obtained by the reweighting method and the dashed lines represent the bootstrap error band estimations. For the interpolations at a given lattice size we use the data at all beta values listed in tables C.1C.3, although the runs at $`\beta `$-values far away from the critical coupling do not influence the final result. In table 1 we display the values of $`\beta _c(V_\sigma )`$ together with their extrapolations to $`V_\sigma \mathrm{}`$ according to formula (14). ## 4 Scaling of the static quark-antiquark potential ### 4.1 Introduction An important part of lattice simulations is the determination of the actual lattice spacing $`a`$ in order to convert dimensionless quantities measured on the lattice into physical units. From the static $`q\overline{q}`$ potential one usually determines $`a`$ in units of the string tension $`\sigma `$ or in units of the hadronic scale $`r_0`$. Using the string tension to set the scale is plagued by some difficulties. Since the noise/signal ratio increases rapidly with increasing $`r`$, the part of the potential $`V(r)`$ from which the linear behaviour $`\sigma r`$ has to be extracted is measured with larger statistical errors. Further, due to the fact that the excited string has a small energy gap at large $`q\overline{q}`$ separations, it is difficult to resolve the ground state, and this can lead to a systematic error which increases the obtained value of the string tension. The use of the quantity $`r_0`$ circumvents these problems. In a hadronic scale $`r_c`$ has been introduced through the force $`F(r)`$ between static quarks at intermediate distances $`0.2\text{fm}r1.0\text{fm}`$, where one has best information available from phenomenological potential models and where one gets most reliable results on the lattice. One has $$r_c^2V^{}(r_c)=r_c^2F(r_c)=c,$$ (15) where originally $`c=1.65`$ has been chosen yielding a value $`r_00.49\text{fm}=(395\text{MeV})^1`$ from the potential models. However, on coarse lattices also this alternative way of setting the scale has its ambiguities as will be discussed in section 5.2. Referring to precision measurements of the low-energy reference scale in quenched lattice QCD with the Wilson action we collect values for $`c`$ and $`r_c`$ in table 2. The first line is calculated from data in while the two last lines are taken from . The scaling of our parametrized FP action is examined by measuring the static $`q\overline{q}`$ potential and comparing the quantity $`r_0\left(V(r)V(r_0)\right)`$ versus $`r/r_0`$ at several values of $`\beta `$. From the potential one can calculate $`r_0`$ and the effective string tension $`\sigma `$. Finally one can test the scaling of the dimensionless combinations $`r_0T_c`$, $`T_c/\sqrt{\sigma }`$ and $`r_0\sqrt{\sigma }`$. This will be described in the next sections. The scaling checks will be pushed to the extreme by exploring the behaviour of the FP action on coarse configurations with very large fluctuations corresponding to $`a0.3`$ fm. This situation is not relevant for practical applications, and it becomes indeed more and more difficult to measure physical quantities due to the very small correlation length and rapidly vanishing signals. Nevertheless, it is still interesting to investigate this situation in order to estimate the region in which the classical approximation to the renormalization group trajectory is still valid. For the standard plaquette action the static potential on coarse lattices shows strong violations of rotational symmetry and, before fitting it with a function of $`r`$, usually an empirical term (the lattice Coulomb potential minus $`1/r`$) is subtracted with an appropriate coefficient. On the contrary, for the FP action of ref. , due to the proper choice of the RG transformation the resulting potential is (practically) rotational invariant<sup>5</sup><sup>5</sup>5Note that to cure the rotational invariance of the potential one has to improve not only the action but also the operators. For a more “rotational invariant” blocking the potential shows less violations of rotational symmetry.. Here we do not aim at testing the rotational invariance of the potential but rather at determining $`r_0`$ and $`\sigma `$. ### 4.2 Details of the simulation We perform simulations with the FP action at six different $`\beta `$-values, of which three correspond to the critical couplings determined in section 3. Configurations are updated by alternating Metropolis with overrelaxation sweeps. The spatial extent of the lattices is chosen to be at least $`1.5`$ fm, based on observations in . Table C.4 contains the values of the couplings, the lattice sizes and the number of measurements. In order to enhance the overlap with the physical ground state of the potential we exploit smearing techniques. The smoothing of the spatial links has the effect of reducing excited-state contaminations in the correlation functions of the strings in the potential measurements. The operators which we measure in the simulations are constructed using the spatial smearing of . It consists of replacing every spatial link $`U_j(n)`$, $`j=`$ 1, 2, 3 by itself plus a sum of its neighbouring spatial staples and then projecting back to the nearest element in the SU(3) group: $`𝒮_1U_j(x)`$ $``$ $`𝒫_{\text{SU(3)}}\{U_j(x)+\lambda _s{\displaystyle \underset{kj}{}}(U_k(x)U_j(x+\widehat{k})U_k^{}(x+\widehat{j})`$ $`+U_k^{}(x\widehat{k})U_j(x\widehat{k})U_k(x\widehat{k}+\widehat{j}))\}.`$ Here, $`𝒫_{\text{SU(3)}}Q`$ denotes the unique projection onto the SU(3) group element $`W`$ which maximizes $`\text{Re}\text{Tr}(WQ^{})`$ for an arbitrary $`3\times 3`$ matrix $`Q`$. The smeared and SU(3) projected link $`𝒮_1U_j(x)`$ retains all the symmetry properties of the original link $`U_j(x)`$ under gauge transformations, charge conjugation, reflections and permutations of the coordinate axes. The set of spatially smeared links $`\{𝒮_1U_j(x)\}`$ forms the spatially smeared gauge field configuration. An operator $`𝒪`$ which is measured on a $`n`$-times iteratively smeared gauge field configuration is called an operator on smearing level $`𝒮_n`$, or simply $`𝒮_n𝒪`$. In the simulation of the static $`q\overline{q}`$ potential we use smearing levels with $`n=`$ 0, 1, 2, 3, 4. The smearing parameter is chosen to be $`\lambda _s=0.2`$ in all cases. The correlation matrix of spatially smeared strings is constructed in the following way. At fixed $`\tau `$ we first form smeared string operators along the three spatial axes, connecting $`\stackrel{}{x}`$ with $`\stackrel{}{x}+r\widehat{i}`$, $$\begin{array}{c}𝒮_nV_i(\stackrel{}{x},\stackrel{}{x}+r\widehat{i};\tau )=\hfill \\ \hfill 𝒮_nU_i(\stackrel{}{x},\tau )𝒮_nU_i(\stackrel{}{x}+\widehat{i},\tau )\mathrm{}𝒮_nU_i(\stackrel{}{x}+(r1)\widehat{i},\tau ),i=1,2,3,\end{array}$$ (17) and unsmeared temporal links at fixed $`\stackrel{}{x}`$, connecting $`\tau `$ with $`\tau +t`$, $$V_4(\tau ,\tau +t;\stackrel{}{x})=U_4(\stackrel{}{x},\tau )U_4(\stackrel{}{x},\tau +1)\mathrm{}U_4(\stackrel{}{x},\tau +(t1)).$$ (18) Finally, the correlation matrix is given by $$\begin{array}{c}C_{lm}(r,t)=\underset{\stackrel{}{x},\tau }{}\underset{i=1}{\overset{3}{}}\text{Tr}𝒮_lV_i(\stackrel{}{x},\stackrel{}{x}+r\widehat{i};\tau )V_4(\tau ,\tau +t;\stackrel{}{x}+r\widehat{i})\hfill \\ \hfill 𝒮_mV_i^{}(\stackrel{}{x},\stackrel{}{x}+r\widehat{i};\tau +t)V_4^{}(\tau ,\tau +t;\stackrel{}{x}),\end{array}$$ (19) where $`.`$ denotes the Monte Carlo average. In the following the correlation matrices are analyzed as described in section 4.3. ### 4.3 Details of the analysis and results In order to extract the physical scale through equation (15) we need an interpolation of the potential and correspondingly the force between the quarks for arbitrary distances $`r`$. This interpolation of $`V(r)`$ is achieved by fitting an ansatz of the form $$V(r)=V_0\frac{\alpha }{r}+\sigma r$$ (20) to the measured potential values. We determine the scale in two steps. First we employ the variational techniques described in appendix B using the correlation matrix defined in eq. (19) for a given separation $`r`$. This method results in a linear combination of string operators $`𝒮_nV`$, $`n=0,\mathrm{},4`$, which projects sufficiently well onto the ground state of the string, i.e. eliminates the closest excited string states. We then build a $`\chi ^2`$ function using the covariance matrix which incorporates correlations between $`C_{lm}(t)`$ and $`C_{l^{}m^{}}(t^{})`$. Based on effective masses and on the $`\chi ^2`$ values we choose a region $`t_{\text{min}}(r)tt_{\text{max}}(r)`$. (Too small $`t`$ values can distort the results due to higher states which are not projected out sufficiently well, while too large $`t`$ values are useless due to large errors.) In this window we fit the ground state correlator by the exponential form $`Z(r)\mathrm{exp}(tV(r))`$, checking the stability under the variation of different parameters of the procedure. The results of these fits are collected in table C.6. A straightforward strategy is to fit the obtained values of $`V(r)`$ by the ansatz (20). However, one can decrease the errors on $`\alpha `$ and $`\sigma `$ by exploiting the fact that the errors of $`V(r)`$ at different values of $`r`$ are correlated. Therefore, in the second step, we use the projectors to the ground state of the string for each $`r`$, obtained in the first step, and calculate the ground state correlator $`\overline{C}(r,t)`$ from the correlation matrix $`C_{lm}(r,t)`$. After this we estimate the covariance matrix $`\text{Cov}(r,t;r^{},t^{})`$ from the bootstrap samples of $`\overline{C}(r,t)`$ and use this to build a $`\chi ^2`$ function, fitting $`\overline{C}(r,t)`$ with the expression $`Z(r)\mathrm{exp}(t(V_0\alpha /r+\sigma r))`$. We use the fit range $`t_{\text{min}}(r)tt_{\text{max}}(r)`$ determined in the first step. The fit range in $`r`$ is determined by examining the $`\chi ^2`$ values and the stability of the fitted parameters. The results of these fits are given in table C.5. Having in hand a global interpolation of the static potential for each $`\beta `$-value, we are able to determine the hadronic scale $`r_0`$ in units of the lattice spacing through eq. (15). The value of $`c`$ is chosen appropriate to the coarseness of the lattice and the fit range in $`r`$. In addition, we repeat the second step, but restricting this time the values of $`r`$ to values close to $`r_c`$ to have a local fit to $`V(r)`$ . This fit is used then again to determine $`r_c/a`$ (and accordingly $`r_0/a`$) from the relation (15). The final results for $`r_0/a`$ are listed in table 3 where the first error denotes the purely statistical error. The second one represents an estimate of the systematic error and marks the minimal and maximal value of $`r_0/a`$ obtained with different local fit ranges and different reasonably chosen values of $`c`$. These ambiguities are discussed in detail in section 5.2. In figure 3 we display the potential values. The dashed line is obtained by a simultaneous fit to all the data respecting the previously chosen fit ranges in $`r`$. The dotted line representing the result of (obtained on anisotropic lattices using an improved action) is hardly distinguishable from our dashed line. It could be useful to have an empirical interpolating formula connecting the lattice spacing to the bare coupling. (Analogous fits for the Wilson action are given in refs. .) The expression $$\mathrm{ln}(a/r_0)=1.1622(24)1.0848(95)(\beta 3)+0.156(17)(\beta 3)^2$$ (21) describes well the data points in the range $`2.361\beta 3.4`$. The fit is shown in figure 4. ## 5 Scaling of the critical temperature and $`𝒓_\mathrm{𝟎}\sqrt{𝝈}`$ To further study the scaling properties of the FP action we examine the dimensionless combinations of physical quantities $`T_c/\sqrt{\sigma }`$, $`r_0T_c`$ and $`r_0\sqrt{\sigma }`$. In this section we present and discuss the results for the FP action and compare them to results obtained for the Wilson action and different improved actions whenever it is possible. ### 5.1 $`𝑻_𝒄\mathbf{/}\sqrt{𝝈}`$ Let us first look at the ratio $`T_c/\sqrt{\sigma }`$, the deconfining temperature in terms of the string tension<sup>6</sup><sup>6</sup>6Here and in the following we refer to the quantity $`\sigma `$ obtained from the three parameter fits of the form (20) to the static potential as the (effective) string tension.. In table 4 we collect all available continuum extrapolations together with the results for the FP action. The data obtained with the Wilson action is taken from where they use the $`T_c`$ values at $`N_\tau =4`$ and 6 from and extrapolate finite volume data for $`T_c`$ at $`N_\tau =8`$ and 12 from to infinite volume. For the value of $`\sigma `$ they use the string tension parametrization given in . The data for the $`1\times 2`$ tree level improved action is again taken from . The data denoted by RG improved action is obtained with the Iwasaki action and is taken from . We also include the value by Bliss et al. from a tree level and tadpole improved action. Finally we quote the results from the QCD-TARO collaboration obtained with the DBW2 action<sup>7</sup><sup>7</sup>7DBW2 means ”doubly blocked from Wilson in two coupling space”.. The extrapolations to the continuum stem from where a careful reanalysis has been done. For extracting the string tension we follow a simple approach. As described above, we perform fits to the on-axis potential values only and therefore we are limited to a small number of different fitting ranges. Nevertheless, the values of $`\sigma `$ obtained this way and quoted in table C.5 are stable and vary only within their statistical errors over the sets of sensibly considered fit ranges. However, the error on $`\sigma `$ changes considerably, i.e. up to a factor of 5, depending on whether distance $`r=1`$ is taken into account or not. Just to play safe we neglect distance $`r=1`$ in the fits, even if the $`\chi ^2`$ would allow it. The values are displayed in figure 5 together with the data as mentioned above. Our data is compatible within one standard deviation with the continuum extrapolation of the Wilson data and we observe scaling of the FP action within the statistical errors over the whole range of coarse lattices corresponding to values of $`N_\tau =`$ 2, 3 and 4. ### 5.2 $`𝒓_\mathrm{𝟎}𝑻_𝒄`$ Unfortunately, precise determinations of $`r_0/a`$ are missing in the literature except for the Wilson action and, in contrast to $`T_c/\sqrt{\sigma }`$, we are not able to compare our data to other actions such as the Iwasaki, DBW2 or the $`1\times 2`$ tree level improved action. In fact, the determination of $`r_0/a`$ is a delicate issue and systematic effects due to different methods of calculating the force can be sizeable. Due to the fact that extracting the derivative of the potential from a discrete set of points is not unique, the intrinsic systematic uncertainty is not negligible at intermediate and coarse lattice spacings $`a0.15`$ fm. For example, in an accurate scale determination of the Wilson gauge action in the authors quote a value of $`r_0/a=2.990(24)`$ at $`\beta _W=5.7`$. This is to be compared with $`r_0/a=2.922(9)`$ of ref. for the same action and $`\beta `$-value. In view of the claim in to have included all systematic errors and the high relative accuracy ($`0.3\%`$) of the data in , this systematic difference seems to be a serious discrepancy. Even on finer lattices there are ambiguities: at $`\beta _W=6.2`$ the authors of obtain $`r_0/a=7.38(3)`$, while in a value of $`r_0/a=7.29(4)`$ is quoted. In that sense our results concerning $`r_0T_c`$ have to be taken with appropriate care. In table 5 we collect the data for $`r_0T_c`$ from our measurements with the FP action together with the data from measurements with the Wilson action. The critical couplings corresponding to $`N_\tau =`$ 4, 6, 8 and 12 are taken from while the values for $`r_0/a`$ are from the interpolating formula in . The quoted errors are purely statistical. The continuum value is our own extrapolation obtained by performing a fit linear in the leading correction term $`1/N_\tau ^2`$ and discarding the data point at $`N_\tau =4`$. Finally, the values are plotted in figure 6 for comparison. The Wilson action shows scaling violation for $`r_0T_c`$ of about $`4\%`$ at $`N_\tau =4`$, while at $`N_\tau =6`$ it is already smaller than about $`1.5\%`$. In that sense this quantity provides a high precision scaling test and thus a very accurate computation of the low-energy reference scale $`r_0/a`$ on the $`0.5\%`$ level is of crucial importance. The lack of data for different actions is an indication that this is indeed a difficult task. Although the required statistics is in principle accessible to us, we do not have full control over the systematic ambiguities in the calculation of $`r_0/a`$ on the required accuracy level. Nevertheless we observe in principle excellent scaling within $`1\%`$ or two standard deviations for the FP action even on coarse lattices corresponding to $`N_\tau =3`$ and 2, however, this statement is moderated in view of the large systematic uncertainties. ### 5.3 $`𝒓_\mathrm{𝟎}\sqrt{𝝈}`$ To obtain the dimensionless product $`r_0\sqrt{\sigma }`$ we use the values of $`r_0/a`$ in table 3 obtained from local fits and the values of $`\sigma `$ as determined in section 5.1, where $`\sigma `$ is determined from the long range properties of the potential. In table 6 we collect the resulting values of $`r_0\sqrt{\sigma }`$. We can extrapolate to the continuum by performing a fit linear in $`(a/r_0)^2`$ and obtain $`r_0\sqrt{\sigma }=1.193(10)`$. For comparison we calculate the data for the Wilson action from the interpolating formula for $`r_0/a`$ in and the string tension parametrization in . The continuum extrapolation for the Wilson data is taken from the analysis of Teper in . Figure 7 shows the scaling behaviour of $`r_0\sqrt{\sigma }`$ for the Wilson action (empty circles) and the FP action (filled squares) as a function of $`(a/r_0)^2`$. The error bars are purely statistical and are dominated by the uncertainty from the string tension. Therefore the systematic ambiguities present in $`r_0/a`$ are not visible within the error bars. The Wilson action shows a scaling violation of about $`4\%`$ at $`\beta =5.6925`$ $`(N_\tau =4)`$, while no scaling violation is seen for the FP action even on lattices as coarse as $`\beta =2.361`$ $`(N_\tau =2)`$. We would like to emphasize that this is a non-trivial result, since $`r_0/a`$ and $`\sqrt{\sigma }a`$ are determined independently of each other. However, with the data presently available to us it is difficult to extract the string tension with the accuracy needed to see a striking difference to the Wilson action for $`\beta `$-values corresponding to $`N_\tau 4`$. This is mainly due to the lack of measurements of the off-diagonal potential values. ## 6 Glueballs ### 6.1 Introduction Glueballs are the one-particle states of SU($`N`$) gauge theory. They are characterized by the quantum numbers $`J^{PC}`$, denoting the symmetry properties with respect to the O(3) rotations (spin), spatial reflection and charge conjugation. However, the lattice regularization does not preserve the continuous O(3) symmetry, only its discrete cubic subgroup, therefore the eigenstates of the transfer matrix are classified according to irreducible representations of the cubic group. There are five such representations: $`A_1`$, $`A_2`$, $`E`$, $`T_1`$, $`T_2`$, of dimensions 1, 1, 2, 3, 3, respectively. Their transformation properties can be described by polynomials in $`x`$, $`y`$, $`z`$ as follows: $`A_1\{1\}`$, $`A_2\{xyz\}`$, $`E\{x^2z^2,y^2z^2\}`$, $`T_1\{x,y,z\}`$ and $`T_2\{xy,xz,yz\}`$, where $`x`$, $`y`$, $`z`$ are components of an O(3) vector. In general, an O(3) representation with spin $`J`$ splits into several representations of the cubic group. Looking at the corresponding polynomials, it is rather obvious that the splitting starts at $`J=2`$: $`(J=0)A_1`$, $`(J=1)T_1`$, $`(J=2)(E,T_2)`$. The full O(3) rotation symmetry is expected to be restored in the continuum limit. This restoration manifests itself e.g. in the fact that a doublet $`E`$ and a triplet $`T_2`$ (for a given choice of quantum numbers $`PC`$) become degenerate to form together the $`J=2`$ states with 5 possible polarizations. The main obstacle in the computations of glueball masses on the lattice is the fast decay of the signal in the correlation functions of the gluonic excitations, due to the fact that the glueball masses are relatively large ($`m_G1.6`$ GeV). For this reason a small lattice spacing $`a`$ is required to follow the signal long enough. On the other hand, the physical lattice volume should be larger than $`L1.2`$ fm to avoid finite size effects. This finally results in a large $`L/a`$ making it hard to obtain the statistics which is usually required. One possible way around this dilemma is the use of anisotropic lattice actions, which have a finer resolution in time direction, $`a_\tau a_\sigma `$, and where one can follow the signal over a larger number of time slices. Although this idea is not new , it has been revived only recently by Morningstar and Peardon . Using an anisotropic improved lattice action they investigated the glueball spectrum below 4 GeV in pure SU(3) gauge theory and improved the determinations of the glueball masses considerably compared to previous Wilson action calculations. Recent calculations with the Wilson action comprehend works by the UKQCD collaboration and the GF11 group . It can be said that all three calculations are in reasonable agreement on the masses of the two lowest lying $`0^{++}`$ and $`2^{++}`$ glueballs. Despite this agreement, Wilson action calculations of the $`0^{++}`$ glueball mass show huge lattice artifacts of around 40 % at $`a0.15`$ fm and still 20 % even at $`a0.10`$ fm. From this point of view the $`0^{++}`$ glueball mass is particularly interesting, besides its physical relevance, since it provides an excellent test object on which the scaling behaviour of different actions can be checked and the achieved reduction of discretization errors can be sized. In this sense let us emphasize that our intention here is twofold: firstly, our calculation provides a new and independent determination of glueball masses using FP actions, and secondly, we aim at using the glueball spectrum, in particular the mass of the $`0^{++}`$ glueball, as another scaling test of the FP action. Although we observe that the FP action scales well in quantities like $`r_0T_c`$, $`T_c/\sqrt{\sigma }`$ or $`r_0\sqrt{\sigma }`$, lattice artifacts could be, in principle, quite different for other physical quantities, in particular $`r_0m_G`$ or $`m_G/\sqrt{\sigma }`$. This section is organized as follows. In subsection 6.2 we describe the details of the simulations including the generation of the gauge field configurations and the measurements of the operators. The extraction of masses from the Monte Carlo estimates of glueball correlation functions is described in subsection 6.3. Finally, subsection 6.4 contains the results of our glueball measurements. ### 6.2 Details of the simulation We perform simulations at three different lattice spacings in the range $`0.1\text{fm}a0.18\text{fm}`$ and volumes between (1.4 fm)<sup>3</sup> and (1.8 fm)<sup>3</sup>. The simulation parameters for our runs are given in table C.7. The gauge field configurations are updated by performing compound sweeps consisting of alternating over-relaxation and standard Metropolis sweeps. First, a rather small preliminary simulation at $`\beta =2.86`$ is performed. Using the results of some pilot runs, we determine a set of five loop shapes which have large contributions to the $`A_1^{++}`$ channel. Using the labelling of Berg and Billoire these are the length-8 loop shapes 2, 4, 7, 10, 18. They are measured on five smearing levels $`𝒮_n`$, $`n=2,4,\mathrm{},10`$ with smearing parameter<sup>8</sup><sup>8</sup>8For details of the smearing we refer to subsection 4.2. $`\lambda _s=0.2`$ and subsequently projected into the $`A_1^{++}`$ channel. In the two large simulations at $`\beta =3.15`$ and 3.40 we measure all 22 Wilson loop shapes up to length eight (see ) on the same smearing levels mentioned before and project them into all 20 irreducible glueball channels. A considerable part of the simulation time is used to measure all the 22 loop shapes. Some of them may turn out to be superfluous in the sense that they give a much worse signal/noise ratio than the others. On the other hand, one is interested in having a set of operators as large as possible to build up the wave function of the lowest glueball state (more precisely, to cancel the unwanted contributions from the neighbouring states in the spectrum). Having measured all these operators will allow us to identify the important loop shapes to be used in future simulations. The projections of the loop shapes into the irreducible representations of the cubic group are done according to the descriptions in . The correlation matrix elements are then constructed from the projected operators and Monte Carlo estimates are obtained by averaging the measurements in each bin. We measure all possible polarizations<sup>9</sup><sup>9</sup>9In analogy to choosing different magnetic quantum numbers $`m`$ for given angular momentum $`l`$ in the O(3) group. in a given channel and add them together in the correlation matrix. This eventually suppresses the statistical noise more than just increasing the statistics since the different polarizations are anti-correlated. For the extraction of the glueball masses in the $`A_1^{++}`$ representation (which has the same quantum numbers as the vacuum) one has to consider vacuum-subtracted operators. For this purpose we also measure the expectation values of all the operators. ### 6.3 Details of the analysis The glueball masses are extracted using the variational techniques described in appendix B. Let us put some remarks which are related to the analysis of the glueball masses in particular. As we are measuring a large number of operators (up to 145), normally some of them contain large statistical noise. Therefore we only keep a set of well measured operators, on which the whole procedure is numerically stable and well defined. Another remark concerns the vacuum subtraction necessary in the $`A_1^{++}`$ channel. To obtain vacuum-subtracted operators one usually considers $`\varphi ^{\text{sub}}(\tau )=\varphi (\tau )0\|\varphi (\tau )\|0`$. However, we follow a different strategy and treat the vacuum on the same footing as the other states in the vacuum channel. As it turns out, the vacuum state can be separated in this procedure with very high accuracy and it is safe to consider only the operator basis orthogonal to the vacuum in the fitting procedure. For this purpose we cut out the vacuum state obtained from solving the generalized eigenvalue equation (B.3), i.e. we only consider the correlation matrix<sup>10</sup><sup>10</sup>10See appendix B for notations. $$C_{ij}^K(t)=(v_i,C^M(t)v_j),$$ (22) with $`i,j`$ running from $`i,j=2,\mathrm{},KM`$ in the further analysis ($`i=1`$ being the vacuum state). In our experience this strategy yields the most stable subtraction of the vacuum contribution with respect to the statistical fluctuations of the subtracted operators. In the last step for extracting the glueball masses the large correlation matrix is truncated to a $`1\times 1`$ or $`2\times 2`$ matrix, which is subsequently fitted in the fit range $`t_{\text{min}}\mathrm{}t_{\text{max}}`$ taking both temporal correlations and correlations among the operators into account. The corresponding covariance matrix is calculated from jackknife samples and the error is estimated using a jackknife procedure. The choice of $`t_{\text{max}}`$ is not crucial and is usually taken according to the relative error of the matrix elements under consideration and the $`\chi ^2`$-function. More important is the correct choice of $`t_{\text{min}}`$. Since excited glueball states are rather heavy we do not expect large contamination of the ground state correlators from excited states even on time slice $`t=1`$ and therefore $`t_{\text{min}}=1`$ is usually chosen. In particular this choice is safe if we fix $`t_0=1`$ and $`t_1=2`$ rather than $`t_0=0`$ and $`t_1=1`$ in the variational method, eq. (B.3). Indeed, in the former case the $`\chi ^2`$-function remains more stable when we increase $`t_{\text{min}}=1`$ to $`t_{\text{min}}=2`$ as a check for the consistency of the resulting masses (as an example take the results in table C.8). ### 6.4 Results The results of the fits to the glueball correlators are collected in the appendix in tables C.8C.10. We include the results of different fitting ranges in $`t`$ in the tables in order to give an impression of the stability of the fits. In each channel the result highlighted in boldface is our final choice and represents a most reasonable mass for the given channel. These final mass estimates in units of the lattice spacing are collected in table C.11. To compare the values it is convenient to use $`r_0`$ to set the scale. In table C.12 we list our estimates of the glueball masses expressed in terms of $`r_0`$, while figure 8 and 9 show our values for the $`A_1^{++}`$ and the $`E^{++}`$, $`T_2^{++}`$ channels, respectively, together with results from different calculations with the Wilson action (crosses) and the calculations of Morningstar and Peardon and Liu with a tree level/tadpole improved anisotropic action (empty symbols). To compare our results to the continuum values of the various collaborations we resort to where the above Wilson action results have been expressed in or converted to units of $`r_0`$ using the interpolating formula for the Wilson action and, whenever necessary, the continuum extrapolation has been redone. Our continuum result for the $`0^{++}`$ glueball mass is an extrapolation to the continuum using a fit function linear in $`(a/r_0)^2`$. The data in the other channels does not allow to do an extrapolation, thus we simply quote the masses obtained on the finest lattice ($`a=0.10`$ fm) in brackets. The comparison of our results to the continuum values of the other groups is listed in tables 7 and 8. Note that one observes restoration of the degeneracy within the statistical errors for the $`2^{++}`$ state as well as for the $`2^+`$ state. All our mass estimates agree with the best earlier results within the statistical errors. Finally we convert the scalar and tensor glueball masses into physical units using $`r_00.49\text{fm}=(395\text{MeV})^1`$. We obtain 1627(83) MeV for the $`0^{++}`$ and 2354(95) MeV for the $`2^{++}`$ glueball mass, respectively. Note that the latter value corresponds to the glueball mass measured at a lattice spacing $`a=0.10`$ fm. As mentioned in the introduction, it is well known that glueball masses are difficult to measure on the lattice. Indeed, we can barely resolve higher lying glueball states and measuring excited states becomes impossible at the lattice spacings currently available to us. In this sense we can not really take advantage of the parametrized FP action, which is intended to be used on coarse lattices. One way around this difficulty is the use of anisotropic lattices, where the lattice spacing in temporal direction is much smaller than in spatial direction, $`a_\tau a_\sigma `$. The work on the application of the FP approach to anisotropic lattice gauge actions is in progress . ## 7 Summary In this work we have presented a new parametrization of the FP action of a specific RGT. It uses simple plaquettes built from single gauge links as well as from smeared (“fat”) links. It reproduces the classical properties of the action excellently and respects approximate scale invariance of instanton solutions. Since in addition to the FP action values we parametrize the derivatives with respect to the gauge fields, local changes of the action in a MC simulation are better represented. The parametrization has been optimized at lattice spacings suitable for performing simulations on coarse lattices up to $`a0.3`$ fm. For subjecting the action to scaling tests we have determined its critical couplings $`\beta _c`$ on lattices with temporal extensions $`N_\tau =`$ 2, 3 and 4. For each $`N_\tau `$ we have performed simulations on several lattices for a finite size scaling study. Furthermore, we have measured the static quark–antiquark potential at various values of the gauge coupling corresponding to $`a0.10.3`$ fm. From the potential we have extracted the commonly used reference scale $`r_0`$ and the effective string tension $`\sigma `$ in order to check the scaling behaviour of the parametrized FP action by means of the dimensionless quantities $`r_0T_c`$, $`T_c/\sqrt{\sigma }`$ and $`r_0\sqrt{\sigma }`$. In all the quantities we observe excellent scaling within the statistical errors, even on our coarsest lattices. Additionally, we have measured the glueball spectrum in all symmetry channels. The $`A_1^{++}`$ channel, which shows particularly large lattice artifacts in measurements with the Wilson gauge action, is an excellent candidate for testing the improvements achieved with the parametrized FP action. We observe scaling of the glueball masses and restoration of the rotational symmetry in the $`2^{++}`$ and $`2^+`$ channel within the statistical errors. For the glueball masses we obtain 1627(83) MeV for the $`0^{++}`$ glueball in the continuum and 2354(95) MeV for the $`2^{++}`$ glueball at a lattice spacing of $`a=0.10`$ fm. Acknowledgements We would like to thank Peter Hasenfratz for useful suggestions and discussions. ## Appendix A The parametrization ### A.1 Details of the parametrization Let us introduce the notation $`S_\mu ^{(\nu )}(n)`$ for the sum of two staples of gauge links in direction $`\mu `$ in the $`\mu \nu `$-plane: $$\begin{array}{c}S_\mu ^{(\nu )}(n)=U_\nu (n)U_\mu (n+\widehat{\nu })U_\nu ^{}(n+\widehat{\mu })\hfill \\ \hfill +U_\nu ^{}(n\widehat{\nu })U_\mu (n\widehat{\nu })U_\nu (n\widehat{\nu }+\widehat{\mu }).\end{array}$$ (A.1) Besides the usual symmetric smearing, we shall also use a non-symmetric smearing. For the symmetric smearing define $$Q_\mu ^\mathrm{s}(n)=\frac{1}{6}\underset{\lambda \mu }{}S_\mu ^{(\lambda )}(n)U_\mu (n)$$ (A.2) and<sup>11</sup><sup>11</sup>11Note that $`x_\mu (n)`$ is negative: $`4.5x_\mu (n)0`$. $$x_\mu (n)=\mathrm{Re}\mathrm{Tr}\left(Q_\mu ^\mathrm{s}(n)U_\mu ^{}(n)\right).$$ (A.3) To build a plaquette in the $`\mu \nu `$-plane from smeared links we introduce asymmetrically smeared links. First define<sup>12</sup><sup>12</sup>12The argument $`n`$ is suppressed in the following. $$Q_\mu ^{(\nu )}=\frac{1}{4}\left(\underset{\lambda \mu ,\nu }{}S_\mu ^{(\lambda )}+\eta (x_\mu )S_\mu ^{(\nu )}\right)\left(1+\frac{1}{2}\eta (x_\mu )\right)U_\mu .$$ (A.4) Using these matrices we build the asymmetrically smeared links $$W_\mu ^{(\nu )}=U_\mu +c_1(x_\mu )Q_\mu ^{(\nu )}+c_2(x_\mu )Q_\mu ^{(\nu )}U_\mu ^{}Q_\mu ^{(\nu )}+\mathrm{}.$$ (A.5) Here $`\eta (x)`$, $`c_i(x)`$ are polynomials: $$\eta (x_\mu )=\eta ^{(0)}+\eta ^{(1)}x_\mu +\eta ^{(2)}x_\mu ^2+\mathrm{}$$ (A.6) and $$c_i(x_\mu )=c_i^{(0)}+c_i^{(1)}x_\mu +c_i^{(2)}x_\mu ^2+\mathrm{}.$$ (A.7) ### A.2 The $`𝒪(a^2)`$ Symanzik conditions In this appendix we derive the $`𝒪(a^2)`$ Symanzik conditions by considering constant non-Abelian gauge potentials. The formulas apply to general SU($`N`$). In the continuum we have one scalar, gauge-invariant dimension-4 operator $`R_0`$ $`={\displaystyle \frac{1}{2}}{\displaystyle \underset{\mu \nu }{}}\mathrm{Tr}\left(_{\mu \nu }^2\right),`$ (A.8) and three dimension-6 operators: $`R_1`$ $`={\displaystyle \frac{1}{2}}{\displaystyle \underset{\mu \nu }{}}\text{Tr}\left(\left(D_\mu _{\mu \nu }\right)^2\right),`$ (A.9) $`R_2`$ $`={\displaystyle \frac{1}{2}}{\displaystyle \underset{\mu \nu \lambda }{}}\text{Tr}\left(\left(D_\mu _{\nu \lambda }\right)^2\right),`$ (A.10) $`R_3`$ $`={\displaystyle \frac{1}{2}}{\displaystyle \underset{\mu \nu \lambda }{}}\text{Tr}\left(D_\mu _{\mu \lambda }D_\nu _{\nu \lambda }\right).`$ (A.11) According to Symanzik the $`𝒪(a^2)`$ lattice artifacts of an action are described by an effective continuum action where to the usual continuum action ($`R_0`$) additional terms proportional to $`a^2R_1`$, $`a^2R_2`$ and $`a^2R_3`$ are added with appropriate coefficients. In fact, the equations of motion are $`_\mu D_\mu _{\mu \lambda }=0`$ hence the term with $`R_3`$ can be eliminated by a change of variables, hence does not affect the lattice artifacts in on-shell quantities, e.g. masses. (Note that the static $`q\overline{q}`$ potential is an off-shell quantity, it depends on the choice of the operators. For such quantities one has to improve the operators as well to get rid of artifacts.) The $`𝒪(a^2)`$ lattice artifacts of on-shell quantities can be eliminated in all orders of perturbation theory by adding to the original lattice action two additional terms which in the naive continuum limit are proportional to $`a^2R_1`$ and $`a^2R_2`$, with appropriate coefficients. On the tree level the absence of $`𝒪(a^2)`$ artifacts means that when one expands the lattice action in powers of $`a`$, for smooth fields the coefficients of $`R_1`$ and $`R_2`$ vanish. The coefficient of $`R_3`$ is not required to vanish (and usually it does not for the FP action). For the specific lattice gauge action ansatz considered in section 2.3 one obtains<sup>13</sup><sup>13</sup>13From the non-linear parameters only the zeroth order coefficients contribute to the normalization and the $`𝒪(a^2)`$ Symanzik condition. To keep notation simple we substitute $`c_i^{(0)}c_i`$ and $`\eta ^{(0)}\eta `$ in the rest of this subsection. $$\begin{array}{c}\underset{\mu <\nu }{}w_{\mu \nu }=\frac{1}{4}R_0(1+(4+2\eta )c_1)\hfill \\ \hfill +\frac{1}{12}R_1\left(12c_1(14\eta )+\frac{3}{2}(1\eta )^2(c_1^22c_2)\right)\\ \hfill +\frac{1}{2}R_3\left(c_1+\frac{1}{4}(1+2\eta )(c_1^22c_2)\right).\end{array}$$ (A.12) The normalization condition is obtained from the coefficient of $`R_0`$, $$p_{10}+p_{01}(1+(4+2\eta )c_1)=1.$$ (A.13) The first $`𝒪(a^2)`$ Symanzik condition requires the coefficient of $`R_1`$ to vanish, $$p_{10}+p_{01}\left(12c_1(14\eta )+\frac{3}{2}(1\eta )^2(c_1^22c_2)\right)=0.$$ (A.14) It is interesting to see that the operator $`R_2`$ is absent and hence the second $`𝒪(a^2)`$ Symanzik condition is satisfied automatically for the general ansatz considered here. (Note that when the FP action is expressed in terms of simple loops some of them give a nonzero contribution to $`R_2`$!) ### A.3 The quadratic approximation The couplings of the FP action can be calculated analytically in the quadratic approximation . By fitting the leading order nonlinear parameters $`\eta ^{(0)}`$, $`c_1^{(0)},c_2^{(0)}`$ and $`p_{10}`$, $`p_{01}`$ to the quadratic part of the FP action we can check the flexibility and the quality of the parametrization. Although the true FP action fulfills the tree-level Symanzik conditions to all orders in $`a`$, an approximate parametrization introduces small violations of all these conditions. However, one can exploit the freedom in the parametrization to correct for this and to fulfill explicitly the $`𝒪(a^2)`$ on-shell Symanzik conditions. The linear parameters $`p_{10}`$ and $`p_{01}`$ are determined as functions of $`\eta ^{(0)}`$, $`c_1^{(0)}`$ and $`c_2^{(0)}`$ by eqs. (A.13) and (A.14). The fit to the exactly known quadratic approximation of the FP action yields the following result for the three nonlinear parameters: $$\eta ^{(0)}=0.082,c_1^{(0)}=0.282,c_2^{(0)}=0.054,$$ (A.15) with the corresponding plaquette coefficients $$p_{10}=0.368095,p_{01}=0.629227.$$ (A.16) This action is denoted by $`𝒜_0`$ and is a good approximation to the FP action for sufficiently smooth fields. ### A.4 The parametrized FP action The following table collects the numerical values of the non-linear and linear parameters describing the approximate FP action in the range of lattice spacing $`0.03\text{ fm}a0.3\text{ fm}`$. The set of parameters consists of four non-linear parameters $`\eta ^{(0)},c_1^{(0)},c_2^{(0)},c_3^{(0)}`$ describing the asymmetrically smeared links $`W_\mu ^{(\nu )}`$ and fourteen linear parameters $`p_{kl}`$ with $`0<k+l4`$. This set approximates reasonably well the true FP action in the range of $`a`$ given above. (For smaller fluctuations – in the intermediate steps of the parametrization – we used polynomials for $`\eta (x)`$ and $`c_i(x)`$ up to forth order.) The optimal non-linear parameters are found to be $$\eta ^{(0)}=0.038445,c_1^{(0)}=0.290643,c_2^{(0)}=0.201505,c_3^{(0)}=0.084679.$$ The linear parameters are collected in table A.1. ## Appendix B Variational techniques In a Monte Carlo simulation we measure the $`N\times N`$ correlation matrix $$C_{\alpha \beta }(t)=0\|𝒪_\alpha (t)𝒪_\beta ^{}(0)\|0.$$ (B.1) To determine the coefficients $`v_\alpha `$ of the linear combination $`_{\alpha =1}^Nv_\alpha 𝒪_\alpha `$ which has the largest overlap to the ground state relative to the excited states one has to minimize the effective mass given by $$m(t_0,t_1)=\mathrm{ln}\left[\frac{(v,C(t_1)v)}{(v,C(t_0)v)}\right]/(t_1t_0).$$ (B.2) The vector $`v`$ is obtained by solving the generalized eigenvalue equation $$C(t_1)v=\lambda (t_0,t_1)C(t_0)v,$$ (B.3) where $`0t_0<t_1`$. Assume first that only the lowest lying $`N`$ states contribute to $`C(t)`$, i.e. $$C_{\alpha \beta }(t)=\underset{n=1}{\overset{N}{}}\text{e}^{E_nt}\psi _{n\alpha }\psi _{n\beta }^{},$$ (B.4) where $`E_1E_2\mathrm{}E_N`$ are the energy levels in the given symmetry channel and $`\psi _{n\alpha }=0\|O_\alpha \|n`$ is the “wave function” of the corresponding state. The solution of eq. (B.3) is given by the set of vectors $`\{v_n\}`$ dual to the wave functions, i.e. $`(v_n,\psi _m)=\delta _{nm}`$. Multiplying eq. (B.4) by $`v_n`$ one obtains $$C(t)v_n=\text{e}^{E_nt}\psi _n=\text{e}^{E_n(tt_0)}\text{e}^{E_nt_0}\psi _n=\text{e}^{E_n(tt_0)}C(t_0)v_n.$$ (B.5) This gives $`\lambda _n(t_0,t_1)=\mathrm{exp}(E_n(t_1t_0))`$ for the eigenvalues in eq. (B.3). Of course, contributions from states with $`n>N`$ and statistical fluctuations distort eq. (B.4), therefore the stability of eq. (B.3) is an important issue. Observe that eq. (B.3) is well defined only for positive definite $`C(t_0)`$. Because of statistical fluctuations, however, the measured correlation matrix $`C(t_0)`$ is not necessarily positive for $`t_0>0`$. This is the reason why one usually considers only the $`t_0=0`$ case in applying the variational method, especially with a large number of operators. On the other hand, it is obvious that $`C(0)`$ is contaminated by highly excited states and contains only restricted information on the low lying part of the spectrum. Therefore it is desirable to take $`t_0>0`$. This can be achieved in the following way . We first diagonalize $`C(t_0)`$, $$C(t_0)\phi _i=\lambda _i\phi _i,\lambda _1\mathrm{}\lambda _N,$$ (B.6) and project the correlation matrices to the space of eigenvectors corresponding to the $`M`$ highest eigenvalues, $$C_{ij}^M(t)=(\phi _i,C(t)\phi _j),i,j=1,\mathrm{},M.$$ (B.7) By choosing the operator space too large we introduce numerical instabilities caused by very small (even negative) eigenvalues with large statistical errors due to the fact that the chosen operator basis is not sufficiently independent on the given MC sample. By choosing $`M`$ appropriately we can get rid of those unstable modes while still keeping all the physical information. In this way we render the generalized eigenvalue problem well defined. Of course the final result should not depend on the choice of $`M`$ and one has to take care in each case that this is really the case. Our observation is that for any acceptable statistics one always finds a plateau in $`M`$ for which the extracted masses are stable under variation of $`M`$. In a next step we determine the vectors $`v_n`$, $`n=1,\mathrm{},M`$ through the generalized eigenvalue equation in the truncated basis: $$C^M(t_1)v_n=e^{E_n(t_1t_0)}C^M(t_0)v_n.$$ (B.8) This equation yields the spectrum $`E_n`$. However, the procedure – although it is exact for a correlation matrix which has exactly the form in eq. (B.4) – is highly non-linear, and a small statistical fluctuation can be enhanced by it and cause a systematic shift in the energy values obtained, even when the instabilities are avoided by the truncation to $`M<N`$. In order to avoid this pitfall we use the (approximate) dual vectors $`v_n`$ obtained from eq. (B.8) to restrict the problem to a smaller, therefore more stable subspace. Define the new correlation matrix of size $`K\times K`$ (with $`KM`$) by $$C_{ij}^K(t)=(v_i,C^M(t)v_j),i,j=1,\mathrm{},KM.$$ (B.9) The steps performed until now can be thought of as a preparation for choosing the appropriate set of operators, i.e. linear combinations of original $`𝒪_\alpha `$ operators which effectively eliminate the higher states. The correlation matrix $`C_{ij}^K(t)`$ is then considered as a primary, unbiased object. The next step is to fit $`C_{ij}^K(t)`$ in the range $`t=t_{\text{min}}\mathrm{}t_{\text{max}}`$ using the ansatz $$\stackrel{~}{C_{ij}^K}(t;\{\psi ,E\})=\underset{n=1}{\overset{K}{}}e^{E_nt}\psi _{ni}\psi _{nj}^{},$$ (B.10) where $`\psi _{ni}`$, $`E_n`$ are the free parameters to be fitted. Usually we choose $`K=1`$ and $`2`$. For the $`A_1^{++}`$ glueball, however, $`K=2`$ and $`3`$ are chosen since we do not subtract the vacuum contribution $`𝒪_\alpha 𝒪_\beta ^{}`$ from the correlators but consider instead the vacuum state together with the glueball states in this channel (cf. remarks in section 6.3). In the fitting step we use a correlated $`\chi ^2`$ fit which takes into account the correlation between $`C_{ij}^K(t)`$ and $`C_{i^{}j^{}}^K(t^{})`$, i.e. using the inverse of the corresponding covariance matrix $`\text{Cov}(i,j,t;i^{},j^{},t^{})`$ as a weight in the definition of $`\chi ^2`$. This has the advantage over the usual (uncorrelated) $`\chi ^2`$ that the value of the latter can be artificially small if the quantities to be fitted are strongly correlated. Note however, that (as usually with sophisticated methods) the correlated $`\chi ^2`$ fit can have its own instabilities if the number of data is not sufficiently large . ## Appendix C Simulation parameters and results ### C.1 Deconfining phase transition ### C.2 Static quark-antiquark potential ### C.3 Glueballs
warning/0007/astro-ph0007451.html	ar5iv	text	# X-RAY BURSTS AND PROTON CAPTURES CLOSE TO THE DRIPLINE ## 1 Introduction In low-mass binary systems involving a neutron star, proton-rich material from the atmosphere of the companion giant star can be accreted on the surface of the neutron star . (see also the review article ). Once a critical density ($`10^6`$ g/cm<sup>3</sup>) is reached within the accreted layer, thermonuclear fusion of hydrogen and helium is ignited and high temperatures are attained in an explosive runaway. Such thermonuclear flashes can be observed as so-called type I X-ray bursts. The energy is generated by hot hydrogen burning cycles and by burning helium in the 3$`\alpha `$ reaction and a sequence of ($`\alpha `$,p) and (p,$`\gamma `$) reactions, which provide seed nuclei for the subsequent hydrogen burning in the rp process, consisting of rapid proton captures and $`\beta `$<sup>-</sup> decays close to the proton dripline. The timescale of the rp process is given by the slow electron capture half-lives (waiting points) in the process path. For a long time the doubly magic nucleus <sup>56</sup>Ni ($`t_{1/2}=2\times 10^4`$ s) was considered to be the endpoint of the rp process. The reaction network was extended up to Sn in a recent one-zone model calculation , and it was found that <sup>56</sup>Ni only becomes a temporary waiting point at the initial rise of the burst but that the reaction flow can go beyond in the cooling phase. Thus, nuclei in the mass range $`A80100`$ can be synthesized within the short timescale ($`10100`$ s) of the explosive event. This results in an enhanced energy production, additional hydrogen consumption and altered ashes of the rp process, which are deposited on the crust of the neutron star. If mass ejection during the burst is feasible, this would also open up a new possible explanation of the so-called p nuclei in the solar abundance pattern, which are stable proton-rich nuclei which cannot be produced in the s and r processes. Of particular importance proved to be two-proton capture reactions which can bridge the waiting points encountered at the $`N=Z`$ nuclei <sup>64</sup>Ge($`t_{1/2}=64`$ s), <sup>68</sup>Se($`t_{1/2}=36`$ s), and <sup>72</sup>Kr($`t_{1/2}=17`$ s). Fig. 1. The rp-process reaction-flux integrated over the thermonuclear runaway (top) and the cooling phase (bottom) of a single X-ray burst . Stable p nuclei (which cannot be produced in the s and r process) are marked by P. Time-dependent calculations with coupled full networks are currently performed to give a more consistent understanding of the time structure of burst and interburst phases, and of the fuel consumption . ## 2 Proton capture reactions The reaction path of the rp process is shown in Fig. LABEL:rauscher:rp-path. Similar to the r process, far away from stability the rp-process path is determined by the nuclear masses or proton separation energies, respectively, and the $`\beta `$<sup>-</sup>-decay half-lives alone and not by individual reaction rates. Only several individual (p,$`\gamma `$) and (p,$`\alpha `$) reactions in the early burst phase and the 2p-capture reactions <sup>56</sup>Ni(2p,$`\gamma `$)<sup>58</sup>Zn, <sup>64</sup>Ge(2p,$`\gamma `$)<sup>66</sup>Se, <sup>68</sup>Se(2p,$`\gamma `$)<sup>70</sup>Kr, and <sup>72</sup>Kr(2p,$`\gamma `$)<sup>74</sup>Y will have major impact on the resulting reaction flow, energy generation, and nucleosynthesis. Although the 2p-capture rates are slow due to the short lifetime of the proton-unbound intermediate nucleus after the first capture, they are essential for the continuation of the reaction path because they compete with quite slow $`\beta `$<sup>-</sup> decays. Current estimates of these rates at the waiting points are based on mass models and level density calculations. As the rates and derived lifetimes against proton capture depend sensitively on the reaction Q value, more experimental data about nuclear masses in this region are clearly needed to confirm the results. For instance, the stellar lifetime (including $`\beta `$ decay and proton capture) of <sup>68</sup>Se is Fig. 2. Stellar halflife (including $`\beta `$ decay and p-capture) of <sup>68</sup>Se as a function of reaction Q value for a temperature of 1.5 GK, a density of 10<sup>6</sup> g/cm<sup>3</sup>, and solar hydrogen abundance . Q values predicted by different mass models are indicated. shown in Fig. LABEL:rauscher:se68 as a function of the proton capture Q value. A change in the Q value of only 200 keV, well within mass model uncertainties, might change the stellar lifetime by a factor of 5. Put in another way: For a lifetime determination to better than a factor of 2, the Q value has to be known with an accuracy of better than 100 keV, which is way beyond the accuracy of modern mass model predictions. While a direct study of 2p-capture reactions is not possible, the study of Coulomb dissociation of <sup>66</sup>Se, <sup>70</sup>Kr, and <sup>74</sup>Y offers a way to obtain information about the reactions . In the early burst phase, hot hydrogen cycles are formed which consist of two subsequent proton captures, a $`\beta `$ decay, another proton capture and $`\beta `$ decay, and a final (p,$`\alpha `$) reaction closing the cycle. With rising temperature, these cycles break up by (p,$`\gamma `$) reactions in the order of decreasing Q values. Most of these rates can be predicted in the statistical model of nuclear reactions, as the prerequisite of a sufficient number of resonances within the Gamow window is met . Only at the low proton separation energies close to the dripline, the level density becomes too low to justify averaging over resonances and the contribution of isolated resonances has to be taken into account. Nevertheless, measurements of reactions are highly desireable in all cases, in order to obtain information on the level density and to verify the theoretical calculations . Recently, a study on the influence of proton capture on <sup>27</sup>Si, <sup>31</sup>S, <sup>35</sup>Ar, and <sup>39</sup>Ca on hot hydrogen burning became available . Estimates of the rates are given, based on previously published values or updated nuclear properties. The rate used for <sup>31</sup>S(p,$`\gamma `$)<sup>32</sup>Cl is more than a factor of 3 slower than the one previously used in rp-process calculations, whereas the other rates differ by about 30%. (Note, however, that the <sup>31</sup>S(p,$`\gamma `$) rate is also in disagreement with another recent evaluation .) A self-consistent time-dependent calculation shows the importance of these rates in the initial phase of the burst Fig. 3. Comparison of burst profiles with previous rates (REACLIB) and the rates given in (Iliadis) in a self-consistent model . Due to the slower rates, the onset of the burst is delayed, reflected in a delay in the expansion, the luminosity and the temperature profile. Energy generation is suppressed, shown by the lower maxima in luminosity and temperature. (Fig. LABEL:rauscher:ilicomp). Due to the slower rates, the onset of the thermonuclear runaway is delayed and the luminosity and temperature profiles are altered. The strongest effect is due to the <sup>31</sup>S(p,$`\gamma `$)<sup>32</sup>Cl rate which is also reflected in the development of the abundances over time, as shown in Fig. LABEL:rauscher:iliabu. This is in contradiction with the (not self-consistent) post-processing study claiming to have found no significant impact . Together with the nuclear physics uncertainties involved, it proves the importance of measuring such reactions in radioactive ion beam facilities. ## 3 $`\beta `$ decays As mentioned before, the rp-process flow is determined only by the Q values and $`\beta ^{}`$-decay half-lives as long as the temperature is high enough to permit a (p,$`\gamma `$)–($`\gamma `$,p) equilibrium. Then the processing to heavy nuclei is determined by the lifetime of the waiting point nuclei. The $`\beta `$-decay half-lives of the critical waiting point nuclei are well-known, even when the proton capture Q values are not. The few unknown half-lives encountered below Zr are those of the nuclei reached by 2p captures. Their half-lives will have little impact since the reaction flow is determined by the slow 2p captures. Only beyond Zr, the rp-process path fully enters a region of unmeasured $`\beta `$-decay half-lives. Usually, theoretical half-lives from a certain model are adopted in rp-process studies, e.g. from QRPA , supplemented by shell model calculations in the one-zone model quoted above. Masses also enter crucially. When comparing predictions of different models it is important to not only consider the average Fig. 4. Abundances of <sup>27</sup>Si, <sup>31</sup>S, <sup>35</sup>Ar, and <sup>39</sup>Ca vs. time. Compared are self-consistent calculations with previous rates (REACLIB) and with rates from (Iliadis). The strongest effect is due to the <sup>31</sup>S(p,$`\gamma `$)<sup>32</sup>Cl rate. global reliability but also the behavior of the uncertainties when the model is extrapolated towards proton-rich nuclei . $`\beta `$-decay half-lives in high temperature scenarios can be altered in respect to laboratory values due to the decay of thermally excited states. It has been shown that the $`\beta `$-decay lifetime of excited states can be significantly different from the lifetime of the ground state. In the rp process, this effect could mainly be important for the long lived self-conjugate nuclei, forming the waiting points in the process path. For these nuclei only the population of the first excited 2<sup>+</sup> state plays a role in the relatively low energy regime of $`kT300`$ keV of X-ray bursts. The energies of the 2<sup>+</sup> states were estimated in a valence scheme and with shell model calculations . Significant deviations from the ground state decay are only found for <sup>64</sup>Ge, <sup>68</sup>Se, and <sup>72</sup>Kr. However, for temperatures below 2 GK the decay rates stay constant with temperature and around 3 GK the effect is still less than approximately 15% and thus negligible. Only in scenarios with temperatures exceeding 3 GK temperature dependence of $`\beta `$-decay half-lives has to be taken into account. ## 4 Conclusions Rapid proton captures along the proton dripline are typical for nucleosynthesis processes at the high density and temperature conditions of an accreted neutron star envelope. Recent investigations have shown that the rp process proceeds well beyond Ni and can produce nuclei in the mass range $`A80100`$. To establish the definite endpoint of the rp process, further experimental investigations of nuclear properties (masses, $`\beta `$<sup>-</sup>-decay half-lives, reaction rates) at or close to the dripline are needed. In the lower mass range, reactions of the hot hydrogen burning cycles determine the initial burst phase and the timescale of the processing into more heavy nuclei. Thus, they are interesting targets for current and future studies at radioactive ion beam facilities. For an extensive review on experimental needs and approaches in the rp process and in astrophysics in general, see . Consistent multizone, hydrodynamical calculations are important to consider mixing between different layers and to study the influence of the reaction rates on fuel consumption, energy generation and nucleosynthesis in X-ray bursts. ## Acknowledgements This work was supported by the Swiss National Science Foundation (grant 2000-053798.98).
warning/0007/nlin0007028.html	ar5iv	text	# Elliptic Solitons and Gröbner Bases ## 1. Introduction The paper is devoted to the algorithmic problems associated with integrating the spectral problems (1) $$\widehat{L}\mathrm{\Psi }\frac{d^n}{dx^n}\mathrm{\Psi }(x;\lambda )+u_1(x,\lambda )\frac{d^{n1}}{dx^{n1}}\mathrm{\Psi }(x;\lambda )+\mathrm{}+u_n(x,\lambda )\mathrm{\Psi }(x;\lambda )=0,$$ where $`u_j`$ are elliptic functions of $`x`$ and arbitrary (rational or transcendental) functions of $`\lambda `$. We shall restrict our consideration to the Schrödinger equation (2) $$\mathrm{\Psi }^{\prime \prime }u(x)\mathrm{\Psi }=\lambda \mathrm{\Psi },$$ the equation (3) $$\mathrm{\Psi }^{\prime \prime \prime }u(x)\mathrm{\Psi }^{}=\lambda \mathrm{\Psi },$$ and the generalization of the Halphen equation (4) $$\mathrm{\Psi }^{\prime \prime \prime }u(x)\mathrm{\Psi }^{}v(x)\mathrm{\Psi }=\lambda \mathrm{\Psi }.$$ We use the term potential for the $`u(x),v(x)`$-functions. Until the 1970/80’s, few exactly solvable potentials were known. Earlier, in 1872, Hermite developed an approach for the integration of the Lamé equation (5) $$\mathrm{\Psi }^{\prime \prime }n(n+1)\mathrm{}(x)\mathrm{\Psi }=\lambda \mathrm{\Psi },$$ and later, Halphen extended it to the third order equation (6) $$\mathrm{\Psi }^{\prime \prime \prime }(n^21)\mathrm{}(x)\mathrm{\Psi }^{}\frac{1}{2}(n^21)\mathrm{}^{}(x)\mathrm{\Psi }=\lambda \mathrm{\Psi }.$$ Here and below $`\sigma ,\zeta ,\mathrm{},\mathrm{}^{}`$ denote the standard Weierstrassian functions. See for an extensive discussion of these classical examples. According to modern terminology, the set of exactly solvable elliptic potentials is a particular case of finite-gap potentials in elliptic functions. An intense investigation of elliptic potentials was initiated by the paper , and in 1987 Verdier and Treibich unexpectedly found new potentials for the equation (2) in elliptic functions (7) $$u(x)=6\mathrm{}(x)+2\mathrm{}(x\omega _j)$$ and gave the term elliptic solitons to them. Recently V. Matveev drew attention to the fact that such potentials, in Jacobian form, were already considered by Darboux in a short note in 1882. The following year, two comprehensive mémoires by Sparre appeared on this topic. The development of a theory led to the current result that elliptic solitons are the widest class of finite-gap explicit solutions. See, for example, , recent results in and references therein. The monograph reviews work in finite-gap theory up to the beginning of the 1990’s and the review and preparing book contain a wide bibliography on that score. One feature of elliptic solitons is the potential, and the $`\mathrm{\Psi }`$-function can be found by the Hermite ansatz method . In the case of the potentials with the only pole in a parallelogram of periods, the derivation of the algebraic curve and other characteristics is not difficult. For this purpose it is enough to take a few resultants , but in the general case the elimination technique is insufficient. Sect. 2 contains a pure algebraic interpretation of Hermite’s method. In Sect. 3, we show that the general scheme for solving the problem under consideration (1) is reduced to the computation of the Gröbner basis for some polynomial system. After Buchberger’s discovery in 1960’s of an algorithm for finding the polynomial ideal bases, this area of algorithmic mathematics has rapidly developed. See with regard to the modern achievements in this area. Sect. 4 contains a relation between the method and traditional objects in finite-gap integration theory: the canonical form of an algebraic curve $`\stackrel{~}{F}(\mu ,\lambda )=0`$ and reduction of one of the holomorphic differentials to the elliptic. Some new examples of elliptic solitons and their applications to the integrable partial differential equations (pde’s) are presented in Sects. 5–6 and development of the theory is discussed in Sect. 7. ## 2. Algebraic characterization of the Hermite method Based on the $`\mathrm{\Phi }`$-function (8) $$\mathrm{\Phi }(x;\alpha )=\frac{\sigma (\alpha x)}{\sigma (\alpha )\sigma (x)}e^{\zeta (\alpha )x}$$ or more precisely l’élément simple $$𝚽(x;\alpha ,k)=\frac{\sigma (\alpha x)}{\sigma (\alpha )\sigma (x)}e^{(\zeta (\alpha )+k)x}$$ by Halphen , Hermite and Halphen considered the following ansatz for the $`\mathrm{\Psi }`$-function (9) $$\mathrm{\Psi }=𝚽(x;\alpha ,k)+a_1𝚽^{}(x;\alpha ,k)+\mathrm{}+a_n𝚽^{(n)}(x;\alpha ,k).$$ The function $`𝚽(x;\alpha ,k)`$ as well its $`x`$-derivatives $`𝚽^{}(x;\alpha ,k),\mathrm{},𝚽^{(n)}(x;\alpha ,k)`$ are doubly-periodic functions of $`x`$ of the second kind. According to (1) and (89), the expression $`\widehat{L}\mathrm{\Psi }/𝚽(xx_0;\alpha ,k)`$ is a 2-periodic meromorphic function with only one simple pole at the point $`x_0`$. It must be a constant function. Setting it to be equal to zero, we have $`\widehat{L}\mathrm{\Psi }=0`$ under the corresponding choice of additional parameters $`k,\alpha `$ and $`a_j`$. As the $`𝚽(x;\alpha ,k)`$-function has the first order pole at $`x=0`$ \[25, p. 231\] $$𝚽(x;\alpha ,k)=\frac{1}{x}+k+\frac{k^2\mathrm{}(\alpha )}{2}x+\frac{k^33\mathrm{}(\alpha )k+\mathrm{}^{}(\alpha )}{6}x^2+\mathrm{}$$ to solve the problem, it is sufficient to equate to zero only the principal part(s) of the Laurent’s expansion(s) of the expression $`\widehat{L}\mathrm{\Psi }`$, where $`\mathrm{\Psi }`$ is the ansatz (9) or its multi-pole generalizations (see Examples 1–3, 7 in Sect. 5). As a nontrivial example we shall consider the 5-gap Lamé potential with $`n=5`$ in (5). It has been studied in , but we give a more simple solution. Note that the cases $`n=2,3,4`$ and partially 5 were considered already in \[26, pp. 527–531\]. In the same place one can find mention of eliminations. By Frobenius theory, $`\mathrm{\Psi }`$ must have a 5-th order pole at $`x=0`$ and therefore the ansatz for the $`\mathrm{\Psi }`$-function should be the following: (10) $$\mathrm{\Psi }=𝚽+a_1𝚽^{}+\mathrm{}+a_4𝚽^{\text{(iv)}}.$$ Substituting (10) in (5) and expanding the result at $`x=0`$, we obtain a system of equations in the variables $`k,\alpha ,a_j`$. This system is linear with respect to $`a_j`$. We do not write expressions for the $`a_j`$ (\[14, formula (3.7)\]). The remaining equations have the form $$\begin{array}{c}w_16k^5+\frac{20}{3}\left(9\mathrm{}+\lambda \right)k^360\mathrm{}^{}k^2+\left(90\mathrm{}^220\lambda \mathrm{}\frac{10}{7}\lambda ^2+\frac{144}{7}g_2\right)k\hfill \\ \frac{4^{}}{3}\left(9\mathrm{}5\lambda \right)\mathrm{}^{},\hfill \\ \\ w_25k^6+\left(75\mathrm{}+5\lambda \right)k^4100\mathrm{}^{}k^3+\left(225\mathrm{}^230\lambda \mathrm{}\frac{5}{7}\lambda ^2+\frac{180}{7}g_2\right)k^2\hfill \\ 20\left(3\mathrm{}\lambda \right)\mathrm{}^{}k+25\mathrm{}^315\lambda \mathrm{}^2+\frac{5^{}}{7}\left(\lambda ^220g_2\right)\mathrm{}40g_3\frac{1}{21}\lambda ^3+\frac{44}{7}g_2\lambda ,\hfill \end{array}$$ which are understood to be equal to zero. The argument $`\alpha `$ in the $`\mathrm{},\mathrm{}^{}`$-functions is omitted for brevity. The system (2) has to be considered as algebraic with respect to $`k`$ and transcendental in $`\alpha `$. We emphasize that everywhere in the paper $`\lambda `$ is a parameter, but not variable in polynomial bases. Insomuch as functions $`\mathrm{}(\alpha )`$ and $`\mathrm{}^{}(\alpha )`$ are related by the Weierstrass equation (torus) (11) $$w_3\mathrm{}^{}(\alpha )^24\mathrm{}(\alpha )^3+g_2\mathrm{}(\alpha )+g_3,$$ we supplement (2) by (11) and consider (211) as a polynomial system with respect to independent variables $`(k,\mathrm{},\mathrm{}^{})`$. The simplest method of solution consists of the elimination of the variable $`\mathrm{}`$ followed by $`\mathrm{}^{}`$. As a result, we find that $`k`$ must be a root of the polynomial $$k^4(5103k^4945\lambda k^2+40\lambda ^2+54g_2)^4(225(27g_2\lambda ^2)P_6^2(\lambda )k^2+P_9(\lambda )P_3^2(\lambda )),$$ where $`P_{6,9,3}(\lambda )`$ are some polynomials in $`\lambda `$ with degrees 6, 9, 3 respectively. It is not difficult to guess that the correct result requires that $`k`$ and $`\lambda `$ are related by the following equation (12) $$F(k,\lambda ):225(27g_2\lambda ^2)P_6^2(\lambda )k^2+P_9(\lambda )P_3^2(\lambda )=0,$$ since the differential equation (5) is of second order and we must have not more than 2 solutions for $`k`$ with fixed $`\lambda `$. Curve (12) can be brought into the canonical hyperelliptic form $$\stackrel{~}{F}(\mu ,\lambda ):\mu ^2=(27g_2\lambda ^2)P_9(\lambda )$$ by an obvious birational transformation (note a misprint $`27g_2^2`$ in this formula in \[14, formula (3.8)\]). The variables $`\mathrm{},\mathrm{}^{}`$ as functions of $`k`$ can be found in the same way: by the sequential reduction of exponents of $`\mathrm{},\mathrm{}^{}`$ in (211). Obviously, the resultant technique is almost impossible if the potential has several poles , as the number of variables increases. Another approach consists of finding an equivalent system with the following criterion. It is advisable for the new system to contain linear equations in $`\mathrm{},\mathrm{}^{}`$. These equations define $`\alpha `$ as a function of $`(k,\lambda )`$: (13) $$\mathrm{}(\alpha )=R_1(k;\lambda ),\mathrm{}^{}(\alpha )=R_2(k;\lambda )$$ and we call (13) a cover of torus (11) in algebraic form. Suppose one of the new equations does not contain $`\mathrm{},\mathrm{}^{}`$ (i.e. be an univariate polynomial in $`k`$) if the nontrivial solution for $`k`$ exists. We interpret such a polynomial as the algebraic curve $`F(k,\lambda )=0`$ corresponding to an elliptic potential. If $`F(k,\lambda )`$ has a factorised form then each of factors is investigated separately. The curve is one of them. It is clear that its degree in $`k`$ has to be equal to the order $`n`$ of the equation (1). The canonical form $`\stackrel{~}{F}(\mu ,\lambda )=0`$ of the curve is obtained with the help of a birational transformation between variables $`(k,\lambda )(\mu ,\lambda )`$ (see an explanation in Sect. 4). Note, there are specialized algorithms for the computation of the univariate polynomial in an ideal without solving the system as a whole. ## 3. Gröbner bases, curves and covers We clarify the main idea using the previous example. Let us consider three polynomials $`w_{1,2,3}(\mathrm{}^{},\mathrm{},k)`$ as a system generating an ideal in a polynomial ring $`(\lambda ,g_2,g_3)[\mathrm{}^{},\mathrm{},k]`$ $$I=h_1w_1+h_2w_2+h_3w_3,$$ where $`h_j=h_j(\mathrm{}^{},\mathrm{},k)`$ are arbitrary elements of the ring. As is well known, the structure of the solution of the polynomial systems depends on the monomial ordering in a ring . The arguments at the end of Sect. 2 (see also the elimination theorem in ) lead to the choice of pure lexicographic ordering $`\mathrm{}^{}\mathrm{}k`$. The monograph contains a good exposition of details of this subject. The main property of the Gröbner base is expressed in Definition . Let $`\{w_1,w_2,\mathrm{}\}`$ be a basis of ideal $`I=w_1,w_2,\mathrm{}`$. Let $``$ be a monomial ordering on the ring $`[\mathrm{}]`$ and LT$`\left(f\right)`$ denote the leading term $`(`$monomial$`)`$ of a polynomial $`f[\mathrm{}]`$. The set $`G=\{f_1,f_2,\mathrm{},f_N\}`$ is said to be a standard basis $`(\text{Gröbner Basis})`$ if the monomial ideal generated by $$\text{LT}(f_1),\text{LT}(f_2),\mathrm{},\text{LT}(f_N)$$ is coincident with an ideal $`\text{LT}(I)`$ generated by all the leading terms of $`I`$. In other words, the leading term of any polynomial in $`I`$ is divisible by one of the LT$`\left(f_j\right)`$. According to the definition at the end of Sect. 2, the polynomial $`F(k;\lambda )`$, determining the algebraic curve (14) $$F(k;\lambda )=0,$$ is a generator of the intersection of the ideal $`I`$ and the ring of all polynomials in $`k`$: $$F(k;\lambda )=I(\lambda )[k].$$ Thus we arrive at a general recipe for the solution of the spectral problem (1). Proposition. Let $`\{w_1,w_2,\mathrm{}\}`$ be polynomials in $`\mathrm{}^{}(\alpha ),\mathrm{}(\alpha ),k,\mathrm{}`$ appearing in the Hermite method and determining the solution of the spectral problem $`(1):`$ the cover of torus (13) and the curve $`(\text{14})`$. Then 1. Algorithmically, the method of solution is reduced to the computation of a standard basis for the ideal $`I=w_1,w_2,\mathrm{}`$ with respect to pure lexicographic ordering $`\mathrm{}^{}(\alpha )\mathrm{}(\alpha )k\mathrm{}.`$ $`(`$For example, by Buchberger’s syzygy polynomials algorithm $`\text{[6]}\text{)};`$ 2. Let $`G=\{f_1,f_2,\mathrm{},f_N\}`$ be this basis. The algebraic curve $`(\text{14})`$ and its projection on the torus $`(\text{11})`$ in algebraic form $`(\text{13})`$ are contained in $`G`$ if the univariate polynomial in $`k`$ and polynomials $`(\text{13})`$ exist; 3. If $`G`$ contains a polynomial free from variables $`k,\mathrm{}^{}(\alpha ),\mathrm{}(\alpha )`$, then the spectral problem $`(1)`$ is not integrable in the framework of Hermite’s ansatz. Proof. 1) The standard basis always exists and Buchberger’s algorithm terminates . 2) Taking the resultants of $`w_1,w_2,\mathrm{}`$ we eliminate variables $`\mathrm{},\mathrm{}^{}`$ and get polynomial(s) $`R(k)`$. It is obvious that $`R(k)I`$. Using the divisibility $$\text{LT}(f_1),\text{LT}(f_2),\mathrm{},\text{LT}(f_N)=\text{LT}(I)$$ and lexicographic ordering, the equality $`R(k)=h(k)\widehat{f}`$ has to occur for some $`\widehat{f}G`$ and $`h(k)(\lambda )[k]`$ (possibly equal to 1). Therefore there exists a polynomial $`\widehat{f}`$ depending only on $`k`$. Designating $`\widehat{f}(k)F(k;\lambda )`$, we obtain the curve (14). If $`F(k;\lambda )`$ has a factorized form, then the algebraic curve is one of its factors. Analogously, if the polynomials (13) exist, then they necessarily belong to $`G`$. In the same way, an important formula — the curve as a cover of the torus (11) in a transcendental form (an equation in $`\alpha `$) (15) $$R(\mathrm{}^{}(\alpha ),\mathrm{}(\alpha );\lambda )=0$$ necessarily must be contained in $`G`$ computed with the ordering $`k(\mathrm{}^{}(\alpha )\mathrm{}(\alpha )\mathrm{})`$, where permutations inside the brackets is allowed. Note, the order of elliptic function (15) in $`\alpha `$ is equal to the order $`n`$ of the equation (1). 3) An existence of such a polynomial implies a restriction on the spectral parameter $`\lambda `$ (see a demonstrative Example 5). Note a direct link of the point 3) to a treatment of finite-gap potentials as Picard’s potentials . There are numerous algorithmic methods to solve this problem. Among them: the Gröbner basis method , the method of characteristic sets, and an effective method of elimination based on the Seidenberg theory . We do not discuss all the modern achievements in this area. See and references therein for details. Note that the reduction of the holomorphic differential $`d\alpha `$ to the elliptic one is derived from (13) by the formula (16) $$d\alpha =\frac{d\mathrm{}(\alpha )}{\mathrm{}^{}(\alpha )}=\frac{F_kR_{1}^{}{}_{\lambda }{}^{}F_\lambda R_{1}^{}{}_{k}{}^{}}{R_2F_k}d\lambda ,$$ where subscripts $`k,\lambda `$ denote the derivatives with respect to $`k`$ and $`\lambda `$. ## 4. Canonical form of curves and holomorphic differential Formulas (1416) give a noncanonical form of the curve and holomorphic differential, i.e. expressions in the variables $`(k,\lambda )`$. The canonical variables $`(\mu ,\lambda )`$ in the algebraic curve $`\stackrel{~}{F}(\mu ,\lambda )=0`$ we call variables $`\lambda `$ in (1) and eigenvalue $`\mu `$ of a commuting operator pencil (17) $$\widehat{P}(\lambda )\mathrm{\Psi }=\mu \mathrm{\Psi }.$$ Supplementing the polar expansion of the equation (1) by the polar expansion of (17), we get the algebraic equations in variables $`(\mathrm{},\mathrm{}^{},k,\mu ,\mathrm{})`$. Again, based on the above properties of the Gröbner base, a canonical representation of the solution and all the spectral characteristics are extracted by computing the base with the ordering $`(\mathrm{}\mathrm{}^{}\mathrm{})k\mu `$. Such a base contains a birational transformation between the $`(k,\mu )`$-variables in one direction: (18) $$\mu k:k=R_3(\mu ;\lambda ).$$ An inverse transformation (19) $$k\mu :\mu =R_4(k;\lambda ),$$ where $`R_{3,4}`$ are rational functions of its arguments, is computed by the ordering $`(\mathrm{}\mathrm{}^{}\mathrm{})\mu k`$. We add a few words about the efficiency of computations. The solution of a spectral problem itself does not require the inclusion of a commuting operator (17). So, among of its polar expansions one may take (and supplement) those, containing only the $`\mu `$-variable. Evidently, it will enter into the polar expansion with first degree: (20) $$\mu =w(k,\mathrm{},\mathrm{}^{};\lambda ).$$ After the computation of the base (not including (17)), we will have the curve (14) and cover in algebraic form (13). Substituting it into the equation (20), the pair of equations for the determination of the above transformation (18, 19) is (21) $$\mu =w(k,R_1(k;\lambda ),R_2(k;\lambda );\lambda ),F(k;\lambda )=0.$$ Formulae (18, 19) are obtained by computation of the bases for (21) with ordering $`(k\mu )`$ and $`(\mu k)`$ respectively. See Example 6 for details. ## 5. Examples and applications In this section we demonstrate the ideology of Sects. 3–4 on examples. The generality of the technique allows us to make further proofs. Let us prove that the well known potential of Treibich and Verdier (7) for the equation (2) is the only possible 2-pole potential in the class (22) $$u(x)=6\mathrm{}(x)+2\mathrm{}(x\mathrm{\Omega }),\mathrm{\Omega }0.$$ Example 1. The Treibich–Verdier potential. Parameters $`\lambda ,g_2,g_3`$ are fixed and $`\mathrm{\Omega }`$ is an unknown constant. The ansatz for the $`\mathrm{\Psi }`$-function must be the following: (23) $$\mathrm{\Psi }=a_0𝚽(x;\alpha ,k)+a_1𝚽^{}(x;\alpha ,k)+a_2𝚽(x\mathrm{\Omega };\alpha ,k).$$ Substituting (22, 23) into (2) and equating the poles to zero, we obtain $`\mathrm{\Psi }`$-function $$\mathrm{\Psi }=6𝚽(\mathrm{\Omega };\alpha ,k)𝚽^{}(x;\alpha ,k)(3k^23\mathrm{}_\alpha 2\mathrm{}__\mathrm{\Omega }\lambda )𝚽(x\mathrm{\Omega };\alpha ,k)$$ and a system of five polynomials: $`w_1`$ $`=`$ $`2(\mathrm{}_\alpha \mathrm{}__\mathrm{\Omega })k^3+3(\mathrm{}_{}^{}{}_{_\mathrm{\Omega }}{}^{}\mathrm{}_{}^{}{}_{\alpha }{}^{})k^2+2(\mathrm{}_\alpha \mathrm{}__\mathrm{\Omega })(3\mathrm{}_\alpha \lambda 2\mathrm{}__\mathrm{\Omega })k+`$ $`+(6\mathrm{}__\mathrm{\Omega }\mathrm{}_\alpha )\mathrm{}_{}^{}{}_{\alpha }{}^{}(\mathrm{}_{}^{}{}_{_\mathrm{\Omega }}{}^{}\mathrm{}_{}^{}{}_{\alpha }{}^{})\lambda (7\mathrm{}_\alpha 2\mathrm{}__\mathrm{\Omega })\mathrm{}_{}^{}{}_{_\mathrm{\Omega }}{}^{}`$ $`w_2`$ $`=`$ $`3k^3(9\mathrm{}_\alpha 4\mathrm{}__\mathrm{\Omega }+\lambda )k+3\mathrm{}_{}^{}{}_{\alpha }{}^{}+3\mathrm{}_{}^{}{}_{_\mathrm{\Omega }}{}^{}`$ $`w_3`$ $`=`$ $`3k^42(9\mathrm{}_\alpha 14\mathrm{}__\mathrm{\Omega }\lambda )k^2+12(\mathrm{}_{}^{}{}_{_\mathrm{\Omega }}{}^{}+\mathrm{}_{}^{}{}_{\alpha }{}^{})k\mathrm{\hspace{0.17em}9}\mathrm{}_\alpha ^2`$ $`2(14\mathrm{}__\mathrm{\Omega }+\lambda )\mathrm{}_\alpha +12\mathrm{}__\mathrm{\Omega }^28\lambda \mathrm{}__\mathrm{\Omega }\lambda ^2`$ $`w_4`$ $`=`$ $`\mathrm{}_{}^{}{}_{\alpha }{}^{2}4\mathrm{}_\alpha ^3+g_2\mathrm{}_\alpha +g_3`$ $`w_5`$ $`=`$ $`\mathrm{}_{}^{}{}_{_\mathrm{\Omega }}{}^{2}4\mathrm{}__\mathrm{\Omega }^3+g_2\mathrm{}__\mathrm{\Omega }+g_3,`$ where we used the addition theorems for elliptic functions, the important equality $$𝚽(\mathrm{\Omega };\alpha ,k)𝚽(\mathrm{\Omega };\alpha ,k)=\mathrm{}_\alpha \mathrm{}__\mathrm{\Omega },$$ and designated $`\mathrm{}_\alpha \mathrm{}(\alpha ),\mathrm{}__\mathrm{\Omega }\mathrm{}(\mathrm{\Omega })`$, etc. A common factor $`\mathrm{}_\alpha \mathrm{}__\mathrm{\Omega }`$ was removed in polynomial $`w_3`$ because it leads to the contradiction: $`\alpha =\mathrm{\Omega }`$ ($`a_2=\mathrm{}`$). The system (5) generates the ideal (25) $$w_1,w_2,w_3,w_4,w_5(\lambda ,g_2,g_3)[k,\mathrm{}_{}^{}{}_{\alpha }{}^{},\mathrm{}_\alpha ,\mathrm{}_{}^{}{}_{_\mathrm{\Omega }}{}^{},\mathrm{}__\mathrm{\Omega }].$$ Note, the same ideal $`w_1,\mathrm{},w_5`$ in the ring $`(\lambda ,g_2,g_3,\mathrm{}__\mathrm{\Omega })[k,\mathrm{}_{}^{}{}_{\alpha }{}^{},\mathrm{}_\alpha ,\mathrm{}_{}^{}{}_{_\mathrm{\Omega }}{}^{}]`$ leads to the just mentioned condition $`\mathrm{}_\alpha \mathrm{}__\mathrm{\Omega }=0`$. Therefore $`\mathrm{\Omega }`$ is not arbitrary. Computing the minimal reduced Gröbner basis for (25) with pure lexicographic ordering $`\mathrm{}_{}^{}{}_{\alpha }{}^{}\mathrm{}_\alpha k\mathrm{}_{}^{}{}_{_\mathrm{\Omega }}{}^{}\mathrm{}__\mathrm{\Omega }`$, we obtain 8 polynomials, some of them having a factorized form. If some of the factors do not depend on $`\lambda `$, we obtain restrictions on $`\mathrm{}_{}^{}{}_{_\mathrm{\Omega }}{}^{}`$ and $`\mathrm{}__\mathrm{\Omega }`$ equating these factors to zero. There are four such polynomials: $$\begin{array}{ccc}G_1& =& \mathrm{}_{}^{}{}_{_\mathrm{\Omega }}{}^{}\left((\lambda ^34g_2\lambda 16g_3)k+(3\lambda ^24g_2)\mathrm{}_{}^{}{}_{_\mathrm{\Omega }}{}^{}\right)M,\hfill \\ G_2& =& \mathrm{}_{}^{}{}_{_\mathrm{\Omega }}{}^{}\left(16\mathrm{}_{}^{}{}_{_\mathrm{\Omega }}{}^{}k+3\lambda ^24g_2\right)^{^{}}M,\hfill \\ G_3& =& (4\mathrm{}__\mathrm{\Omega }^3^{^{}}g_2\mathrm{}__\mathrm{\Omega }g_3)(4\mathrm{}__\mathrm{\Omega }\lambda )M,\hfill \\ G_4& =& \mathrm{}_{}^{}{}_{_\mathrm{\Omega }}{}^{}(4\mathrm{}__\mathrm{\Omega }\lambda )^{^{}}M,\hfill \end{array}$$ where the multiplier $`M`$ denotes $`3k^2\lambda 5\mathrm{}__\mathrm{\Omega }`$. The equation $`M=0`$ yields the trivial result $`\mathrm{}(\alpha )=\mathrm{}(\mathrm{\Omega })`$. It is checked by recomputing the base (5) with an additional polynomial $`M`$. Further, $`\mathrm{\Omega }`$ must not depend on $`\lambda `$ (!). Therefore, the only solution for $`\mathrm{\Omega }`$ is defined by the equation $$\mathrm{}^{}(\mathrm{\Omega })=0\mathrm{\Omega }=\omega _1,\omega _2,\omega _3,$$ where $`\omega _j`$ are the half-periods of elliptic functions. Substituting $`\mathrm{}_{}^{}{}_{_\mathrm{\Omega }}{}^{}=0,\mathrm{}__\mathrm{\Omega }=e_1`$, $`g_2=4(e_1^2+e_1e_2+e_2^2)`$, $`g_3=4e_1e_2(e_1+e_2)`$ into (5) and recomputing the basis with respect to the ordering $`\mathrm{}_{}^{}{}_{\alpha }{}^{}\mathrm{}_\alpha k`$, we obtain the well known algebraic curve of genus 2 and all algebraic-geometric objects . For classification results of the Treibich–Verdier potentials and other elliptic ones, see , the appendix in and the most recent results in the review . Example 2. As a preliminary, we shall consider equation (3) with potential (26) $$u(x)=6\mathrm{}(x)+6\mathrm{}(x\mathrm{\Omega })$$ and the restriction $`g_2=0`$. As before, we have the ansatz for the $`\mathrm{\Psi }`$-function $$\mathrm{\Psi }=𝚽(x;\alpha ,k)+a_1𝚽(x\mathrm{\Omega };\alpha ,k)$$ and the original basis of the ideal is generated by 5 polynomials. Computing the Gröbner basis $`G`$, we obtain a system of 8 polynomials. Only two of them have a factorized form. $`G_1`$ $`=`$ $`\left(64\lambda ^3k^327(\lambda ^2+16g_3)^2\right)\left(\mathrm{}_{}^{}{}_{_\mathrm{\Omega }}{}^{}k3\mathrm{}__\mathrm{\Omega }^2\right),`$ $`G_2`$ $`=`$ $`(64\lambda ^3k^327(\lambda ^2+16g_3)^2)\left((4\mathrm{}__\mathrm{\Omega }^3g_3)k3\mathrm{}_{}^{}{}_{_\mathrm{\Omega }}{}^{}\mathrm{}__\mathrm{\Omega }^2\right).`$ The nontrivial solution will take place if and only if $`(k,\lambda )`$ be coordinates of the algebraic curve which is the first factor in $`G_1,G_2`$. In the next example we rule out the condition $`g_2=0`$. Example 3. If $`g_2`$ is free, the straightforward computing of the basis is unsuccessful. Indeed, the Gröbner base method is universal and therefore it can be ineffective in some special cases. But our interest is only with the zero structure of the polynomial system. Thus, the characteristic sets method is the best approach in this case. Under the ordering $`\mathrm{}__\mathrm{\Omega }\mathrm{}_{}^{}{}_{_\mathrm{\Omega }}{}^{}k\mathrm{}_\alpha \mathrm{}_{}^{}{}_{\alpha }{}^{}`$, the characteristic set has the form $`f_1`$ $`=`$ $`\left(64(k\lambda +g_2)(k\lambda 2g_2)^227(\lambda ^2+16g_3)^2\right)kM,`$ $`f_2`$ $`=`$ $`(8(k\lambda 2g_2)\mathrm{}_\alpha 8k^3\lambda +16g_2k^2+3\lambda ^2^{}+48g_3)`$ $`(4\mathrm{}_{}^{}{}_{_\mathrm{\Omega }}{}^{}k+g_212\mathrm{}__\mathrm{\Omega }^2^{})k,`$ $`f_3`$ $`=`$ $`(32(k\lambda 2g_2)\lambda ^3^{}\mathrm{}_{}^{}{}_{\alpha }{}^{}192g_2^2k^2\lambda ^2+`$ $`+(\lambda ^4^{}288g_3\lambda ^26912g_3^2+2^8g_2^3)k\lambda `$ $`g_2(11\lambda ^4^{}+864g_3\lambda ^2+6912g_3^22^8g_2^3))kM,`$ $`f_4`$ $`=`$ $`\mathrm{}_{}^{}{}_{_\mathrm{\Omega }}{}^{2}4\mathrm{}__\mathrm{\Omega }^3+g_2^{^{}}\mathrm{}__\mathrm{\Omega }+g_3,`$ where $$\begin{array}{cc}M\hfill & 64\mathrm{}_{}^{}{}_{_\mathrm{\Omega }}{}^{}\mathrm{}__\mathrm{\Omega }k^24(3\mathrm{}_{}^{}{}_{_\mathrm{\Omega }}{}^{}\lambda 16g_2\mathrm{}__\mathrm{\Omega }12g_3+96\mathrm{}__\mathrm{\Omega }^3)k+\hfill \\ & +3(12\mathrm{}__\mathrm{\Omega }^2g_2)(\lambda +4\mathrm{}_{}^{}{}_{_\mathrm{\Omega }}{}^{})^{^{}}.\hfill \end{array}$$ Factorisation shows that the variable $`\mathrm{\Omega }`$ is separated in polynomials $`f_{1,2,3}`$. Therefore $`f_1`$ gives an algebraic curve independent of $`\mathrm{\Omega }`$: (28) $$64(k\lambda +g_2)(k\lambda 2g_2)^2=27(\lambda ^2+16g_3)^2.$$ The polynomials $`\{f_2,f_3\}`$ are an algebraic form of the cover (13). However, the genus of the curve (28) is unity and we have a cover of a torus by a torus. Hence, if moduli of both tori are equal, then there is a one-to-one correspondence between the global parameter $`\alpha `$ of the torus (11) and the global parameter $`\tau `$ of the torus (28). The next step is to find it. After the birational change of variables $`(k,\lambda )(y,x)`$: $$k=\frac{3y^2+2g_2x+3g_3}{4yx},\lambda =4y$$ we obtain the canonical form of the curve (28) as $`y^2=4x^3g_2xg_3`$ with an obvious uniformisation and the equality $`\alpha =2\tau `$. The final solution of the problem (3, 26) is as follows: (29) $$\begin{array}{c}\mathrm{\Psi }(x;\lambda )=a𝚽(x;2\tau ,k)+𝚽(\mathrm{\Omega };2\tau ,k)𝚽(x\mathrm{\Omega };2\tau ,k),\lambda =4\mathrm{}^{}(\tau ),\\ a=\zeta (2\tau +\mathrm{\Omega })2\zeta (\tau )\zeta (\mathrm{\Omega })^{^{}},k=2\zeta (\tau )\zeta (2\tau ).\end{array}$$ The passage to the limit $`\tau \omega _j`$ in (29) leads to the solution under the condition $`\lambda =0`$: $$\mathrm{\Psi }(x;\lambda =0)=C_1\left(\zeta (x)\zeta (x\mathrm{\Omega })\right)+C_2.$$ An attempt to integrate the more general potential $$u(x)=6\mathrm{}(x\mathrm{\Omega }_1)+6\mathrm{}(x\mathrm{\Omega }_2)+A$$ with a nonzero constant $`A`$ failed. However, this point has an explanation in the theory of nonlinear partial differential equations. Indeed, the spectral problem (3) is associated with the Sawada–Kotera (SK) equation (30) $$u_t=u_{\mathrm{𝑥𝑥𝑥𝑥𝑥}}5uu_{\mathrm{𝑥𝑥𝑥}}5u_xu_{\mathrm{𝑥𝑥}}+5u^2u_x,$$ By assuming that the poles $`\mathrm{\Omega }_{1,2}`$ depend on time $`t`$, one obtains an isospectral deformation of this potential. This simple calculation yields the stationary solution of (30) $$u(x,t)=6\mathrm{}(xct)+6\mathrm{}(xct\mathrm{\Omega })+A$$ with the conditions $$c+12g_2+5A^2+60A\mathrm{}(\mathrm{\Omega })=0,A\mathrm{}^{}(\mathrm{\Omega })=0.$$ Therefore $`(\mathrm{\Omega }=\omega _j`$ and $`A`$ is free$`)`$ or $`(A=0`$ and $`\mathrm{\Omega }`$ is free$`)`$. In the both cases we obtain a restriction on a velocity $`c`$ of two cnoidal waves. See an example in for the case $`A=0`$. Recently, Conte and Musette obtained a similar result \[30, formula (84)\] and revealed a remarkable more general solution in an old paper of Chazy in the context of the Painlevé analysis: (31) $$u(x,t)=6\mathrm{}(xct\mathrm{\Omega };g_2,g_3)+6\mathrm{}(x\stackrel{~}{c}t\stackrel{~}{\mathrm{\Omega }};\stackrel{~}{g}_2,\stackrel{~}{g}_3),$$ $$c=3g_215\stackrel{~}{g}_2,\stackrel{~}{c}=3\stackrel{~}{g}_215g_2.$$ Strictly speaking, Chazy’s solution \[7, p. 380\] corresponds to the stationary equation (30) and therefore to the case $`\stackrel{~}{g}_2=g_2(\stackrel{~}{c}=c)`$ in (31). One can show that the potential (31) is the stationary solution of a linear combination of the equation (30) and higher SK–equation of the 7-th order (32) $$\begin{array}{c}u_t=u_{7x}\hfill \\ 7\left(uu_{5x}+2u_xu_{4x}+3u_{\mathrm{𝑥𝑥}}u_{\mathrm{𝑥𝑥𝑥}}2u^2u_{\mathrm{𝑥𝑥𝑥}}6uu_xu_{\mathrm{𝑥𝑥}}u_x^3+\frac{4}{3}u^3u_x\right)^{^{}}.\hfill \end{array}$$ Sect. 7 contains additional information for this potential. We do not enumerate other 1-pole elliptic potentials $`u(x)=A\mathrm{}(x)+B`$ for the equation (3). For example, one of them is $`u=30\mathrm{}(x)\pm 3\sqrt{3g_2}`$ (see also ). Example 4. Let us consider a general 1-pole elliptic potential for the equation (4) (33) $$\mathrm{\Psi }^{\prime \prime \prime }(a\mathrm{}(x)+d)\mathrm{\Psi }^{}(b\mathrm{}^{}(x)+c\mathrm{}(x))\mathrm{\Psi }=\lambda \mathrm{\Psi }$$ in the framework of the ansatz $$\mathrm{\Psi }=𝚽(x;\alpha ,k).$$ Using the above techniques in the ring $`(a,b,c,d)[\mathrm{}_\alpha ,\mathrm{}_{}^{}{}_{\alpha }{}^{},k]`$ we do not get the solution: $`I=1`$. Therefore $`(a,b,c,d)`$ have to depend on each other. After calculations in the ring $`(a,b,c)[\mathrm{}_\alpha ,\mathrm{}_{}^{}{}_{\alpha }{}^{},k,d]`$ we determine step by step the constants $`(a,b,c,d)`$ and get the following. The first polynomial in a base is $$8b^3(2b3)^3\lambda ^24c(2b3)^2(4db^312b^2dbc^2+6c^2)\lambda +\mathrm{}=0.$$ Equating to zero the coefficients in front of $`\lambda ^2,\lambda `$ we obtain $$b=\frac{3}{2},\text{or}b=0.$$ In these cases we will have respectively $$3dc^2=0,(216\lambda +c^336cd)c^3=0.$$ Therefore $`(b=3/2,d=c^2/3)`$ or $`b=c=0`$. In the first case we have $$\mathrm{\Psi }^{\prime \prime \prime }3(\mathrm{}(x)+c^2)\mathrm{\Psi }^{}\left(\frac{3}{2}\mathrm{}^{}(x)+3c\mathrm{}(x)\right)\mathrm{\Psi }=\lambda \mathrm{\Psi },\mathrm{\Psi }(x;\lambda )=𝚽(x;\alpha ,c).$$ The nonramified cover of the torus (15) of genus $`g=1`$ is $$\mathrm{}^{}(\alpha )6c\mathrm{}(\alpha )+2\lambda +4c^3=0.$$ $`c`$ is an arbitrary constant and the condition $`g_2=0`$ \[28, example 3.10\] does not appear. Note, there is no such restriction in the Halphen equation (6) with $`n=5`$ as in . It appears only for $`n=4`$ . The second case is known : (34) $$\mathrm{\Psi }^{\prime \prime \prime }(6\mathrm{}(x)+d)\mathrm{\Psi }^{}=\lambda \mathrm{\Psi }.$$ $$108\lambda \mathrm{}^{}(\alpha )+36(d^23g_2)\mathrm{}(\alpha )+27\lambda ^2108g_34d^3=0\text{(genus }g=2\text{)}.$$ See for an application of this potential. Note that both cases can be found in \[27, t. III: pp. 372, 522\] in Jacobian functions and \[18, III/IV: pp. 460, 462\] in Weierstrassian functions. No other possibilities exist. The same technique is applicable to other ansatzs. The next one is a nontrivial example along these lines. Example 5. The equation (33) in the framework of the ansatz (35) $$\mathrm{\Psi }=a_0𝚽(x;\alpha ,k)+𝚽^{}(x;\alpha ,k).$$ As a consequence of corresponding indicial equation (37) with $`\nu =2`$, without loss of generality we get $`b=12a`$ in (33). Solutions for $`a,c,d`$ must not depend on $`\lambda `$ and $`k`$. One solution suggests itself. Indeed, the first polynomial in the original base has the form $$(a12)\left((a18)(k^2\mathrm{}_\alpha )+2ck\right)+2(a18)d+c^2=0.$$ With $`a=12`$, this polynomial does not depend on $`k,\alpha `$ and we get (after the replacement $`c12c`$) $$a=12,b=0,d=12c^2,a_0=k2c.$$ Moreover, the ideal in the ring $`(\lambda ,c,g_2,g_3)[\mathrm{}_\alpha ,\mathrm{}_{}^{}{}_{\alpha }{}^{},k]`$ is not equal to $`1`$ and therefore, $`c`$ is an arbitrary constant. Thus, the equation (33) and its solution take the form (36) $$\begin{array}{c}\mathrm{\Psi }^{\prime \prime \prime }12(\mathrm{}(x)+c^2)\mathrm{\Psi }^{}12c\mathrm{}(x)\mathrm{\Psi }=\lambda \mathrm{\Psi },\\ \mathrm{\Psi }(x;\lambda )=𝚽^{}(x;\alpha ,k)2c𝚽(x;\alpha ,k)^{^{}}.\end{array}$$ We do not give here the large formulae for the cover (13), or the 4-sheet cover in the form (15) and write only a skeleton of the non-hyperelliptic trigonal algebraic curve (14) of genus $`g=3`$ $$64(\lambda ^2+32c^3\lambda +2^8c^6108g_2c^2)(\lambda 11c^3)k^3+(\mathrm{})k^2+(\mathrm{})k+(\mathrm{})=0,$$ where $`(\mathrm{})`$ designate some polynomials in $`\lambda ,c,g_2,g_3`$ with integer coefficients . Under $`c=0`$ we arrive at the case (26) with $`\mathrm{\Omega }=0`$. The higher ansatzs (9) are investigated in a similar manner. Indeed, by Frobenius theory, if $`\mathrm{\Psi }`$ has the expansion $`\mathrm{\Psi }=x^\nu +\mathrm{}`$, then $`a,b`$ satisfy the determining equation (37) $$\nu (\nu +1)(\nu +2)+a\nu +2b=0.$$ A natural question appears: under what parameters $`(a,b)`$ does the equation (37) have integral solutions for $`\nu `$ ? One of solutions is Halphen’s equation (6). It corresponds to $`2b=a`$ and (37) is reduced to $$a=n^21(n\nu +1).$$ As in the previous example we can list all the possible cases for the ansatz (35). Indeed, assuming $`b=12a`$ and $`(a,d,c)`$ to be arbitrary, the origin base contains three polynomials . The first and second of them are linear in $`\mathrm{},\mathrm{}^{}`$. Solving them and substituting into the base again, we obtain the remaining polynomial in $`(\lambda ,k)`$: $$4(a12)^2(a18)^2\left((a6)(a18)k+c(a9)\right)\lambda +(\mathrm{})k+(\mathrm{})=0,$$ where dots denote a polynomial in $`(a,c,d,g_2,g_3)`$. It must be zero for all values of $`\lambda `$. Splitting it in $`\lambda `$ we get two linear polynomials in $`k`$. Their compatibility condition is the polynomial $$(a6)(a8)\left(108c^472(a18)^2dc^2+(a18)^4(12d^2(a12)^2g_2)\right)=0$$ and solution for $`k`$ $$k=\frac{(a9)c}{(a6)(a18)}.$$ The verifying of Weierstrass’s relation (11) yields a polynomial in $`\lambda `$ $$(a6)^3(a12)^3(a18)^6\lambda ^2+(\mathrm{})\lambda +(\mathrm{})=0.$$ Under $`a6,\mathrm{\hspace{0.17em}12},\mathrm{\hspace{0.17em}18}`$ we arrive at the point 3) of the Proposition. Therefore, only three possibilities exist: $`a=6,\mathrm{\hspace{0.17em}12},\mathrm{\hspace{0.17em}18}`$. The corresponding final solutions for the variables $`(\mathrm{}^{},\mathrm{},k)`$ are obtained separately: by recomputing the base. Thus, besides (36), we have the following integrable potentials (note a misprint $`\mathrm{}(x)`$ instead of $`\mathrm{}^{}(x)`$ in one of the formulae in ) $$\mathrm{\Psi }^{\prime \prime \prime }(18\mathrm{}(x)+d)\mathrm{\Psi }^{}+6\mathrm{}^{}(x)\mathrm{\Psi }=\lambda \mathrm{\Psi },\mathrm{\Psi }^{\prime \prime \prime }(6\mathrm{}(x)+d)\mathrm{\Psi }^{}6\mathrm{}^{}(x)\mathrm{\Psi }=\lambda \mathrm{\Psi }.$$ See for solutions of the generalized Halphen equation (6) and for details of the Example 5. It should perhaps be noted here that the example (36) is the generalization $`c0`$ of the first nontrivial case $`n=3`$ in a series of other Halphen’s equations \[26, p. 554\] (38) $$w^{\prime \prime \prime }\frac{4}{3}n^2w^{}\mathrm{}(z)\frac{2}{27}n(n+3)(4n3)w\mathrm{}^{}(z)=0$$ without a spectral parameter<sup>1</sup><sup>1</sup>1The example (38) was revealed by E. Previato. Notation as in \[18, III/IV: Ex. 15, p. 464\]. Indicial equation (37) for the example (38) becomes $$(3\nu +2n)(3\nu +2n+6)(3\nu 4n+3)=0$$ and $`(n+3)(n+6)(4n9)=0`$ for the ansatz (35) ($`\nu =2`$). Example 6. Halphen’s equation (6) with $`n=5`$. Here we display only the final formulae in the context of Sect. 4: * The commuting operator pencil (17): $$\lambda \mathrm{\Psi }^{\prime \prime }14(4\mathrm{}(x)^2g_2)\mathrm{\Psi }^{}+16(7\mathrm{}^{}(x)\lambda )\mathrm{}(x)\mathrm{\Psi }=\mu \mathrm{\Psi };$$ * The polynomial (20): $$6\mu 56k^5+560\mathrm{}_\alpha k^320\left(28\mathrm{}_{}^{}{}_{\alpha }{}^{}\lambda \right)k^2+168\left(5\mathrm{}_\alpha ^2g_2\right)k4\left(28\mathrm{}_{}^{}{}_{\alpha }{}^{}+5\lambda \right)\mathrm{}_\alpha =0;$$ * The birational transformation (18, 19), which is quadratic in $`(k,\mu )`$: $$\mu =\frac{32}{49}\frac{\left(2(\lambda ^2392g_3)k\lambda +7(5\lambda ^2784g_3)g_2\right)\left((\lambda ^2392g_3)k21g_2\lambda \right)}{\lambda ^4^{}208g_3\lambda ^2+3136(g_2^3+4g_3^2)},$$ $$k=\frac{7}{8}\frac{\mu ^24g_2(5\lambda ^2784g_3)}{(\lambda ^2^{}392g_3)\lambda };$$ * The canonical form of the algebraic curve of genus 4 (see also ): $$\stackrel{~}{F}(\mu ,\lambda ):\mu ^34g_2(11\lambda ^2784g_3)\mu \lambda ^5+208g_3\lambda ^33136(g_2^3+4g_3^2)\lambda =0;$$ * The 8-sheet cover in the form (15): $$2^8(\lambda ^2392g_3)^3\lambda \mathrm{}^{}(\alpha )2^849g_2(\lambda ^2+112g_3)(\lambda ^2392g_3)^2\mathrm{}(\alpha )+\lambda ^8\mathrm{}=0.$$ Note that both this cover and its algebraic form (13) are the expansive expressions, whereas the reduced holomorphic differential (16) in the variables $`(k,\lambda )`$ and $`(\mu ,\lambda )`$ is given by the simple formulae: $$\frac{d\mathrm{}(\alpha )}{\mathrm{}^{}(\alpha )}=\frac{8(\lambda ^256g_3)}{3\mu ^24g_2(11\lambda ^2784g_3)}d\lambda =\frac{7(\lambda ^256g_3)}{(\lambda ^2392g_3)(3\lambda k+14g_2)}d\lambda .$$ Analogs of the above formulae are derived for all other examples in the paper. Example 7. The 2-pole potential for the equation (4) with ansatz $$\mathrm{\Psi }=𝚽(x;\alpha ,k)+a_1𝚽(x\mathrm{\Omega };\alpha ,k).$$ The general 2-pole elliptic potentials contain many parameters — multipliers before the $`\mathrm{}^{},\mathrm{},\zeta `$-functions. We do not give their exhaustive classification and consider only the most interesting case (39) $$\begin{array}{c}\mathrm{\Psi }^{\prime \prime \prime }3\left(\mathrm{}(x)+\mathrm{}(x\mathrm{\Omega })\mathrm{}(A)\right)\mathrm{\Psi }^{}\hfill \\ \frac{3}{2}\left(\mathrm{}^{}(x)+\mathrm{}^{}(x\mathrm{\Omega })+B\mathrm{}(x)B\mathrm{}(x\mathrm{\Omega })\right)^{}\mathrm{\Psi }=\lambda \mathrm{\Psi }.\hfill \end{array}$$ By virtue of the Proposition, the Gröbner base contains all the information about the solution, i.e. all the following formulae. As before we obtain that $`\mathrm{\Omega },A`$ are arbitrary constants and $$B=2\sqrt{\mathrm{}(\mathrm{\Omega })\mathrm{}(A)}.$$ The parameters $`k`$ and $`\lambda `$ as meromorphic functions are related by a algebraic equation of the genus 2 independent of $`\mathrm{\Omega }`$ (compare with ): (40) $$2\lambda k^3+(3\mathrm{}__A^2g_2)k^23\mathrm{}__A\lambda k\frac{1}{4}\lambda ^2+\mathrm{}_{}^{}{}_{_A}{}^{2}=0.$$ The equation (40) can be realized as a 2-sheet cover of a torus in the form (15) $$\lambda \mathrm{}^{}(\alpha )+(3\mathrm{}__A^2g_2)\mathrm{}(\alpha )+\frac{1}{4}\lambda ^2+\mathrm{}__A^3g_3=0.$$ The algebraic form of cover (13) has the form $$\mathrm{}(\alpha )=k^2+\mathrm{}__A,\mathrm{}^{}(\alpha )=\left(g_23\mathrm{}__A^2\right)\frac{k^2}{\lambda }\frac{\mathrm{}_{}^{}{}_{_A}{}^{2}}{\lambda }\frac{\lambda }{4}.$$ ## 6. Solutions of integrable PDE’s The spectral problem (4, 39) corresponds to the Boussinesq equation (41) $$3u_{tt}=\left(2u^2u_{xx}\right)_{xx},$$ and the arbitrariness of $`\mathrm{\Omega }`$ means the existence of an isospectral deformation of the potential (42) $$u(x,t)=3\mathrm{}(x\mathrm{\Omega }_1(t))+3\mathrm{}(x\mathrm{\Omega }_2(t))3\mathrm{}__A.$$ Substituting the 2-gap ansatz (42) in (41), we get the well known system of pairwise-interacting particles $`\mathrm{\Omega }_{1,2}(t)`$ of the Calogero–Moser system type with a repulsion potential and immovable center of mass. Integration leads to an equation for $`\mathrm{\Omega }_1(t)`$: $$\dot{\mathrm{\Omega }}_1^2=4\mathrm{}(2\mathrm{\Omega }_1c)4\mathrm{}__A,\mathrm{\Omega }_2=c\mathrm{\Omega }_1.$$ Using the uniformisation of the corresponding elliptic curve, we obtain the explicit solution (43) $$\mathrm{\Omega }_1(t)=\frac{1}{2}\mathrm{}^1\left(\stackrel{~}{\zeta }(\tau +\nu )\stackrel{~}{\zeta }(\tau \nu )\stackrel{~}{\zeta }(2\nu )+\frac{1}{4}\mathrm{}__A\right)+\frac{c}{2},$$ $$\nu =\pm \frac{1}{2}\stackrel{~}{\mathrm{}}^1\left(\frac{\mathrm{}__A^2}{16}+\frac{g_2}{24}\right),\stackrel{~}{\mathrm{}}^{}(2\nu )=\frac{1}{32}\left(\mathrm{}__A^3g_2\mathrm{}__A+2g_3\right),$$ where $`\tau =8(tt_0)`$ and $`c,t_0`$ are arbitrary constants. An implicit form of this solution with $`c=0`$ in terms of Jacobi’s sn, cn, dn-functions is given in and in the earlier citation in the context of solutions of the Kadomtsev–Petviashvili equation. In (43), the elliptic integral $`\mathrm{}^1`$ is calculated with invariants $`g_2,g_3`$, and the $`\stackrel{~}{\zeta },\stackrel{~}{\mathrm{}}^1`$-functions with invariants $$\stackrel{~}{g}_2=\frac{1}{16}\left(g_2\mathrm{}__A^2+3g_3\mathrm{}__A+\frac{g_2^2}{12}\right),\stackrel{~}{g}_3=\frac{g_3}{2^8}\left(\mathrm{}_{}^{}{}_{_A}{}^{2}+2g_3\right)+\frac{g_2^3}{2^73^3}\frac{g_2\stackrel{~}{g}_2}{24}.$$ The reduction case $`B=0`$ in (39) corresponds to the Kaup–Kupershmidt (KK) equation (44) $$u_t=u_{\mathrm{𝑥𝑥𝑥𝑥𝑥}}5uu_{\mathrm{𝑥𝑥𝑥}}\frac{25}{2}u_xu_{\mathrm{𝑥𝑥}}+5u^2u_x$$ and its stationary solution (45) $$u(x,t)=3\mathrm{}(xct)+3\mathrm{}(xct\mathrm{\Omega })3\mathrm{}(\mathrm{\Omega }),$$ but the velocity $`c`$ depends on the distance between poles: $$c=3g_245\mathrm{}^2(\mathrm{\Omega }).$$ The generalization of (45) in a similar way as the solution (31) is (46) $$u(x,t)=12(\mathrm{}_1+\mathrm{}_2)+3\left(\frac{\mathrm{}_1^{}\mathrm{}_2^{}}{\mathrm{}_1\mathrm{}_2}\right)^2,$$ where $$\mathrm{}_1\mathrm{}(xct\mathrm{\Omega };g_2,g_3),\mathrm{}_2\mathrm{}(xct\widehat{\mathrm{\Omega }};g_2,\widehat{g}_3),c=12g_2.$$ Here $`\mathrm{\Omega },\widehat{\mathrm{\Omega }},g_2,g_3,\widehat{g}_3`$ are five arbitrary constants. Using a connection between the SK($`u`$)- and KK($`w`$)-equations and the Tzitzeica equation (47) $$\varphi _{\text{xt}}=e^\varphi e^{2\varphi }$$ with the Fordy–Gibbons equation $$v_t=v_{\text{xxxxx}}5\left(v_xv_{\text{xxx}}+v^2v_{\text{xxx}}+v_{\text{xx}}^2+v_\text{x}^3+4vv_xv_{\text{xx}}v^4v_x\right)$$ via the Miura transformations $$u=v^2v_x,w=v^2+2v_x,u=\varphi _{\text{xx}}+\varphi _x^2,$$ we obtain stationary solutions for the $`v`$-function $$v(x,t)=\frac{\mathrm{}_{}^{}{}_{1}{}^{}\mathrm{}_{}^{}{}_{2}{}^{}}{\mathrm{}_1\mathrm{}_2}.$$ Non-stationary solution of the equation (47) has the form $$\varphi (x,t)=\mathrm{ln}2c+\mathrm{ln}\left(\mathrm{}(x+ct\mathrm{\Omega };g_2,g_3)\mathrm{}(xct\widehat{\mathrm{\Omega }};g_2,\widehat{g}_3)\right)$$ with the restriction: $`4(\widehat{g}_3g_3)c^3=1`$. The details of calculations (43) are expounded in and the formula (46), $`\mathrm{\Psi }`$-function for the potentials (31, 46) in . ## 7. Concluding remarks and discussion The investigation of elliptic solitons can be automated by a polynomial techniques. The Gröbner base method provides an unified approach to the solution of related problems. The technique suggested with minor modifications is extended to matrix spectral problems. As the Examples 2–3 and 5 show, the algebraic curves can be degenerate (multiply roots of discriminant). The general case in Example 7 for the equation (4) (48) $$\begin{array}{c}u(x)=a\mathrm{}(x)+b\mathrm{}(x\mathrm{\Omega })+c\zeta (x)c\zeta (x\mathrm{\Omega }),\hfill \\ v(x)=d\mathrm{}^{}(x)+e\mathrm{}^{}(x\mathrm{\Omega })+f\mathrm{}(x)+g\mathrm{}(x\mathrm{\Omega })+h\zeta (x)h\zeta (x\mathrm{\Omega })^{^{}}\hfill \end{array}$$ requires additional research. To all appearances, the example (36) has to fit into the hierarchy of higher Boussinesq equations, studied in full in . Multi-pole potentials are investigated by involving the addition theorem for the $`𝚽`$-function: $$𝚽(x+z;\alpha ,k)=\frac{1}{2}\frac{𝚽(x;\alpha ,k)𝚽(z;\alpha ,k)}{\mathrm{}_x\mathrm{}_z}\left(\frac{\mathrm{}_{}^{}{}_{\alpha }{}^{}+\mathrm{}_{}^{}{}_{x}{}^{}}{\mathrm{}_\alpha \mathrm{}_x}\frac{\mathrm{}_{}^{}{}_{\alpha }{}^{}+\mathrm{}_{}^{}{}_{z}{}^{}}{\mathrm{}_\alpha \mathrm{}_z}\right).$$ A natural assumption suggests itself: all the potentials, obtained by the above method, are finite-gap ones. At least, by construction, all such potentials belong to the set of exact integrable (explicit $`\mathrm{\Psi }`$ ) and the $`\mathrm{\Psi }`$-function is a single-value function on a Riemann surface of the algebraic curve $`F(k,\lambda )=0`$ and meromorphic function (in $`x`$) for all values of $`\lambda `$ (Picard’s theorem ). Note that remaining linear independent solutions for the $`\mathrm{\Psi }`$-function are got by choosing of $`k`$-branch of algebraic equation (14). If the assumption is valid, then the potentials for the spectral problems (2–4) are free of residues (a consequence of $`\mathrm{\Theta }`$-formulas), and therefore ansatzs for the multi-pole potentials (say (48)) do not have to involve the $`\zeta `$-functions. This strongly decreases the number of parameters and the computational task. The potential (31) (49) $$u=6\mathrm{}(x\mathrm{\Omega };g_2,g_3)+6\mathrm{}(x\stackrel{~}{\mathrm{\Omega }};\stackrel{~}{g}_2,\stackrel{~}{g}_3)$$ with arbitrary invariants $`g_2,g_3,\stackrel{~}{g}_2,\stackrel{~}{g}_3`$ is a finite-gap one for the equation (3), but its spectral characteristics can not be obtained in the framework of elliptic soliton theory. The corresponding commuting operator pencil is derived with the help of the equation (32) and takes the form $$\begin{array}{c}\left(9(uc_1)\lambda 3u^{\prime \prime \prime }+6uu^{}+c_1u^{}\right)\mathrm{\Psi }^{\prime \prime }\hfill \\ (27\lambda ^2+9u^{}\lambda u^{\text{(iv)}}3u^{}{}_{}{}^{2}+\frac{4}{3}u^3^{}c_1u^{\prime \prime }c_1u^2+27c_2)\mathrm{\Psi }^{}+\hfill \\ +6\lambda (u^{\prime \prime }u^2^{}+c_1u)\mathrm{\Psi }=\mu \mathrm{\Psi }.\hfill \end{array}$$ Hence, the canonical form $`\stackrel{~}{F}(\mu ,\lambda )=0`$ of the associated trigonal curve of genus $`g=4`$ is obtained by elimination of $`\mathrm{\Psi }`$: $$\begin{array}{c}a^3\mu ^3+3^5(36a^2b\lambda ^4(a^516g_2a^4+16g_2^2a^3+192(b3g_3)a^2b+192g_2ab^2)\lambda ^2+_{}^{}\hfill \\ +48(g_3a^5g_2a^4b+4a^2b^3))\mu +3^6(27a^3\lambda ^7216(a^3b4g_3a^3+2g_2a^2b+8b^3)\lambda ^5_{}^{}\hfill \\ 2(a^6+30g_2a^596g_2^2a^48(45b^2216g_3b8g_2^3+432g_3^2)a^3+_{}^{}\hfill \\ +576(b+6g_3)g_2a^2b2^89g_2^2ab^22^83^3(b^42g_3b^3))\lambda ^3^{}_{}\hfill \\ 288(a^32g_2a^2+24b^2)(g_3a^3g_2a^2b+4b^3)\lambda )=0,^{}_{}ag_2\stackrel{~}{g}_2,bg_3\stackrel{~}{g}_3\hfill \end{array}$$ and the corresponding $`\mathrm{\Psi }`$-function is given by the expression $$\mathrm{\Psi }(x;\lambda )=\mathrm{exp}\frac{\lambda F^2GH+FH^{}F^{}H}{G^2uF^2FH+F^{}GFG^{}}\mathrm{𝑑𝑥},$$ where prime denotes a derivation in $`x`$ and $$\begin{array}{c}F3u^{\prime \prime \prime }+6uu^{}3c_1u^{}+9(uc_1)\lambda ,H6(u^{\prime \prime }u^2+c_1u)\lambda \mu ,_{}^{}\\ Gu^{\text{(iv)}}+c_1(u^{\prime \prime }+u^2)3u^{}{}_{}{}^{2}9u^{}\lambda \frac{4}{3}u^327(\lambda ^2+c_2),_{}^{}\\ c_112\frac{g_3^{}\stackrel{~}{g}_3}{g_2\stackrel{~}{g}_2},c_2\frac{8}{3}\frac{\left(3\stackrel{~}{g}_3+g_3^{^{}}\right)g_2\left(3g_3+\stackrel{~}{g}_3\right)\stackrel{~}{g}_2}{g_2\stackrel{~}{g}_2}._{}^{}\end{array}$$ One particular case of the potential (49) and more general property of finite-gap potentials are discussed in . The natural generalization of Hermite’s method is to consider nonlinear homogeneous ansatzs for the $`\mathrm{\Psi }`$-function. For instance, the quadratic ansatz $$\mathrm{\Psi }=e^{kx}\underset{j,n}{}A_{jn}\mathrm{\Phi }(x\mathrm{\Omega }_j;\alpha )\mathrm{\Phi }(x\mathrm{\Omega }_n;\alpha ).$$ However, this does not fit into the framework of finite-gap integration theory, because the poles of the potential can depend on the spectral parameter. The following example with the transcendental dependence on spectral parameter elucidates this: $$\mathrm{\Psi }^{\prime \prime }=\left(6\mathrm{}(x)+2\mathrm{}(x\lambda )+4\mathrm{}(\lambda )\right)\mathrm{\Psi },\mathrm{\Psi }(x;\lambda )=\mathrm{\Phi }^2(x;\lambda ).$$ Actually, the quadratic (and higher) ansatzs will not give an advantage due to the relation $$\mathrm{\Phi }(x;\alpha )^2=𝚽^{}(x;2\alpha ,\zeta (2\alpha )2\zeta (\alpha ))$$ and we again arrive at the framework of Hermite’s method. Note that the nonintegrability of equation (1) in context of the point 3) of the Proposition, nevertheless, can be useful for its integrability with special values of $`\lambda `$ or for more complex operator pencils with a dependence of the potential (say parameters $`a,b,c,d`$ in Examples 4–5) on $`\lambda `$. The availability of additional constants in the potentials may be considered as a family of spectral pencils, and under fixed values of $`\lambda `$, as new spectral problems. For instance, the 2-gap Lamé potential $`u=6\mathrm{}(x)`$ for equation (5) is obtained from example (34) with $`\lambda =0`$ and $`d\lambda `$, $`\mathrm{\Psi }^{}\mathrm{\Psi }`$. A less simple example is to swap the parameters $`\lambda c`$ in equation (36), whereupon one finds the finite-gap operator $`\lambda `$-pencil $$\mathrm{\Psi }^{\prime \prime \prime }12\left(\mathrm{}(x)+\lambda ^2\right)\mathrm{\Psi }^{}(c+12\lambda \mathrm{}(x))\mathrm{\Psi }=0$$ with the algebraic curve $`F(k,\lambda )=0`$ of genus $`g=8`$ \[5, formula (15)\]. ## 8. Acknowledgments The author is grateful to Dr. A. Smirnov for helpful discussions. The equation (39) was considered in collaboration with him. The author thanks Prof. R. Conte for a copy of an old paper . My special thanks are due to Profs. E. Previato and V. Enol’skii for much attention to the work and discussions, and Mark van Hoeij for discussions of the computer algorithms. Dr. N. Ustinov made some important observations. The author also is grateful to Prof. J. C. Eilbeck for numerous discussions, remarks and hospitality at Heriot–Watt University where the paper was improved. The author was supported by Royal Society/NATO Fellowship and RFBR (00–01–00782).
warning/0007/cond-mat0007441.html	ar5iv	text	# Ab-initio calculations of exchange interactions, spin-wave stiffness constants, and Curie temperatures of Fe, Co, and Ni ## I Introduction The quantitative description of thermodynamic properties of magnetic metals is challenging solid state theorists since decades. Thanks to the development of density functional theory and its implementation into ab initio computational schemes, an excellent understanding of their ground state (i.e., at $`T=0`$ K) has been achieved. On the other hand, most of the progress towards a description of magnetic metals at non-zero temperature has been based upon models in which the electronic structure is oversimplified and described in terms of empirical parameters. Although this approach has the great merit of emphasizing the relevant mechanisms and concepts, it cannot properly take into account the complex details of the electronic structure and is therefore unable to yield quantitative predictions of the relevant physical quantities such as spin-wave stiffness, Curie temperature $`T_C`$, etc., for comparison with experimental data. It is therefore of a great importance to develop an ab initio, parameter-free, scheme for the description of ferromagnetic metals at $`T>0`$ K. Such an approach must be able to go beyond the ground state and to take into account excited states, in particular the magnetic excitations responsible for the decrease of the magnetization with temperature and for the phase transition at $`T=T_C`$. Although density functional theory can be formally extended to non-zero temperature, there exists at present no practical scheme allowing to implement it. One therefore has to rely on approximate approaches. The approximations to be performed must be chosen on the basis of physical arguments. In itinerant ferromagnets, it is well known that magnetic excitations are basically of two different types: (i) Stoner excitations, in which an electron is excited from an occupied state of the majority-spin band to an empty state of the minority-spin band and creates an electron-hole pair of triplet spin. They are associated with longitudinal fluctuations of the magnetization; (ii) the spin-waves or magnons, which correspond to collective transverse fluctuations of the direction of the magnetization. Near the bottom of the excitation spectrum, the density of states of magnons is considerably larger than that of corresponding Stoner excitations, so that the thermodynamics in the low-temperature regime is completely dominated by magnons and Stoner excitations can be neglected. Therefore it seems reasonable to extend this approximation up to the Curie temperature, and to estimate the latter by neglecting Stoner excitations. This is a good approximation for ferromagnets with a large exchange splitting such as Fe and Co, but it is less justified for Ni which has a small exchange splitting. The purpose of the present paper is to describe the spin-wave properties of transition metal itinerant ferromagnets at ab initio level. With thermodynamic properties in mind, we are primarily interested in the long-wavelength magnons with the lowest energy. We shall adopt the adiabatic approximation in which the precession of the magnetization due to a spin-wave is neglected when calculating the associated change of electronic energy. Clearly, the condition of validity of this approximation is that the precession time of the magnetization should be large as compared to characteristic times of electronic motion, namely, the hopping time of an electron from a given site to a neighboring one, and the precession time of the spin of an electron subject to the exchange field. In other words, the spin-wave energies should be small as compared to the band width and to the exchange splitting. This approximation becomes exact in the limit of long wavelength magnons, so that the spin-wave stiffnesses constant calculated in this way are in principle exact. This procedure corresponds to a mapping of the itinerant electron system onto an effective Heisenberg Hamiltonian with classical spins $$H_{\text{eff}}=\underset{ij}{}J_{ij}𝐞_i𝐞_j,$$ (1) where $`J_{ij}`$ is the exchange interaction energy between two particular sites $`(i,j)`$, and $`𝐞_i,𝐞_j`$ are unit vectors pointing in the direction of local magnetic moments at sites $`(i,j)`$, respectively. The same point of view has been adopted in various papers recently published on the same topic . The procedure for performing the above mapping onto an effective Heisenberg Hamiltonian relies on the constrained density functional theory , which allows to obtain the ground state energy for a system subject to certain constraints. In the case of magnetic interactions, the constraint consists in imposing a given configuration of spin-polarization directions, namely, along $`𝐞_i`$ within the atomic cell $`i`$. Note that intracell non-collinearity of the spin-polarization is neglected since we are primarily interested in low-energy excitations due to intercell non-collinearity. Once the exchange parameters $`J_{ij}`$ are obtained, the spin-dynamics can be determined from the effective Hamiltonian (1) and one obtains the result known from spin-wave theories of localized ferromagnets: the spin-wave energy $`E(𝐪)`$ is related to the exchange parameters $`J_{ij}`$ by a simple Fourier transformation $$E(𝐪)=\frac{4\mu _B}{M}\underset{j0}{}J_{0j}(1\mathrm{exp}(i𝐪𝐑_{0j})),$$ (2) where $`𝐑_{0j}`$=$`𝐑_0𝐑_j`$ denote lattice vectors in the real space, $`𝐪`$ is a vector in the corresponding Brillouin zone, and $`M`$ is the magnetic moment per atom ($`\mu _B`$ is the Bohr magneton). There are basically two approaches to calculate the exchange parameters and spin-wave energies. The first one which we adopt in the present paper, referred to as the real-space approach, consists in calculating directly $`J_{ij}`$ by employing the change of energy associated with a constrained rotation of the spin-polarization axes in cells $`i`$ and $`j`$ . In the framework of the so-called magnetic force-theorem the change of the total energy of the system can be approximated by the corresponding change of one-particle energies which significantly simplifies calculations. The spin-wave energies are then obtained from Eq. (2). In the second approach, referred to as the frozen magnon approach, one chooses the constrained spin-polarization configuration to be the one of a spin-wave with the wave vector $`𝐪`$ and computes $`E(𝐪)`$ directly by employing the generalized Bloch theorem for a spin-spiral configuration . Like the above one, approach can be implemented with or without using the the magnetic force-theorem. Both the real-space approach and the frozen magnon approach can be implemented by using either a finite or an infinitesimal rotation, the latter choice is usually preferable. The exchange parameters $`J_{ij}`$ are then obtained by inverting Eq. (2). One should also mention a first-principles theory of spin-fluctuations (the so-called disordered local moment picture) based on the idea of a generalized Onsager cavity field . The spin-wave stiffness $`D`$ is given by the curvature of the spin-wave dispersion $`E(𝐪)`$ at $`𝐪=0`$. Although its calculation is in principle straightforward in the real-space approach, we shall show that serious difficulties arise due to the Ruderman-Kittel-Kasuya-Yoshida (RKKY) character of magnetic interactions in metallic systems. These difficulties have been underestimated in a number of previous studies , and the claimed agreement with experiment is thus fortituous. We shall present a procedure allowing to overcome these difficulties. In addition, we shall demonstrate that the evaluation of the spin-wave dispersion $`E(𝐪)`$ in the real-space approach has to be also done carefully with respect to the convergency of results with the number of shells included. Finally, to obtain thermodynamic quantities such as the Curie temperature, we apply statistical mechanics to the effective Hamiltonian (1). In the present paper, we use two different approaches to compute the Curie temperature. The first one is the commonly used mean field approximation (MFA). The limitations of this method are well known: it is correct only in the limit of high temperatures (above $`T_C`$), and it fails to describe the low-temperature collective excitations (spin-waves). The second approach is the Green function method within the random phase approximation (RPA) . The RPA is valid not only for high temperatures, but also at low temperatures, and it describes correctly the collective excitations (spin-waves). In the intermediate regime (around $`T_C`$), it represents a rather good approximation which may be viewed as an interpolation between the high and low temperature regimes. It usually yields a better estimate of the Curie temperature as compared to the MFA. It should be noted, however, that both the MFA and RPA fail to describe correctly the critical behavior and yield in particular incorrect critical exponents. ## II Formalism The site-off diagonal exchange interactions $`J_{ij}`$ are calculated using the expression $$J_{ij}=\frac{1}{4\pi }\mathrm{Im}_C\mathrm{tr}_L\left[(P_i^{}(z)P_i^{}(z))g_{ij}^{}(z)(P_j^{}(z)P_j^{}(z))g_{ji}^{}(z)\right]dz,$$ (3) which is evaluated in the framework of the first-principles tight-binding linear muffin-tin orbital method (TB-LMTO) . Here $`\mathrm{tr}_L`$ denotes the trace over the angular momentum $`L=(\mathrm{}m)`$, energy integration is performed in the upper half of the complex energy plane over a contour $`C`$ starting below the bottom of the valence band and ending at the Fermi energy, $`P_i^\sigma (z)`$ are diagonal matrices of the so-called potential functions of the TB-LMTO method for a given spin direction $`\sigma =,`$ with elements $`P_{i,L}^\sigma (z)`$ , and $`g_{ij}^\sigma (z)`$ are the so-called auxiliary Green function matrices with elements $`g_{iL,jL^{}}^\sigma (z)`$ defined as $$[g^\sigma (z)]_{iL,jL^{}}^1=P_{i,L}^\sigma (z)\delta _{LL^{}}\delta _{i,j}S_{iL,jL^{}}.$$ (4) We have also introduced the spin-independent screened structure constant matrix $`S_{i,j}`$ with elements $`S_{iL,jL^{}}`$ which characterizes the underlying lattice within the TB-LMTO approach . Calculated exchange parameters were further employed to estimate the spin-wave spectrum $`E(𝐪)`$ as given by Eq. (2). For cubic systems and in the range of small $`𝐪`$ we have $$E(𝐪)=Dq^2,$$ (5) where $`q=\|𝐪\|`$. The spin-wave stiffness coefficient $`D`$ can be expressed directly in terms of the exchange parameters $`J_{0j}`$ as $$D=\frac{2\mu _B}{3M}\underset{j}{}J_{0j}R_{0j}^2,$$ (6) where $`R_{0j}=\|𝐑_{0j}\|`$. The summation in Eq. (6) runs over all sites but in practice the above sum has to be terminated at some maximal value of $`R_{0j}=R_{max}`$. There is a lot of misunderstanding in the literature as concerns the use of Eq. (6). Several calculations were done with $`R_{max}`$ corresponding to the first few coordination shells . In other calculations the authors realized the problem of the termination of $`R_{max}`$ but they did not suggest an appropriate method to perform the sum ((6) in the direct space. We will demonstrate that terminating the sum in Eq. (6) after some value of $`R_{max}`$ is fundamentally incorrect because it represents a non-converging quantity and we will show how to resolve this problem from a numerical point of view. The reason for such behavior is the long-range oscillatory character of $`J_{ij}`$ with the distance $`R_{ij}`$ in ferromagnetic metals. Alternatively, it is possible to evaluate $`E(𝐪)`$ directly in the reciprocal space as $`E(𝐪)`$ $`=`$ $`{\displaystyle \frac{4\mu _B}{M}}(J(\mathrm{𝟎})J(𝐪)),`$ (7) $`J(𝐪)`$ $`=`$ $`{\displaystyle \frac{1}{4\pi N}}\mathrm{Im}{\displaystyle \underset{𝐤}{}}{\displaystyle _C}\mathrm{tr}_L\left[(P^{}(z)P^{}(z))g^{}(𝐤+𝐪,z)(P^{}(z)P^{}(z))g^{}(𝐤,z)\right]dz,`$ (8) and to determine the spin-stiffness constant as a second derivative of $`E(𝐪)`$ with respect to $`𝐪`$. Calculated exchange parameters can be also used to determine Curie temperatures of considered metals. Within the MFA $$k_BT_C^{MFA}=\frac{2}{3}\underset{j0}{}J_{0j}=\frac{M}{6\mu _B}\frac{1}{N}\underset{𝐪}{}E(𝐪),$$ (9) where $`E(𝐪)`$ is the spin-wave energy (2). We have calculated $`T_C^{MFA}`$ directly from the expression $`k_BT_C^{MFA}=2J_0/3`$, where $`J_0{\displaystyle \underset{i0}{}}J_{0i}={\displaystyle \frac{1}{4\pi }}{\displaystyle _C}\mathrm{Im}\mathrm{tr}_L[(P_0^{}(z)P_0^{}(z))(g_{00}^{}(z)g_{00}^{}(z))+`$ (10) $`(P_0^{}(z)P_0^{}(z))g_{00}^{}(z)(P_0^{}(z)P_0^{}(z))g_{00}^{}(z)]\mathrm{d}z.`$ (11) The expression for the Curie temperature within the GF-RPA approach is $$\frac{1}{k_BT_C^{RPA}}=\frac{6\mu _B}{M}\frac{1}{N}\underset{𝐪}{}\frac{1}{E(𝐪)}.$$ (12) The integrand in (12) is singular for $`𝐪=0`$. We have therefore calculated $`T_C^{RPA}`$ using the expression $`{\displaystyle \frac{1}{k_BT_C^{RPA}}}`$ $`=`$ $`\underset{z0}{lim}{\displaystyle \frac{6\mu _B}{M}}\mathrm{Re}G_m(z),`$ (13) $`G_m(z)`$ $`=`$ $`{\displaystyle \frac{1}{N}}{\displaystyle \underset{𝐪}{}}{\displaystyle \frac{1}{zE(𝐪)}}.`$ (14) The quantity $`G_m(z)`$ is the magnon Green function corresponding to the dispersion law $`E(𝐪)`$ and it was evaluated for energies $`z`$ in the complex energy plane and its value for $`z=0`$ was obtained using the analytical deconvolution technique . It should be noted that the MFA and the RPA differ essentially in the way in which they weight various $`J_{ij}`$, namely more distant neighbors play a more important role in the RPA as compared to the MFA. It is seen from Eqs. (9,12) that $`T_C^{MFA}`$ and $`T_C^{RPA}`$ are given as the arithmetic and harmonic averages of the spin-wave energies $`E(𝐪)`$, respectively, and therefore it holds $`T_C^{MFA}>T_C^{RPA}`$. ## III Results and discussion ### A Details of calculations Potential functions and Green functions which appear in Eq. (3) were determined within the non-relativistic TB-LMTO method in the so-called orthogonal representation assuming the experimental lattice constants and the exchange potential in the form suggested by Vosko-Wilk-Nusair . It should be noted that some calculations, in particular for $`T_C^{MFA}`$, were also done using the scalar-relativistic formulation. The contour integral along the path $`C`$ which starts below the lowest occupied band and ends at the Fermi energy (we assume zero temperature) was calculated following the scheme described in which employs the Gaussian quadrature method. Twenty energy nodes were used on the semi-circle in the upper part of the complex energy plane. The integration over the full Brillouin zone was performed very carefully to obtain well-converged results even for very distant coordination shells (up to 172-nd shell for fcc lattice and the 195-th shell for bcc lattice). In particular, we have used up to $`5\times 10^6`$ $`𝐤`$-points in the full Brillouin zone for the energy point on the contour $`C`$ closest to the Fermi energy, and the number of $`𝐤`$-points then progressively decreased for more distant points, and for points close to the bottom of the band. ### B Effective Heisenberg exchange parameters We will first discuss qualitatively the dependence of $`J_{ij}`$ on the distance $`R_{ij}=\|𝐑_𝐢𝐑_𝐣\|`$. In the limit of large values of $`R_{ij}`$ the expression (3) can be evaluated analytically by means of the stationary phase approximation . For simplicity we consider here a single-band model but the results can be generalized also to the multiband case (see Ref. ). For a large $`R_{ij}`$ behaves $`g_{ij}^\sigma `$ as $$g_{ij}^\sigma (E+i0^+)\frac{\mathrm{exp}\left[i(𝐤^\sigma 𝐑_{ij}+\mathrm{\Phi }^\sigma )\right]}{R_{ij}},$$ (15) where $`𝐤^\sigma `$ is the wave vector of energy $`E`$ in a direction such that the associated group velocity $`_𝐤E^\sigma (𝐤)`$ is parallel to $`𝐑_{ij}`$, and $`\mathrm{\Phi }^\sigma `$ denotes a corresponding phase factor. The energy integration in (3) yields additional factor of $`1/R_{ij}`$ and one obtains $$J_{ij}\mathrm{Im}\frac{\mathrm{exp}\left[i(𝐤_\mathrm{F}^{}+𝐤_\mathrm{F}^{})𝐑_{ij}+\mathrm{\Phi }^{}+\mathrm{\Phi }^{}\right]}{R_{ij}^3}.$$ (16) For a weak ferromagnet both Fermi wave vectors $`𝐤_\mathrm{F}^{}`$ and $`𝐤_\mathrm{F}^{}`$ are real and one obtains a characteristic RKKY-like behavior $$J_{ij}\frac{\mathrm{sin}\left[(𝐤_\mathrm{F}^{}+𝐤_\mathrm{F}^{})𝐑_{ij}+\mathrm{\Phi }^{}+\mathrm{\Phi }^{}\right]}{R_{ij}^3},$$ (17) i.e., the exchange interaction has an oscillatory character with an envelope decaying as $`1/R_{ij}^3`$. On the other hand, for a strong ferromagnet with a fully occupied majority band the corresponding Fermi wave vector is imaginary, namely $`𝐤_\mathrm{F}^{}=i𝜿_\mathrm{F}^{}`$ and one obtains an exponentially damped RKKY behavior $$J_{ij}\frac{\mathrm{sin}(𝐤_\mathrm{F}^{}𝐑_{ij}+\mathrm{\Phi }^{}+\mathrm{\Phi }^{})\mathrm{exp}(𝜿_\mathrm{F}^{}𝐑_{ij})}{R_{ij}^3}.$$ (18) The qualitative features of these RKKY-type oscillations of $`J_{ij}`$ will not be changed in realistic ferromagnets. For a weak ferromagnet, like Fe, one expects a pronounced RKKY character giving rise to strong Kohn anomalies in the spin-wave spectrum. On the other hand, for Co and Ni which are almost strong ferromagnets one expects a less pronounced RKKY character, less visible Kohn anomalies in the spin-wave spectrum (see Sec. III C), and faster decay of $`J_{ij}`$ with a distance $`R_{ij}`$. It should be noted that due to the sp-d hybridization no itinerant ferromagnet is a truly strong ferromagnet. The calculated Heisenberg exchange parameters $`J_{ij}`$ for bcc-Fe, fcc-Co, and fcc-Ni are presented in the Table I for the first ten shells. The exchange parameters $`J_{ij}`$ remain non-negligible over a very long range along the -direction, and change from ferromagnetic to antiferromagnetic couplings already for the third nearest-neighbors (NN). In case of Co this change appears only for the 4th NN whereas Ni remains ferromagnetic up to the 5th NN. It should be noted a short range of $`J_{ij}`$ for the case of Ni, being essentially a decreasing function of the distance with the exception of the second NN. Such behavior is in a qualitative agreement with conclusions obtained from the asymptotic behavior of $`J_{ij}`$ with distance discussed above, in particular with the fact that bcc-Fe is a weak ferromagnet while fcc-Co and, in particular, fcc-Ni are almost strong ferromagnets. There have been several previous calculations of $`J_{ij}`$’s for Fe and Ni . Present calculations agree well with calculations of Refs. and there is also a reasonable agreement with results of Refs. . It should be mentioned that $`J_{ij}`$ for both fcc-Co and hcp-Co were determined and they agree quite well with each other (see also Table III below). Finally, we have also verified numerically the validity of important sum rule, namely $`J_0=_{i0}J_{0i}`$. The sum fluctuates with the number of shells very weakly for, say, more than 50 shells. ### C Dispersion relations Calculated magnons energy spectra $`E(𝐪)`$ along the high symmetry directions of the Brillouin zone are presented in Figs. 1 a–c together with available experimental data . We have used all calculated shells to determine $`E(𝐪)`$, namely 195 and 172 shells for bcc- and fcc-metals, respectively. Corresponding plot of $`E(𝐪)`$ for fcc-Ni exhibits parabolic, almost isotropic behavior for long wavelengths and a similar behavior is also found for fcc-Co. On the contrary, in bcc-Fe we observe some anisotropy of $`E(𝐪)`$, i.e., $`E(𝐪)`$ increases faster along the $`\mathrm{\Gamma }N`$ direction and more slowly along the $`\mathrm{\Gamma }P`$ direction. In agreement with Refs. we observe a local minima around the point $`H`$ along $`\mathrm{\Gamma }H`$ and $`HN`$ directions in the range of short wavelengths. They are indications of the so-called Kohn anomalies which are due to long-range interactions mediated by the RKKY interactions similarly like Kohn-Migdal anomalies in phonon spectra are due to long-range interactions mediated by Friedel oscillations. It should be mentioned that minima in dispersion curve of bcc-Fe appear only if the summation in (2) is done over a sufficiently large number of shells, in the present case for more than 45 shells. A similar observation concerning of the spin-wave spectra of bcc-Fe was also done by Wang et al. where authors used the fluctuating band theory method using semiempirical approach based on a fitting procedure for parameters of the Hamiltonian. On the other hand in a recent paper by Brown et al. above-mentioned Kohn-anomalies in the behavior of spin-wave spectra of bcc-Fe were not found, possibly because the spin-wave dispersion was obtained as an average over all directions in the $`𝐪`$-space. Present results for dispersion relations compare well with available experimental data of measured spin-wave spectra for Fe and Ni . For low-lying part of spectra there is also a good agreement of present results for dispersion relations with those of Refs. obtained using the frozen magnon approach. There are, however, differences for a higher part of spectra, in particular for the magnon bandwidth of bcc-Fe which can be identified with the value of $`E(𝐪)`$ evaluated at the high-symmetry point $`𝐪=\mathrm{H}`$ in the bcc-Brillouin zone. The origin of this disagreement is unclear. We have carefully checked the convergence of the magnon dispersion laws $`E(𝐪)`$ with the number of shells included in Eq. (2) and it was found to be weak for 50 – 70 shells and more. However, if the number of shells is small the differences may be pronounced, e.g., our scalar-relativistic calculations give for the bcc-Fe magnon bandwiths the values of 441 meV and 550 meV for 15 and 172 shells, respectively. The former value agrees incidentally very well with that given in Refs. . On the other hand, even small differences in values of $`E(𝐪)`$ are strongly amplified when one evaluates the second derivative of $`E(𝐪)`$ with respect to $`𝐪`$, i.e., the spin-wave stiffness constant. One should keep in mind, however, that the above discussion is somehow academic, for it concerns an energy region where the adiabatic approximation ceases to be a good one, so that spin-waves are non longer well defined because of their strong damping due to Stoner excitations (see e.g. . The results of theoretical calculations based upon the adiabatic approximation can be thus compared with each other, but not with experimental data. It should be pointed out that the influence of deviations in the calculation of magnon spectra for large values of $`𝐪`$ of the Curie temperature is minimized for its RPA value as compared to its MFA value (see Eqs. (9,12). ### D Spin-wave stiffness constant As was already mentioned the sum in (6) does not converge due to the characteristic RKKY behavior (17) and, therefore, Eq. (6) cannot be used directly to obtain reliable values for the spin-wave stiffness constant. This is demonstrated in Fig. 2 where the dependence of calculated spin-wave stiffness constants on the parameter $`R_{max}`$ in Eq. (6) is plotted. The oscillatory character of $`D`$ versus $`R_{max}`$ persists for large values of $`R_{max}`$ for the case of bcc-Fe and even negative values of spin-wave stiffness constants were obtained for some values of $`R_{max}`$. To resolve this difficulty we suggest to regularize the expression (6) by substituting it by the formally equivalent expression which is, however, numerically convergent $`D`$ $`=`$ $`\underset{\eta 0}{lim}D(\eta ),`$ (19) $`D(\eta )`$ $`=`$ $`\underset{R_{max}\mathrm{}}{lim}{\displaystyle \frac{2\mu _B}{3M}}{\displaystyle \underset{0<R_{0j}R_{max}}{}}J_{0j}R_{0j}^2\mathrm{exp}(\eta R_{0j}/a).`$ (20) The quantity $`\eta `$ plays a role of a damping parameter which makes the sum over $`R_{ij}`$ absolutely convergent as it is seen from Fig. 3. The quantity $`D(\eta )`$ is thus an analytical function of the variable $`\eta `$ for any value $`\eta >0`$ and can be extrapolated to the value $`\eta =0`$. To show that the limit for $`\eta 0`$ is indeed finite and that our scheme is mathematically sound, let us consider as an example a typical RKKY interaction $`J(R)\mathrm{sin}(kR+\mathrm{\Phi })/R^3`$. For large R we can employ Eq. (17) and substitute the sum in (6) by a corresponding integral. We obtain $$\underset{\eta 0}{lim}D(\eta )4\pi _{R_0}^{\mathrm{}}R^2\frac{\mathrm{sin}(kR+\mathrm{\Phi })}{R^3}dR=\mathrm{cos}(\mathrm{\Phi })\mathrm{si}(kR_0)\mathrm{sin}(\mathrm{\Phi })\mathrm{ci}(kR_0),$$ (21) where si and ci are integral sine and cosine, respectively. The integral is indeed finite. We therefore perform calculations for a set of values $`\eta (\eta _{min},\eta _{max})`$ for which $`D(\eta )`$ is a smooth function with a well pronounced limit for large $`R_{max}`$. The limit $`\eta =0`$ is then determined at the end of calculations by a quadratic least-square extrapolation method. Typically, 5-15 values of $`\eta `$ was used for $`\eta _{min}0.50.6`$ and $`\eta _{max}0.91.2`$ with a relative error of order of a few per cent. In calculations we have used $`R_{max}`$=7$`a`$ for fcc and 9$`a`$ for bcc, where $`a`$ denotes the corresponding lattice constant. It should be noted a proper order of limits in Eq. (20), namely first evaluate a sum for large $`R_{max}`$ and then limit $`\eta `$ to zero. The procedure is illustrated in Fig. 4. The results for spin stiffness coefficient $`D`$ calculated in this way are summarized in Table II together with available experimental data . There is a reasonable agreement between theory and experiment for bcc-Fe and fcc-Co but the values of spin-wave stiffness constant are considerably overestimated for fcc-Ni. It should be noted that measurements refer to the hcp-Co while the present calculations were performed for fcc-Co. A similar accuracy between calculated and measured spin-wave stiffness constants was obtained by Halilov et al. using the frozen-magnon approach. Our results are also in a good agreement with those obtained by van Schilfgaarde and Antropov using the spin-spiral calculations to overcome the problem of evaluation of $`D`$ from Eq. (6). On the other hand, this problem was overlooked in Refs. so that a good agreement of $`D`$, calculated for a small number of coordination shells, with experimental data seems to be fortituous. Finally, results of Brown et al. obtained by the layer Korringa-Kohn-Rostoker (KKR) method in the frozen potential approximation are underestimated for all metals and the best agreement is obtained for Ni. ### E Curie temperature Several attempts have been made to evaluate Curie temperatures of magnetic transition metals most of them based on the MFA. The MFA as a rule overestimates values of Curie temperatures (with exception of fcc-Ni with values substantially underestimated). We will show that an alternative method based on the Green function approach in the framework of the RPA can give a better agreement with experimental data. The RPA Curie temperatures were calculated from Eq. (14) by employing the method of analytical deconvolution . In order to test the accuracy of this procedure we compare the present numerical results for the ratio $`T_C^{MFA}/T_C^{RPA}`$ obtained for the nearest-neighbor Heisenberg model with the exact results : we obtain 1.33 (fcc) and 1.37 (bcc) as compared to exact values 1.34 and 1.39, respectively, i.e., a numerical procedure agrees with exact results within one per cent accuracy. Calculated values of Curie temperatures for both the MFA and RPA as well as corresponding experimental data are summarized in Table II. Mean-field values of Curie temperatures are overestimated for Fe and Co, but underestimated for Ni in agreement with other calculations . On the other hand, the results obtained using the RPA approach are in a good agreement with experiment for both fcc-Co and bcc-Fe, while the results for fcc-Ni are even more underestimated. This is in agreement with the fact mentioned in Sec. II, namely that $`T_C^{RPA}<T_C^{MFA}`$. The present results for Fe and Ni are in a good agreement with results of Ref. using the spin-fluctuation theory and an improved statistical treatment in the framework of the Onsager cavity-field method. The calculated ratio $`T_C^{MFA}/T_C^{RPA}`$ is 1.49, 1.25, 1.13 for bcc-Fe, fcc-Co, and fcc-Ni, respectively. The values differ from those obtained for the first-nearest neighbor Heisenberg model due to non-negligible next-nearest neighbors in realistic ferromagnets and their oscillatory behavior with the shell number. The last point concerns the relevance of relativistic corrections for the evaluation of the exchange parameters and related quantities. The simplest quantity to evaluate is the MFA value of the Curie temperature (see Eq. (11)). Results for ferromagnetic metals (including hcp-Co) are summarized in Table III by comparing the non-relativistic and scalar-relativistic values. One can conclude that scalar-relativistic corrections are not important for fcc-Co and hcp-Co but their effect is non-negligible for fcc-Ni and bcc-Fe. The scalar-relativistic corrections generally shifts sp-bands downwards as compared to the d-band complex while the changes of magnetic moments are generally very small (a similar exchange splitting). One can thus ascribe above changes mostly to the modifications of the density of states at the Fermi energy (the site-diagonal blocks of the Green function in Eq. (11)). Results also show only a weak dependence of the calculated $`T_C^{MFA}`$ on the structure (hcp-Co vs fcc-Co). ### F Comparison between the real-space and frozen magnon approaches The real-space and frozen magnon approaches are formally equivalent to each other. The quantities that are directly calculated (the $`J_{ij}`$ s in the former case, the $`E(𝐪)`$’s in the latter) are related to each other by a Fourier transformation. Therefore, the pros and cons of both approaches concern mainly their computational efficiency. The computational effort needed to obtain one $`J_{ij}`$ parameter within the real-space approach is approximately the same as to compute one magnon energy $`E(𝐪)`$ within the frozen magnon approach: in both cases a fine Brillouin zone integration is required. Therefore, it is quite clear that if one is primarily interested in spin-wave dispersion curves (for a moderate number of $`𝐪`$ points), or in the spin-wave stiffness $`D`$, the frozen magnon approach is superior, for it does require to perform a Fourier transformation and the delicate analysis explained in Sec. III D. We have shown, however, although less direct and computationally more demanding, the real-space approach performs well also. On the other, if one is interested in the Curie temperature, the real-space approach is more efficient. This obvious if ones uses the mean-field approximation. Indeed, $`T_C^{MFA}`$ is obtained from a single real-space calculation, by using the sum rule (10), whereas many $`E(𝐪)`$’s are needed to obtain $`T_C^{MFA}`$ from Eq. (9) within the frozen magnon approach. Also if one uses the RPA, the real-space approach is more efficient. For both approaches, the integral over $`𝐪`$ in Eq. (12) needs to be performed accurately, with paying great attention to the divergence of the integrant at $`𝐪=0`$. A very high density of $`𝐪`$ points is required there, in order to have a satisfactory convergence. Within the frozen-magnon approach, each of the $`E(𝐪)`$’s requires the same computational effort. In contrast, within the real-space approach, less than 200 $`J_{ij}`$’s are sufficient to obtain a parametrization of $`E(𝐪)`$ over the full Brillouin zone, which considerably reduces the computational effort. A further very important advantage of the real-space approach is its straightforward application to systems with broken translational symmetry like, e.g., substitutional alloys, surfaces, overlayers, and multilayers. This is an important advantage keeping in mind the relevance and yet not fully understood character of exchange interactions at metal interfaces and surfaces. The reciprocal-space approach can be applied to ideal surfaces, but it is numericallly demanding, and its application to system with substitutional disorder and/or to finite magnetic clusters is practically impossible. Finally, the dependence of exchange parameters $`J_{ij}`$ on the distance also gives an important information about the nature of the magnetic state (RKKY-like interactions) and this dependence is again straigtforwardly determined by the real-space method while in the reciproacal-space method $`J_{ij}`$’s have to be determined by inverting Eq. (2). ## IV Summary We have calculated Heisenberg exchange parameters of bcc-Fe, fcc-Co, and fcc-Ni in real space from first-principles by employing the magnetic force theorem. We have determined dispersion curves of magnetic excitations along high-symmetry directions in the Brillouin zone, spin-wave stiffness constants, and Curie temperatures of considered metals on the same footing, namely all based on calculated values of exchange parameters $`J_{ij}`$. Dispersion curves of bcc Fe exhibit an anisotropic behavior in the range of long wavelengths, with peculiar minima for short wavelengths in the -direction which are due to a relatively strong exchange oscillations in this metal. We have presented a method of evaluation of the spin-wave stiffness constants which yields converged values, in contrast to previous results in the literature. Calculated spin-wave stiffness constants agree reasonably well with available experimental data for Co and Fe, while agreement is rather poor for Ni. Present calculations agree also well with available experimental data for magnon dispersion law of bcc-Fe. We have also evaluated Curie temperatures of metals in question using the mean-field approximation and the Green function random phase approximation. We have found that in the latter case a good agreement with the experiment is obtained for Co and Fe, while less satisfactory results are obtained for Ni, where the role of the Stoner excitations is much more important as compared to Co and Fe. In addition, the adiabatic approximation is less justified for Ni, and, possibly, correlation effects beyond the local density approximation play the more important role for this ferromagnet. In conclusion, we have demonstrated that the real-space appraoch is able to determine the low-lying excitations in ferromagnetic metals with an accuracy comparable to the reciprocal-space approach. This justifies the use of the real-space approach for more interesting and complex systems with violated translational symmetry where the reciprocal-space approach is of the limited use. In particular, a first promising application of the real-space approach to the problem of the oscillatory Curie temperature of two-dimensional ferromagnets has been recently published . ## V Acknowledgments J.K., V.D., and I.T. acknowledge financial support provided by the Grant Agency of the Academy of Sciences of the Czech Republic (Project A1010829), the Grant Agency of the Czech Republic (Project 202/00/0122), and the Czech Ministry of Education, Youth, and Sports (Project OC P3.40 and OC P3.70).
warning/0007/nlin0007001.html	ar5iv	text	# \fpNotation 1
warning/0007/cond-mat0007211.html	ar5iv	text	# Phase transitions and noise crosscorrelations in a model of directed polymers in a disordered medium ## I introduction ### A Background Studies of phase transitions in presence of disorder have opened up new problems in statistical mechanics. Phase transitions in spin glasses and polymers in disordered media are typical examples . Various attempts have been made to understand such transitions see, e.g., Ref.. In Ref. replica trick has been used while in Ref. dynamic renormalisation group has been used and the relevant exponents (see Section II) have been calculated. The nature of overlaps, if there are more than one polymer, in the system has also been examined . However whether directed polymers (DP) can interact via disorder in the absence of any direct interaction has not yet been studied. In this paper we ask: If there are more than one DPs in the disordered medium, can they interact through disorder in absence of any direct mutual interaction? We find that in the absence of any direct interactions disorder mediates effective attractive interactions between the DPs which lead to binding transitions between them, which are qualitatively similar to . A directed polymer in $`d+1`$ dimensions is just a directed string stretched along one particular direction with free fluctuations in all other $`d`$ transverse directions. The Hamiltonian of a directed polymer in a quenched random potential is $$\frac{H}{k_BT}=_0^t𝑑\tau [\frac{\nu }{2}(\frac{d𝐱}{d\tau })^2+\frac{\lambda }{2\nu }V[𝐱(\tau ),\tau ]],$$ (1) where $`x(t)`$ is the $`d`$-dimensional transverse spatial coordinate of the directed polymer at length $`t`$. The first term is the energy due to transverse fluctuations (elastic energy) and the second one is the potential energy due to disorder. In a random environment there is a competetion between the potential energy due to randomness and the elastic energy. The random potential $`V`$ is chosen to be Gaussian-distributed, zero mean with a correlation given by $$V(𝐤,t)V(𝐤^{},t^{})=2D\delta ^d(𝐤+𝐤^{})\delta (tt^{}).$$ (2) The elastic term $`\nu (\frac{d𝐱}{d\tau })^2`$ attempts to smoothen out the DP (minimum $`\nu (\frac{d𝐱}{d\tau })^2`$ everywhere), while the disorder potential favours the DP to take a rough profile so that the DP can go through the low energy paths. At a low enough temperature the second option is energitically favourable and a disorder-dominated super diffusive phase is produced . At $`d>2`$ a transition is observed from low temperature strong disorder phase to high temperature smooth phase , which is described by an unstable fixed point to $`O(ϵ)`$ in a dynamic RG calculation . There is a one-to-one mapping between the problem of a directed polymer in a random medium and the nonequilibrium surface growth problem described by the Burgers/Kardar-Parisi-Zhang (KPZ) equation. Burgers equation is the simplest non-linear generalisation of the diffusion equation . This equation is used to describe diverse phenomena: structure formation in astrophysical situations, turbulence etc. This can be mapped into the Kardar-Parisi-Zhang (KPZ) equation which is a prototype model for nonequilibrium growth surfaces: $$\frac{h}{t}+\frac{\lambda }{2}(h)^2=\nu ^2h+\eta .$$ (3) The Gaussian noise satisfies $$\eta (𝐱,t)\eta (𝐱^{},t^{})=D\delta ^d(𝐱𝐱^{})\delta (tt^{}).$$ (4) The long wavelength and long time properties of this equation have been studied extensively using dynamic renormalisation group method . Interestingly, this equation can be transformed into a linear equation by Cole-Hopf transformation : $$h(x,t)=(2\nu /\lambda )\mathrm{ln}Wk_BT\mathrm{ln}W.$$ (5) The resultant linear equation is a diffusion equation with a multiplicative noise: $$\frac{W}{t}=\nu ^2W+\frac{\eta }{2\nu }W$$ (6) The partition function $`Z`$ of a directed polymer satisfies the above equation with $`t`$ being the coordinate parametrising the length of the polymer. It immediately follows that the free energy of the DP, $`hk_BT\mathrm{ln}Z`$ satisfies the KPZ Eq. 3. The corresponding Hamiltonian is the Hamiltonian of a directed polymer as given in 1. The dictionary between the surface growth problem described by the KPZ equation and the directed polymer problem described the Hamiltonian (1) is as follows: The temperature scale of the polymer has been set to one; hence the elastic modulus of the polymer is given by $`c\frac{1}{2\nu },`$ and the height variable $`h`$ of the KPZ equation gives the free energy of the polymer problem. The probability distribution of the quench random potential $`V(𝐱,t)`$ is same as that of the noise $`f(𝐱,t)`$ in the KPZ equation 3. The relevant exponents are $`\chi `$ and $`\zeta =1/z`$. $`\chi `$ describes the free energy fluctuations $`ft^{\chi /z}`$ ($`\chi `$ is also the roughness exponent of the height field $`h`$. $`z`$ is given by $`[x(t)x(0)]^2t^{2/z}`$ and is also the dynamic exponent of $`h`$. Due to the Galilean invariance of the KPZ equation there is an exact exponent relation $$\chi +z=2.$$ (7) ### B Results In this paper we investigate if there are two DPs in a random medium, whether the medium can induce interactions leading to phase transitions, in absence of any direct mutual interactions between the polymers. We find that disorder indeed induces effective attractive interactions between the a polymers which causes phase transitions in the system. In terms of the KPZ descriptions this implies that noises in the individual KPZ equations satisfied by the free energies of the respective polymers have nonzero crosscorrelations. In section II, we show that if there are two polymers in the system, then crosscorrelations of the random potentials seen by them may lead to a binding-unbinding transition of them. We analyze the phase diagram and show that new phases appear, which do not exist when there is only one polymer in the medium. We calculate the crossover exponent (defined below). In Section III, we generalise our calculations and show that effective $`m`$-polymer interactions are also generated. We summarise our results in Section IV. ## II Two directed polymers in a random medium ### A Model In absence of any direct interactions the Hamiltonian of two DPs in a random medium becomes just of the sum of the individual Hamiltonians $`H_1`$ and $`H_2`$: $$H=H_1+H_2=_0^\tau [\frac{\nu }{2}(\frac{d𝐱_1}{dt})^2+\frac{\nu }{2}(\frac{d𝐱_2}{dt})^2+V_1(𝐱_1,t)+V_2(𝐱_2,t)],$$ (8) In two papers Mukherjee and Bhattacharjee have studied overlap of directed polymers in a random medium (see also for a related problem on a lattice). They calculated the overlap of polymers by introducing new interactions in the Hamiltonian (8) and calculated the scaling behaviour using a dynamic renormalisation group approach. Their modified Hamiltonian is given by $$H_m=\underset{i=1}{\overset{m}{}}H_i+(\lambda /2\gamma )v_m_o^t𝑑\tau \mathrm{\Pi }_{i=1}^{m1}\delta [𝐱_{i,i+1}(\tau )],$$ (9) where $`H_i`$ is the Hamiltonian (1) for the $`i`$th polymer and $`𝐱_{i,i+1}=𝐱_i𝐱_{i+1}`$. The presence of the additional $`\delta `$-functions interactions ensure that the overlap between $`N`$-polymers is nonzero. Here $`H_m`$ is the Hamiltonian (9). However, due to the additional terms in their Hamiltonian representing the overlap, the equation that is satisfied by the corresponding total free energy is not quite the usual KPZ equation; it has an additional term as noise: $$\frac{h}{t}=\underset{j=1}{\overset{m}{}}[\gamma _j^2h+\frac{\lambda }{2}(_jh)^2]+g_o,$$ (10) where $$g_o=\underset{j=1}{\overset{m}{}}[\gamma V(x_j,t)+v_m\mathrm{\Pi }_{j=1}^{m1}\delta [x_{j,j+1}(\tau )].$$ (11) Due to this unusual looking noise term, although Eq.(10) looks like a higher ($`md`$) dimensional KPZ equation, it is not really so. With this modified Hamiltonian/KPZ equation the crossover exponents $`\varphi _m`$ for overlap of $`m`$ chains for $`v_m0`$ have been calculated in Ref.. We however do not include additional interactions and work with the Hamiltonian 8. ### B Effective interactions between two directed polymers: The phase diagram Let us again consider the Hamiltonian for two DPs in a disordered medium: $$H=H_1+H_2=\underset{i=1,2}{}_o^t𝑑\tau [\frac{\nu }{2}(\frac{d𝐱_i}{d\tau })^2+\frac{\lambda }{2\nu }V[𝐱_i(\tau ),\tau ]],$$ (12) where $`H_1`$ and $`H_2`$ are the Hamiltonians for the two DPs respectively, $`𝐱_1`$ and $`𝐱_2`$ are their transverse fluctuations. We take the total Hamiltonian to be additive (i.e. a sum of $`H_1`$ and $`H_2`$) as there are no direct mutual interactions between the polymers. $`V_1=V(𝐱_1)`$ and $`V_2=V(𝐱_2)`$ are the potential energies. The total partition function $`Z`$ is the product of the individual partition functions: $`Z=Z_1Z_2=𝒟x_1𝒟x_2\mathrm{exp}[\beta (H_1+H_2)]`$. $`Z_1`$ and $`Z_2`$ satisfy $`{\displaystyle \frac{Z_1}{t}}`$ $`=`$ $`\nu ^2Z_1+Z_1V_1,`$ (13) $`{\displaystyle \frac{Z_2}{t}}`$ $`=`$ $`\nu ^2Z_2+Z_2V_2,`$ (14) while the free energies $`h_1`$ and $`h_2`$ satisfy (as $`Z_{1,2}=\mathrm{exp}(\beta h_{1,2})`$) $`{\displaystyle \frac{h_1}{t}}`$ $`=`$ $`{\displaystyle \frac{\lambda }{2}}(h_1)^2+^2h_1+f_1,`$ (15) $`{\displaystyle \frac{h_2}{t}}`$ $`=`$ $`{\displaystyle \frac{\lambda }{2}}(h_2)^2+^2h_2+f_2.`$ (16) Let us calculate (the (cross)-correlation function of the transverse fluctuations of the two polymers) $`\overline{𝒟𝐱_1𝒟𝐱_2𝐱_1(t_1)𝐱_2(t_2)(\mathrm{exp}[\beta (H_1+H_2)]/Z}`$. A ‘$`\overline{}`$’ indicates averaging over disorder realisations. We may evaluate it in lowest order in $`\lambda `$ in a perturbation expansion. Expanding the Boltzmann factor in powers of $`\lambda `$, we obtain $`\overline{{\displaystyle 𝒟𝐱_1𝒟𝐱_2𝐱_1𝐱_2\mathrm{exp}[\beta (H_1+H_2)]/Z}}`$ $`=`$ $`{\displaystyle }\mathrm{\Pi }𝒟𝐱_i𝐱_i\mathrm{exp}[\beta ({\displaystyle \underset{i=1,2}{}}{\displaystyle \frac{d𝐱_i^2}{d\tau }})`$ (18) $`[1+\lambda \overline{V}_{1}^{}{}_{c}{}^{}+\lambda ^2\overline{V}_{2}^{}{}_{c}{}^{}+\lambda ^2\overline{(V_1^2/2)}_c+\lambda ^2\overline{(V_2^2/2})_c+\lambda ^2\overline{(V_1V_2)}_c+\mathrm{}.],`$ In the right hand side a subscript $`c`$ indicates cumulants, i.e., contributions only from the connected diagrams should be considered. We take $`V(𝐱_1,t)V(𝐱_{}^{}{}_{1}{}^{},t^{})`$ $`=`$ $`2D_1\delta (𝐱_1𝐱_{}^{}{}_{1}{}^{})\delta (tt^{}),`$ (19) $`V(𝐱_2,t)V(𝐱_{}^{}{}_{2}{}^{},t^{})`$ $`=`$ $`2D_2\delta (𝐱_2𝐱_{}^{}{}_{2}{}^{})\delta (tt^{}).`$ (20) These we call as ‘autocorrelations’ in a sense that in Eq.LABEL:autocor coordinates refer to the same DP. It is clear that unless $`V_1(𝐱_\mathrm{𝟏},t)V_2(𝐱_\mathrm{𝟐},t)`$ is nonzero the crosscorrelation function (as defined above) vanishes identically. We choose $$V_1(𝐱_1,t)V_2(𝐱_2,t^{})=2\stackrel{~}{D}\delta (𝐱_1𝐱_2)\delta (tt^{}),$$ (22) where $`\stackrel{~}{D}`$ may differ from $`D_1`$ or $`D_2`$ as the two polymers may be distinguishable. We want to investigate the effect of this on the phase diagram of the polymers. We give a physical interpretation of this shortly below. Let us see what this condition means in terms of the KPZ description: The free energies $`h_1`$ and $`h_2`$ of the two polymers satisfy usual KPZ equations. Without any loss of generality we put $`D_1=D_2=D`$. We have (see Eq.LABEL:autocor) $`f_1(k,t)f_1(k^{},t^{})=2D\delta ^d(k+k^{})\delta (tt^{}),`$ (23) $`f_2(k,t)f_2(k^{},t^{})=2D\delta ^d(k+k^{})\delta (tt^{}).`$ (24) Such a choice, with $`f_1f_2=0`$ would automatically guarantee that $`h_1`$ and $`h_2`$ represent the free energies of two identical, mutually noninteracting polymer in a disordered medium. It is clear that having a nonzero $`V_1(k,t)V_2(k^{},t^{})`$ implies a nonzero $`f_1(k,t)f_2(k^{},t^{})`$: $$f_1(k,t)f_2(k^{},t^{})=2\stackrel{~}{D}\delta ^d(k+k^{})\delta (tt^{})$$ (25) If $`f_1(x,t)f_2(x^{},t^{})=0`$ or $`V_1(x,t)V_2(x^{},t^{})=0`$ then after averaging over disorder the effective Hamiltonian is just the sum of two noninteracting single chain Hamiltonians. Obviously there is no attractive interaction between the two polymers. However since both the polymers are in the same random medium, there are of course correlations between the random potentials seen by the two polymers, which, as we will see, mediate interactions between the polymers. Equivalently saying, the polymers interact through the disordered medium. Mathematically, on averaging over the disorder distribution, due to the non-zero cross-correlations of the noises, a new term $`\stackrel{~}{D}\delta ^d(x_1(\tau )x_2(\tau ))`$ is generated in the effective Hamiltonian. This new ‘effective potential’ can be interpreted as an attractive interaction felt by one of the polymers when it is in contact with the other (see Fig.1). This will cause, as we have seen before, quantities like $`𝐱_\mathrm{𝟏}𝐱_\mathrm{𝟐}`$ to be nonzero for certain strength of the interactions. We show below that this effective attractive interaction leads to a phase transition involving the two DPs. The total free energy $`F`$ of the two DPs after averaging over disorder distribution is a function of the couplings $`\stackrel{~}{D}`$:$`FF(\stackrel{~}{D},t)`$. We define, as in the order parameter as the derivative of the quenched free energy with respect to the appropriate coupling constant: $$q(t)=\frac{1}{t}_0^t𝑑\tau \delta (x_1(\tau )x_2(\tau ))=\frac{1}{t}\frac{dF(\stackrel{~}{D},t)}{d\stackrel{~}{D}}\|_{\stackrel{~}{D}=0},$$ (26) Here $`F(\stackrel{~}{D},t)`$ is the scaling part of the effective free energy for the for the two polymers. Following Ref. we start with a scaling form $$F(\stackrel{~}{D},t)=t^{\chi /z}f(\stackrel{~}{D}t^{\varphi _2/z}).$$ (27) Here $`\varphi _2`$ is the crossover exponent. This gives $$q=t^{\mathrm{\Sigma }_2}Q(Dt^{\varphi _2/z})$$ (28) where $`\mathrm{\Sigma }_2=(\chi \varphi _2z)/z`$. We calculate the crossover exponent in a one-loop dynamic renormalisation group calculation. Renormalisation group flow equations for the parameters of a single KPZ equation (namely, for $`\nu `$, $`D`$, and $`\lambda `$) have already been calculated . We present the calculation for $`\stackrel{~}{D}`$: The following diagram will contribute at the one-loop level (Fig.2). The one-loop integral, after frequency integration becomes $`\stackrel{~}{D}^2\frac{d^dq}{(2\pi )^d}\frac{1}{\nu ^3q^2}\mathrm{\Lambda }^{d2}`$, where $`\mathrm{\Lambda }`$ is some momentum scale coming from the lower limit of the one-loop integral. We see that this integral has the same infra-red behaviour as the usual one-loop integral that comes in for the renormalisation of the noise correlations in a single KPZ equation. Under rescaling of space and time, different parameters scale according to their naive dimensions:$`\nu b^{z2}\nu ,\lambda b^{z+\chi 2}\lambda ,Db^{zd2\chi }D`$ and $`\stackrel{~}{D}b^{zd2\chi }\stackrel{~}{D}`$. The flow equation for different coupling constants are: $`{\displaystyle \frac{d\nu }{dl}}`$ $`=`$ $`[z2+k_dg(2d)/4d]\nu ,`$ (29) $`{\displaystyle \frac{d\lambda }{dl}}`$ $`=`$ $`[z+\chi 2]\lambda ,`$ (30) $`{\displaystyle \frac{dD}{dl}}`$ $`=`$ $`[zd2\chi +gk_d/4]D,`$ (31) $`{\displaystyle \frac{d\stackrel{~}{D}}{dl}}`$ $`=`$ $`[zd2\chi +\stackrel{~}{g}k_d/4]\stackrel{~}{D},`$ (32) where $`a`$ is the smalest length scale in the problem, and $`k_d^1=2^{d1}\pi ^{d/2}\mathrm{\Gamma }(d/2)`$ and $`g=(a/\pi )^{2d}D\lambda ^2/\nu ^3`$ and $`\stackrel{~}{g}=(a/\pi )^{2d}\stackrel{~}{D}\lambda ^2/\nu ^3`$ are the dimensionless coupling constants. It is easy to obtain the flow equations for the coupling constants: $`{\displaystyle \frac{dg}{dl}}`$ $`=`$ $`(2d)g+k_d{\displaystyle \frac{2d3}{2d}}g^2,`$ (33) $`{\displaystyle \frac{d\stackrel{~}{g}}{dl}}`$ $`=`$ $`\stackrel{~}{g}(2d+k_d{\displaystyle \frac{\stackrel{~}{g}}{4}}3k_dg{\displaystyle \frac{2d}{4d}}).`$ (34) These equations have fixed point solutions $`O:[g_0=0\stackrel{~}{g}=0],X:[g=2d(d2)/k_d(2d3)g_c,\stackrel{~}{g}=0]`$, $`Y:[g=0,\stackrel{~}{g}=d2],A:[g=g_c,\stackrel{~}{g}=g_c]`$. We show the flows in a fixed point diagram in Fig.3. Among these values, $`O:(0,0)`$ for $`d2+ϵ`$ are stable and correspond to Gaussian polymers. At $`d=1`$, $`g=g_c`$ and $`\stackrel{~}{g}=\stackrel{~}{g}_c`$ are the stable fixed points implying that any small amount of disorder makes the polymer non-Gaussian. At $`d=2+ϵ,Y(g=0,\stackrel{~}{g}=d2),X(g=g_c,\stackrel{~}{g}=0),A(g=g_c,\stackrel{~}{g}=g_c)`$ are all unstable. A is unstable along both the directions, X is unstable along $`g`$ direction, and Y is unstable along $`\stackrel{~}{g}`$ direction. Hence they indicate second order phase transitions. At $`d=1`$, A is still unstable along $`\stackrel{~}{g}`$ direction. Y takes a negative ordinate, reflecting presumably a bound state not describable by a fixed point. So if one moves along AX one always encounters a second order phase transition. The disorder averaged Hamiltonian has potential terms of the forms $`g\delta (𝐱_1𝐱_1^{}),g\delta (𝐱_2𝐱_2^{}),\stackrel{~}{g}\delta (𝐱_1𝐱_2)`$. The last term comes from the crosscorrelation effects. Due to the negative sign it is attractive in nature. Recall that in $`d=1`$ X is stable along $`g`$ direction indicating that any small amount of disorder is relevant in $`d=1`$. However, X is unstable along $`\stackrel{~}{g}`$ direction which shows that unless the disorder strength exceeds a minimum value, the two polymers don’t attract each other. We obtain the following phases in the phase diagram (see Fig.3) characterised by stable fixed points: 1. In Fig.3(a), i.e., for $`d=2+ϵ`$ 1. free Gaussian polymers characterised by the stable fixed point O(0,0) (denoted by I). 2. free ‘strong disorder/KPZ’ polymers, i.e., polymers don’t attract each other but their individual fluctuations are influenced by the disorder (denoted by II). This phase is characterised by a stable fixed point of the form $`(G_1,0)`$, not accessible in perturbation theory. 3. bound Gaussian polymers: individual polymer fluctuations are unaffected by disorder but they are bound due to the effective attarctive interaction (denoted by III). This phase is characterised by a stable fixed point of the form $`(0,\stackrel{~}{G}_1)`$, not accessible in perturbation theory. 4. bound KPZ polymers: individual polymer fluctuations are affected by disorder, also they form a bound pair due an effective attractive interaction (denoted by IV). This phase is characterised by a stable fixed point of the $`(G,\stackrel{~}{G})`$ again not accessible in perturbation theory. 2. In Fig.3(b), i.e., for $`d=1`$, 1. free ‘strong-dosorder/KPZ’ polymers described by stable fixed point (2,0) (denoted by I), Exponents are known exactly. 2. bound KPZ polymers (denoted by II) by a stable fixed point not accessible in perturbation theory. Note that in Fig.3, the line $`g=\stackrel{~}{g}`$ is invariant under the RG transformation; this is just a reflection of the fact that if the two DPs are indistinguishable, they remain so in a coarse grained description. In overlaps have been calculated at $`(g=g_c,\stackrel{~}{g}=g_c)`$. We, however, investigate the nature of the phase transitions considering $`\stackrel{~}{g}`$ as the ordering field at $`g=ϵ`$ and $`g=0`$. Hence our definitions of order parameter is given by $$q\frac{dF}{dD^{}}\|_{D^{}=0}.$$ (35) where $`D^{}`$ is an effective coupling constant which are functions of $`\stackrel{~}{g}`$. In other words we wish to calculate the crossover exponent $`\varphi _2`$ for the two polymers at the fixed point $`(g_c,0)`$ in the $`g\stackrel{~}{g}`$ plane. It is given by $$\varphi _2=2\chi +dz+\delta _{12}=0$$ (36) Hence we obtain $`\mathrm{\Sigma }_2=(\chi z)/z`$ in all dimension. In particular in $`d=1`$, $`\mathrm{\Sigma }_2=1/2`$ and in $`d=2+ϵ`$, $`\mathrm{\Sigma }_2=1`$ (since $`\chi =0`$ in $`O(ϵ)`$). The length scale exponent $`\nu `$ at the unstable fixed points A and Y in Fig.3(a) (i.e., for $`d>2`$) is same, however at O in Fig.3(b) (i.e., $`d=1`$) it is different from A. ## III Effective interactions involving arbitrary number of polymers In this section, we generalise our previous calculations to show that when there are $`m`$ DPs the effective free energy can have any arbitrary $`n`$-polymer ($`nm`$) interactions. We show that these interaction terms naturally arise in the free energy after disorder averaging. Let us examine the quantity $`\mathrm{\Pi }_{i=1,m}𝒟𝐱𝐱_i\mathrm{exp}[\beta H]`$ where $`H=H_1+\mathrm{}+H_m`$ sum of the Hamiltonians of $`m`$ polymers \[each being same as (1)\]. Following our calculations of the previous Section we write $$\overline{\mathrm{\Pi }_i𝒟\mathrm{𝐱𝐱}_i\mathrm{exp}(\beta H)/Z}=\mathrm{\Pi }𝒟\mathrm{𝐱𝐱}_i\mathrm{exp}(\underset{i}{}\frac{d𝐱_i^2}{d\tau })[1+\mathrm{}+\lambda ^m(V_1\mathrm{}V_m)]$$ (37) It is clear that $`m`$-point crosscorrelation function of transverse fluctuations is nonzero is nonzero only if $`V_1\mathrm{}V_m_c`$ is nonzero. We calculate $`V_1\mathrm{}V_m`$ to $`O(\lambda ^m)`$ ($``$ one-loop) in the KPZ description of the problem. As we shall see later, $$V_1(𝐤_\mathrm{𝟏},t_1)\mathrm{}V_m(𝐤_𝐦,t_m)D_m\delta (𝐤_\mathrm{𝟏}+\mathrm{}+𝐤_𝐦)\delta (t_1t_m)\mathrm{}\delta (t_{m1}t_m).$$ (38) We find out the scaling dimension of $`D_m`$ in a one-loop approximation. We examine below the nature of the transition due to $`D_m`$ an effective interaction which makes many point correlation functions $`x_1\mathrm{}x_m`$ nonvanishing. Now the effective free energy (averaged over random potential) of the $`m`$-polymers is a function of all these effective couplings: $$FF(\stackrel{~}{D},\mathrm{},D_m).$$ (39) Following the usual definiton of order parameter as the derivative of the free energy with respect to the appropriate coupling constant we obtain $$q_m=\frac{1}{t}\frac{dF(D_mt^{\varphi _m/z})}{dD_m}\|_{D_m=0}.$$ (40) It is easy to see that, in our approach, each of the $`m`$ polymers’ free energy will satisfy the usual KPZ equation separately. As in Section II we assume noises present in these $`m`$ KPZ equations will have non-zero cross-correlations between them: $`{\displaystyle \frac{}{t}}h_1+{\displaystyle \frac{\lambda }{2}}(h_1)^2`$ $`=`$ $`\nu ^2h_1+f_1`$ (41) $`{\displaystyle \frac{}{t}}h_2+{\displaystyle \frac{\lambda }{2}}(h_2)^2`$ $`=`$ $`\nu ^2h_2+f_2`$ (42) $`\mathrm{}\mathrm{}\mathrm{}\mathrm{}\mathrm{}\mathrm{}..`$ $`\mathrm{}\mathrm{}\mathrm{}\mathrm{}\mathrm{}\mathrm{}\mathrm{}\mathrm{}\mathrm{}.`$ (43) $`{\displaystyle \frac{}{t}}h_m+{\displaystyle \frac{\lambda }{2}}(h_m)^2`$ $`=`$ $`\nu ^2h_m+f_m,`$ (44) with noise correlations given as in Section II $`<f_i(k,t)f_i(k^{},t^{})>`$ $`=`$ $`D\delta (k+k^{})\delta (\omega +\omega ^{})`$ (46) $`<f_i(k,t)f_j(k^{},t^{})>`$ $`=`$ $`\stackrel{~}{D}\delta (k+k^{})\delta (\omega +\omega ^{});ij`$ (47) We define the relevant order parameter as $$q_m=\frac{1}{t}_0^t𝑑\tau \mathrm{\Pi }_{i=1}^{m1}\delta (x_i(\tau )x_m(\tau )).$$ (49) We note that even though our definition of order parameter is actually different from the defined in , physically it measures the same thing. For $`m=2`$ the two definitions are identical. It is evident that $`V_1\mathrm{}V_mf_1\mathrm{}f_m`$. ### A Effective interactions between three polymers Let us consider a situation where we have three polymers. Due to the Gaussian statistics of the random potential, $`h_1(𝐱_\mathrm{𝟏},t)h_2(𝐱_\mathrm{𝟐},t)h_3(𝐱_\mathrm{𝟑},t)`$ is zero at the bare level. However, due to the nonlinearity in the equation, $`h_1(𝐱_\mathrm{𝟏},t)h_2(𝐱_\mathrm{𝟐},t)h_3(𝐱_\mathrm{𝟑},t)`$ is nonzero at the one-loop level. In Fig.2 we show the one-loop diagrams. Each of the above one-loop diagram scales as $$\stackrel{~}{D}^3\lambda ^3\frac{d^dq}{\nu ^5q^4}\stackrel{~}{D}^3\lambda ^3\mathrm{\Lambda }^{d4}g_{c}^{}{}_{}{}^{5/3}\mathrm{\Lambda }^{d4},$$ (50) where $`\mathrm{\Lambda }`$ is the lower cutoff of the momentum integral. We see that even though the bare noise is Gaussian the effective noise has nonzero third cumulant (which arises due to the nonlinear term in the KPZ equation): $$f_1(𝐤_1,t_1)f_2(𝐤_\mathrm{𝟐},t_2)f_3(𝐤_\mathrm{𝟑},t_3)=D_3\delta (𝐤_\mathrm{𝟏}+𝐤_\mathrm{𝟐}+𝐤_\mathrm{𝟑})\delta (t_1t_2)\delta (t_1t_3)$$ (51) Naive dimension of $`D_3`$ is $`z2d3\chi `$ and anomalous dimension is $`4d`$ (see Eq.50). Hence $$\varphi _3=(z2d3\chi +4d)=(43d)=3ϵ.$$ (52) at $`d=2+ϵ`$ and (since $`z=2+O(ϵ^2)`$ and $`\chi =O(ϵ^2)`$) consequently $$\mathrm{\Sigma }_3=(\chi \varphi _3z)/z=(3ϵ2)/2$$ (53) at $`d=2+ϵ`$. We notice that $`\mathrm{\Sigma }_3<0`$ indicating that in the thermodynamic limit i.e., when $`t\mathrm{}`$, $`q_3t^{\mathrm{\Sigma }_3}TT_c^{\nu \mathrm{\Sigma }}0`$ as $`TT_c^{}`$. Here $`\nu `$ is the correlation length exponent. ### B Effective interactions between four polymers Let us consider a situation when we have four polymers in the medium. We define the order parameter $$q_4\frac{1}{t}_o^t𝑑\tau \delta (𝐱_1𝐱_2)\delta (𝐱_1𝐱_3)\delta (𝐱_1𝐱_4)$$ (54) Similar to our analysis of three polymers, we calculate $`f_1(𝐱_1,t_1)f_2(𝐱_\mathrm{𝟐},t_2)f_3(𝐱_\mathrm{𝟑},t_3)f_4(𝐱_\mathrm{𝟒},t_4)`$ in a one-loop perturbation theory. The one-loop diagrams are shown in Fig.3. The one-loop integrals scale as $`\frac{\stackrel{~}{D}^4}{\nu ^7}\mathrm{\Lambda }^{d6}ϵ^{7/3}\mathrm{\Lambda }^{d6}D_4`$ and disappears if $`\stackrel{~}{D}`$ vanishes. Like our previous analysis, this can be interpreted as if the free energies $`h_1,..,h_4`$ satisfy a linear equation and the noises have four-point crosscorrelations given by $$f_1f_2f_3f_4D_4\delta (𝐱_1𝐱_2)\delta (𝐱_1𝐱_3)\delta (𝐱_1𝐱_4).$$ (55) We calculate $`q_4`$ from the relation $$q_4=\frac{1}{t}\frac{dF(D_4t^{\varphi _4/z})}{D_4}\|_{D_4=0}t^{\mathrm{\Sigma }_4}.$$ (56) We find $`\varphi _4=(z3d4\chi +6d)=4ϵ`$. Hence, we obtain $`\mathrm{\Sigma }_4=(4ϵ2)/2`$, i.e., $`q_4t^{(3ϵ2)/2}`$. ### C effective interactions between of $`m`$ polymers It is easy to convince oneself that any higher point correlation of the random potential is non-zero. Notice that these $`m`$-body effective interactions are built from the pairwise crosscorrelations. Since the two chain effective interaction is attractive, these $`m`$-chain interactions constructed out of that are also attractive. Fig.(6) is a typical diagram which contributes at $`O(\lambda ^m)`$ ($``$one-loop) to $`V_1\mathrm{}V_m`$ or to $`f_1\mathrm{}f_m`$. A nonzero value of this ensures phase transitions involving $`m`$-polymers The one-loop integrals scale as $`\mathrm{\Lambda }^{ϵ+42m}`$. We immediately obtain $$\varphi _m=[z(m1)dm\chi +2m4ϵ]=mϵ.$$ (57) This leads to $$q_mt^{\mathrm{\Sigma }_m},\mathrm{\Sigma }_m=[(m)ϵ2]/2,$$ (58) at $`d=2+ϵ`$. Naturally the effective free energy contains all the interaction terms which are generated due to disorder averaging. Equivalently the disorder mediates interactions betweens arbitrary number of polymers. AT $`d=1`$, along AX, $`\varphi _m=1/2m/2<0,(m>2)`$, hence the effective $`m`$-point coupling disappears in the large length scale limit. Thus there is now $`m`$-body interaction in that limit. However, $`\varphi _2=0`$,i.e., effective two body attarctive interaction is marginal causing two polymers to attract. ## IV Transitions along the line YO So far we focussed on transitions at $`gϵ`$, i.e., along the line AX. But one could have followed a different path in the $`(g\stackrel{~}{g}`$ plane: In particular if one follows the line $`g=0`$ then the unstable fixed point $`(0,\stackrel{~}{g}^{})`$ gives rise to transitions with different exponents. Along this line $`g^{}=0`$, hence individual polymers are free (i.e., randomness of the medium is irrelevant as far as their transverse fluctuations are concerned. These fluctuations are still described by $`z=2`$ and $`\chi =d/2`$ in $`d`$-dimensions). However these free polymers still see attractive contact interactions in presence of one another which causes these transitions. At dimension $`d=2+ϵ,g^{}=0,z=2`$ and $`\chi =d/2`$; hence at this fixed point $`\varphi _m`$ $`=`$ $`[z(m1)dm\chi +2m4ϵ]=({\displaystyle \frac{3}{2}}m1)ϵ,`$ (59) $`\mathrm{\Sigma }_m`$ $`=`$ $`(\chi \varphi _mz)/z=[{\displaystyle \frac{3}{2}}mϵ2]/2.`$ (60) Physically along this line polymers are individually free (described by Gaussian polymer exponents), no matter what the value of $`\stackrel{~}{g}`$ is. If the value of $`\stackrel{~}{g}`$ is higher than a critical value then Gaussian polymers attract each other due to contact interactions induced by disorder between different them. ## V Summary In this paper we have discussed how disorder generates attarcative interactions between two directed polymers in a disordered medium. We show that due to these attarctive interactions the polymers undergo a binding-unbinding transition. We argue that in terms of the KPZ language this is due to the crosscorrelations of noises in the two KPZ equations satisfied by the respective free energies of the two polymers. We present a detailed analyis of the phase diagram. The strength of the cross correlation (i.e., the strength of the effective attaractive interaction) appears as a new parameter in the problem. This is relevant, in an RG sense, above a threshold value in any space dimension $`d`$. In $`d=2+ϵ`$ we get a new nontrivial unstable fixed point signalling a second order binding-unbinding transition. At $`d=2+ϵ`$ we get four different phases, two of which are new arising due to the crosscorrelation only. Similarly in $`1d`$ two phases appear, one of them is new. These effects can be realised by putting different kinds of polymers in the medium. Notice that if the two DPs are identical then $`g=\stackrel{~}{g}`$ and there is no independent variation of $`g`$ or $`\stackrel{~}{g}`$. In that case the system is described by the line $`g=\stackrel{~}{g}`$. It will be very interesting to examine this issue of disorder induced phase transitions of DPs by using a variational replica approach or a replica Bethe ansatz approach . In a typical replica calculation, the $`n`$-replica Hamiltonian $`H_n`$ becomes a function of the replica-replica interaction terms. In the present case, in a replica calculation $`H_n`$ will be the replica hamiltonian for $`2n`$ DPs. It will involve ‘cross-replica’ interaction terms arising due to the crosscorrelation of the random potential. It will be interesting to see how the results obtained in this paper can be obtained in a replica approach. ## VI Acknowledgement The author wishes to thank S. M. Bhattacharjee for drawing his attention to this problem and many discussions, and S. Ramaswamy, J. K. Bhattacharjee, and M. Lässig for critical comments.
warning/0007/cond-mat0007446.html	ar5iv	text	# Oscillatory Curie temperature of two-dimensional ferromagnets \[ ## Abstract The effective exchange interactions of magnetic overlayers Fe/Cu(001) and Co/Cu(001) covered by a Cu-cap layer of varying thickness were calculated in real space from first principles. The effective two-dimensional Heisenberg Hamiltonian was constructed and used to estimate magnon dispersion laws, spin-wave stiffness constants, and overlayer Curie temperatures within the mean-field and random-phase approximations. Overlayer Curie temperature oscillates as a function of the cap-layer thickness in a qualitative agreement with a recent experiment. today \] The Curie temperature is one of the most important characteristics of ferromagnets. In particular, the Curie temperature of low-dimensional systems such as ultrathin films is of considerable interest. In a recent experimental study, Vollmer et al. have shown that (i) the Curie temperature of fcc(001)-Fe ultrathin films on a Cu(001) substrate is considerably modified upon coverage by a Cu-cap layer, and (ii) that it varies in a non-monotonous manner as a function of the Cu cap layer thickness, which indicates an oscillatory variation. An oscillatory behavior of the Curie temperature as a function of the spacer thickness was also found for fcc(001)-Co/Cu/Ni trilayers . Such a behavior clearly cannot be explained within a localized picture of magnetism and calls for a first-principles theory of the Curie temperature in itinerant ferromagnets. In spite of considerable efforts in last decades a first-principles calculation of the Curie temperature in the framework of itinerant magnetism, in particular for low-dimensional systems, remains a very serious challenge. One therefore has to rely upon some approximation schemes in order to calculate the Curie temperature of itinerant ferromagnets. A particularly simple and yet accurate approach consists in a mapping of the complicated itinerant electron system onto an effective Heisenberg model (EHM), $`H=_{ij}J_{ij}𝐞_i𝐞_j`$, where $`𝐞_i`$ and $`𝐞_j`$ are the unit vectors of the magnetic moments at sites $`i`$ and $`j`$, and the effective exchange interactions (EEIs) $`J_{ij}`$ between any pair of magnetic moments are determined from first-principles . The thermodynamic properties of the ferromagnet including determination of the Curie temperature can be then calculated from the EHM by using statistical mechanical methods. A simple mean field approximation (MFA) fails in many cases due to its neglect of collective excitations (spin-waves), and more sophisticated approximations, such as the Green function method within the random phase approximation (GF-RPA) , are preferable. The success of this two-step approach relies upon the fact that it provides an almost exact description of low-lying magnetic excitations (spin-waves) which give the largest contribution to the Curie temperature. On the other hand this approach completely disregards longitudinal fluctuations of magnetic moments such as the Stoner excitations and it therefore is not suitable to describe ferromagnets with small exchange splitting such as, e.g., fcc-Ni, in which exist Stoner excitations with a rather low energy. We have recently applied this approach to bulk bcc-Fe, fcc-Co, and fcc-Ni and obtained a reasonable agreement with experimental Curie temperatures of Fe and Co, but not for Ni similarly as in recent calculations based on the adiabatic spin-wave theory or an alternative first-principles theory of spin fluctuations based on idea of generalized Onsager cavity field . In the present paper we wish to calculate exchange interaction parameters, spin-wave stiffness constants, and Curie temperatures of two-dimensional monolayers of Fe and Co and, in particular, to investigate the influence of the substrate and of the cap layer. We find that (i) the exchange parameters, spin-wave stiffness constants, and Curie temperatures are strongly modified by the presence of a metallic substrate and/or a cap layer, and that (ii) they exhibit an oscillatory variation with the cap layer thickness. This behavior is due to the Ruderman-Kittel-Kasuya-Yoshida (RKKY) character of exchange interactions in itinerant ferromagnets. Our results are in a good qualitative agreement with the observations of Vollmer et al. for which they provide the most natural explanation. The same theory can be used to interprete the experiment of Ney et al. , but the detailed analysis deserves a separate study. The electronic structure of the system was determined in the framework of the first principles tight-binding linear muffin-tin orbital method (TB-LMTO) generalized to surfaces . In the framework of the magnetic force-theorem , the expression for the EEIs between two sites $`i`$ and $`j`$ anywhere in the system is $$J_{ij}=\frac{1}{4\pi }_C\mathrm{Im}\mathrm{tr}_L\left\{\delta _i(z)g_{ij}^{}(z)\delta _j(z)g_{ji}^{}(z)\right\}dz.$$ (1) Here $`\mathrm{tr}_L`$ denotes the trace over the angular momentum $`L=(\mathrm{}m)`$, $`\delta _i(z)=P_i^{}(z)P_i^{}(z)`$ where $`P_i^\sigma (z)`$ are $`L`$-diagonal matrices of potential functions of the TB-LMTO method ($`\sigma =,`$), energy integration is performed in the upper half of the complex energy plane over a contour $`C`$ starting below the bottom of the valence band and ending at the Fermi energy, and $`g_{ij}^\sigma (z)`$ are the site off-diagonal blocks of the system Green function corresponding to a given geometry. Possible lattice and/or layer relaxations at the overlayer are neglected. The intersite Green functions $`g_{ij}^\sigma (z)`$ can be evaluated either in the real space by using the cluster approach , the recursion method , or, as it is done in the present paper and in Ref. , by the Bloch transformation which employs the two-dimensional translational symmetry of a given layer (for more details concerning the computational method see Ref. ). We have calculated the EEI pairs $`J_{ij}`$ up to 101-shells of the fcc(001) surface (i.e., up to the distance of about 10 $`a`$, where $`a`$ is the lattice constant of the fcc lattice). Such a large number of the EEIs is needed, in particular, for an accurate estimate of the spin-wave stiffness constant in a real space, as it is also known for the bulk case . In actual calculations the sites $`i,j`$ were limited to the magnetic layer, which is a good approximation in view of the smallness of the moments induced in the Cu. The spin-wave spectrum $`E(𝐪_{})`$, the spin-wave stiffness constant $`D`$, and the Curie temperatures $`T_c^{MFA}`$ and $`T_c^{RPA}`$ are expressed, respectively, in terms of the EEIs as follows $`E(𝐪_{})={\displaystyle \frac{4\mu _\mathrm{B}}{M}}{\displaystyle \underset{i0}{}}J_{0i}\left(1\mathrm{exp}(i𝐪_{}𝐑_i)\right)+\mathrm{\Delta },`$ (2) $`D={\displaystyle \frac{\mu _\mathrm{B}}{M}}{\displaystyle \underset{i0}{}}J_{0i}R_{0i}^2,k_\mathrm{B}T_c^{MFA}={\displaystyle \frac{2}{3}}{\displaystyle \underset{i0}{}}J_{0i},`$ (3) $`{\displaystyle \frac{1}{k_\mathrm{B}T_c^{RPA}}}={\displaystyle \frac{6\mu _\mathrm{B}}{M}}{\displaystyle \frac{1}{N_{}}}{\displaystyle \underset{𝐪_{}}{}}{\displaystyle \frac{1}{E(𝐪_{})}}.`$ (4) Here, $`N_{}`$ is the number of sites per layer, the $`𝐪_{}`$-sum extends over the fcc(001) surface Brillouin zone, $`\mu _B`$ is the Bohr magneton, $`R_{0i}=\|𝐑_\mathrm{𝟎}𝐑_𝐢\|`$ is the interatomic distance, $`M`$ is the magnetic moment per atom, and $`\mathrm{\Delta }`$ is the magnetic anisotropy energy. It should be noted that $`T_c^{MFA}`$ can be evaluated directly by using the one-site rotation term $`J_0`$ (expressed in terms of the site-diagonal element of the magnetic layer Green function similarly as its bulk counterpart ). The expression for $`T_c^{RPA}`$ is a generalization of the bulk counterpart to the case of magnetic layers: a vanishing $`T_c^{RPA}`$ is obtained for $`\mathrm{\Delta }=0`$ in an agreement with the Mermin-Wagner theorem and small relativistic effects have to be considered in order to obtain a non-vanishing value of $`T_c^{RPA}`$. The anisotropy energy $`\mathrm{\Delta }`$ is taken here as an adjustable parameter. This is not a serious problem as the RPA Curie temperature has only a weak logarithmic dependence upon $`\mathrm{\Delta }`$ , and it is thus sufficient to know the order of magnitude of $`\mathrm{\Delta }`$. The latter is typically of the order of the dipolar energy $`2\pi M^2/V`$, where $`V`$ is the atomic volume. In calculations we used $`\mathrm{\Delta }_{\mathrm{Co}}`$=0.052 mRy and $`\mathrm{\Delta }_{\mathrm{Fe}}`$=0.140 mRy. The evaluation of $`T_c^{RPA}`$ is facilitated by observation that it is proportional to the real part of the magnon Green function $`G_m(z)=N_{}^1_𝐪_{}(zE(𝐪_{})^1`$ corresponding to a dispersion law $`E(𝐪_{})`$ and evaluated at $`z=0`$. The corresponding $`𝐪_{}`$-summation is performed for complex energies from which the value at $`z=0`$ is obtained by an analytic continuation technique . The sum for the evaluation of the spin-wave stiffness constant is non-convergent due to the RKKY character of magnetic interactions in metallic systems and to overcome this difficulty we have calculated it by a regularization procedure described in detail in Ref. . The calculated EEIs for the first 10 shells, magnetic moments, spin-wave stiffness constants, and the RPA and MFA Curie temperatures are summarized in Tables I and II for three limiting cases of magnetic Fe and Co layers, namely the free-standing fcc(001) layer, the overlayer on fcc-Cu(001) substrate, and the fcc(001) layer embedded in fcc-Cu host. Concerning the EEIs, the following general conclusions can be drawn: (i) A pronounced dependence of magnetic moments on the coordination number is found, namely their decrease with increasing number on nearest neighbors, the effect being stronger for the Fe layer; (ii) the EEIs are significantly enhanced (typically by a factor 2 or more) as compared with their bulk counterparts; (iii) the EEIs depend strongly upon the presence of a substrate and a capping layer. The latter dependence is due to the RKKY character of the EEIs in metals: the coupling is not only mediated through the magnetic layer itself but also via the substrate and capping layer. This behavior is also clearly visible on the spin-wave spectra shown in Fig. 1 for Fe and on the exchange stiffness constant (Table II). We also present corresponding magnon densities of states (DOS) determined from the magnon Green function $`G_m(z)`$. A characteristic step of the height proportional to $`1/D`$ at the bottom of the magnon DOS accompanied by a pronounced van Hove singularity in the middle of the band are typical features of the two-dimensional bands with the nearest-neighbor interactions which are here only slightly modified by non-vanishing interactions in next shells. Interestingly, the spin-wave stiffness constants and Curie temperatures behave differently as a function of the atomic coordination for Co and Fe layers, i.e., for cases of the free-standing layer, the overlayer, and the embedded layer. This behavior can be related to the values of leading EEIs in both cases, in particular to large antiferromagnetic couplings of 3rd and 4th nearest neighbors of Fe-based layers which effectively reduce the value of the spin-wave stiffness constant (see Eq. (4)), in particular for the free-standing layer. On the contrary, the Co-based EEIs have the prevailing ferromagnetic character giving thus increasing spin-wave stiffness constants due to increasing values of the EEIs with reduced atomic coordination. The antiferromagnetic character of the EEIs for fcc-based Fe layers is strongly enhanced as compared to the bcc-Fe case while the prevailing ferromagnetic character of the EEIs for bulk fcc-Co and for fcc-Co layers remains unchanged. The MFA Curie temperatures are typically of the same order magnitude as the corresponding bulk ones due to the fact that the reduced coordination is approximately compensated by the increase of the EEIs. This observation is in a strong disagreement with experimental data: this failure is due to the fact that the MFA violates the Mermin-Wagner theorem due to the neglect of collective transverse fluctuations (spin-waves) and it is thus inappropriate for two-dimensional systems. The RPA Curie temperatures as a function of the anisotropy energy $`\mathrm{\Delta }`$ are shown in Fig. 2 for cases of Co overlayer on fcc-Cu (001) and fcc-Co(001) layer embedded in Cu. The weak logarithmic dependence of $`T_c^{RPA}`$ on $`\mathrm{\Delta }`$ is obvious: $`T_c^{RPA}`$ varies by about 25% as $`\mathrm{\Delta }`$ varies by an order of magnitude so that the results are not significantly influenced by our semi-empirical choice of $`\mathrm{\Delta }`$. The RPA Curie temperatures are strongly reduced as compared to the corresponding bulk values thereby improving on the MFA results. Nevertheless, they are still too large as compared to observed Curie temperatures of ferromagnetic monolayers (being of order 150 $``$ 200 K). It is unclear whether this is due to some inaccuracy of the theory or to some imperfections of the samples used in experiments. On the contrary, such important experimental facts as the strong influence of the metallic coverage on the Curie temperature are well explained by our theory as illustrated in Fig. 3. The oscillatory character of $`T_c^{RPA}`$ around the value corresponding to an infinite cap, i.e., to the limit of the embedded layer, is clearly visible and it is in a qualitative agreement with the recent experiment of Vollmer et al. . The origin of these oscillations can be traced back to the oscillatory behavior of the EEIs and it has the same origin as related oscillations of the interlayer exchange couplings found for the Co/Cu/Co(001) trilayer with a varying Cu cap-layer thickness . These oscillations are due to quantum-well states in the Cu-cap layer formed between the vacuum and the magnetic layer which, in turn, influence properties of the magnetic layer. We have verified that amplitudes of oscillations of the EEIs decay with the thickness $`d`$ of the cap layer approximately as $`d^2`$. The same thickness dependence was also found for the related case of the interlayer exchange interactions for the Co/Cu/Co trilayer with the varying thickness of the Cu-cap layer . A similar behavior was also verified for the oscillatory dependences of $`T_c^{RPA}`$ and $`T_c^{MFA}`$ which, in turn, are derived from the EEIs. It should be noted that amplitudes and phases of oscillations can be influenced by the thickness of magnetic layer and/or the presence of the disorder in the system. In conclusion, in view of the interpretation proposed here, the oscillatory behavior of the Curie temperature of Fe films as a function of the Cu-cap thickness as reported by Vollmer et al. would constitute the first direct experimental evidence of the oscillatory RKKY character of exchange interactions in itinerant ferromagnets. J. K., I. T., and V. D. acknowledge the financial support provided by the Grant Agency of the Czech Republic (No. 202/00/0122), the Academy of Sciences of the Czech Republic (No. A1010829), and the Czech Ministry of Education, Youth and Sports (OC P3.40 and OC P3.70).
warning/0007/math0007057.html	ar5iv	text	# The Space of Kähler metrics ## 1 Introduction to the problem ### 1.1 Brief introduction to the classical problems in Kähler geometry Let $`V`$ be a Kähler manifold. E. Calabi conjectured in 1954 that any (1,1) form which represents $`C_1(V)`$ (the first Chern class) is the Ricci form of some Kähler metrics on $`V.`$ Yau , in 1978, proved this Calabi’s conjecture. Around the same time, Aubin and Yau proved independently the existence of a Kähler-Einstein metric on a Kähler manifold with negative first Chern class (also a conjecture of E. Calabi). G. Tian , in 1987, proved the existence of Kähler-Einstein metric in a canonical Kähler class on complex surfaces if the first Chern class is positive and the group of automorphism is reductive. For further references on this subject, see and . An important conjecture by Yau relates the existence of Kähler-Einstein metrics to the stability in the sense of Hilbert schemes and Geometric invariant theory. Kähler-Einstein metrics could be treated as a special kind of extremal Kähler metrics. The question of extremal kähler metric was first raised by E. Calabi in his paper : he considered $`L^2`$ norm of curvature as a functional from a given Kähler class; a critical point of this functional is called an “extremal Kähler metric.” He showed that any extremal Kähler metric must be symmetric under a maximal compact subgroup of the holomorphic transformation group. Using this structure theorem of Calabi, Marc Levine was able to construct a Kähler surface on which there is no extremal Kähler metric. In 1992, D. Burns and P. de Bartolomeis also produced an example of non-existence of extremal Kähler metric; their example suggests some new obstruction for the existence of extremal metrics which is related to some borderline semi-stability of hermitian vector bundle. LeBrun also demonstrated that the existence of critical Kähler metrics might be tied up with the stability of corresponding vector bundles. Donaldson thought that Yau’s conjecture should be extend over to the general extremal Kähler metrics. For further references in the subject of extremal metrics, please see , and references therein. Futaki in 1983 introduced an analytic invariant for any Kähler manifold with positive first Chern class. The vanishing of this invariant is a necessary condition for the existence of a Kähler-Einstein metric on the manifold. Later Futaki and Calabi generalized the invariant to any compact Kähler class. This generalized Futaki invariant, i.e., Calabi-Futaki invariant, is an analytic obstruction to the existence of constant scalar curvature metric in a Kähler manifold. In the same paper, Calabi also shows that constant scalar curvature metric and extremal Kähler metric with non-constant scalar curvature do not co-exist in a single Kähler class. For the uniqueness, the known results are as follows: 1)in 1950s, E. Calabi showed the uniqueness of Kähler-Einstein metrics if $`C_10.`$ 2)in 1987, Mabuchi and S. Bando showed the uniqueness of Kähler - Einstein metrics up to holomorphic transformation if the first Chern class is positive. Recently, Tian and X.H. Zhu proved the uniqueness of Kähler-Ricci Soliton with respect to a fixed holomorphic vector field on any Kähler manifolds with positive first Chern class. Although very little was known about the uniqueness of general extremal Kähler metrics, most experts in Kähler geometry expect that the extremal Kähler metric is unique in each Kähler class up to holomorphic transformation. In (also see for further references), we demonstrated two degenerate extremal Kähler metrics in the same Kähler class with different energy levels and different symmetry groups: one example is due to Calabi, the other is due to the author. To my knowledge, it appears that this is the only non-uniqueness example known today. Main results. Mabuchi ()Around the same time with Mabuchi’s work, Bourguignon J. P. has worked on something similar in a related subject . in 1987 defined a Riemannian metric on the space of Kähler metrics, under which it becomes (formally) a non-positive curved infinite dimensional symmetric space. Apparently unaware of Mabuchi’s work, Semmes and Donaldson re-discover this same metric again from different angles. In , Semmes S. first pointed out that the geodesic equation is a homogeneous complex Monge-Ampere equation on a manifold of one dimension higher. In , Donaldson further conjectured that the space is geodesically convex and it is a genuine metric space. We prove that it is at least convex by $`C^{1,1}`$Here we mean the mixed second derivatives is uniformly bounded. See theorem 3 in section 3 for details. geodesics, and from which we conclude that the space is indeed a metric space, thus verifying the second part of Donaldson’s conjecture. Moreover, this $`C^{1,1}`$ geodesic realizes the absolute minimum of length over all possible paths connecting the end points; thus the metric aforementioned is a genuine one. Using these results, we are able to show that the constant curvature metric is unique in each Kähler class if $`C_1<0`$ or $`C_1=0.`$ Furthermore, if $`C_10,`$ we show that constant scalar metric (if exists) realizes the global minimum of Mabuchi energy, which gives an affirmative answer to a question raised by Gang Tian in this special case. This last statement also extends the work of Mabuchi and Bando: they showed that Mabuchi energy bounded from below is a necessary condition for the existence of Kähler-Einstein metrics in the first Chern class. In the light of Tian’s work in which he shows that in Kḧler manifold with positive first Chern class and no non-trivial holomorphic fields, the Kḧler-Einstein metric exists if and only if the Mabuchi functional is proper (he actually uses an equivalent functional instead of the Mabuchi functional)<sup>§</sup><sup>§</sup>§The sufficient part of this result was proved in .. One would like to ask: is this still true for constant scalar curvature metricsTian inform us that he has conjectured that constant scalar curvature metrics exist if and only if Mabuchi functional is proper.? Organization: In section 2, we first summarize the different approaches taken by Mabuchi, Semmes and Donaldson independently in the space of Kähler metrics; then we introduce this Riemannian metric on this infinite dimensional space and prove that it has non-positive sectional curvature in the formal sense. Then we introduce Donaldson’s two conjectures and reduce the 1st conjecture to the existence problem for the complex homogeneous Monge-Ampere equation with Drichelet boundary data. Readers are alerted that material in section 2.3-2.5 is essentially a re-presentation of Donaldson’s work , included here for the convenience of readers. In section 3, we prove that this geodesic(CHMA) equation always has a $`C^{1,1}`$ solution. In section 4, we prove that a continuous solution to the geodesic(CHMA) equation in some appropriate weak sense is unique. In section 5, we show that the geodesic distance defined by the length of $`C^{1,1}`$ geodesic satisfies the triangular inequality. Using this, we prove the space of Kähler metrics is a metric space. In section 6 we show that extremal Kähler metric is unique in each Kähler class if either $`C_1(V)<0`$ or $`C_1(V)=0.`$ Acknowledgment: The author is very grateful for Simon Donaldson who not only introduced him to this problem, but also spent many long sessions with him. He is also grateful for the constant encouragement and support of E. Calabi, L. Simon and R. Schoen during this work. he also want to thank Professor E. Stein for his help in soblev functions and embedding theorems. The author wish to thank S. Semmes for points out some important references in this problem. Thanks also goes to W.Y. Ding and his colleagues, and P. Guan for pointing out some errors in an earlier version of this paper. ## 2 Space of Kähler metrics ### 2.1 Mabuchi and S. Semmes’ Ideas Shortly after introducing the now famous Mabuchi functional, Mabuchi set out and defined a Riemannian metric in the space of Kähler metrics. Besides showing formally it is a locally symmetric space with non-positive sectional curvature, he also pointed out that the Mabuchi energy is formally convex in this infinite dimensional space (in the sense that the Hessian is semi-positive definite). Perhaps, this is his original motivation for introducing such a metrics. Unaware of Mabuchi’s work, in a remarkable paper , S. Semmes studied the geometry of solution of complex Homogeneous Monge-Ampere equation (CHMA). He observed that in some special domain $`\mathrm{\Omega }\times D`$ where $`\mathrm{\Omega }`$ is n-dimensional domain in $`C^n`$ and $`D`$ is a domain in complex plane, the solution to CHMA is some sort of geodesic equation if the data is rotationally symmetric when restricted to $`D.`$ He then considered the space of pluri-subharmonic functions in $`\mathrm{\Omega }`$ and defined a Riemannian metric in this space according to this geodesic equation. It turns out that this space becomes non-positively curved (locally) symmetric space in some formal sense. He also went on to study the variational problem of finding a geodesic. It seems that he is mainly motivated from providing a proper geometric meaning to solution of CHMA with right domain setting. Unlike real homogeneous Monge-Ampere equation (RHMA) whose solution always has proper geometric meaning, solution of a CHMA equation doesn’t have a preferred geometric interpretation. Without a proper geometry interpretation, it is very hard to work on this subject. Of course, great progress has been made since the famous work of L. Caffarelli, L. Nirenberg and J. Spruck and later their joint work with J. Kohn . For instance, Lempert L. , E. Bedford and B.A. Taylor ; leong P. and important work of Krylov and Evans $`\mathrm{},`$etc.. This is by no means a complete list of papers in complex Monge-Ampere equation since the author is quite new to this important field. For a complete and updated references, please see S. Kolodziej . Donaldson’s recent work certainly makes Mabuchi and Semmes’s original work all the more remarkable. ### 2.2 Brief summary of Donaldson’s theory on space of Kähler metrics Motivated from complete different reasons, S. K. Donaldson re-discovered this metric. More importantly, he outlined a strategy in to relate this geometry of infinite dimensional space to the existence problems in Kähler geometry. In particular, he explains how one can uses this extra structure in the infinite dimensional space to solve the problems of the existence and uniqueness of extremal Kähler metrics. In general, the later are intractable problems from traditional means. He regards the space of Kähler metrics in a fixed Kähler class as an infinite dimensional symplectic manifold with the automorphism group $`SDiff(V)`$ (symplectic diffeomorphism group of $`V`$ into itself). In , he pointed out that scalar curvature is the moment map $`\mu `$ from this infinite dimension symplectic manifold to the dual space of the Lie algebra of its automorphism groupThe moment map point of view here was also observed by A. Fujiki.. Thus, to find an extremal Kähler metric in a fixed Kähler class in classical Kähler geometry could be re-interpreted as to find a pre-image of $`0`$ of the moment map $`\mu `$ in this symplectic setting. This acute observation sheds new light into the otherwise intractable problem of the existence of extremal Kähler metrics in a Kähler manifold; at least conceptually, the picture looks much clear. He then proposed several conjectures whose ultimate resolution will lead to a better understanding of extremal Kähler metric, and for that matter, better understanding of Kähler geometry as well. The most fundamental one among his conjectures is the so called geodesic conjecture: any two Kähler metrics in the same class is connected by a smooth geodesic. A second conjecture by him is that this space of Kähler metric is a metric space under this metric. If the geodesic conjecture is true, this second conjecture will be a direct consequence (since this space of Kähler metrics in a fixed Kähler class is non-positively curved in the formal sense.). He went on to show that the uniqueness of extremal Kähler metric is a consequence of this geodesic conjecture as well. ### 2.3 Riemannian metrics in the infinite dimensional space. Now we introduce this metric here. Readers are referred to Mabuchi, S. Semmes and Donaldson’s original writing for details. Consider the space of Kähler potentials in a fixed Kähler class as: $$=\{\phi C^{\mathrm{}}(V):\omega _\phi =\omega _0+\sqrt{1}\overline{}\phi >0\mathrm{on}V\}.$$ Clearly, the tangent space $`T`$ is $`C^{\mathrm{}}(V).`$ Each Kähler potential $`\varphi `$ defines a measure $`d\mu _\varphi =\frac{1}{n!}\omega _\varphi ^n.`$ Now we define a Riemannian metric on the infinite dimensional manifold $``$ using the $`L^2`$ norm provided by these measures. A tangent vector in $``$ is just a function in $`V.`$ For any vector $`\psi T_\phi ,`$ we define the length of this vector as $$\psi _\phi ^2=_V\psi ^2𝑑\mu _\phi .$$ For a path $`\phi (t)(0t1),`$ the length is given by $$_0^1\sqrt{_V\phi (t)_{}^{}{}_{}{}^{2}𝑑\mu _{\phi (t)}}𝑑t$$ and the geodesic equation is $$\phi (t)^{\prime \prime }\frac{1}{2}\|\phi ^{}(t)\|_{\phi (t)}^2=0,$$ (1) where the derivative and norm in the 2nd term of the left hand side are taken with respect to the metric $`\omega _{\phi (t)}.`$ This geodesic equation shows us how to define a connection on the tangent bundle of $``$. The notation is simplest if one thinks of such a connection as a way of differentiating vector fields along paths. Thus, if $`\varphi (t)`$ is any path in $``$ and $`\psi (t)`$ is a field of tangent vectors along the path (that is, a function on $`V\times [0,1]`$), we define the covariant derivative along the path to be $$D_t\psi =\frac{\psi }{t}\frac{1}{2}(\psi ,\varphi ^{})_\varphi .$$ This connection is torsion-free because in the canonical “co-ordinate chart”, which represents $``$ as an open subset of $`C^{\mathrm{}}(V)`$, the “Christoffel symbol” $$\mathrm{\Gamma }:C^{\mathrm{}}(V)\times C^{\mathrm{}}(V)C^{\mathrm{}}(V)$$ at $`\varphi `$ is just $$\mathrm{\Gamma }(\psi _1,\psi _2)=\frac{1}{2}(\psi _1,\psi _2)_\varphi $$ which is symmetric in $`\psi _1,\psi _2`$. The connection is metric-compatible because $$\begin{array}{ccc}\frac{1}{2}\frac{d}{dt}\psi _\varphi ^2\hfill & \hfill =& \frac{d}{dt}_V\psi ^2𝑑\mu _\varphi \hfill \\ & \hfill =& _V\frac{\psi }{t}\psi +\frac{1}{2}\psi ^2\mathrm{\Delta }(\varphi ^{})d\mu _\varphi \hfill \\ & \hfill =& _V\frac{\psi }{t}\psi \frac{1}{4}((\psi ^2),\varphi ^{})_\varphi d\mu _\varphi \hfill \\ & \hfill =& _V(\frac{\psi }{t}\frac{1}{2}(\psi ,\varphi ^{})_\varphi )\psi 𝑑\mu _\varphi \hfill \\ & \hfill =& D_t\psi ,\psi .\hfill \end{array}$$ Here $`\mathrm{}`$ is complex Laplacian operator. The main theorem proved in (and later reproved in and ) is: Theorem A The Riemannian manifold $``$ is an infinite dimensional symmetric space; it admits a Levi-Civita connection whose curvature is covariant constant. At a point $`\varphi `$ the curvature is given by $$R_\varphi (\delta _1\varphi ,\delta _2\varphi )\delta _3\varphi =\frac{1}{4}\{\{\delta _1\varphi ,\delta _2\varphi \}_\varphi ,\delta _3\varphi \}_\varphi ,$$ where $`\{,\}_\varphi `$ is the Poisson bracket on $`C^{\mathrm{}}(V)`$ of the symplectic form $`\omega _\varphi `$; and $`\delta _1\varphi ,\delta _2\varphi T_\varphi .`$ (Recall that in infinite dimensions the usual argument gives the uniqueness of a Levi-Civita \[i.e. torsion-free, metric-compatible\] connection, but not the existence in general.) The formula for the curvature of $``$ entails that the sectional curvature is non-positive, given by $$K_\varphi (\delta _1\varphi ,\delta _2\varphi )=\frac{1}{4}\{\delta _1\varphi ,\delta _2\varphi \}_\varphi _\varphi ^2.$$ Different proofs of this theorem have been appeared in , and . We will skip the proof here, interested readers are referred to these papers if they are interested in the proof. The expression for the curvature tensor in terms of Poisson brackets shows that $`R`$ is invariant under the action of the symplectic-morphism group. Since the connection on $`T`$ is induced from an $`\mathrm{SDiff}`$-connection, it follows that $`R`$ is covariant constant, and hence $``$ is indeed an infinite-dimensional symmetric space. ### 2.4 Splitting of $``$ There is obviously a decomposition of the tangent space: $$T_\varphi =\{\psi :_V\psi 𝑑\mu _\varphi =0\}𝐑.$$ We claim that this corresponds to a Riemannian decomposition $$=_0\times 𝐑.$$ We are interested to see this Riemannian splitting more explicitly, partly because we see the appearance of a functional $`I`$ on the space of Kähler potentials, which is well-known in the literature, see , for example. The decomposition of tangent space of $``$ gives a $`1`$-form $`\alpha `$ on $``$ with $$\alpha _\varphi (\psi )=_V\psi 𝑑\mu _\varphi ,$$ and it is straightforward to verify that this $`1`$-form is closed. Indeed $$(d\alpha )_\varphi (\psi ,\stackrel{~}{\psi })=_V\left(\stackrel{~}{\psi }\mathrm{\Delta }\psi \psi \mathrm{\Delta }\stackrel{~}{\psi }\right)=0.$$ This means that there is a function $`I:𝐑`$ with $`I(0)=0`$ and $`dI=\alpha `$, and it is this function which gives rise to the corresponding Riemannian decomposition. We call a Kähler potential $`\varphi `$ normalized if $`I(\varphi )=0`$. Then any Kähler metric has a unique normalized potential, and the restriction of our metric on $``$ to $`I^1(0)`$ endows the space $`_0`$ of Kähler metrics with a Riemannian structure; this is independent of the choice of base point $`\omega _0`$ and clearly makes $`_0`$ into a symmetric space. The functional $`I`$ can be written more explicitly by integrating $`\alpha `$ along lines in $``$ to give the formula $$I(\varphi )=\underset{p=0}{\overset{n}{}}\frac{1}{(p+1)!(np)!}_V\omega _0^{np}(\overline{}\varphi )^p\varphi .$$ ### 2.5 Donaldson’ Conjectures We will now study the geodesic equation in $``$ in more detail, and interpret the solutions geometrically. Suppose $`\varphi _t,t[0,1]`$, is a path in $``$. We can view this as a function on $`V\times [0,1]`$ and in turn as a function on $`V\times [0,1]\times S^1`$, with trivial dependence on the $`S^1`$ factor; that is, we define $$\mathrm{\Phi }(v,t,e^{is})=\varphi _t(v).$$ We regard the cylinder $`𝐑=[0,1]\times S^1`$ as a Riemann surface with boundary in the standard way—so $`t+is`$ is a local complex co-ordinate. Let $`\mathrm{\Omega }_0`$ be the pull-back of $`\omega _0`$ to $`V\times 𝐑`$ under the projection map and put $`\mathrm{\Omega }_\mathrm{\Phi }=\mathrm{\Omega }_0+\overline{}\mathrm{\Phi }`$, a $`(1,1)`$-form on $`V\times 𝐑`$. Then we have: ###### Proposition 1 The path $`\varphi _t`$ satisfies the geodesic equation (1) if and only if $`\mathrm{\Omega }_\mathrm{\Phi }^{n+1}=0`$ on $`V\times 𝐑`$. Proof: Denote the metric defined by $`\omega _0,\omega _\varphi `$ as $`g,g^{}.`$ Then $$\frac{1}{n!}\omega _\varphi ^n=detg^{};\frac{1}{n!}\omega _0^n=detg.$$ Then geodesic equation is equivalent to the following (if $`detg^{}0`$) $$(\varphi ^{\prime \prime }\frac{1}{2}\varphi ^{}_g^{}^2)detg^{}=0.$$ The last equation is equivalent to $$det\left(\begin{array}{cc}g^{}& \left(\begin{array}{c}\frac{\varphi ^{}}{z_1}\\ \frac{\varphi ^{}}{z_2}\\ \\ \frac{\varphi ^{}}{z_n}\end{array}\right)\\ \left(\begin{array}{cccc}\frac{\varphi ^{}}{\overline{z_1}}& \frac{\varphi ^{}}{\overline{z_2}}& \mathrm{}& \frac{\varphi ^{}}{\overline{z_n}}\end{array}\right)& \varphi ^{\prime \prime }\end{array}\right)=0.$$ Let $`w=t+\sqrt{1}s,`$ then $`t=Re(w).`$ The above equation could be re-written as $$det\left(\begin{array}{cc}(g+\frac{^2\varphi }{z_\alpha \overline{z}_\beta })_{nn}& \left(\begin{array}{c}\frac{^2\varphi }{z_1\overline{w}}\\ \frac{^2\varphi }{z_2\overline{w}}\\ \\ \frac{^2\varphi }{z_n\overline{w}}\end{array}\right)\\ \left(\begin{array}{cccc}\frac{^2\varphi }{\overline{z_1}w}& \frac{^2\varphi }{\overline{z_2}w}& \mathrm{}& \frac{^2\varphi }{\overline{z_n}w}\end{array}\right)& \frac{^2\varphi }{w\overline{w}}\end{array}\right)=0.$$ This is just $`\mathrm{\Omega }_\mathrm{\Phi }^{n+1}=0.`$ The proposition is then proved. $`QED.`$ Given boundary data —a real value function $`\rho C^{\mathrm{}}((V\times 𝐑)),`$ we consider the set of functions $`\mathrm{\Phi }`$ on $`V\times 𝐑`$ which agree with $`\rho `$ on the boundary. Then we define the variation of $`I_\rho `$ on this set by $$\delta I_\rho =\frac{1}{(n+1)!}_{V\times 𝐑}\delta \mathrm{\Phi }\mathrm{\Omega }_\mathrm{\Phi }^{n+1},$$ where the variation $`\delta \mathrm{\Phi }`$ vanishes on the boundary by hypothesis. This boundary condition means that we can show easily that this formula defines a functional $`I_\rho .`$ To prove this, one only need to show that the second derivatives of $`I_\rho `$ with respect to two infinitesimal variation $`\delta _1\mathrm{\Phi }`$ and $`\delta _2\mathrm{\Phi }`$ is symmetric. The second derivatives is: $$\frac{1}{2}\frac{1}{(n+1)!}_V\delta _1\mathrm{\Phi }\mathrm{}\delta _2\mathrm{\Phi }\mathrm{\Omega }_\mathrm{\Phi }^{n+1}$$ which is clearly symmetric on $`\delta _1\mathrm{\Phi }`$ and $`\delta _2\mathrm{\Phi }.`$ Here $`\mathrm{}`$ is the Laplacian operator of $`\mathrm{\Omega }_\mathrm{\Phi }`$ on $`V\times 𝐑.`$ This functional $`I_\rho `$ reduces to the energy functional on paths, by an integration by parts, in the case when $`𝐑`$ is the cylinder and we restrict to $`S^1`$-invariant data. Suppose $`\varphi (t)(0t1)`$ is a path in $`,`$ and $`\delta \varphi `$ represents the infinestimal variation of $`\varphi `$ while keep value of $`\varphi `$ fixed when $`t=0,1.`$ Thus, the variation of $`I_\rho `$ in $`\delta \varphi `$ direction is (follow notations in the proof of previous proposition): $$\delta I_\rho =\frac{1}{(n+1)!}_{V\times R}\delta \varphi \mathrm{\Omega }_\mathrm{\Phi }^{n+1}=\frac{1}{(n+1)!}_{t=0}^1_V\delta \varphi (\varphi ^{\prime \prime }\frac{1}{2}\varphi ^{}_g^{}^2)𝑑etg^{}𝑑t.$$ On the other hand, the variation of energy functional along this path is: $$\delta E=_{t=0}^1_V\delta \varphi (\varphi ^{\prime \prime }\frac{1}{2}\varphi ^{}_g^{}^2)𝑑etg^{}𝑑t$$ where $`E=_{t=0}^1_V\varphi ^{}(t)^2𝑑etg^{}𝑑t.`$ Thus, in case when $`𝐑`$ is the cylinder and we restrict to $`S^1`$-invariant data, $`I_\rho `$ equal to the energy functional on the path up to a multiple of constant. The following is the first conjecture by Donaldson in : ###### Conjecture 1 (Donaldson) Let $`𝐑`$ be a compact Riemann surface with boundary and $`\rho :V\times R𝐑`$ be a function such that $`\omega _0\sqrt{1}\overline{}\rho `$ is a strictly positive (1,1) form on each slice $`V\times \{z\}`$ for each fixed $`zR`$. Let $`𝒮_\rho `$ be the set of functions $`\mathrm{\Phi }`$ on $`V\times R`$ equal to $`\rho `$ over the boundary and such that $`\omega _0\sqrt{1}\overline{}\mathrm{\Phi }`$ is strictly positive on every slice $`V\times \{w\},wR`$. Then there is a unique solution of the Monge-Ampere equation $`(\mathrm{\Omega }_0\sqrt{1}\overline{}\mathrm{\Phi })^{n+1}=0`$ in $`𝒮_\rho `$, and this solution realizes the absolute minimum of the functional $`I_\rho `$. This question is a version of the Dirichlet problem for the complete degenerate Monge-Ampere equation, a topic around which there is a substantial literature; see , for example. Note that regularity questions are very important in this theory, since the equation is not elliptic. In the case of the geodesic problem, when the functional can be rewritten as the energy of a path; if these infimum are strictly positive, for all choices of fixed, distinct, end points, they make $``$ into a metric space, in the usual fashion. In this connection, Donaldson proposes the following conjecture (after verifying that it will be satisfied by a smooth geodesic): ###### Conjecture 2 (Donaldson) If $`\varphi _0`$ is normalized and $`\stackrel{~}{\varphi }_t,t[0,1]`$ is any path from $`0`$ to $`\varphi `$ in $``$ then $$_0^1_V\left(\frac{d\stackrel{~}{\varphi }}{dt}\right)^2𝑑\mu _{\stackrel{~}{\varphi }_t}𝑑tM^1\left(\mathrm{max}(_{\varphi >0}\varphi 𝑑\mu _\varphi ,_{\varphi <0}\varphi 𝑑\mu _0)\right)^2.$$ (2) The restriction to normalized potentials $`\varphi `$ is not important since we know that $``$ splits as a product, and we could immediately write down a corresponding inequality, involving $`I(\varphi )`$, for any $`\varphi `$. If this conjecture and the geodesic conjecture are proved, then $``$ is a metric space. we want to use continuous method to treat this existence problem of geodesic between any two points in $``$. ## 3 Existence of $`C^{1,1}`$ solution Let $`V`$ be a $`n`$ dimensional Kähler manifold without boundary, $`𝐑`$ be a Riemann surface with boundary. The case we concerned most is when $`𝐑`$ is a cylinder. Suppose $`g=g_{\alpha \overline{\beta }}dz_\alpha d\overline{z_\beta }(1\alpha ,\beta n)`$ is a given Kähler metric in $`V.`$ Then $`\stackrel{~}{g}=g_{\alpha \overline{\beta }}dz_\alpha d\overline{z}_\beta +dw\overline{dw}`$ is a Kähler metric in $`V\times 𝐑,`$ and $`\stackrel{~}{\phi }=\phi \|w\|^2.`$ For convenience, we still denote $`\stackrel{~}{g}`$ as $`g`$, and $`\stackrel{~}{\phi }`$ as $`\phi `$ when there is no confusion arisen. Also, let $`z_{n+1}=w.`$ Then $`z=(z_1,z_2,\mathrm{},z_n,z_{n+1})`$ is a point in $`V\times 𝐑`$ and $`z^{}=(z_1,z_2,\mathrm{}z_n)`$ is a point in $`V.`$ Let $`\phi (z)=\phi (z^{},w)`$ be a function in $`V\times 𝐑`$ such that $`g+_z^{}\overline{_z^{}}\phi (z^{},w)`$ is a Kähler metric in $`V`$ for each $`w𝐑.`$ We want to solve the degenerated Monge-Ampere equation: $$det(g+\frac{^2\phi }{z_\alpha \overline{z}_\beta })_{(n+1)(n+1)}=0\mathrm{in}V\times 𝐑;\mathrm{and}\phi =\phi _0\mathrm{in}(V\times 𝐑).$$ (3) We want to use the continue method to solve this equation. Consider the continuous equation $`0t1.`$ $$det(g+\frac{^2\phi }{z_\alpha \overline{z}_\beta })=tdet(g+\frac{^2\phi _0}{z_\alpha \overline{z}_\beta }),\mathrm{in}V\times 𝐑;\mathrm{and}\phi =\phi _0\mathrm{in}(V\times 𝐑).$$ (4) Suppose $`\phi _0`$ is a solution to (4) at $`t=1`$ such that $`{\displaystyle \underset{\alpha ,\beta =1}{\overset{n+1}{}}}(g_{\alpha \overline{\beta }}+{\displaystyle \frac{^2\phi _0}{z_\alpha \overline{z}_\beta }})dz_\alpha d\overline{z}_\beta `$ is strictly positive Kähler metric in $`V\times 𝐑`$<sup>\</sup><sup>\</sup>\**By definition, for any $`\phi _0,`$ $`{\displaystyle \underset{\alpha ,\beta =1}{\overset{n+1}{}}}(g_{\alpha \overline{\beta }}+{\displaystyle \frac{^2\phi _0}{z_\alpha \overline{z}_\beta }})dz_\alpha d\overline{z}_\beta `$ is strictly positive Kähler metric in each $`V`$ slice $`V\times \{w\}.`$ Let $`\mathrm{\Psi }`$ be a strictly convex function of $`w`$ which vanishes on $`𝐑.`$ Then for large enough constants $`m,{\displaystyle \underset{\alpha ,\beta =1}{\overset{n+1}{}}}(g_{\alpha \overline{\beta }}+{\displaystyle \frac{^2(\phi _0+m\mathrm{\Psi })}{z_\alpha \overline{z}_\beta }})dz_\alpha d\overline{z}_\beta `$ is a strictly positive Kähler metric in $`V\times 𝐑.`$ . Denote $`f=det(g+\frac{^2\phi _0}{z_\alpha \overline{z}_\beta })(detg)^1>0.`$ Then equation (4) can be re-written in a better form $$det(g+\frac{^2\phi }{z_\alpha \overline{z}_\beta })=tfdet(g)\mathrm{in}V\times 𝐑;\mathrm{and}\phi =\phi _0\mathrm{in}(V\times 𝐑).$$ (5) Clearly, $`\phi _0`$ is the unique solution to this equation at $`t=1.`$ Since the equation is elliptic, this equation can be uniquely solved for $`t`$ sufficiently closed to $`1`$(the kernal of linearized operator is zero for any $`t>0`$). Let $`t_0`$ be such that (5) has a unique smooth solution for every $`t(t_0,1].`$ We want to show that $`t_0=0`$ in this section. Observe that equation (5) is elliptic for every $`t>0.`$ Hence, the solution will be as smooth as the boundary value once we show that 2nd derivatives of $`\phi `$ is uniformly bounded. Let $`h`$ be a super harmonic function on $`V\times 𝐑`$ with respect to $`g`$ such that $`\mathrm{}_gh+n+1=0.`$ and $`h=\phi _0`$ in $`(V\times 𝐑).`$ Then for any solution of equation (5) for $`t<1`$, we have $`C^0`$ bound of the solution: ###### Lemma 1 If $`\phi `$ is a solution of equation (5) at $`0<t<1,`$ then $`\phi `$ has the following a priori $`C^0`$ estimate due to maximum principal: $$\phi _0\phi h,\mathrm{in}V\times 𝐑.$$ For $`C^2`$ estimate, we follow Yau’s famous work in Calabi’s conjecture. Essentially, we reduce it to a boundary estimate since we have $`C^0`$ estimate: ###### Lemma 2 (Yau) If $`\phi `$ is a solution of equation (5) at $`0<t<1,`$ then $`\phi `$ has the following a priori $`C^2`$ estimate: $$\begin{array}{ccc}\mathrm{}^{}(e^{C\phi }(n+1+\mathrm{}\phi ))\hfill & & e^{C\phi }(\mathrm{}\mathrm{ln}f(n+1)^2\underset{il}{inf}(R_{i\overline{i}l\overline{l}}))Ce^{C\phi }(n+1)(n+1+\mathrm{}\phi )\hfill \\ & & +(C+\underset{il}{inf}(R_{i\overline{i}l\overline{l}}))e^{C\phi }(n+1+\mathrm{}\phi )^{1+\frac{1}{n}}(tf)^1.\hfill \end{array}$$ where $`C+\underset{il}{inf}(R_{i\overline{i}l\overline{l}})>1,`$ $`\mathrm{}`$ is the Laplacian operator with respect to to $`g,`$ while $`\mathrm{}^{}`$ is the Laplacian operator with respect to to $`g^{}=g+\frac{^2\phi }{z_\alpha \overline{z}_\beta }dz_\alpha \overline{dz_\beta }`$ and $`R_{i\overline{i}l\overline{l}}`$ is the Riemannian curvature of $`g.`$ From the a priori estimate in Lemma 2, either $`e^{C\phi }(n+1+\mathrm{}\phi )`$ is uniformly bounded in $`V\times 𝐑`$ or it achieves maximum value at $`(V\times 𝐑).`$ Lemma 1 asserts that $`\phi `$ is uniformly bounded from above and below, then ###### Corollary 1 There exists a constant $`C`$ which depends only on $`(V\times 𝐑,g)`$ such that $$\underset{V\times 𝐑}{\mathrm{max}}(n+1+\mathrm{}\phi )C(1+\underset{(V\times 𝐑)}{\mathrm{max}}(n+1+\mathrm{}\phi )).$$ ###### Theorem 1 If $`\phi `$ is a solution of equation (5) at $`0<t<1,`$ then there exists a constant $`C`$ which depends only on $`(V\times 𝐑,g)`$ such that: $$\underset{V\times 𝐑}{\mathrm{max}}(n+1+\mathrm{}\phi )C\underset{V\times 𝐑}{\mathrm{max}}(\|\phi \|_g^2+1).$$ (6) In light of Corollary 1, we only need to prove the inequality (6) on the boundary, i.e,, $$\underset{(V\times 𝐑)}{\mathrm{max}}(n+1+\mathrm{}\phi )C\underset{V\times 𝐑}{\mathrm{max}}(\|\phi \|_g^2+1).$$ We will prove this inequality in the next subsection. ###### Theorem 2 If $`\phi _i(i=1,2,\mathrm{})`$ are solutions of equation (5) at $`0<t_i<1,`$ and the inequality (6) holds uniformly for all these solutions $`\{\phi _i,i𝐍\}`$, then there exists a constant $`C_1`$ independent of $`i`$ such that $$\underset{V\times 𝐑}{\mathrm{max}}(n+1+\mathrm{}\phi )C\underset{V\times 𝐑}{\mathrm{max}}(\|\phi \|_g^2+1)<C_1.$$ This is proved via a blowing up argument. We will show this in subsection 3.2. ###### Remark 1 By now it is standard estimate of Monge-Ampere equations, that if $$\underset{V\times 𝐑}{\mathrm{max}}(n+1+\mathrm{}\phi )C\underset{V\times 𝐑)}{\mathrm{max}}(\|\phi \|_g^2+1)<C_1$$ then equation (5) for $`t_1,t_2,\mathrm{}`$ is a sequence of uniform elliptic equations. The higher derivative of the solution $`\phi _i`$ has a uniform bound as long as $`\underset{i\mathrm{}}{lim\; inf}t_i>0.`$ ###### Theorem 3 There exists a $`C^{1,1}(V\times 𝐑)`$ function which solves equation (3) weakly. In other words, for any two points $`\phi _0,\phi _1,`$ there exists a geodesic path $`\phi (t):[0,1]\overline{}`$ and a uniform constant $`C`$ such that the following holds: $$0\left(g_{i\overline{j}}+\frac{^2\phi }{z_i\overline{z_j}}\right)_{(n+1)(n+1)}C\left(\stackrel{~}{g}_{i\overline{j}}\right)_{(n+1)(n+1)}.$$ Here $`z_1,z_2\mathrm{},z_n`$ are local coordinates in $`V`$ and $`t=Re(z_{n+1}).`$ And $`\stackrel{~}{g}=g_{\alpha \overline{\beta }}dz_\alpha d\overline{z}_\beta +dw\overline{dw}`$ is a fixed product metric in $`V\times 𝐑.`$ Following notations in theorem 2, we want to show that $`t_0=\underset{i\mathrm{}}{lim\; inf}t_i=0.`$ Otherwise, assume $`t_0>0.`$ Then equation (5) has a unique smooth solution for $`1t>t_0.`$ Following from theorem 2, then we have uniform upper bound for $`\mathrm{}\phi +(n+1)`$ for all $`t_i>t_0>0.`$ Then equation (5) implies that $`g_i^{}=g+\frac{^2\phi _i}{z_\alpha \overline{z}_\beta }dz_\alpha \overline{dz_\beta }`$ is bounded uniformly from below by a uniform positive constant (this positive low bound approaches 0 when $`t0)`$. Thus, from equation (5), we obtain uniform higher derivative estimates for solution $`\phi _i.`$ Therefore these solution converge to a regular solution at $`t_0>0.`$ Again, since equation (5) at $`t_0`$ is an elliptic equation and the kernal of the linearized operator is zero, it can then be solved for any $`t`$ sufficiently closed to $`t_0.`$ But this contradicts to the definition of $`t_0.`$ Thus $`t_0=0.`$ We can choose a subsequence of $`t_i0`$ such that $`\phi _i`$ converge weakly in $`C^{1,1}(V\times 𝐑)`$ where $`\mathrm{\Omega }`$ is relative compact subset of $`V\times 𝐑.`$ Again via maximum principal, we can show this limit is unique and define a weak solution of equation (3). ### 3.1 Boundary estimate We want to estimate $`\mathrm{}\phi `$ at any point in the boundary $`(V\times 𝐑)=V\times 𝐑.`$ Let $`p`$ be a generic point in $`(V\times 𝐑).`$ Now choose a small neighborhood $`U`$ of $`p`$ in $`V\times 𝐑`$ (this will be a half geodesic ball since $`p(V\times 𝐑))`$ and a local coordinate chart such that $`g_{\alpha \overline{\beta }}(p)=\delta _{\alpha \overline{\beta }}`$ and $`p=(z=0)`$ $$\frac{1}{2}\delta _{\alpha \overline{\beta }}g_{\alpha \overline{\beta }}(q)2\delta _{\alpha \overline{\beta }},qU.$$ Since $`{\displaystyle \underset{\alpha ,\beta =1}{\overset{n+1}{}}}(g_{\alpha \overline{\beta }}+{\displaystyle \frac{^2\phi _0}{z_\alpha \overline{z}_\beta }})dz_\alpha d\overline{z}_\beta `$ is a positive Kähler metric in $`V\times 𝐑,`$ there exists a constant $`ϵ>0`$ such that $$g_{\alpha \overline{\beta }}+\frac{^2\phi _0}{z_\alpha \overline{z}_\beta }>2ϵg_{\alpha \overline{\beta }},\mathrm{in}V\times 𝐑.$$ In the neighborhood $`U`$ of $`p,`$ we have $$g_{\alpha \overline{\beta }}+\frac{^2\phi _0}{z_\alpha \overline{z}_\beta }>ϵ\delta _{\alpha \overline{\beta }}\mathrm{in}V\times 𝐑.$$ (7) We have the trivial estimates in $`(V\times 𝐑)`$: $$\frac{(\phi \phi _0)}{z_\alpha }=0,\frac{^2(\phi \phi _0)}{z_\alpha \overline{z}_\beta }=0,\mathrm{\hspace{0.33em}1}\alpha ,\beta n.$$ In order to estimate $`\mathrm{}\phi ={\displaystyle \underset{\alpha ,\beta =1}{\overset{n+1}{}}}g^{\alpha \overline{\beta }}{\displaystyle \frac{^2\phi }{z_\alpha \overline{z}_\beta }}`$ in $`(V\times 𝐑),`$ we only need to estimate $`\frac{^2(\phi \phi _0)}{z_\alpha \overline{z}_\beta }`$ when either $`\alpha `$ or $`\beta `$ is $`n+1.`$ We will estimate $`\frac{^2(\phi \phi _0)}{z_\alpha \overline{z}_{n+1}}(\alpha n)`$ first, then use equation (5) to derive estimate for $`\frac{^2(\phi \phi _0)}{z_{n+1}\overline{z}_{n+1}}.`$ Now we set up some conventions: $$z_\alpha =x_\alpha +\sqrt{1}y_\alpha ,\mathrm{\hspace{0.33em}1}\alpha n;z_{n+1}=x+\sqrt{1}y$$ where $`𝐑`$ near $`𝐑`$ is given by $`x0`$. ###### Lemma 3 There exists a constant $`C`$ which depends only on $`(V\times 𝐑,g)`$ such that $$\|\frac{^2\phi }{z_\alpha \overline{z}_{n+1}}(p)\|C(\underset{V\times 𝐑}{\mathrm{max}}\|\phi \|_g+1).$$ Proof of theorem 1: At point $`p`$, equation (5) reduces to $$det(\delta _{\alpha \overline{\beta }}+\frac{^2\phi }{z_\alpha \overline{z}_\beta })=tf.$$ In other words, $$\frac{^2\phi }{z_{n+1}\overline{z}_{n+1}}=tf\frac{^2\phi }{z_\alpha \overline{z}_{n+1}}\frac{^2\phi }{\overline{z}_\alpha z_{n+1}}.$$ Lemma 3 then implies that $$\|\frac{^2\phi }{z_{n+1}\overline{z}_{n+1}}\|C(\underset{V\times 𝐑}{\mathrm{max}}\|\phi \|_g^2+1).$$ Then, $$\|\mathrm{}\phi (p)\|=\|\underset{\alpha ,\beta =1}{\overset{n+1}{}}g^{\alpha \overline{\beta }}\frac{^2\phi }{z_\alpha \overline{z}_\beta }(p)\|C(\underset{V\times 𝐑}{\mathrm{max}}\|\phi \|_g^2+1).$$ Since $`p`$ is a generic point in $`(V\times 𝐑),`$ then theorem 2 holds true. QED. Let $`D`$ be any constant linear 1st order operator near the boundary ( for instance $`D=\pm \frac{}{x_\alpha },\pm \frac{}{y_\alpha }`$ for any $`1\alpha n).`$ Notice $`D`$ is just defined locally. Define a new operator $``$ as ( $`\varphi `$ is any test function): $$\varphi =\underset{\alpha ,\beta =1}{\overset{n+1}{}}g^{\alpha \overline{\beta }}\frac{^2\varphi }{z_\alpha \overline{z}_\beta }$$ where $`(g^{\alpha \overline{\beta }})=(g_{\alpha \overline{\beta }}^{})^1=\left(g_{\alpha \overline{\beta }}+\frac{^2\phi }{z_\alpha \overline{z}_\beta }\right)^1.`$ Differentiating both side of equation (5) by $`D,`$ we get $$D\phi =D\mathrm{ln}f+\underset{\alpha ,\beta =1}{\overset{n+1}{}}g^{\alpha \overline{\beta }}Dg_{\alpha \overline{\beta }}.$$ Thus there exists a constant $`C`$ which depends only on $`(V\times 𝐑,g)`$ such that $$D(\phi \phi _0)C(1+\underset{\alpha =1}{\overset{n+1}{}}g^{\alpha \overline{\alpha }})$$ (8) We will now employ a barrier function of the form $$\nu =(\phi \phi _0)+s(h\phi _0)Nx^2$$ (9) near the boundary point, and $`s,N`$ are positive constants to be determined. We may take $`\delta `$ small enough so that $`x`$ is small in $`\mathrm{\Omega }_\delta =(V\times 𝐑)B_\delta (0).`$ The main essence of the proof is: ###### Lemma 4 For $`N`$ sufficiently large and $`s,\delta `$ sufficiently small, we have $$\nu \frac{ϵ}{4}(1+\underset{\alpha =1}{\overset{n+1}{}}g^{\alpha \overline{\alpha }})\mathrm{in}\mathrm{\Omega }_\delta ,\nu 0\mathrm{on}\mathrm{\Omega }_\delta .$$ Proof Since $`g_{\alpha \overline{\beta }}+\frac{^2\phi _0}{z_\alpha \overline{z}_\beta }ϵ\delta _{\alpha \overline{\beta }},`$ we have $$(\phi \phi _0)=\underset{\alpha ,\beta =1}{\overset{n+1}{}}g^{\alpha \overline{\beta }}[(g_{\alpha \overline{\beta }}+\frac{^2\phi }{z_\alpha \overline{z}_\beta })(g_{\alpha \overline{\beta }}+\frac{^2\phi _0}{z_\alpha \overline{z}_\beta })]n+1ϵ\underset{\alpha =1}{\overset{n+1}{}}g^{\alpha \overline{\alpha }}$$ and $$(h\phi _0)C_1(1+\underset{\alpha =1}{\overset{n+1}{}}g^{\alpha \overline{\alpha }})$$ for some constant $`C_1.`$ Furthermore, $`x^2=2g^{(n+1)\overline{n+1}}.`$ Thus $$\begin{array}{ccc}\nu \hfill & =& (\phi \phi _0)+s(h\phi _0)2Ng^{(n+1)\overline{n+1}}\hfill \\ & & n+1ϵ\underset{\alpha =1}{\overset{n+1}{}}g^{\alpha \overline{\alpha }}+sC_1+sC_1\underset{\alpha =1}{\overset{n+1}{}}g^{\alpha \overline{\alpha }}2Ng^{(n+1)\overline{n+1}}.\hfill \end{array}$$ Suppose $`0<\lambda _1\lambda _2\mathrm{}\lambda _{n+1}`$ are eigenvalues of $`(g_{\alpha \overline{\beta }}^{})_{(n+1)(n+1)}.`$ Thus $$\underset{\alpha =1}{\overset{n+1}{}}g^{\alpha \overline{\alpha }}=\underset{\alpha =1}{\overset{n+1}{}}\lambda _{\alpha }^{}{}_{}{}^{1},g^{(n+1)\overline{n+1}}\lambda _n^1.$$ Thus, $$\begin{array}{ccc}\frac{ϵ}{4}\underset{\alpha =1}{\overset{n+1}{}}g^{\alpha \overline{\alpha }}+Ng^{(n+1)\overline{n+1}}\hfill & & \frac{ϵ}{4}\underset{\alpha =1}{\overset{n}{}}\lambda _{\alpha }^{}{}_{}{}^{1}+(N+\frac{ϵ}{4})\lambda _{n+1}^{}{}_{}{}^{1}\hfill \\ & & (n+1)\frac{ϵ}{4}N^{\frac{1}{n+1}}(\lambda _1\lambda _2\mathrm{}\lambda _{n+1})^{\frac{1}{n+1}}=C_2N^{\frac{1}{n+1}}.\hfill \end{array}$$ Choose $`N`$ large enough so that $$C_2N^{\frac{1}{n+1}}+(n+1)+sC_1<\frac{ϵ}{4}.$$ Choose $`s`$ small enough so that $`sC_1\frac{ϵ}{4}.`$ Then $$\nu \frac{ϵ}{4}(1+\underset{\alpha =1}{\overset{n+1}{}}g^{\alpha \overline{\alpha }})).$$ From now on we fix $`N.`$ Observe that $`\mathrm{}(h\phi _0)<2ϵ,`$ then there exists a constant $`C_0`$ which depends only on $`g`$ such that $`h\phi _0>C_0x`$ near $`(V\times 𝐑).`$ Choose $`\delta `$ small enough so that $$s(h\phi _0)Nx^2(sC_0N\delta )x0.$$ Then $`\nu 0`$ in $`\mathrm{\Omega }_\delta .`$ QED. Proof of Lemma 3: Let $`M=\mathrm{max}(\|\phi \|_g+1).`$ Choose $`ABC,C_1.`$ In additional, choose $`A,B`$ as a big multiple of $`M.`$ Notice that $`\|D\phi \|2M`$ in $`\mathrm{\Omega }_\delta .`$ For $`\delta `$ fixed as in Lemma 4, we have $`B\delta ^2\|D(\phi \phi _0)\|>0.`$ Consider $`w=A\nu +B\|z\|^2+D(\phi \phi _0).`$ Then $`w0`$ in $`\mathrm{\Omega }_\delta `$ and $`w(0)=0.`$ Moreover, $$w(\frac{ϵA}{4}+2B+C)(1+\underset{\alpha =1}{\overset{n+1}{}}g^{\alpha \overline{\alpha }})<0.$$ Maximal Principal implies that $`w0`$ in $`\mathrm{\Omega }_\delta .`$ Since $`w(0)=0,`$ then $`\frac{w}{x}0.`$ In other words, $$\frac{}{x}D\phi (0)<C_3M$$ for some uniform constant $`C_3.`$ Since $`D`$ is any 1st order constant operator near $`(V\times 𝐑).`$ Replace $`D`$ with $`D,`$ we get $$\frac{}{x}D\phi (0)<C_3M$$ On the other hand, since $`𝐑`$ is given by $`x=0`$ in our special case, we then have the trivial estimate: $$\frac{}{y}D(\phi \phi _0)(0)=0.$$ Therefore, $$\|\frac{}{z_{n+1}}D\phi (0)\|<C_3M$$ Lemma 3 follows from here directly. QED. ### 3.2 Blowing up analysis ###### Lemma 5 Any bounded weakly sub-harmonic function in two dimensional plane is a constant. This is a standard fact in geometry analysis, we will omit the proof here. Notice this lemma is false if dimension is no less than 3. The essence of blowing up analysis is to use “micro-scope” to analyze what happen in a small neighborhood via rescaling. Hence it doesn’t make any difference what the global structure of background metric is, or what the metric is. Under rescaling, everything become Euclidean anyway. We may as well view the manifold as a domain in Euclidean space. we will use variable $`x`$ to denote position in $`V\times 𝐑.`$ Proof of theorem 2: Suppose $`\frac{1}{ϵ_i}=\underset{V\times 𝐑}{\mathrm{max}}\|\phi _i\|_g\mathrm{}.`$ We want to draw a contradiction from this statement. Suppose $`\|\phi _i\|_g(x_i)=\frac{1}{ϵ_i}.`$ By theorem 1, we have $`\underset{V\times 𝐑}{\mathrm{max}}\mathrm{}\phi _i{\displaystyle \frac{1}{ϵ_i^2}}.`$ Choose a convergent subsequence of $`x_i`$ such that $`x_i\underset{¯}{x}.`$ Choose a tiny neighborhood $`B_\delta (\underset{¯}{x})`$ of $`\underset{¯}{x}`$ so that $`g_{\alpha \overline{\beta }}(\underset{¯}{x})=\delta _{\alpha \overline{\beta }}`$ and $`g`$ is essentially an identical matrix in $`B_\delta (\underset{¯}{x}).`$For simplicity, let us pretend that $`g`$ is an Euclidean metric in $`B_\delta (\underset{¯}{x}).`$ There are two cases to consider: the first case is when $`\underset{¯}{x}(V\times 𝐑)`$ and the 2nd case is when $`\underset{¯}{x}`$ is in the interior of $`V\times 𝐑.`$ We define the blowing up sequence as $$\stackrel{~}{\phi }_i(x)=\phi _i(x_i+ϵ_ix),xB_{\frac{\delta }{ϵ_i}}(0).$$ Then $`\|\stackrel{~}{\phi }_i(0)=1`$ and $$\underset{B_{\frac{\delta }{ϵ_i}}(0)}{\mathrm{max}}\|\stackrel{~}{\phi }_i\|1,\mathrm{and}\underset{B_{\frac{\delta }{ϵ_i}}(0)}{\mathrm{max}}\|\mathrm{}\stackrel{~}{\phi }_i\|C.$$ Observe $`\phi _0\phi _ih(i).`$ Re-scale $`\phi _0`$ and $`h`$ accordingly: $$\stackrel{~}{\phi }_0(x)=\phi _0(x_i+ϵ_ix),\stackrel{~}{h}(x)=h(x_i+ϵ_ix),xB_{\frac{\delta }{ϵ_i}}(0).$$ Thus $`\underset{i\mathrm{}}{lim}\stackrel{~}{\phi }_0(x)=\phi _0(\underset{¯}{x})`$ and $`\underset{i\mathrm{}}{lim}\stackrel{~}{h}(x)=h(\underset{¯}{x}).`$ Moreover, $$\stackrel{~}{\phi }_0\stackrel{~}{\phi }_i\stackrel{~}{h},i=1,2,\mathrm{}.$$ (10) There exists a subsequence of $`\stackrel{~}{\phi }_i`$ and a limit function $`\stackrel{~}{\phi }`$ in $`C^{n+1}`$ (or half plane in case $`\underset{¯}{x}`$ in the boundary) such that in any fixed ball of $`B_l(0)`$(or half ball if $`\underset{¯}{x}`$ is in the boundary) we have $`\stackrel{~}{\phi }_i\stackrel{~}{\phi }`$ in $`C^{1,\eta }`$ in the ball $`B_l(0)`$ (or half ball) for any $`0<\eta <1.`$ This implies $$\|\stackrel{~}{\phi }(0)\|=1.$$ (11) In additional, inequality (10) holds in the limit: $$\phi _0(\underset{¯}{x})\stackrel{~}{\phi }(x)h(\underset{¯}{x}),x.$$ (12) Case 1: Suppose $`\underset{¯}{x}(V\times 𝐑).`$ Then $`h(\underset{¯}{x})=\phi _0(\underset{¯}{x}).`$ Inequality (12 ) implies that $`\stackrel{~}{\phi }`$ is a constant function in its domain. In particular, we have $`\|\stackrel{~}{\phi }(x)\|0.`$ This contradicts our assertion (11). Thus the theorem is proved in this case. Case 2: Suppose $`\underset{¯}{x}`$ is in the interior of $`V\times 𝐑.`$ Then $`\stackrel{~}{\phi }(x)`$ is a well defined $`C^{1,\eta }`$ and bounded function in $`C^{n+1}.`$ We claim that this function is weakly sub-harmonic in any complex line through origin. If this claim is true, then Lemma 5 says it must be constant for any complex line through origin. Therefore, the function itself must be a constant as well. Thus $`\|\stackrel{~}{\phi }\|0.`$ It again contradicts with our assertion (11). Thus the theorem is proved also, provided we can prove this claim. Without loss of generality, we consider the complex line $`T`$ is $$z_2=z_3=\mathrm{}=z_{n+1}=0.$$ Observed that (near $`\underset{¯}{x}`$) the following holds $$0<(\delta _{\alpha \overline{\beta }}+\frac{^2\phi _i}{z_\alpha \overline{z}_\beta })_{(n+1)(n+1)}<\frac{C}{ϵ_i^2}(\delta _{\alpha \overline{\beta }})_{(n+1)(n+1)},i.$$ After rescaling, we have $$0<ϵ_i^2(\delta _{\alpha \overline{\beta }})_{(n+1)(n+1)}+(\frac{^2\stackrel{~}{\phi }_i}{z_\alpha \overline{z}_\beta })_{(n+1)(n+1)}<C(\delta _{\alpha \overline{\beta }})_{(n+1)(n+1)}.$$ Restricting this to a complex line $`T,`$ we have $$0<ϵ_i^2+\frac{^2\stackrel{~}{\phi }_i}{z_1\overline{z}_1}<C$$ (13) Thus one can choose a subsequence of $`\stackrel{~}{\phi }_i`$ which converges $`C^{1,\eta }(0<\eta <1)`$ locally in $`T`$ to some function $`\psi .`$ Since the convergence is in $`C^{1,\eta },`$ thus $`\psi =\stackrel{~}{\phi }\|_T;`$ i.e., $`\psi `$ is the restriction of $`\stackrel{~}{\phi }`$ in this complex line $`T.`$ By taking weak limit in inequality (11), then $`\stackrel{~}{\phi }_i\|_T`$ weakly converge to $`\psi `$ in $`H_{loc}^{2,p}`$ topology for any $`p>1.`$ Therefore, $`\psi `$ is a weakly sub-harmonic function by taking weak limit in inequality (11). Therefore $`\psi =\stackrel{~}{\phi }\|_T`$ is a constant by Lemma 5. Our claim is then proved. QED. ## 4 Uniqueness of weak $`C^0`$ geodesic Notation follows from previous section. ###### Definition 1 A function $`\phi `$ is generalized-pluri-subharmonic in $`V\times 𝐑`$ if $`{\displaystyle \underset{\alpha ,\beta =1}{\overset{n+1}{}}}(g_{\alpha \overline{\beta }}+{\displaystyle \frac{^2\phi }{z_\alpha \overline{z}_\beta }})dz_\alpha d\overline{z}_\beta `$ defines a strictly positive Kähler metric in $`V\times 𝐑.`$ ###### Definition 2 A continuous function $`\phi `$ in $`V\times 𝐑`$ is a weak $`C^0`$ solution to degenerated Monge-Ampere equation (3) with prescribing boundary data $`\phi _0`$ if the following statement is true: $`ϵ>0,`$ there exists a pluri subharmonic function $`\stackrel{~}{\phi }`$ in $`V\times 𝐑`$ such that $`\|\phi \stackrel{~}{\phi }\|<ϵ`$ and $`\stackrel{~}{\phi }`$ solves equation (5) with some positive function $`0<f<ϵ`$ at $`t=1,`$ and with the same boundary data $`\phi _0.`$ Clearly, the solution we obtain through continuous method is a weak $`C^0`$ solution of equation (3). ###### Theorem 4 Suppose $`\phi _1,\phi _2`$ are two $`C^0`$ weak solutions to the degenerated Monge-Ampere equation with prescribing boundary condition $`h_1,h_2.`$ Then $$\underset{V\times 𝐑}{\mathrm{max}}\|\phi _1\phi _2\|\underset{(V\times 𝐑)}{\mathrm{max}}\|h_1h_2\|.$$ ###### Corollary 2 The solution to degenerated Monge-Ampere equation is unique as soon as the boundary data is fixed. Proof: Suppose $`\varphi _1,\varphi _2`$ are two approximate generalized-pluri-subharmonic solutions of $`\phi _1,\phi _2`$ in the sense of definition 2. In other words $$det(g+\frac{^2\varphi _i}{z_\alpha \overline{z}_\beta })=f_idet(g)>0\mathrm{in}V\times 𝐑;\mathrm{and}\varphi _i=h_i\mathrm{in}(V\times 𝐑),i=1,2$$ such that $`\underset{V\times 𝐑}{\mathrm{max}}(\|\phi _1\varphi _1\|+f_1)`$ and $`\underset{V\times 𝐑}{\mathrm{max}}(\|\phi _2\varphi _2\|+f_2)`$ could be made as small as we wanted. $`ϵ>0,`$ we want to show $$\underset{V\times 𝐑}{\mathrm{max}}(\phi _1\phi _2)\underset{V\times 𝐑}{\mathrm{max}}(h_1h_2)+2ϵ.$$ Choose $`f_1`$ such that $`0<f_1<ϵ`$ and $`\underset{V\times 𝐑}{\mathrm{max}}\|\phi _1\varphi _1\|<ϵ.`$ Choose $`f_2`$ such that $`0<f_2\frac{1}{2}\underset{V\times 𝐑}{\mathrm{min}}f_1<ϵ`$ and $`\underset{V\times 𝐑}{\mathrm{max}}\|\phi _2\varphi _2\|<ϵ.`$ Then $`\varphi _1`$ is a sub-solution to $`\varphi _2`$ (thus $`\varphi _1<\varphi _2`$) if $`h_1=h_2.`$ In general, we have $$\underset{V\times 𝐑}{\mathrm{max}}(\varphi _1\varphi _2)\underset{(V\times 𝐑)}{\mathrm{max}}(h_1h_2).$$ Thus $$\begin{array}{ccc}\underset{V\times 𝐑}{\mathrm{max}}(\phi _1\phi _2)\hfill & =& \underset{V\times 𝐑}{\mathrm{max}}(\phi _1\varphi _1)+\underset{V\times 𝐑}{\mathrm{max}}(\varphi _1\varphi _2)+\underset{V\times 𝐑}{\mathrm{max}}(\varphi _2\phi _2)\hfill \\ & & ϵ+\underset{(V\times 𝐑)}{\mathrm{max}}(h_1h_2)+ϵ\hfill \\ & =& \underset{(V\times 𝐑)}{\mathrm{max}}(h_1h_2)+2ϵ.\hfill \end{array}$$ Change the role of $`\phi _1`$ and $`\phi _2,`$ we obtain $$\underset{V\times 𝐑}{\mathrm{max}}(\phi _2\phi _1)\underset{(V\times 𝐑)}{\mathrm{max}}(h_2h_1)+2ϵ.$$ Thus $$\underset{V\times 𝐑}{\mathrm{max}}\|\phi _1\phi _2\|\underset{(V\times 𝐑)}{\mathrm{max}}\|h_1h_2\|+2ϵ.$$ Let $`ϵ0,`$ we obtain the desired result. QED. ## 5 The space of Kähler metric is a metric space—Triangular inequality In this section, we want to prove that the space of Kähler metric is a metric space and the $`C^{1,1}`$ geodesic between any two points realizes the global minimal length over all possible paths. To prove this claim, one inevitably need to take derivatives of lengths for a family of $`C^{1,1}`$ geodesics. However, the length for a $`C^{1,1}`$ geodesic is just barely defined (the integrand is in $`L^p`$ space). In general, one can not take derivatives. Therefore, we must find ways to circumvent this trouble. ###### Definition 3 A path $`\phi (t)(0<t<1)`$ in the space of Kähler metrics is a convex path if $`\phi (t)`$ is a generalized-pluri-subharmonic function in $`V\times (I\times S^1)`$ (see definition 1). Suppose $`vol(t)(0t1)`$ is a family of strictly positive volume form in $`V`$ such that $$_Vvol(t)=_V𝑑etg.$$ The notion of $`ϵ`$-approximate geodesic is defined with respect to such a volume form: ###### Definition 4 A convex path $`\phi (t)`$ in the space of Kähler metrics is called $`ϵ`$-approximate geodesic if the following holds: $$(\phi ^{\prime \prime }\|\phi ^{}\|_{g(t)}^2)detg(t)=ϵvol(t)$$ where $`g(t)_{\alpha \overline{\beta }}=g_{\alpha \overline{\beta }}+\frac{^2\phi }{z_\alpha \overline{z}_\beta }(1\alpha ,\beta n).`$ ###### Remark 2 The definition is really independent of these volume forms since we only care what happens when $`ϵ`$ is really small. For convenience, sometimes we choose $`vol(t)detg`$ (a volume form independent of $`t`$). ###### Lemma 6 Suppose $`\phi (t)(0t1)`$ is an $`ϵ`$-approximate geodesics. Define the energy element as $`E(t)={\displaystyle _V}\phi ^{}(t)^2𝑑g(t).`$ Then $$\underset{t}{\mathrm{max}}\|\frac{dE}{dt}\|2ϵ\underset{V\times I}{\mathrm{max}}\|\phi ^{}(t)\|M$$ where $`M={\displaystyle _V}𝑑etg`$ is the total volume of $`V`$ which depends only on the Kähler class. Proof: $$\begin{array}{ccc}\|\frac{dE}{dt}\|\hfill & =& \|_V(2\phi ^{\prime \prime }\phi ^{}+\phi ^2\mathrm{}_{g(t)}\phi ^{})𝑑g(t)\|\hfill \\ & =& 2\|_V\phi ^{}(\phi ^{\prime \prime }\frac{1}{2}\|\phi ^{}\|_{g(t)}^2)𝑑etg(t)\|\hfill \\ & =& 2\|_V\phi ^{}ϵvol(t)\|2ϵ\underset{V\times I}{\mathrm{max}}\|\phi ^{}(t)\|M.\hfill \end{array}\mathrm{QED}.$$ ###### Proposition 2 Suppose $`\phi (t)`$ is a $`C^{1,1}`$ geodesic in $``$ from $`0`$ to $`\phi `$ and $`I(\phi )=0.`$ Then the following inequality holds $$_0^1\sqrt{_V\phi ^2𝑑\mu _{\phi _t}}𝑑tM^1\left(\mathrm{max}(_{\phi >0}\phi 𝑑\mu _\phi ,_{\phi <0}\phi 𝑑\mu _0)\right).$$ In other words, the length of any $`C^{1,1}`$ geodesic is strictly positive. Proof: As in definition (4), suppose $`\phi (ϵ,t)`$ is a $`ϵ`$ approximated geodesic between $`0`$ and $`\phi .`$ (We will drop the dependence of $`ϵ`$ in this proof since no confusion shall arise from this omition). First of all, from definition of $`ϵ`$approximated geodesic, we have $$\phi ^{\prime \prime }\frac{1}{2}\|\phi ^{}\|_{g(t)}^2>0.$$ In particular, we have $`\phi ^{\prime \prime }(t)0.`$ Thus $$\phi ^{}(0)\phi \phi ^{}(1).$$ (14) Consider $`f(t)=I(t\phi ),t[0,1].`$ Then $`f^{}(t)={\displaystyle _V}\phi 𝑑\mu _{t\phi }`$ and $$f^{\prime \prime }(t)=_V\phi \mathrm{}_{g(t\phi )}\phi 𝑑\mu _{t\phi }0.$$ Thus, we have $`f^{}(0)\frac{f(1)f(0)}{10}f^{}(1).`$ In other words, we have $$_V\phi 𝑑\mu _0I(\phi )_V\phi 𝑑\mu _\phi .$$ Since we assume $`I(\phi )=0,`$ and $`\phi `$ not identically zero, then it must take both positive and negative values. Then the length (or energy) of the geodesic is given by $$E=_V\phi _{}^{}{}_{}{}^{2}𝑑\mu _{\phi _t},$$ for any $`t[0,1]`$. In particular, taking $`t=1`$, $$\sqrt{E(1)}M^{1/2}_V\|\phi ^{}(1)\|𝑑\mu _\phi >M^{1/2}_{\phi ^{}(1)>0}\phi ^{}(1)𝑑\mu _\phi ,$$ where $`M`$ is the volume of $`V`$ (which is of course the same for all metrics in $``$). It follows from inequality (14) that $$_{\phi ^{}(1)>0}\phi ^{}𝑑\mu _\phi _{\phi >0}\phi 𝑑\mu _\phi ,$$ where the last term is strictly positive by the remarks above, and depends only on $`\phi `$ and not on the geodesic. A similar argument gives $$\sqrt{E(0)}>M^{1/2}_{\phi <0}\phi 𝑑\mu _0.$$ The previous lemma implies that for any $`t_1,t_2[0,1],`$ we have $$\|E(t_1)E(t_2)\|<Cϵ$$ for some constant $`C`$ independent of $`ϵ.`$ Thus $$\sqrt{E(t)}M^{1/2}\mathrm{max}(_{\phi >0}\phi 𝑑\mu _\phi ,_{\phi <0}\phi 𝑑\mu _0)Cϵ.$$ Now integrating from $`t=0`$ to $`1`$ and let $`ϵ0.`$Then $$_0^1\sqrt{_V\phi ^2𝑑\mu _\phi }𝑑tM^{1/2}\mathrm{max}(_{\phi >0}\phi 𝑑\mu _\phi ,_{\phi <0}\phi 𝑑\mu _0).$$ Then this proposition is proved. $`QED.`$ ###### Remark 3 This proposition verifies Donaldson’s 2nd conjecture <sup>††</sup><sup>††</sup>†† In , Donaldson provided a formal proof to this proposition after assuming the existence of a smooth geodesic between any two metrics. Our proof follows his idea closely. . However, it will not imply $``$ is a metric space automatically since the geodesic is not sufficiently differentiable. However, one can easily verifies that $`C^{1,1}`$ geodesic minimizes length over all possible convex curves between the two end points. To show that it minimizes length over all possible curves, not just convex ones, we need to prove that the triangular inequality is satisfied by the geodesic distance (see definition below). ###### Definition 5 Let $`\phi _1,\phi _2`$ be two distinct points in the space of metrics. According to theorem 3 and Corollary 2, there exists a unique geodesic connecting these two points. Define the geodesic distance as the length of this geodesic. Denoted as $`d(\phi _1,\phi _2).`$ ###### Theorem 5 Suppose $`C:\phi (s):[0,1]`$ is a smooth curve in $`.`$ Suppose $`p`$ is a base point of $`.`$ For any $`s,`$ the geodesic distance from $`p`$ to $`\phi (s)`$ is no greater than the sum of geodesic distance from $`p`$ to $`\phi (0)`$ and the length from $`\phi (0)`$ to $`\phi (s)`$ along this curve $`C.`$ In particular, if $`C:\phi (s):[0,1]`$ is a geodesic, then the geodesic distance satisfies: $$d(0,\phi (1))d(0,\phi (0))+d(\phi (0),\phi (1)).$$ ###### Lemma 7 (Geodesic approximation lemma): Suppose $`C_i:\phi _i(s):[0,1](i=1,2)`$ are two smooth curves in $`.`$ For $`ϵ_0`$ small enough, there exist two parameters smooth families of curves $`C(s,ϵ):\varphi (t,s,ϵ):[0,1]\times [0,1]\times (0,ϵ_0](0t,s1,0<ϵϵ_0)`$ such that the following properties hold: 1. For any fixed $`s`$ and $`ϵ,C(s,ϵ)`$ is a $`ϵ`$-approximate geodesic from $`\phi _1(s)`$ to $`\phi _2(s).`$ More precisely, $`\varphi (z,t,s,ϵ)`$ solves the corresponding Monge-Ampere equation: $$det(g+\frac{^2\varphi }{z_\alpha \overline{z}_\beta })=ϵdet(g)\mathrm{in}V\times 𝐑;\mathrm{and}\varphi (z^{},0,s,ϵ)=\phi _1(z^{},s),\varphi (z^{},1,s,ϵ)=\phi _2(z^{},s).$$ (15) Here we follows notation in section 3, and $`z_{n+1}=t+\sqrt{1}\theta `$ where depends of $`\varphi `$ on $`\theta `$ is trivial. 2. There exists a uniform constant $`C`$ (which depends only on $`\phi _1,\phi _2`$ such that $$\|\varphi \|+\|\frac{\varphi }{s}\|+\|\frac{\varphi }{t}\|<C;0\frac{^2\varphi }{t^2}<C,\frac{^2\varphi }{s^2}<C.$$ 3. For fixed $`s,`$ let $`ϵ0,`$ the convex curve $`C(s,ϵ)`$ converges to the unique geodesic between $`\phi _1(s)`$ and $`\phi _2(s)`$ in weak $`C^{1,1}`$ topology. 4. Define energy element along $`C(s,ϵ)`$ by $$E(t,s,ϵ)=_V\|\frac{\varphi }{t}\|^2𝑑g(t,s,ϵ)$$ where $`g(t,s,ϵ)`$ is the corresponding Kähler metric define by $`\varphi (t,s,ϵ).`$ Then there exists a uniform constant $`C`$ such that $$\underset{t,s}{\mathrm{max}}\|\frac{E}{t}\|ϵCM.$$ In other words, the energy/length element converges to a constant along each convex curve if $`ϵ0.`$ Proof : Everything follows from theorem 3 and 4 and lemma 6 except the bound on $`\|\frac{\varphi }{s}\|`$ and a upbound on $`\frac{^2\varphi }{s^2}`$ which follow from maximal principal directly since $$(\frac{\varphi }{s})=0$$ and $$(\frac{^2\varphi }{s^2})=tr_g^{}\{Hess\frac{\varphi }{s}Hess\frac{\varphi }{s}\}0.\mathrm{QED}.$$ Proof of theorem 5: Apply geodesic approximation lemma with special case that $`\phi _1(s)p.`$ We follow notations in the previous lemma. For $`ϵ_0`$ small enough, there exist two parameters smooth families of curves $`C(s,ϵ):\varphi (t,s,ϵ):[0,1]\times [0,1]\times (0,ϵ_0](0t,s1,0<ϵϵ_0)`$ such that $$det(g+\frac{^2\varphi }{z_\alpha \overline{z}_\beta })=ϵdet(g),\mathrm{in}V\times 𝐑;\mathrm{and}\varphi (z^{},0,s,ϵ)=0,\varphi (z^{},1,s,ϵ)=\phi (z^{},s).$$ Denote the length of the curve $`\varphi (t,s,ϵ)`$ from $`p`$ to $`\phi (s)`$ as $`L(s,ϵ),`$ denote the geodesic distance between $`p`$ and $`\phi (s)`$ as $`L(s),`$ and denote the length from $`\phi (0)`$ to $`\phi (s)`$ along curve $`C`$ as $`l(s).`$ Clearly, $`l(s)={\displaystyle _0^s}\sqrt{{\displaystyle _V}\|{\displaystyle \frac{\phi }{\tau }}\|^2𝑑g(\tau )}𝑑\tau `$ where $`g(\tau )`$ is the Kähler metric defined by $`\phi (\tau ),`$ and $$L(s,ϵ)=_0^1\sqrt{E(t,s,ϵ)}𝑑t=_0^1\sqrt{_V\|\frac{\varphi }{t}\|^2𝑑g(t,s,ϵ)}𝑑t,\mathrm{and}\underset{ϵ0}{lim}L(s,ϵ)=L(s).$$ Define $`F(s,ϵ)=L(s,ϵ)+l(s)`$ and $`F(s)=L(s)+l(s).`$ What we need to prove is : $`F(1)F(0).`$ This will be done if we can show that $`F^{}(s)0,s[0,1].`$ The last statement would be straightforward if the deformation of geodesics is $`C^1.`$ Since we don’t have it, we need to take derivatives on $`F(s,ϵ)`$ for $`ϵ>0`$ instead. Notice $`\frac{\varphi }{s}=0`$ at $`t=0`$ in the following deduction: $$\begin{array}{ccc}\frac{dL(s,ϵ)}{ds}\hfill & =& _0^1\frac{1}{2}E(t,s,ϵ)^{\frac{1}{2}}_V\left(2\frac{\varphi }{t}\frac{^2\varphi }{ts}+(\frac{\varphi }{t})^2\mathrm{}_{g(t,s,ϵ)}\frac{\varphi }{s}\right)𝑑g(t,s,ϵ)𝑑t\hfill \\ & =& _0^1E(t,s,ϵ)^{\frac{1}{2}}\{\frac{}{t}\left(_V\frac{\varphi }{t}\frac{\varphi }{s}𝑑g(t,s,ϵ)\right)_V\frac{\varphi }{s}(\frac{^2\varphi }{t^2}\frac{1}{2}\|\frac{\varphi }{t}\|^2)𝑑g(t,s,ϵ)\}𝑑t\hfill \\ & =& \{E(t,s,ϵ)^{\frac{1}{2}}_V\frac{\varphi }{t}\frac{\varphi }{s}dg(t,s,ϵ))\}\|_0^1_0^1\{E(t,s,ϵ)^{\frac{1}{2}}_V\frac{\varphi }{s}(\frac{^2\varphi }{t^2}\frac{1}{2}\|\frac{\varphi }{t}\|^2)dg(t,s,ϵ)\}dt\hfill \\ & & +_0^1\{E(t,s,ϵ)^{\frac{3}{2}}_V\frac{\varphi }{t}\frac{\varphi }{s}dg(t,s,ϵ))_V\frac{\varphi }{t}(\frac{^2\varphi }{t^2}\frac{1}{2}\|\frac{\varphi }{t}\|^2)dg(t,s,ϵ)\}dt\hfill \\ & =& _V\frac{\varphi (1,s,ϵ)}{t}\frac{d\phi }{ds}𝑑g(s)\{_V\|\frac{\varphi (1,s,ϵ)}{t}\|^2𝑑g(s)\}^{\frac{1}{2}}_0^1\{E(t,s,ϵ)^{\frac{1}{2}}_V\frac{\varphi }{s}ϵ𝑑etg\}𝑑t\hfill \\ & & +_0^1\{E(t,s,ϵ)^{\frac{3}{2}}_V\frac{\varphi }{t}\frac{\varphi }{s}dg(t,s,ϵ))_V\frac{\varphi }{t}ϵdetg\}dt.\hfill \end{array}$$ Observe that By Schwartz inequality, we have $$\frac{dl(s)}{ds}=\sqrt{_V\|\frac{\phi }{s}\|^2𝑑g(s)}_V\frac{\varphi (1,s,ϵ)}{t}\frac{d\phi }{ds}𝑑g(s)\{_V\|\frac{\varphi (1,s,ϵ)}{t}\|^2𝑑g(s)\}^{\frac{1}{2}}.$$ Observe that $`F(s,ϵ)=L(s,ϵ)+l(s).`$ Thus $$\frac{dF(s,ϵ)}{ds}_0^1\{E(t,s,ϵ)^{\frac{1}{2}}_V\frac{\varphi }{s}ϵdetg\}dt+_0^1\{E(t,s,ϵ)^{\frac{3}{2}}_V\frac{\varphi }{t}\frac{\varphi }{s}dg(t,s,ϵ))_V\frac{\varphi }{t}ϵdetg\}dt.$$ Integrating from $`0`$ to $`s(0,1],`$ we obtain $$\begin{array}{ccc}F(s,ϵ)F(0,ϵ)\hfill & & _0^s_0^1\{E(t,\tau ,ϵ)^{\frac{1}{2}}_V\frac{\varphi }{\tau }ϵ𝑑etg\}𝑑t𝑑\tau \hfill \\ & & +_0^s_0^1\{E(t,\tau ,ϵ)^{\frac{3}{2}}_V\frac{\varphi }{t}\frac{\varphi }{\tau }dg(t,\tau ,ϵ))_V\frac{\varphi }{t}ϵdetg\}dtd\tau \hfill \\ & & Cϵ\hfill \end{array}$$ for some big constant $`C`$ depends only on $`(V\times 𝐑,g)`$ and the initial curve $`C:\phi (s):[0,1].`$ Now take limit as $`ϵ0,`$ we have $`F(s)F(0).`$ In other words, the geodesic distance from $`p`$ to $`\phi (s)`$ is no greater than the sum of geodesic distance from $`p`$ to $`\phi (0)`$ and the length from $`\phi (0)`$ to $`\phi (s)`$ along this curve $`C.`$ QED. ###### Corollary 3 The geodesic distance between any two metrics realize the absolute minimum of the lengths over all possible paths. Proof: For any smooth curve $`C:\phi (s):[0,1],`$ we want to show that the geodesic distance between the two end points $`\phi (0)`$ and $`\phi (1)`$ is no greater than the length of $`C.`$ However, this follows directly from Theorem 5 by taking $`p=\phi (1)`$ and $`s=1.`$ QED. ###### Theorem 6 For any two Kähler potentials $`\phi _1,\phi _2,`$ the minimal length $`d(\phi _1,\phi _2)`$ over all possible paths which connect these two Kähler potentials is strictly positive, as long as $`\phi _1\phi _2.`$ In other words, $`(,d)`$ is a metric space. Moreover, the distance function is at least $`C^1.`$ Proof Immediately from Corollary 3 and proposition 2, we imply that $`(,d)`$ is a metric space. Now we want to prove the differentiability of distance function. From the Proof of theorem 5, we have $$\begin{array}{ccc}\frac{dL(s,ϵ)}{ds}\hfill & =& _V\frac{\varphi (1,s,ϵ)}{t}\frac{d\phi }{ds}𝑑g(s)\{_V\|\frac{\varphi (1,s,ϵ)}{t}\|^2𝑑g(s)\}^{\frac{1}{2}}_0^1\{E(t,s,ϵ)^{\frac{1}{2}}_V\frac{\varphi }{s}ϵ𝑑etg\}𝑑t\hfill \\ & & +_0^1\{E(t,s,ϵ)^{\frac{3}{2}}_V\frac{\varphi }{t}\frac{\varphi }{s}dg(t,s,ϵ))_V\frac{\varphi }{t}ϵdetg\}dt.\hfill \end{array}$$ Integrating this from $`s_1`$ to $`s_2`$ and divide by $`s_2s_1,`$ we have $$\begin{array}{c}\|\frac{L(s_2,ϵ)L(s_1,ϵ)}{s_2s_1}\frac{1}{s_2s_1}_{s_1}^{s_2}_V\frac{\varphi (1,s,ϵ)}{t}\frac{d\phi }{ds}𝑑g(s)\{_V\|\frac{\varphi (1,s,ϵ)}{t}\|^2𝑑g(s)\}^{\frac{1}{2}}𝑑s\|\hfill \\ \frac{1}{s_2s_1}_{s_1}^{s_2}_0^1\{E(t,s,ϵ)^{\frac{1}{2}}_V\|\frac{\varphi }{s}\|ϵdetg\}𝑑t𝑑s\hfill \\ \\ +\frac{1}{s_2s_1}_{s_1}^{s_2}_0^1\{E(t,s,ϵ)^{\frac{3}{2}}_V\|\frac{\varphi }{t}\|\|\frac{\varphi }{s}\|dg(t,s,ϵ))_V\|\frac{\varphi }{t}\|ϵdetg\}dtds\hfill \\ Cϵ.\hfill \end{array}$$ Let $`ϵ0,`$ and then let $`s_2s_1`$ we have $$\begin{array}{ccc}\underset{s_2s_1}{lim}\frac{L(s_2)L(s_1)}{s_2s_1}\hfill & =& \underset{s_2s_1}{lim}\frac{1}{s_2s_1}_{s_1}^{s_2}_V\frac{\varphi (1,s)}{t}\frac{d\phi }{ds}𝑑g(s)\{_V\|\frac{\varphi (1,s)}{t}\|^2𝑑g(s)\}^{\frac{1}{2}}𝑑s\hfill \\ & =& _V\frac{\varphi (1,s)}{t}\frac{d\phi }{ds}𝑑g(s)\{_V\|\frac{\varphi (1,s)}{t}\|^2𝑑g(s)\}^{\frac{1}{2}}.\hfill \end{array}$$ The distance function $`L`$ is then a differentiable function. QED. ## 6 Application: Uniqueness of Extremal Kähler metrics if $`C_1(V)<0`$ and $`C_1(V)=0`$ In this section, we want to show that if $`C_1(V)<0,`$ or if $`C_1(V)=0,`$ then extremal Kähler metric is unique in any Kähler class. Furthermore, if $`C_1(V)0,`$ extremal Kähler metric (if existed) realizes the global minimum of Mabuchi energy functional in any Kähler class, thus gave a affirmative answer to a question raised by Tian Gang in this special case. ### 6.1 Uniqueness of c.s.c metric when $`C_1(V)=0`$ and the lower bound of Mabuchi energy for $`C_1(V)0`$ We should now introduce an important operator— Lichernowicz operator $`𝒟.`$ For any function $`h,`$ $`𝒟h=h_{,\alpha \beta }dz^\alpha dz^\beta .`$ If $`𝒟h=0,`$ then $`\overline{}h=g^{\alpha \overline{\beta }}\frac{h}{\overline{\beta }}\frac{}{z_\alpha }`$ is a holomorphic vector field. Now let us introduce Mabuchi functional. Like $`I_\rho ,I,`$ it is again defined by its derivatives and one should check it is well defined by verifying the second derivatives is symmetric (we will leave this to the reader). Let $`R`$ be the scalar curvature of metric $`g=g_0+\sqrt{1}\overline{}\phi `$ and $`\underset{¯}{R}`$ be the average scalar curvature in the cohomology class, let $`\psi T_\phi .`$ Then the variation of Mabuchi energy of $`g`$ at direction $`\psi `$ is: $$\delta _\psi E=_V(R\underset{¯}{R})\psi 𝑑etg.$$ Along any smooth geodesic $`\phi (t),`$ S. Donaldson shows $$\frac{d^2E}{dt^2}=_V\|𝒟\phi ^{}(t)\|_g^2𝑑etg.$$ Using this, Donaldson shows that constant curvature metric is unique in each Kähler class if the smooth geodesic conjecture is true. Now we want to prove the uniqueness of constant curvature metric in each Kähler class when $`C_1(V)<0`$ or $`C_1(V)=0,`$ despite the fact we have not proven the smooth geodesic conjecture yet. ###### Theorem 7 If either $`C_1(V)<0`$ or $`C_1(V)=0,`$ then the constant curvature metric (if existed) in any Kähler class must be unique. Proof: Notations follow from section 5. Suppose $`\phi (t)`$ is a $`ϵ`$ approximate geodesic. Then $$detg(\phi ^{\prime \prime }\frac{1}{2}\|\phi ^{}\|_g^2)=ϵdeth$$ where $`h`$ is a given metrics in the Kähler class such that $`Ric(h)<ch`$ if $`C_1(V)<0`$ and $`Ric(h)0`$ if $`C_1(V)=0.`$ Let $`f=\phi ^{\prime \prime }\frac{1}{2}\|\phi ^{}\|_g^20.`$ Then $$\mathrm{ln}\frac{detg}{deth}=\mathrm{ln}f$$ (16) and $$\frac{d}{dt}(_V\phi ^{}(t)𝑑etg)=_Vf𝑑etg=ϵ_V𝑑eth.$$ (17) Let $`E`$ denote the Mabuchi energy functional. Then $$\frac{dE}{dt}=_V(R\underset{¯}{R})\psi 𝑑etg$$ A direct calculation yields $$\frac{d^2E}{dt^2}=_V\|𝒟\phi ^{}(t)\|_g^2𝑑etg_V(\phi ^{\prime \prime }\frac{1}{2}\|\phi ^{}\|_g^2)R𝑑etg+ϵ\underset{¯}{R}_V𝑑eth.$$ (18) where we already use equation (17). Now the 2nd term in the right hand side of above equation is: $$\begin{array}{ccc}_VRf𝑑etg& =& _V\mathrm{\Delta }_g\mathrm{ln}detgfdetg\hfill \\ & =& _V\mathrm{\Delta }_g\frac{\mathrm{ln}detg}{\mathrm{ln}deth}f𝑑etg+_V\mathrm{\Delta }_g\mathrm{ln}dethfdetg\hfill \\ & =& _V_g\frac{\mathrm{ln}detg}{\mathrm{ln}deth}\mathrm{ln}fdetg_Vtr_g(Ric(h))f𝑑etg\hfill \\ & =& _V\|f\|_g^2\frac{1}{f}𝑑etg_Vtr_g(Ric(h))f𝑑etg.\hfill \end{array}$$ Thus integrate from $`t=0`$ to $`1,`$ $$_{V\times I}\|𝒟\phi ^{}\|_g^2𝑑etg𝑑t+_{V\times I}\frac{\|f\|^2}{f}𝑑etg𝑑t_{V\times I}tr_g(Ric(h))f𝑑etg𝑑t=\frac{dE}{dt}_0^1ϵ\underset{¯}{R}_V𝑑eth𝑑t.$$ (19) If $`\phi (0)`$ and $`\phi (1)`$ are both of constant scalar curvature metrics, then $`\frac{dE}{dt}_0^1=0`$ and $$_{V\times I}\|𝒟\phi ^{}\|_g^2𝑑etg𝑑t+_{V\times I}\frac{\|f\|_g^2}{f}𝑑etg𝑑t_{V\times I}tr_g(Ric(h))f𝑑etg𝑑t=ϵ\underset{¯}{R}_V𝑑eth𝑑t.$$ (20) Observe that $`fdetg=ϵdeth.`$ We then imply from previous equation $$_{V\times I}\frac{\|𝒟\phi ^{}\|_g^2}{f}𝑑eth+_{V\times I}\|\mathrm{ln}f\|_g^2𝑑eth_{V\times I}tr_g(Ric(h))𝑑eth=\underset{¯}{R}_V𝑑eth.$$ Clearly, if $`C_1(V)=0,`$ then $`\underset{¯}{R}=0.`$ Thus $$_{V\times I}\frac{\|𝒟\phi ^{}\|_g^2}{f}𝑑eth𝑑t+_{V\times I}\|\mathrm{ln}f\|_g^2𝑑eth𝑑t=0$$ This easily implies that $`𝒟\phi (t)0`$ and $`\overline{}\phi ^{}(t)`$ is a holomorphic vector field. Since $`C_1=0,`$ the only holomorphic vector field is constant vector field. Thus $`\phi ^{}(t)`$ is constant on $`V`$ direction. In other words, $`\phi ^{}(t)`$ is a functional of $`t`$ only. Hence, there exist at most one constant scalar curvature metric in each Kähler class when $`C_1=0.`$ We postpone the proof of case $`C_1<0`$ to the next subsection. ###### Theorem 8 If $`C_1(V)0,`$ then constant scalar curvature metric, if existed, realizes the global minimum of Mabuchi energy functional in each Kähler class. In other words, if Mabuchi energy doesn’t have a lower bound, then there exists no constant curvature metric in that cohomology class. Proof Suppose $`\phi _0`$ is a metric of constant curvature, then $$\frac{dE}{dt}\|_{\phi _0}=_V(R\underset{¯}{R})\psi 𝑑etg=0$$ For any metric $`\phi (1),`$ let $`\phi (t)(0t1)`$ is a path in $``$ which connects between $`\phi (0)`$ and $`\phi (1).`$ In additional, let us assume this is a $`ϵ`$ approximate geodesic where $`ϵ>0`$ may be chosen arbitrary small. From equation (17), we have $$\begin{array}{ccc}\frac{d^2E}{dt^2}& =& _V\|𝒟\phi ^{}(t)\|_g^2𝑑etg_V(\phi ^{\prime \prime }\frac{1}{2}\|\phi ^{}\|_g^2)R𝑑etg+ϵ\underset{¯}{R}_V𝑑eth\hfill \\ & =& _V\|𝒟\phi ^{}(t)\|_g^2𝑑etg+_V\|f\|_g^2\frac{1}{f}𝑑etg_Vtr_g(Ric(h))f𝑑etg+ϵ\underset{¯}{R}_V𝑑eth\hfill \\ & >& Cϵ.\hfill \end{array}$$ The last inequality holds since the average of scalar curvature is a topological invariant. Thus $$E(t)E(0)Cϵ\frac{t^2}{2},t[0,1].$$ In particular, this holds for $`t=1`$ $$E(\phi (1))E(\phi (0))=E(1)E(0)\frac{Cϵ}{2}.$$ Now let $`ϵ0,`$ we have $$E(\phi (1))E(\phi (0)).$$ Thus the theorem is proved since $`\phi (1)`$ is arbitrary chosen. ### 6.2 Uniqueness of c.s.c. metric when $`C_1<0`$ Now we turn our attentions to the case $`C_1<0.`$ By initial assumption, $`Ric(h)<ch`$ for some positive constant $`c>0.`$ Thus $$_{V\times I}\frac{\|𝒟\phi ^{}\|_g^2}{f}𝑑eth+_{V\times I}\|\mathrm{ln}f\|_g^2𝑑eth+c_{V\times I}tr_g(h)𝑑ethC(=\underset{¯}{R}_V𝑑eth).$$ (21) We want to show that in the limit as $`ϵ0,`$ we still have $`𝒟\phi ^{}(t)=0.`$ Let us first get an integral estimate on $`f^{\frac{q}{2q}}(1<q<2)`$ with respect to measure $`dethdt:`$ $$\begin{array}{ccc}_{V\times I}f^{\frac{q}{2q}}𝑑eth𝑑t& & C_{V\times I}f𝑑eth𝑑t\hfill \\ & & C_{V\times I}\{f\frac{detg}{deth}\}^{\frac{1}{n}}\{\frac{deth}{detg}\}^{\frac{1}{n}}𝑑eth𝑑t\hfill \\ & & ϵ^{\frac{1}{n}}_{V\times I}\{\frac{deth}{detg}\}^{\frac{1}{n}}𝑑eth𝑑t\hfill \\ & & Cϵ^{\frac{1}{n}}_{V\times I}tr_g(h)𝑑eth𝑑t0.\hfill \end{array}$$ Let $`X=\overline{}\phi ^{}(t)=g^{\alpha \overline{\beta }}\frac{\phi ^{}}{\overline{z_\beta }}\frac{}{z_\alpha }.`$ Then we want to show that $`X`$ is uniformly in $`L^2`$ with respect to measure $`h+dt^2.`$ $$\begin{array}{ccc}_{V\times I}\|X\|_h^2𝑑eth𝑑t& =& _{V\times I}\underset{\alpha ,\beta }{}h_{\alpha \overline{\beta }}X^\alpha \overline{X^\beta }dethdt\hfill \\ & =& _{V\times I}\underset{\alpha ,\beta ,\gamma ,\delta }{}h_{\alpha \overline{\beta }}g^{\alpha \overline{\gamma }}\frac{\phi ^{}}{\overline{z_\gamma }}\overline{\{g^{\beta \overline{\delta }}\frac{\phi ^{}}{\overline{z_\delta }}\}}dethdt\hfill \\ & =& _{V\times I}\underset{\alpha ,\beta ,\gamma ,\delta }{}h_{\alpha \overline{\beta }}g^{\alpha \overline{\gamma }}g^{\delta \overline{\beta }}\frac{\phi ^{}}{\overline{z_\gamma }}\frac{\phi ^{}}{z_\delta }dethdt\hfill \\ & & _{V\times I}tr_g(h)\|\phi ^{}\|_g^2𝑑eth\hfill \\ & & C_{V\times I}tr_g(h)𝑑eth𝑑tC.\hfill \end{array}$$ The second to last inequality holds since $`f=\phi ^{\prime \prime }\frac{1}{2}\|\phi ^{}\|_g^20`$ and $`\phi ^{\prime \prime }<C.`$ Thus $`XL^2(V\times I)`$ has a uniform upbound for the $`L^2`$ norm. Consider $`\|D\phi ^{}\|_g`$ as a function in $`L^2(V\times I).`$ First of all, it has a weak limit in $`L^2(V\times I);`$ secondly, its $`L^q(1<q<2)`$ norm tends to $`0`$ as $`ϵ0.`$ $$\begin{array}{ccc}_{V\times I}\|𝒟\phi ^{}\|_{g}^{}{}_{}{}^{q}𝑑eth𝑑t& =& _{V\times I}\frac{\|𝒟\phi ^{}\|_{g}^{}{}_{}{}^{q}}{f^l}f^ldethdt\hfill \\ & & (_{V\times I}\frac{\|𝒟\phi ^{}\|_{g}^{}{}_{}{}^{sq}}{f^{ls}}dethdt)^{\frac{1}{s}}(_{V\times I}f^{l\tau }dethdt)^{\frac{1}{\tau }}(\mathrm{where}\frac{1}{s}+\frac{1}{\tau }=1).\hfill \end{array}$$ Now $`l`$ is some number we should choose appropriately: $$ls=1;qs=2;\frac{1}{s}+\frac{1}{\tau }=1.$$ Thus for any $`q<2,`$ we have $$s=\frac{2}{q};l=\frac{q}{2};\tau =\frac{2}{2q}.$$ Thus the above inequality reduce to $$_{V\times I}\|𝒟\phi ^{}\|_{g}^{}{}_{}{}^{q}𝑑eth𝑑tC(_{V\times I}\frac{\|𝒟\phi ^{}\|_{g}^{}{}_{}{}^{2}}{f}𝑑eth𝑑t)^{\frac{2}{q}}(_{V\times I}f^{\frac{q}{2q}}𝑑eth𝑑t)^{\frac{(2q)}{2}}0.$$ For any vector $`YT^{1,0}(V\times I)`$ (i.e., $`Y={\displaystyle \underset{i=1}{\overset{n}{}}}Y^i{\displaystyle \frac{}{z_i}}`$ where $`z_1,z_2,\mathrm{}z_n`$ are all of the coordinate functions in a local chart in $`V`$. We use $`\frac{Y}{\overline{z}}`$ to denote the vector valued (0,1) form $`{\displaystyle \underset{i,j=1}{\overset{n}{}}}{\displaystyle \frac{Y^i}{\overline{z_j}}}{\displaystyle \frac{}{z_i}}d\overline{z_j}.)`$ For a scalar function $`\psi `$ in $`V\times I,`$ denote $`\frac{\psi }{\overline{z}}`$ as $`{\displaystyle \underset{j=1}{\overset{n}{}}}{\displaystyle \frac{\psi }{\overline{z_j}}}d\overline{z_j}.`$Now the norm of $`\frac{Y}{\overline{z}}`$ and $`\frac{\psi }{\overline{z}}`$ in terms of the metric $`h`$ are: $$\frac{Y}{\overline{z}}_h^2=\underset{\alpha ,\beta ,r,\delta =1}{\overset{n}{}}h_{\alpha \overline{r}}h^{\overline{\beta }\delta }\frac{Y^\alpha }{\overline{z_\beta }}\overline{\left(\frac{Y^r}{\overline{z_\delta }}\right)}$$ (22) and $$\frac{\psi }{\overline{z}}_h^2=\underset{\alpha ,\beta =1}{\overset{n}{}}h^{\alpha \overline{\beta }}\frac{\psi }{z_\alpha }\frac{\psi }{\overline{z_\beta }}.$$ (23) We claim the following inequality holds (for some uniform constant $`C`$): $$\frac{X}{\overline{z}}_h\sqrt{\underset{\alpha ,\beta ,r,\delta =1}{\overset{n}{}}h_{\alpha \overline{r}}h^{\overline{\beta }\delta }\frac{X^\alpha }{\overline{z_\beta }}\overline{\left(\frac{X^r}{\overline{z_\delta }}\right)}}C\sqrt{tr_g(h)}\|D\phi ^{}\|_g.$$ (24) This could be proven by choosing a preferred coordinate, where $`h_{i\overline{j}}=\delta _{i\overline{j}}(1i,jn)`$ while $`g_{i\overline{j}}=\lambda _i\delta _{i\overline{j}}(1i,jn)`$ in an arbitrary point $`O.`$ Here $`\lambda _i`$ are eigenvalues of metric $`g`$ in terms of metric $`h.`$ These $`\lambda _i`$’s are uniformly bounded from above since $`g`$ is uniformly bounded from above. We want to verify the above inequality in this point $`O.`$ $$\begin{array}{ccc}\frac{X}{\overline{z}}_h^2\hfill & =& \underset{\alpha ,\beta ,a,b=1}{\overset{n}{}}\frac{X^\alpha }{z_{\overline{\beta }}}\frac{X^{\overline{a}}}{z_b}h_{\alpha \overline{a}}h^{\overline{\beta }b}\hfill \\ & =& \underset{\alpha ,\beta ,a,b,c,d=1}{\overset{n}{}}h_{\alpha \overline{a}}h^{\overline{\beta }b}g^{\alpha \overline{c}}\phi _{}^{}{}_{,\overline{c}\overline{\beta }}{}^{}\phi _{}^{}{}_{,db}{}^{}g^{\overline{a}d}=\underset{\alpha ,\beta =1}{\overset{n}{}}\delta _{\alpha \overline{a}}\delta ^{\overline{\beta }b}\frac{1}{\lambda _\alpha }\delta ^{\alpha \overline{c}}\phi _{}^{}{}_{,\overline{c}\overline{\beta }}{}^{}\phi _{}^{}{}_{,db}{}^{}\frac{1}{\lambda _a}\delta ^{\overline{a}d}\hfill \\ & =& \underset{\alpha ,\beta =1}{\overset{n}{}}\frac{1}{\lambda _\alpha ^2}\phi _{}^{}{}_{,\overline{\alpha }\overline{\beta }}{}^{}\phi _{}^{}{}_{,\alpha \beta }{}^{}\left(\underset{\alpha ,\beta =1}{\overset{n}{}}\frac{\lambda _\beta }{\lambda _\alpha }\right)\underset{\alpha ,\beta =1}{\overset{n}{}}\frac{1}{\lambda _\alpha \lambda _\beta }\phi _{}^{}{}_{,\overline{\alpha }\overline{\beta }}{}^{}\phi _{}^{}{}_{,\alpha \beta }{}^{}\hfill \\ & & Ctr_g(h)\|D\phi ^{}\|_g^2.\hfill \end{array}$$ Here $`C`$ is a uniform constant. From inequality (21) and the fact $`g`$ is bounded from above, we have $$_{V\times I}log\frac{detg}{deth}_h^2=_{V\times I}logf_h^2C_{V\times I}logf_g^2𝑑etg𝑑tC.$$ and $$_{V\times I}\left(\frac{deth}{detg}\right)^{\frac{1}{n}}𝑑eth_{V\times I}tr_g(h)𝑑ethC.$$ From now on, all of the norm, inner product and integration are taken w.r.t. metric $`h+dt^2`$ unless otherwise specified. Now define a new vector field $`Y`$ as $$Y=X\frac{detg}{deth}.$$ Then $$\|Y\|_h=\|X\|_h\frac{detg}{deth}C.$$ In other words, $`Y`$ has uniform $`L^{\mathrm{}}`$ bound. This implies that $`Y\frac{\mathrm{ln}\frac{detg}{deth}}{\overline{z}}`$ has uniform $`L^q`$ bound for any $`1<q<2.`$ Moreover, for any $`1<q<2,`$ we have $$\begin{array}{ccc}_{V\times I}\frac{Y}{\overline{z}}Y\frac{\mathrm{ln}\frac{detg}{deth}}{\overline{z}}_h^q\hfill & =& _{V\times I}\left(\frac{X}{\overline{z}}_h\frac{detg}{deth}\right)^q\hfill \\ & & _{V\times I}(\sqrt{tr_g(h)}\frac{detg}{deth})^q\|D\phi ^{}\|_g^q\hfill \\ & & _{V\times I}C\|D\phi ^{}\|_g^q0.\hfill \end{array}$$ This immediately implies that $`\frac{Y}{\overline{z}}`$ are uniformly bounded in $`L^q`$ for any $`1<q<2.`$ Now, all of these quantities, $`X,Y,\frac{Y}{\overline{z}},`$ and $`\frac{detg}{deth},\mathrm{}`$ are geometrical quantities which depend on $`ϵ.`$ Since their respective soblev norms are uniformly controlled, we can take weak limits of these quantities in some appropriate sense. Denote the corresponding weak limits (when $`ϵ0`$) as $`X,Y,\frac{detg}{deth},\mathrm{}.`$ Then $`X(ϵ)X`$ weakly in $`L^2(V\times I),Y(ϵ)X`$ weakly in $`L^{\mathrm{}}(V\times I)`$ and $`\frac{detg}{deth}(ϵ)\frac{detg}{deth}`$ weakly in $`L^{\mathrm{}}(V\times I),\mathrm{}.`$ Consider $`u=\mathrm{ln}\frac{deth}{detg}.`$ For simplicity, assume $`u>0`$ (otherwise $`u>c`$ for some positive constants). Then the following two equations holds in the limit $$\frac{Y}{\overline{z}}+Y\frac{u}{\overline{z}}=0,\mathrm{and}Y=Xe^u$$ in the sense of $`L^q(V\times I)`$ for any $`1<q<2.`$ Moreover, we have the following estimates: $$_{V\times I}e^{\frac{1}{n}u}C;_{V\times I}\|\frac{u}{\overline{z}}\|^2C;\mathrm{and}_{V\times I}\|X\|^2C.$$ Now define a new sequence of vectors $`X_{,k}(k=1,2,\mathrm{})`$ as $`X_{,k}=Y{\displaystyle \underset{i=0}{\overset{k}{}}}{\displaystyle \frac{u^i}{i!}}.`$ This is well defined since $`u`$ is in $`L^p(V\times I)`$ for any $`p>1.`$ Then $$\begin{array}{ccc}\|X_{,k}\|\hfill & =& \|Y\|\underset{i=0}{\overset{k}{}}\frac{u^i}{i!}\hfill \\ & & (\|X\|e^u)e^u\|X\|.\hfill \end{array}$$ The equality holds in the last inequality whenever $`e^u0.`$ Thus $$_{V\times I}\|X_{,k}\|^2_{V\times I}\|X\|^2C.$$ By definition, it is clear $`X_{,k}_{L^2(V\times I)}X_{,m}_{L^2(V\times I)}`$ whenever $`km.`$ Thus, there exists a positive number $`AX_{L^2(V\times I)}`$ such that $`\underset{k\mathrm{}}{lim}X_{,k}_{L^2(V\times I)}=A.`$ For $`m>k`$, we have $$\begin{array}{ccc}X_{,m}_{L^2(V\times I)}^2\hfill & =& _{V\times I}\|X_{,m}\|^2\hfill \\ & =& _{V\times I}\|Y\|^2(\underset{i=0}{\overset{m}{}}\frac{u^i}{i!})^2_{V\times I}\|Y\|^2\left((\underset{i=0}{\overset{k}{}}\frac{u^i}{i!})^2+(\underset{i=k+1}{\overset{m}{}}\frac{u^i}{i!})^2\right)\hfill \\ & =& _{V\times I}(\|X_{,k}\|^2+\|X_{,m}X_{,k}\|^2)=X_{,k}_{L^2(V\times I)}^2+X_{,m}X_{,k}_{L^2(V\times I)}^2.\hfill \end{array}$$ Taking limits as $`m,k\mathrm{},`$ we have $`X_{,m}X_{,k}_{L^2(V\times I)}^20.`$ Thus $`X_{,k}(k=1,2,\mathrm{})`$ is a Cauchy sequence in $`L^2(V\times I)`$ and there exists a strong limit $`X_,\mathrm{}`$ in $`L^2(V\times I).`$ By definition, we know that $`X_,\mathrm{}=X`$ almost everywhere in $`V\times I`$ <sup>‡‡</sup><sup>‡‡</sup>‡‡It is easy to prove that $`X_,\mathrm{}=X`$ in the sense of $`L^q(V\times I)`$ for any $`(1<q<2).`$. We want to show that $`X_,\mathrm{}`$ is weakly holomorphic in $`V`$ direction. A straightforward calculation yields $$\begin{array}{ccc}\frac{X_{,k}}{\overline{z}}\hfill & =& \frac{Y}{\overline{z}}\underset{i=0}{\overset{k}{}}\frac{u^i}{i!}+Y\frac{}{\overline{z}}\left(\underset{i=0}{\overset{k}{}}\frac{u^i}{i!}\right)\hfill \\ & =& Y\frac{u}{\overline{z}}\underset{i=0}{\overset{k}{}}\frac{u^i}{i!}+Y\left(\underset{i=0}{\overset{k1}{}}\frac{u^i}{i!}\right)\frac{u}{\overline{z}}\hfill \\ & =& (X_{,k}X_{,k1})\frac{u}{\overline{z}}.\hfill \end{array}$$ We want to show that $`\frac{X_,\mathrm{}}{\overline{z}}=0`$ in the sense of distribution. We just need to show it in any open set $`U\times I`$ where $`U`$ is a coordinate chart in $`V.`$ Denote $`(z_1,z_2,\mathrm{}z_n)`$ as coordinate variable in $`U.`$ Then, for any vector valued smooth function $`\psi =(\psi ^1,\psi ^2,\mathrm{}\psi ^n)`$ which vanish in $`(U\times I),`$ and for any $`1jn.`$ we have $$\begin{array}{ccc}_{V\times I}X_{,k}\frac{\overline{\psi }}{\overline{z_j}}\hfill & =& _{V\times I}\frac{X_{,k}}{\overline{z_j}}\overline{\psi }\hfill \\ & =& _{V\times I}(X_{,k}X_{,k1})\frac{u}{\overline{z_j}}\overline{\psi }\hfill \\ & & CX_{,k}X_{,k1}_{L^2(V\times I)}\sqrt{_{V\times I}\|u\|^2}\hfill \\ & & CX_{,k}X_{,k1}_{L^2(V\times I)}.\hfill \end{array}$$ Now, taking limit as $`k\mathrm{},`$ we have $$_{V\times I}X_,\mathrm{}\frac{\overline{\psi }}{\overline{z_j}}=0,\mathrm{for}\mathrm{any}j=1,2,\mathrm{}n$$ and for any smooth vector valued function $`\psi =(\psi ^1,\psi ^2,\mathrm{}\psi ^n)`$ which vanish in $`(U\times I).`$ Thus, $`X_,\mathrm{}`$ is a weak holomorphic vector field in $`V`$ direction for almost all $`t`$. Now recalls that $$_{V\times I}\|X_,\mathrm{}\|_h^2𝑑eth𝑑t<C.$$ This implies that $`X_,\mathrm{}`$ is in $`L^2(V\times \{t\})`$ for almost all $`t[0,1].`$ Since $`X_,\mathrm{}`$ is weakly holomorphic in $`V\times \{t\}`$ for all $`t,`$ thus $`X_,\mathrm{}`$ must be holomorphic for those $`t`$ where $`X_,\mathrm{}`$ is in $`L^2(V\times \{t\}).`$ However, there is no holomorphic vector field in $`V`$ since $`C_1<0.`$ Thus $`X_,\mathrm{}0`$ for all of those $`t`$ where $`X_,\mathrm{}`$ is in $`L^2(V\times \{t\}).`$ This implies that $`X_,\mathrm{}=0`$ in $`V\times I.`$ Thus $`X=0`$ since $`X=X_,\mathrm{}`$ in the sense of $`L^q(V\times I)`$ for any $`1<q<2.`$ Recall $$\frac{\phi ^{}(t)}{z_\alpha }=\underset{\beta =1}{\overset{n}{}}g_{\alpha \overline{\beta }}X^{\overline{\beta }}=\underset{\beta =1}{\overset{n}{}}g_{\alpha \overline{\beta }}X_{,\mathrm{}}^{}{}_{}{}^{\overline{\beta }}=0.$$ In other words, $`\phi ^{}(t)`$ is trivial in $`V`$direction and it is a function of $`t`$ only for all $`t[0,1].`$ Thus, $`\phi (0)`$ and $`\phi (1)`$ differ only by a constant in $`V`$ direction. Therefore they represent same metric in each Kähler class.
warning/0007/hep-ph0007095.html	ar5iv	text	# 1 Introduction ## 1 Introduction Chiral perturbation theory has established itself as a powerful effective theory of low energy strong interactions. Based on the symmetry of the underlying QCD, chiral perturbation theory produces a systematic low-energy expansion of the observables in this regime. Unfortunately, because of the non-renormalizability of the effective theory, higher powers in the energy expansion require higher loop Feynman integrals and as input an ever increasing number of renormalization constants. The $`p^4`$-Lagrangian involves ten free parameters which were determined in the fundamental papers of Gasser and Leutwyler . For the $`p^6`$ Lagrangian there are already more than a hundred of them . Many interesting low energy hadronic amplitudes have now been calculated to order $`p^4`$ and to order $`p^6`$ in the case of $`SU(2)\times SU(2)`$ chiral perturbation theory which involves only one mass scale. Recent progress in the calculation of massive two-loop integrals allows now calculations to order $`p^6`$ in the full $`SU(3)\times SU(3)`$ chiral perturbation theory. With so many unknown parameters, however, one may ask about the usefulness of such calculations. Here are a few arguments in favour: * In a given class of experiments, such as the electromagnetic and weak form factors of the light mesons, only a limited number of renormalization constants enter and relations between amplitudes can be tested . * The unknown constants enter only polynomially and precision experiments could separate the unambiguous predictions (see e.g. the subsequent discussion). * Knowledge of the exact low-energy functional form of an amplitude may be important for the experimental extraction of low-energy parameters such as charge radii. * The results may be used in model calculations which predict the polynomial terms. These calculations can then be compared with experiment. * The question of convergence of the chiral perturbation theory may be addressed. We have embarked on the program of a full $`p^6`$ and two-loop analysis of the various semi-leptonic form factors of pions and kaons in full $`SU(3)\times SU(3)`$ chiral perturbation theory. From the point of view of practicality it seems prudent to begin such an ambitious program with the simplest process possible involving the fewest number of renormalization parameters. Here this would be the electromagnetic form factor of the neutral kaon. There exists no tree level contribution to $`𝒪(p^4)`$ and therefore the one-loop contributions must be finite. At $`𝒪(p^6)`$, however, a tree level term exists which couples the $`K^0`$ directly to the electromagnetic field tensor of the external photon, and a new renormalization parameter enters. In this paper we will present the results of our $`𝒪(p^6)`$ calculation of the neutral kaon’s electromagnetic form factor. It is defined by the matrix element of the electromagnetic current between neutral kaon states: $`K^0,p^{}J_\mu K^0,p`$ $`=`$ $`(p+p^{})_\mu F^{K^0}(q^2),`$ (1) where $`q=pp^{}`$ is the momentum of the photon and $`J_\mu `$ stands for the electromagnetic current carried by the light quarks which is a linear combination of the chiral currents $`V_\mu ^3`$ and $`V_\mu ^8`$: $$J_\mu =\frac{2}{3}\overline{u}\gamma _\mu u\frac{1}{3}\overline{d}\gamma _\mu d\frac{1}{3}\overline{s}\gamma _\mu s=V_\mu ^3+\frac{1}{\sqrt{3}}V_\mu ^8.$$ (2) We neglect the contributions of the heavy quarks. ## 2 The effective Lagrangian and the diagrams Chiral perturbation theory is formulated in terms of an effective Lagrangian involving an increasing number of covariant derivatives as well as external sources, $`_{\text{eff}}`$ $`=`$ $`^{(2)}+^{(4)}+^{(6)}+\mathrm{}`$ (3) where $`^{(2)}`$ $`=`$ $`{\displaystyle \frac{F^2}{4}}\text{Tr}\left(D_\mu UD^\mu U^{}\right)+{\displaystyle \frac{F^2}{4}}\text{Tr}\left(\chi U^{}+U\chi ^{}\right)`$ (4) $`^{(4)}`$ $`=`$ $`L_1\{\text{Tr}\left(D_\mu UD^\mu U^{}\right)\}^2+L_2\text{Tr}\left(D_\mu UD_\nu U^{}\right)\text{Tr}\left(D^\mu UD^\nu U^{}\right)`$ $`+L_3\text{Tr}\left(D_\mu UD^\mu U^{}D_\nu UD^\nu U^{}\right)+L_4\text{Tr}\left(D_\mu UD^\mu U^{}\right)\text{Tr}\left(\chi U^{}+U\chi ^{}\right)`$ $`+L_5\text{Tr}\left(D_\mu UD^\mu U^{}\left(\chi U^{}+U\chi ^{}\right)\right)+L_6\left\{\text{Tr}\left(\chi U^{}+U\chi ^{}\right)\right\}^2`$ $`+L_7\left\{\text{Tr}\left(\chi ^{}UU^{}\chi \right)\right\}^2+L_8\text{Tr}\left(\chi U^{}\chi U^{}+U\chi ^{}U\chi ^{}\right)`$ $`iL_9\text{Tr}\left(L_{\mu \nu }D^\mu UD^\nu U^{}+R_{\mu \nu }D^\mu U^{}D^\nu U\right)+L_{10}\text{Tr}\left(L_{\mu \nu }UR^{\mu \nu }U^{}\right)`$ $`^{(6)}`$ $`=`$ $`{\displaystyle \frac{\beta }{F^2}}F_{\mu \nu }\text{Tr}\left(_\mu U^\mu U^{}\right)+\mathrm{},`$ (6) $`U(x)=\mathrm{exp}[i\varphi (x)/F]`$ is the unitary $`3\times 3`$ matrix made up of the Goldstone fields, $`F`$ is the pion decay constant in the chiral limit, $`D_\mu `$ the covariant derivative involving external vector- and axial vector sources of the corresponding currents, $`F_{\mu \nu }`$ is the electromagnetic field tensor, and $`\chi `$ is related to the quark mass matrix. In $`^{(6)}`$ we have only displayed the terms relevant to the $`K^0`$ form factor. The $`^{(6)}`$ term is extracted from reference where in their notation $`\beta =\frac{4}{3}F^2(m_K^2m_\pi ^2)(2B_{24}B_{25})`$. Each term in $`_{\text{eff}}`$ produces vertices of $`2,4,6,\mathrm{}`$ mesons with or without attached photon. According to Weinberg’s power counting theorem the form factor at order $`p^6`$ of the chiral expansion is the sum of all 2-loop diagrams with vertices from $`^{(2)}`$, all 1-loop diagrams with vertices from $`^{(2)}`$ and one vertex from $`^{(4)}`$, and a tree graph with two vertices from $`^{(4)}`$ or one vertex from $`^{(6)}`$. Each diagram has two external meson lines representing the incoming and outgoing $`K^0`$ and one external photon line. All relevant diagrams for the unrenormalized $`K^0`$ form factor are given in fig. 1. To indicate the origin of the vertices in the Feynman diagrams we use the following notation: $`^{(2)}`$-vertices are denoted by filled circles , $`^{(4)}`$-vertices by filled squares and an $`^{(6)}`$-vertex by an open square . Only the $`^{(6)}`$ vertex is new. In each loop diagram, the internal lines symbolize an arbitrary $`\pi `$, $`K`$, or $`\eta `$ meson and they must be summed over. Due to the derivative couplings of $`_{\text{eff}}`$ the Feynman rules of the vertices are quite involved. For the relevant vertices they are discussed in appendix C. The diagrams (1a) and (1b) represent the well-known result of order $`p^4`$ which is the leading order approximation of the $`K^0`$ form factor . The pure $`p^6`$ diagrams consist of two groups: * the reducible diagrams, i.e. the 1-loop diagrams (2a)–(2e), the 2-loop diagrams (3a)–(3f), where the loops are independent of each other, and the tree graph (4) * the irreducible 2-loop diagrams (5a)–(5c). All diagrams of the first group can be reduced to elementary 1-loop integrals. The results are presented in section 3. The calculation of the irreducible 2-loop diagrams is much harder to carry out: since in $`SU(3)`$ chiral perturbation theory there are three different mass scales of the same order of magnitude ($`m_\pi `$, $`m_K`$, $`m_\eta `$), these 2-loop integrals can no longer be expressed by elementary analytical functions. In section 4 we discuss their contributions to the $`K^0`$ form factor, and in appendix B we describe our numerical algorithm for the evaluation of these diagrams. The contributions of the diagrams can be classified further according to their dependence on the momentum $`q`$ of the photon. Diagrams, where the photon momentum does not flow through, are polynomials in $`q^2`$: (1b), (2e), (3d), (5a), and (5c) do not depend on $`q^2`$, (2c) is a polynomial in $`q^2`$ of degree $`1`$, and (4) has at most degree 2. Since the normalization of the $`K^0`$ form factor is fixed by the charge of the particle due to the Ward-Fradkin-Takahashi identity , $`F^{K^0}(0)`$ $`=`$ $`0,`$ (7) the interesting contributions are those with genuine $`q^2`$ dependence. Nevertheless, we calculate all diagrams, because this procedure offers additional possibilities to check the calculation. ## 3 Reducible diagrams The diagrams (1a)–(3f) are 1-loop integrals or products thereof and can be calculated analytically. Inserting the Feynman rules into the vertices yields integrands of the structure $`{\displaystyle \frac{V(k^2,kp_1,kp_2,kl,l^2,lp_1,lp_2)}{P}}`$ (8) where $`p_1`$ and $`p_2`$ are the external momenta of the incoming and the outgoing $`K^0`$, $`k`$ and $`l`$ are the internal loop momenta, the denominator $`P`$ is a product of scalar propagator factors depending on the topology of the diagram, and the numerator $`V`$ is a polynomial coming from the vertex factors. These integrals can be expressed by a set of basic 1-loop functions in the following way: First, $`p_1`$ and $`p_2`$ are transformed into $`p=p_1+p_2`$ and the momentum $`q=p_1p_2`$ of the photon. Then, some factors in the numerator are canceled against some propagator factors in the denominator via $`k^2`$ $`=`$ $`P(k,m^2)+m^2`$ (9) $`kq`$ $`=`$ $`{\displaystyle \frac{1}{2}}\left[P(k+q,m^2)+m^2k^2q^2\right]`$ (10) $`l^2`$ $`=`$ $`P(l,m^2)+m^2`$ (11) $`lq`$ $`=`$ $`{\displaystyle \frac{1}{2}}\left[P(l+q,m^2)+m^2l^2q^2\right]`$ (12) with $`P(k,m)=k^2m^2`$. What remains are 1-loop 1-point and 2-point functions with tensor numerators which are decomposable into Lorentz covariants. As our calculation shows, there are in fact only two 1-loop functions by means of which all reducible loop contributions of the $`K^0`$ form factor can be expressed: On the one hand the scalar 1-point function with its derivative, $$A(m^2)=\text{}\text{and}A^{}(m^2)=\frac{A}{m^2},$$ (13) and on the other hand one specific tensor coefficient of the 2-point function, also with derivative, $$B(q^2,m^2)=\text{}\text{and}B^{}(q^2,m^2)=\frac{1}{2}\frac{B}{m^2}.$$ (14) These basic 1-loop integrals are defined in detail in appendix A. In the following equations we give the contribution $`\mathrm{\Delta }`$ of each reducible diagram to the $`K^0`$ form factor in terms of the basic functions $`A`$ and $`B`$: $`\mathrm{\Delta }^{(1a)}`$ $`=`$ $`{\displaystyle \frac{1}{F^2}}\left\{B(q^2,m_\pi ^2)B(q^2,m_\text{K}^2)\right\}`$ (15) $`\mathrm{\Delta }^{(1b)}`$ $`=`$ $`{\displaystyle \frac{1}{2F^2}}\left\{A(m_\pi ^2)A(m_\text{K}^2)\right\}`$ (16) $`\mathrm{\Delta }^{(2a)}`$ $`=`$ $`{\displaystyle \frac{4}{F^4}}\{B(q^2,m_\pi ^2)[2(m_\pi ^2+2m_\text{K}^2)L_4+2(m_\pi ^2+m_\text{K}^2)L_5q^2L_3]`$ $`B(q^2,m_\text{K}^2)[2(m_\pi ^2+2m_\text{K}^2)L_4+4m_\text{K}^2L_5q^2L_3]\}`$ $`\mathrm{\Delta }^{(2b)}`$ $`=`$ $`{\displaystyle \frac{2}{F^4}}\{B(q^2,m_\pi ^2)[4(m_\pi ^2+2m_\text{K}^2)L_4+4m_\pi ^2L_5+q^2L_9]`$ $`B(q^2,m_\text{K}^2)[4(m_\pi ^2+2m_\text{K}^2)L_4+4m_\text{K}^2L_5+q^2L_9]\}`$ $`\mathrm{\Delta }^{(2c)}`$ $`=`$ $`{\displaystyle \frac{1}{F^4}}\{A(m_\pi ^2)[4(m_\pi ^2+2m_\text{K}^2)L_4+4(m_\pi ^2+m_\text{K}^2)L_5+q^2L_9]`$ $`A(m_\text{K}^2)[4(m_\pi ^2+2m_\text{K}^2)L_4+8m_\text{K}^2L_5+q^2L_9]\}`$ $`\mathrm{\Delta }^{(2d)}`$ $`=`$ $`{\displaystyle \frac{16}{F^4}}\{B(q^2,m_\text{K}^2)[L_4(2m_\text{K}^2+m_\pi ^2)+L_5m_\text{K}^2]`$ $`B(q^2,m_\pi ^2)[L_4(2m_\text{K}^2+m_\pi ^2)+L_5m_\pi ^2]`$ $`+B^{}(q^2,m_\text{K}^2)m_\text{K}^2[L_4(2m_\text{K}^2+m_\pi ^2)+L_5m_\text{K}^22L_6(2m_\text{K}^2+m_\pi ^2)2L_8m_\text{K}^2]`$ $`B^{}(q^2,m_\pi ^2)m_\pi ^2[L_4(2m_\text{K}^2+m_\pi ^2)+L_5m_\pi ^22L_6(2m_\text{K}^2+m_\pi ^2)2L_8m_\pi ^2]\}`$ $`\mathrm{\Delta }^{(2e)}`$ $`=`$ $`{\displaystyle \frac{1}{F^4}}\{4A(m_\pi ^2)[L_4(2m_\text{K}^2+m_\pi ^2)+L_5m_\pi ^2]`$ $`4A(m_\text{K}^2)[L_4(2m_\text{K}^2+m_\pi ^2)+L_5m_\text{K}^2]`$ $`4A^{}(m_\text{K}^2)m_\text{K}^2[L_4(2m_\text{K}^2+m_\pi ^2)+L_5m_\text{K}^22L_6(2m_\text{K}^2+m_\pi ^2)2L_8m_\text{K}^2]`$ $`+4A^{}(m_\pi ^2)m_\pi ^2[L_4(2m_\text{K}^2+m_\pi ^2)+L_5m_\pi ^22L_6(2m_\text{K}^2+m_\pi ^2)2L_8m_\pi ^2]\}`$ $`\mathrm{\Delta }^{(3a)}`$ $`=`$ $`{\displaystyle \frac{2}{F^4}}\left\{B(q^2,m_\pi ^2)^2+B(q^2,m_\pi ^2)B(q^2,m_\text{K}^2)2B(q^2,m_\text{K}^2)^2\right\}`$ $`\mathrm{\Delta }^{(3b)}`$ $`=`$ $`{\displaystyle \frac{1}{12F^4}}\{20A(m_\pi ^2)B(q^2,m_\pi ^2)+10A(m_\text{K}^2)B(q^2,m_\pi ^2)`$ $`+3A(m_\pi ^2)B(q^2,m_\text{K}^2)30A(m_\text{K}^2)B(q^2,m_\text{K}^2)`$ $`3A(m_\eta ^2)B(q^2,m_\text{K}^2)\}`$ $`\mathrm{\Delta }^{(3c)}`$ $`=`$ $`{\displaystyle \frac{1}{6F^4}}\{3B(q^2,m_\text{K}^2)[A(m_\eta ^2)+2A(m_\text{K}^2)+A(m_\pi ^2)]`$ $`4B(q^2,m_\pi ^2)\left[A(m_\text{K}^2)+2A(m_\pi ^2)\right]`$ $`+2B^{}(q^2,m_\pi ^2)m_\pi ^2\left[A(m_\eta ^2)3A(m_\pi ^2)\right]`$ $`+B^{}(q^2,m_\text{K}^2)A(m_\eta ^2)(3m_\eta ^2+m_\pi ^2)\}`$ $`\mathrm{\Delta }^{(3d)}`$ $`=`$ $`{\displaystyle \frac{1}{24F^4}}\{3A(m_\eta ^2)A(m_\text{K}^2)+6A(m_\text{K}^2)^2A(m_\text{K}^2)A(m_\pi ^2)8A(m_\pi ^2)^2`$ $`+2m_\pi ^2A^{}(m_\pi ^2)A(m_\eta ^2)6m_\pi ^2A^{}(m_\pi ^2)A(m_\pi ^2)`$ $`+(3m_\eta ^2+m_\pi ^2)A^{}(m_\text{K}^2)A(m_\eta ^2)\}`$ $`\mathrm{\Delta }^{(3e)}`$ $`=`$ $`{\displaystyle \frac{1}{6F^4}}\{5A(m_\pi ^2)B(q^2,m_\pi ^2)+4A(m_\text{K}^2)B(q^2,m_\pi ^2)`$ $`+A(m_\eta ^2)B(q^2,m_\pi ^2)A(m_\pi ^2)B(q^2,m_\text{K}^2)`$ $`8A(m_\text{K}^2)B(q^2,m_\text{K}^2)A(m_\eta ^2)B(q^2,m_\text{K}^2)\}`$ $`\mathrm{\Delta }^{(3f)}`$ $`=`$ $`{\displaystyle \frac{1}{12F^4}}\{5A(m_\pi ^2)^2+3A(m_\text{K}^2)A(m_\pi ^2)+A(m_\eta ^2)A(m_\pi ^2)`$ $`8A(m_\text{K}^2)^2A(m_\eta ^2)A(m_\text{K}^2)\}`$ $`\mathrm{\Delta }^{(4)}`$ $`=`$ $`{\displaystyle \frac{\beta q^2}{F^4}}.`$ (27) The contributions contain three masses $`m_\pi `$, $`m_K`$, and $`m_\eta `$, but in the isospin limit only two of them are independent. $`m_\eta ^2`$ is a short-hand notation for the Gell-Mann-Okubo relation $`\frac{4}{3}m_K^2\frac{1}{3}m_\pi ^2`$ which corresponds to the mass of the $`\eta `$ meson in leading order $`𝒪(p^2)`$. Since at order $`𝒪(p^2)`$ the $`K^0`$ form factor vanishes, the only diagrams which are subject to renormalization are the $`𝒪(p^4)`$ diagrams (1a) and (1b). Due to renormalization there are three modifications of these diagrams: * Wave function renormalization of the outer $`K^0`$ lines requires an additional factor $`1+\delta Z_K`$ where $`\delta Z_K`$ is the well-known $`𝒪(p^4)`$ result (cf. ) $`\delta Z_\text{K}`$ $`=`$ $`{\displaystyle \frac{1}{4F^2}}\left\{A(m_\eta ^2)+2A(m_\text{K}^2)+A(m_\pi ^2)+32L_4(2m_\text{K}^2+m_\pi ^2)+32L_5m_\text{K}^2\right\}.`$ (28) * Renormalization of the pion decay constant $`F_\pi `$ has to be taken into account: the plain $`𝒪(p^4)`$ result contains a factor $`1/F^2`$ where $`F`$ can no longer be identified with $`F_\pi `$ at order $`p^6`$. Instead, one has to consider the $`𝒪(p^4)`$ correction $`F_\pi =F(1+\delta f)`$ with (cf. ) $`\delta f`$ $`=`$ $`{\displaystyle \frac{1}{2F^2}}\left\{A(m_\text{K}^2)+2A(m_\pi ^2)+8L_4(2m_\text{K}^2+m_\pi ^2)+8L_5m_\pi ^2\right\}.`$ (29) * Analogously, the mass renormalizations are to be included, i.e. the masses $`m`$ appearing in (15ff) are related to the physical masses $`m_{\text{ph}}`$ via $`m_{\text{ph}}^2=m^2+\mathrm{\Sigma }(m_{\text{ph}}^2)`$ where $`\mathrm{\Sigma }`$ stands for the $`𝒪(p^4)`$ self energies (cf. ) $`\mathrm{\Sigma }_\pi (m_\pi ^2)`$ $`=`$ $`{\displaystyle \frac{1}{6F^2}}\{A(m_\eta ^2)m_\pi ^2+3A(m_\pi ^2)m_\pi ^2+48L_4m_\pi ^2(2m_\text{K}^2+m_\pi ^2)`$ $`+48L_5m_\pi ^4+96L_6m_\pi ^2(2m_\text{K}^2m_\pi ^2)96L_8m_\pi ^4\}`$ $`\mathrm{\Sigma }_\text{K}(m_\text{K}^2)`$ $`=`$ $`{\displaystyle \frac{1}{12F^2}}\{A(m_\eta ^2)(3m_\eta ^2+m_\pi ^2)+96L_4m_\text{K}^2(2m_\text{K}^2+m_\pi ^2)+96L_5m_\text{K}^4`$ $`+192L_6m_\text{K}^2(2m_\text{K}^2m_\pi ^2)192L_8m_\text{K}^4\}.`$ In summary, the total contribution of diagrams (1a) and (1b) to the $`K^0`$ form factor at order $`p^6`$ is given by $`\left(1+\delta Z_K\right)\left(\mathrm{\Delta }^{(1a)}+\mathrm{\Delta }^{(1b)}\right)\|_{m^2=m_{\text{ph}}^2\mathrm{\Sigma }(m_{\text{ph}}^2),F=F_\pi (1\delta f)}.`$ (32) Renormalization corrections of the other diagrams are of order $`p^8`$ and can be neglected. The sum of all reducible diagrams including the above renormalization corrections takes the following compact form: $`F^4\mathrm{\Delta }^{\text{(red)}}`$ $`=`$ $`{\displaystyle \frac{1}{24}}\{A(m_\eta ^2)[\mathrm{\hspace{0.17em}4}A(m_\text{K}^2)8B(q^2,m_\text{K}^2)A(m_\pi ^2)+2B(q^2,m_\pi ^2)]`$ $`+\mathrm{\hspace{0.33em}16}A(m_\text{K}^2)^2+10A(m_\text{K}^2)A(m_\pi ^2)23A(m_\pi ^2)^280A(m_\text{K}^2)B(q^2,m_\text{K}^2)`$ $`+\mathrm{\hspace{0.33em}32}A(m_\text{K}^2)B(q^2,m_\pi ^2)28A(m_\pi ^2)B(q^2,m_\text{K}^2)+70A(m_\pi ^2)B(q^2,m_\pi ^2)`$ $`+\mathrm{\hspace{0.33em}96}B(q^2,m_\text{K}^2)^248B(q^2,m_\text{K}^2)B(q^2,m_\pi ^2)48B(q^2,m_\pi ^2)^2\}`$ $`+\mathrm{\hspace{0.33em}4}q^2L_3\left[B(q^2,m_\text{K}^2)B(q^2,m_\pi ^2)\right]`$ $`+(4m_\pi ^2L_5+q^2L_9)\left[A(m_\text{K}^2)2B(q^2,m_\text{K}^2)A(m_\pi ^2)+2B(q^2,m_\pi ^2)\right].`$ Note that the mass derivatives $`A^{}`$ and $`B^{}`$ and the $`^{(4)}`$ parameters $`L_4`$, $`L_6`$, and $`L_8`$ which occurred in some diagrams have vanished. The only $`^{(4)}`$ parameters which are relevant for the $`K^0`$ form factor at order $`p^6`$ are $`L_3`$, $`L_5`$, and $`L_9`$. ## 4 Irreducible diagrams In the irreducible diagrams (5a)–(5c) the 2-loop integrations are not independent of each other as they were in the reducible graphs. That is why genuine 2-loop functions enter the stage which cannot be expressed by 1-loop integrals only. Inserting the Feynman rules yields integrands with a similar structure as in (8), e.g. for diagram (5b) $$\frac{V(k^2,kp_1,kp_2,kl,l^2,lp_1,lp_2)}{P(k+p_1,m_1^2)P(k+p_2,m_1^2)P(k+l,m_2^2)P(l,m_3^2)},$$ (34) where $`V`$ is a polynomial of degree equal to the number of vertices. After canceling factors via $`kp_1`$ $`=`$ $`{\displaystyle \frac{1}{2}}\left[P(k+p_1,m_1^2)+m_0^2k^2p_1^2\right]`$ (35) $`kp_2`$ $`=`$ $`{\displaystyle \frac{1}{2}}\left[P(k+p_2,m_1^2)+m_1^2k^2p_2^2\right]`$ (36) $`kl`$ $`=`$ $`{\displaystyle \frac{1}{2}}\left[P(k+l,m_2^2)+m_2^2k^2l^2\right]`$ (37) $`l^2`$ $`=`$ $`P(l,m_3^2)+m_3^2`$ (38) we are left with reducible integrals which can be calculated analytically, and with some genuine 2-loop integrals of the sunset-topology, i.e. the 3-point functions $`T_{\alpha _1,\alpha _2,\beta }(q^2;p_1^2,p_2^2;m_0^2,m_1^2,m_2^2,m_3^2)`$ $`=`$ (39) $`\mu ^{82D}{\displaystyle \frac{d^Dk}{i(2\pi )^D}\frac{d^Dl}{i(2\pi )^D}\frac{(lp_1)^{\alpha _1}(lp_2)^{\alpha _2}(k^2)^\beta }{P(k+p_1,m_0^2)P(k+p_2,m_1^2)P(k+l,m_2^2)P(l,m_3^2)}}`$ and the 2-point functions $`S_{\alpha ,\beta }(p^2;m_1^2,m_2^2,m_3^2)`$ $`=`$ $`\mu ^{82D}{\displaystyle \frac{d^Dk}{i(2\pi )^D}\frac{d^Dl}{i(2\pi )^D}\frac{(lp)^\alpha (k^2)^\beta }{P(k+p,m_1^2)P(k+l,m_2^2)P(l,m_3^2)}}.`$ (40) In diagram (5b), five different mass flows of intermediate mesons must be regarded: $$\mathrm{\Delta }^{(5b)}=\mathrm{\Delta }_{\text{K}\pi \pi }^{(5b)}+\mathrm{\Delta }_{\text{K}\pi \eta }^{(5b)}+\mathrm{\Delta }_{\text{K}\text{K}\text{K}}^{(5b)}+\mathrm{\Delta }_{\pi \text{K}\pi }^{(5b)}+\mathrm{\Delta }_{\pi \text{K}\eta }^{(5b)},$$ (41) where $`\mathrm{\Delta }_{rst}^{(5b)}`$ means that meson $`r`$ couples to the photon and the other two lines are mesons of type $`s`$ and $`t`$. Each mass flow is handled separately, and its contribution to the $`K^0`$ form factor can be expressed in terms of the basic 1- and 2-loop functions $`A`$, $`B`$, $`S_{\alpha ,\beta }`$, $`T_{\alpha _1,\alpha _2,\beta }`$, where for the latter at most the tensor indices > $`S_{2,0}`$, $`S_{1,1}`$, $`S_{1,0}`$, $`S_{0,0}`$, $`S_{0,1}`$, $`S_{0,2}`$, $`T_{0,0,0}`$, $`T_{0,0,1}`$, $`T_{0,0,2}`$, $`T_{0,0,3}`$, $`T_{1,0,0}`$, $`T_{1,0,1}`$, $`T_{1,0,2}`$, $`T_{1,1,0}`$, $`T_{1,1,1}`$ are needed. In the following table we give the detailed result for each mass flow. We omit the arguments of the 2-loop functions $`S_{\alpha ,\beta }`$ and $`T_{\alpha _1,\alpha _2,\beta }`$: for mass flow $`\mathrm{\Delta }_{rst}^{(5b)}`$ they are understood to be $`S_{\alpha ,\beta }(m_K^2;m_r^2,m_s^2,m_t^2,)`$ and $`T_{\alpha _1,\alpha _2,\beta }(q^2;m_K^2,m_K^2;m_r^2,m_r^2,m_s^2,m_t^2)`$. $`\mathrm{\Delta }_{\text{K}\pi \pi }^{(5b)}`$ $`=`$ $`{\displaystyle \frac{1}{8F^4m_\text{K}^2(4m_\text{K}^2q^2)}}\{`$ $`T_{1,1,1}32m_\text{K}^2+T_{1,1,0}16m_\text{K}^2(4m_\text{K}^2q^2)+T_{1,0,2}16m_\text{K}^2`$ $`+T_{1,0,1}8m_\text{K}^2(4m_\text{K}^2+q^2)T_{0,0,3}2m_\text{K}^2+T_{0,0,2}m_\text{K}^2(4m_\text{K}^2q^2)`$ $`+S_{2,0}16(2m_\text{K}^2q^2)+S_{1,1}8(4m_\text{K}^2+q^2)+S_{1,0}8m_\text{K}^2(4m_\text{K}^2q^2)`$ $`+S_{0,2}(6m_\text{K}^2q^2)+S_{0,1}2m_\text{K}^2(4m_\text{K}^2+q^2)`$ $`+A(m_\pi ^2)^2(4m_\text{K}^48m_\text{K}^2m_\pi ^2m_\text{K}^2q^2+2m_\pi ^2q^2)`$ $`+A(m_\pi ^2)B(q^2,m_\text{K}^2)4m_\text{K}^2(4m_\text{K}^2q^2)\}`$ $`\mathrm{\Delta }_{\text{K}\pi \eta }^{(5b)}`$ $`=`$ $`{\displaystyle \frac{1}{24F^4m_\text{K}^2(4m_\text{K}^2q^2)}}\{`$ $`T_{0,0,3}18m_\text{K}^2+T_{0,0,2}3m_\text{K}^2(28m_\text{K}^23q^2)+T_{0,0,1}8m_\text{K}^4(16m_\text{K}^2+3q^2)`$ $`+T_{0,0,0}16m_\text{K}^6(4m_\text{K}^2q^2)+S_{0,2}3(10m_\text{K}^2q^2)+S_{0,1}2m_\text{K}^2(44m_\text{K}^2+5q^2)`$ $`+S_{0,0}8m_\text{K}^4(8m_\text{K}^2q^2)`$ $`+A(m_\pi ^2)A(m_\eta ^2)(4m_\text{K}^48m_\text{K}^2m_\pi ^2m_\text{K}^2q^2+2m_\pi ^2q^2)`$ $`+A(m_\pi ^2)B(q^2,m_\text{K}^2)10m_\text{K}^2(4m_\text{K}^2q^2)`$ $`+A(m_\eta ^2)B(q^2,m_\text{K}^2)10m_\text{K}^2(4m_\text{K}^2q^2)\}`$ $`\mathrm{\Delta }_{\text{K}\text{K}\text{K}}^{(5b)}`$ $`=`$ $`{\displaystyle \frac{1}{12F^4m_\text{K}^2(4m_\text{K}^2q^2)}}\{`$ $`T_{1,1,1}24m_\text{K}^2+T_{1,1,0}12m_\text{K}^2(4m_\text{K}^2q^2)+T_{1,0,2}24m_\text{K}^2`$ $`+T_{1,0,1}12m_\text{K}^2(4m_\text{K}^2+q^2)T_{0,0,2}24m_\text{K}^4+T_{0,0,1}12m_\text{K}^4(6m_\text{K}^2q^2)`$ $`+T_{0,0,0}12m_\text{K}^6(4m_\text{K}^2+q^2)+S_{2,0}12(2m_\text{K}^2q^2)+S_{1,1}10(4m_\text{K}^2+q^2)`$ $`+S_{1,0}8m_\text{K}^2(4m_\text{K}^2q^2)+S_{0,2}(4m_\text{K}^2q^2)+S_{0,1}24m_\text{K}^4`$ $`+S_{0,0}4m_\text{K}^4(10m_\text{K}^2+q^2)`$ $`+A(m_\text{K}^2)^23m_\text{K}^2(4m_\text{K}^2+q^2)`$ $`+A(m_\text{K}^2)B(q^2,m_\text{K}^2)2m_\text{K}^2(4m_\text{K}^2+q^2)\}`$ $`\mathrm{\Delta }_{\pi \text{K}\pi }^{(5b)}`$ $`=`$ $`{\displaystyle \frac{1}{24F^4m_\text{K}^2(4m_\text{K}^2q^2)}}\{`$ $`T_{1,1,1}72m_\text{K}^2+T_{1,1,0}36m_\text{K}^2(2m_\text{K}^22m_\pi ^2+q^2)`$ $`+T_{1,0,2}24m_\text{K}^2+T_{1,0,1}12m_\text{K}^2(4m_\text{K}^24m_\pi ^2+q^2)`$ $`+T_{1,0,0}12m_\text{K}^2(2m_\text{K}^4+4m_\text{K}^2m_\pi ^2m_\text{K}^2q^2+2m_\pi ^4m_\pi ^2q^2)`$ $`T_{0,0,3}6m_\text{K}^2+T_{0,0,2}3m_\text{K}^2(6m_\text{K}^2+6m_\pi ^2q^2)`$ $`+T_{0,0,1}6m_\text{K}^2(3m_\text{K}^46m_\text{K}^2m_\pi ^2+m_\text{K}^2q^23m_\pi ^4+m_\pi ^2q^2)`$ $`+T_{0,0,0}3m_\text{K}^2(2m_\text{K}^2+2m_\pi ^2q^2)(m_\pi ^2+m_\text{K}^2)^2`$ $`+S_{2,0}36(2m_\text{K}^2+q^2)+S_{1,1}2(4m_\text{K}^2+q^2)`$ $`+S_{1,0}2(4m_\text{K}^4+4m_\text{K}^2m_\pi ^2m_\text{K}^2q^2m_\pi ^2q^2)+S_{0,2}2(7m_\text{K}^2q^2)`$ $`+S_{0,1}4(7m_\text{K}^47m_\text{K}^2m_\pi ^2+m_\text{K}^2q^2+m_\pi ^2q^2)`$ $`+S_{0,0}2(7m_\text{K}^2q^2)(m_\pi ^2+m_\text{K}^2)^2`$ $`+A(m_\text{K}^2)B(q^2,m_\pi ^2)22m_\text{K}^2(4m_\text{K}^2+q^2)`$ $`+A(m_\pi ^2)B(q^2,m_\pi ^2)8m_\text{K}^2(4m_\text{K}^2q^2)\}`$ $`\mathrm{\Delta }_{\pi \text{K}\eta }^{(5b)}`$ $`=`$ $`{\displaystyle \frac{1}{24F^4m_\text{K}^2(4m_\text{K}^2q^2)}}\{`$ (47) $`T_{1,1,1}72m_\text{K}^2+T_{1,1,0}36m_\text{K}^2(2m_\text{K}^22m_\pi ^2+q^2)`$ $`T_{1,0,2}72m_\text{K}^2+T_{1,0,1}12m_\text{K}^2(4m_\text{K}^2+12m_\pi ^23q^2)`$ $`+T_{1,0,0}12m_\text{K}^2(2m_\text{K}^44m_\text{K}^2m_\pi ^2m_\text{K}^2q^26m_\pi ^4+3m_\pi ^2q^2)`$ $`+T_{0,0,3}18m_\text{K}^2+T_{0,0,2}3m_\text{K}^2(2m_\text{K}^218m_\pi ^2+3q^2)`$ $`+T_{0,0,1}2m_\text{K}^2(5m_\text{K}^4+6m_\text{K}^2m_\pi ^2+3m_\text{K}^2q^2+27m_\pi ^49m_\pi ^2q^2)`$ $`+T_{0,0,0}m_\text{K}^2(q^22m_\text{K}^22m_\pi ^2)(3m_\pi ^2+m_\text{K}^2)^2`$ $`+S_{2,0}36(2m_\text{K}^2+q^2)+S_{1,1}30(4m_\text{K}^2q^2)`$ $`+S_{1,0}6(4m_\text{K}^420m_\text{K}^2m_\pi ^2+m_\text{K}^2q^2+5m_\pi ^2q^2)+S_{0,2}6(7m_\text{K}^2+q^2)`$ $`+S_{0,1}4(m_\text{K}^4+21m_\text{K}^2m_\pi ^2m_\text{K}^2q^23m_\pi ^2q^2)`$ $`+S_{0,0}2(m_\text{K}^23m_\pi ^2)(3m_\text{K}^4+7m_\text{K}^2m_\pi ^2m_\text{K}^2q^2m_\pi ^2q^2)`$ $`+A(m_\text{K}^2)A(m_\eta ^2)4(12m_\text{K}^48m_\text{K}^2m_\pi ^23m_\text{K}^2q^2+2m_\pi ^2q^2)`$ $`+A(m_\text{K}^2)B(q^2,m_\pi ^2)2m_\text{K}^2(4m_\text{K}^2q^2)`$ $`+A(m_\eta ^2)B(q^2,m_\pi ^2)16m_\text{K}^2(4m_\text{K}^2+q^2)\}.`$ Diagrams (5a) and (5c) yield the same contribution because of time reversal invariance. In these diagrams, there are three mass flows $`\mathrm{\Delta }^{(5a)}`$ $`=`$ $`\mathrm{\Delta }_{\text{K}\pi \pi }^{(5a)}+\mathrm{\Delta }_{\text{K}\pi \eta }^{(5a)}+\mathrm{\Delta }_{\text{K}\text{K}\text{K}}^{(5a)},`$ (48) which can be expressed by the basic functions $`A`$ and $`S_{\alpha ,\beta }`$: $`\mathrm{\Delta }_{\text{K}\pi \pi }^{(5a)}`$ $`=`$ $`{\displaystyle \frac{1}{24F^4m_\text{K}^2}}\{\mathrm{\hspace{0.33em}8}S_{2,0}+S_{1,1}+12m_\text{K}^2S_{1,0}+S_{0,2}6m_\text{K}^2S_{0,1}`$ $`+\mathrm{\hspace{0.33em}3}m_\text{K}^2A(m_\text{K}^2)A(m_\pi ^2)+2(2m_\text{K}^2m_\pi ^2)A(m_\pi ^2)^2\}`$ $`\mathrm{\Delta }_{\text{K}\pi \eta }^{(5a)}`$ $`=`$ $`{\displaystyle \frac{1}{48F^4m_\text{K}^2}}\{6S_{1,1}8m_\text{K}^2S_{1,0}+3S_{0,2}+2m_\text{K}^2S_{0,1}8m_\text{K}^4S_{0,0}`$ $`\mathrm{\hspace{0.33em}6}m_\text{K}^2A(m_\text{K}^2)A(m_\pi ^2)4m_\text{K}^2A(m_\text{K}^2)A(m_\eta ^2)`$ $`\mathrm{\hspace{0.33em}2}(m_\text{K}^2+m_\pi ^2)A(m_\pi ^2)A(m_\eta ^2)\}`$ $`\mathrm{\Delta }_{\text{K}\text{K}\text{K}}^{(5a)}`$ $`=`$ $`{\displaystyle \frac{1}{24F^4m_\text{K}^2}}\left\{4S_{2,0}+2S_{1,1}S_{0,2}+3m_\text{K}^2S_{0,1}+m_\text{K}^2A(m_\text{K}^2)^2\right\}.`$ (51) Except for special kinematic situations the genuine 2-loop integrals $`S_{\alpha ,\beta }`$ and $`T_{\alpha _1,\alpha _2,\beta }`$ cannot be calculated analytically. In appendix B we describe the method how we calculated them by splitting them into one part which contains the divergence and can be evaluated analytically, and a second part which is finite and can be done numerically. ## 5 Evaluation of the diagrams and checks In the previous sections all $`𝒪(p^6)`$ contributions to the $`K^0`$ form factor have been written in terms of some basic 1- and 2-loop functions. Before evaluating the contibutions explicitly, we must specify a renormalization scheme. In our calculation we are using dimensional regularization and the so called GL-scheme which is defined in the following way: Each diagram of order $`𝒪(p^{2n})`$ is multiplied with a factor $`e^{(1n)\alpha (\epsilon )}`$ where $`D=\mathrm{\hspace{0.17em}4}\mathrm{\hspace{0.17em}2}\epsilon `$ is the dimension of space-time and $`\alpha (\epsilon )`$ is given by $`(4\pi )^\epsilon \mathrm{\Gamma }(1+\epsilon )`$ $`=`$ $`{\displaystyle \frac{e^{\alpha (\epsilon )}}{\epsilon }},`$ (52) that is $`\alpha (\epsilon )`$ $`=`$ $`\epsilon (1\gamma +\mathrm{log}4\pi )+\epsilon ^2\left({\displaystyle \frac{\pi ^2}{12}}+{\displaystyle \frac{1}{2}}\right)+𝒪(\epsilon ^3).`$ (53) Because of $`\alpha (0)=\mathrm{\hspace{0.17em}0}`$ the total $`𝒪(p^6)`$ result is unchanged in $`D=\mathrm{\hspace{0.17em}4}`$ dimensions. The reason for this modification of each diagram is to eliminate the geometric factor $`(4\pi )^\epsilon \mathrm{\Gamma }(1+\epsilon )`$ appearing in the 1-loop integrals $`A`$ and $`B`$. This renormalization scheme is very similar to the well-known MS-bar scheme: the only difference is that in MS-bar the left-hand side of the defining equation (52) is $`(4\pi )^\epsilon \mathrm{\Gamma }(\epsilon )`$ so that there a geometric factor of $`(4\pi )^\epsilon \mathrm{\Gamma }(\epsilon )`$ is eliminated from the 1-loop integrals. The GL-scheme extends the usual 1-loop scheme introduced by Gasser and Leutwyler in a natural way which can be understood from an inspection of the renormalization constants $`L_i`$ of $`^{(4)}`$: In $`D`$-dimensional space-time they have dimension $`D\mathrm{\hspace{0.17em}4}`$ and their dimension is generated by the mass scale $`\mu `$ of dimensional regularisation: $`L_i`$ $`=`$ $`\mu ^{D4}L_i(\mu ,D).`$ (54) $`L_i(\mu ,D)`$ has the same $`\mu `$-dependence as a 1-loop integral, because $`L_i`$ itself is independent of $`\mu `$. It can be expanded in a Laurent series around $`\epsilon =\mathrm{\hspace{0.17em}0}`$ in the same way as a 1-loop integral: $`L_i(\mu ,D)`$ $`=`$ $`{\displaystyle \frac{L_i^{(1)}}{\epsilon }}+L_i^{(0)}(\mu )+\epsilon L_i^{(1)}(\mu )+𝒪(\epsilon ^2).`$ (55) In the usual 1-loop scheme one chooses $`L_i^{(1)}`$ $`=`$ $`{\displaystyle \frac{\mathrm{\Gamma }_i}{32\pi ^2}}`$ (56) $`L_i^{(0)}(\mu )`$ $`=`$ $`L_i^{\text{ren}}(\mu ){\displaystyle \frac{\mathrm{\Gamma }_i}{32\pi ^2}}\left[1\gamma +\mathrm{log}(4\pi )\right],`$ (57) where $`\mathrm{\Gamma }_i`$ are numbers which can be found in . The second term in $`L_i^{(0)}`$ is constructed so that it cancels in the $`\epsilon ^0`$-coefficient after multiplication with $`e^{\alpha (\epsilon )}`$: $`L_i^{GL}(\mu ,D)`$ $`:=`$ $`e^{\alpha (\epsilon )}L_i(\mu ,D)={\displaystyle \frac{L_i^{(1)}}{\epsilon }}+L_i^{(0),GL}(\mu )+\epsilon L_i^{(1),GL}(\mu )+𝒪(\epsilon ^2)`$ (58) with $`L_i^{(0),GL}(\mu )=L_i^{\text{ren}}(\mu )`$. The dimension of the $`^{(6)}`$-parameter $`\beta `$ appearing in (6) can be treated in the same way: $`\beta `$ $`=`$ $`\mu ^{2D8}\beta (\mu ,D),`$ (59) where $`\beta (\mu ,D)`$ behaves like a 2-loop integral. Its Laurent series in the above $`GL`$-scheme is given by $`\beta ^{GL}(\mu ,D)`$ $`:=`$ $`e^{2\alpha (\epsilon )}\beta (\mu ,D)={\displaystyle \frac{\beta ^{(2),GL}}{\epsilon ^2}}+{\displaystyle \frac{\beta ^{(1),GL}(\mu )}{\epsilon }}+\beta ^{(0),GL}(\mu )+𝒪(\epsilon ).`$ (60) Before discussing the numerical results we enumerate the checks which we performed on our calculation: * Because of charge conservation, the on-shell current matrix element in (1) must not contain a term proportional to $`(pp^{})_\mu `$. This is manifestly the case for each individual diagram after inserting the Feynman rules into the vertices. * According to the Ward-Fradkin-Takahashi identity the form factor must be equal to the charge of the particle for zero momentum transfer. This is not the case for each individual diagram, but for the sum of all reducible and the sum of all irreducible diagrams separately. * The most important check of our calculation follows from an analysis of the divergent parts of the loop diagrams: their sum must be equal to the negative divergent part of the tree graph (4), so that the sum of all $`p^6`$ diagrams is finite. Since diagram (4) is a tree graph, it is a polynomial in masses and momenta and cannot produce logarithms thereof. Thus, all logarithmic terms must cancel in the sum of the divergent parts of the loop diagrams. For the irreducible diagrams, we find in the $`GL`$-scheme $`\mathrm{\Delta }_{\text{div. part}}^{\text{irr. loop}}`$ $`=`$ $`{\displaystyle \frac{q^2(m_\text{K}^2m_\pi ^2)}{9(4\pi F)^4\epsilon ^2}}+{\displaystyle \frac{1}{432(4\pi F)^4\epsilon }}\{16m_\text{K}^2(10m_\text{K}^27m_\pi ^2)\text{Lg}(m_\text{K}^2)`$ $`m_\pi ^2(32m_\text{K}^280m_\pi ^29q^2)\text{Lg}(m_\pi ^2)3q^2(4m_\text{K}^2m_\pi ^2)\text{Lg}(m_\eta ^2)`$ $`b_0(q^2;m_\text{K}^2,m_\text{K}^2)(160m_\text{K}^4112m_\text{K}^2m_\pi ^276m_\text{K}^2q^2+28m_\pi ^2q^2+9q^4)`$ $`b_0(q^2;m_\pi ^2,m_\pi ^2)(32m_\text{K}^2m_\pi ^28m_\text{K}^2q^280m_\pi ^4+56m_\pi ^2q^29q^4)`$ $`+80q^2(m_\text{K}^2m_\pi ^2)\}`$ using $`\text{Lg}(m^2)=\mathrm{log}(m^2/(4\pi \mu ^2))+\gamma `$, and for the reducible 1- and 2-loop diagrams $`\mathrm{\Delta }_{\text{div. part}}^{\text{red. loop}}`$ $`=`$ $`\mathrm{\Delta }_{\text{div. part}}^{\text{irr. loop}}+{\displaystyle \frac{2q^2}{(4\pi )^2F^4\epsilon }}(m_\text{K}^2m_\pi ^2)L_3^{\text{ren}}.`$ (62) In fact, the logarithmic terms vanish in the sum of all diagrams, but no longer separately for the group of reducible and irreducible diagrams. The previous two formulae (5) and (62), together with equation (27), fix the divergent part of the relevant $`^{(6)}`$ constant $`\beta `$ which occurs in the $`K^0`$ form factor: $`\beta _{\text{div}}`$ $`=`$ $`{\displaystyle \frac{m_\text{K}^2m_\pi ^2}{8\pi ^2\epsilon }}L_3^{\text{ren}}.`$ (63) Note that there is no $`1/\epsilon ^2`$ contribution, and as a consequence the given $`1/\epsilon `$ result is independent of the renormalization scheme and the renormalization mass $`\mu `$, because it is the leading order term in the Laurent expansion of $`\beta `$ w.r.t. $`\epsilon `$. For the numerical evaluation we choose the following input data: $`m_\text{K}`$ $`=`$ $`495\text{MeV}`$ (64) $`m_\pi `$ $`=`$ $`0.28m_\text{K}=\mathrm{\hspace{0.33em}\hspace{0.25em}\hspace{0.25em}138.6}\text{MeV}`$ (65) $`F_\pi `$ $`=`$ $`92.4\text{MeV}.`$ (66) Note that we have used $`m_\eta ^2`$ as a short-hand notation for the Gell-Mann-Okubo term $`\frac{4}{3}m_K^2\frac{1}{3}m_\pi ^2`$ in all contributions listed in the previous sections. The loop integrals are calculated at mass scale $`\mu =m_\rho =\mathrm{\hspace{0.17em}770}\text{MeV}`$. At that scale the relevant $`^{(4)}`$ parameters are given by $`L_3^{\text{ren}}(m_\rho )`$ $`=`$ $`(\mathrm{\hspace{0.17em}35}\pm \mathrm{\hspace{0.17em}13})10^4`$ (67) $`L_5^{\text{ren}}(m_\rho )`$ $`=`$ $`(14\pm \mathrm{\hspace{0.17em}5})10^4`$ (68) $`L_9^{\text{ren}}(m_\rho )`$ $`=`$ $`(69\pm \mathrm{\hspace{0.17em}7})10^4.`$ (69) Finally, at $`𝒪(p^6)`$ not only the $`\epsilon ^0`$-coefficient $`L_i^{(0),GL}=L_i^{\text{ren}}`$ occurs in the result, but also the coefficient $`L_i^{(1),GL}`$ of the subsequent order $`\epsilon ^1`$ of the Laurent expansion (58). It can be proved that these constants $`L_i^{(1),GL}`$ always enter the result in a specific combination with some $`^{(6)}`$ parameters, so that they are no new degrees of freedom and can be chosen arbitrarily: a change in their values would only lead to a redefinition of some $`^{(6)}`$ constants. For our calculation, we choose $`L_i^{(1),GL}(m_\rho )`$ $`=`$ $`0.`$ (70) With these input data and definitions we obtain the contributions shown in fig. 2 for the reducible and the irreducible loop diagrams. The corrections are to be compared to the leading order result which is also shown in fig. 2. ## 6 Discussion and Results Since at order $`p^6`$ there exists a direct coupling of the $`K^0`$ to the external photon, the slope of the form factor at zero momentum transfer is not predicted. Diverse models make predictions for the direct coupling $`\beta `$ of Eq. (6), but ultimately only a precise measurement of the $`K^0`$ charge radius would fix the constant $`\beta .`$ On the other hand, to extract the neutral kaon’s charge radius from data a knowledge of it’s precise functional dependece on the momentum transfer $`q^2`$ is essential. Our explicite results come here extremely handy, as only one parameter (the charge radius) needs to be fitted to the data. Alternatively one may consider the observable $`F^{K^0}(q^2)/q^2`$ in the comparison of theory with $`\mathrm{exp}`$eriment. Here the unknown constant $`\beta `$ only influences the vertical position of the predicted form factor curve, but not its shape. The predictions are plotted in fig. 3. We do not include the errors due to the $`^{(4)}`$ constants as their effect tends to be proportional to $`q^2`$, and therefore cancels in the plot of fig. 3. It can be observed that the $`𝒪(p^6)`$ correction to the $`𝒪(p^4)`$ approximation is unexpectedly large. This result may indicate a breakdown of chiral perturbation theory or, as the $`𝒪(p^6)`$ term represents only the first correction to the leading $`𝒪(p^4)`$ term, it may be due to the fact that the $`𝒪(p^4)`$ term is accidentally small. A detailed measurement of the form factor of the neutal kaon may provide unique information on the convergence of $`SU(3)\times SU(3)`$ chiral pertubation theory. This is because the prediction of the shape of $`F^{K^0}(q^2)/q^2`$, in contrast to most other $`𝒪(p^6)`$ results, does not involve any of the unknown 143 freely adjustable parameters of . There exist plans for experiments on the form factor of the neutral kaon at CEBAF and MAMY C, and we can only hope that these experiments are realized. ## Appendix A The relevant 1-loop integrals All reducible diagrams contributing to the $`K^0`$ form factor were reduced to two basic integrals in section 3. Here, we give the definitions and the results of these basic integrals in dimensional regularisation. The first basic 1-loop integral is the 1-point function $`A(m^2)`$ $`=`$ $`\mu ^{4D}{\displaystyle \frac{d^Dk}{i(2\pi )^D}\frac{1}{k^2m^2}},`$ (71) where $`\mu `$ is the scale of dimensional regularisation and $`D=\mathrm{\hspace{0.17em}4}2\epsilon `$ is the dimension of space-time. What is relevant in a 2-loop calculation are the coefficients of the Laurent expansion of the integral around $`\epsilon =\mathrm{\hspace{0.17em}0}`$ up to order $`\epsilon ^1`$. For $`A`$ we have $`A(m^2)`$ $`=`$ $`{\displaystyle \frac{a_1}{\epsilon }}+a_0+\epsilon a_1+𝒪(\epsilon ^2)`$ (72) with $`a_1`$ $`=`$ $`{\displaystyle \frac{m^2}{(4\pi )^2}}`$ (73) $`a_0`$ $`=`$ $`{\displaystyle \frac{m^2}{(4\pi )^2}}\left\{1\text{Lg}(m^2)\right\}`$ (74) $`a_1`$ $`=`$ $`{\displaystyle \frac{m^2}{(4\pi )^2}}\left\{1+{\displaystyle \frac{\pi ^2}{12}}\text{Lg}(m^2)+{\displaystyle \frac{\text{Lg}(m^2)^2}{2}}\right\}`$ (75) where we have introduced the abbreviation $`\text{Lg}(m^2)`$ $`=`$ $`\mathrm{log}\left({\displaystyle \frac{m^2}{4\pi \mu ^2}}\right)+\gamma _{\text{Euler}}.`$ (76) The second basic 1-loop integral, the 2-point function $`B(q^2,m^2)`$, is defined as the coefficient of the Lorentz-decomposition of the tensor integral $$\mu ^{4D}\frac{d^Dk}{i(2\pi )^D}\frac{k^\mu k^\nu }{[(k+q)^2m^2][k^2m^2]}$$ (77) coming along with the metric tensor $`g_{\mu \nu }`$ where the other Lorentz-covariant is $`q_\mu q_\nu `$. It can be expressed further by $`A`$ and the scalar 2-point function $`B_0(q^2,m^2)`$ $`=`$ $`\mu ^{4D}{\displaystyle \frac{d^Dk}{i(2\pi )^D}\frac{1}{[(k+q)^2m^2][k^2m^2]}}`$ (78) in the following way: Let $`B_0(q^2,m^2)`$ $`=`$ $`{\displaystyle \frac{b_1}{\epsilon }}+b_0+\epsilon b_1+𝒪(\epsilon ^2)`$ (79) $`B(q^2,m^2)`$ $`=`$ $`{\displaystyle \frac{(B)_1}{\epsilon }}+(B)_0+\epsilon (B)_1+𝒪(\epsilon ^2)`$ (80) be those parts of the Laurent series which are relevant in a 2-loop calculation. $`b_1`$, $`b_0`$ and $`b_1`$ are functions of $`m^2`$ and $`q^2`$ and are given below. The relationship between $`B`$ on the one side and the scalar integrals $`A`$ and $`B_0`$ on the other side follows from a tensor decomposition: $`B(q^2,m^2)`$ $`=`$ $`{\displaystyle \frac{1}{4(D1)}}\left\{2A(m^2)+(4m^2q^2)B_0(q^2,m^2)\right\}.`$ (81) The relevant Laurent coefficients of $`B`$ are given in terms of those of $`A`$ and $`B_0`$ via the polynomial $`P(x_1,x_2,x_3)`$ $`=`$ $`{\displaystyle \frac{1}{12}}\left(x_1+{\displaystyle \frac{2}{3}}x_2+{\displaystyle \frac{4}{9}}x_3\right)`$ (82) in the following way: $`(B)_1`$ $`=`$ $`2P(a_1,0,0)+(4m^2q^2)P(b_1,0,0)`$ (83) $`(B)_0`$ $`=`$ $`2P(a_0,a_1,0)+(4m^2q^2)P(b_0,b_1,0)`$ (84) $`(B)_1`$ $`=`$ $`2P(a_1,a_0,a_1)+(4m^2q^2)P(b_1,b_0,b_1).`$ (85) The basic Laurent coefficients $`b_1`$, $`b_0`$ and $`b_1`$ of the scalar 2-point function $`B_0`$ involve logarithms and dilogarithms: $`(4\pi )^2b_1`$ $`=`$ $`1`$ (86) $`(4\pi )^2b_0`$ $`=`$ $`2\text{Lg}(m^2)\tau T_1`$ (87) $`(4\pi )^2b_1`$ $`=`$ $`2+{\displaystyle \frac{\pi ^2}{12}}(12\tau )+{\displaystyle \frac{1}{2}}(\text{Lg}(m^2)2)^2+\tau \left(T_1\text{Lg}(m^2)2T_1{\displaystyle \frac{1}{2}}T_1^2+T_2+2T_3\right)`$ (88) where we have defined $`\tau `$ $`=`$ $`\sqrt{1{\displaystyle \frac{4m^2}{q^2}}}`$ (89) $`T_1`$ $`=`$ $`\mathrm{log}\left({\displaystyle \frac{\tau +1}{\tau 1}}\right)`$ (90) $`T_2`$ $`=`$ $`\mathrm{log}^2\left({\displaystyle \frac{\tau 1}{2\tau }}\right)`$ (91) $`T_3`$ $`=`$ $`\text{Li}_2\left({\displaystyle \frac{\tau 1}{2\tau }}\right).`$ (92) An infinitesimal negative imaginary part of all masses is understood. The Taylor expansions of the Laurent coefficients of $`B`$ w.r.t. $`q^2`$ is needed if one is interested only in the small $`q^2`$ behaviour of the form factor: $`(4\pi )^2(B)_0`$ $`=`$ $`{\displaystyle \frac{m^2}{2}}\left\{\text{Lg}(m^2)1\right\}+{\displaystyle \frac{q^2}{12}}\text{Lg}(m^2)+𝒪(q^4)`$ (93) $`(4\pi )^2(B)_1`$ $`=`$ $`{\displaystyle \frac{m^2}{4}}\left\{\left(\text{Lg}(m^2)1\right)^2+1+{\displaystyle \frac{\pi ^2}{6}}\right\}{\displaystyle \frac{q^2}{24}}\left\{\text{Lg}(m^2)^2+{\displaystyle \frac{\pi ^2}{6}}\right\}+𝒪(q^4).`$ (94) With the help of the above formulae the basic 1-loop functions $`A`$ and $`B`$ and therefore all reducible loop contributions to the $`K^0`$ form factor are reduced to logarithms and dilogarithms. ## Appendix B The irreducible 2-loop integrals In section 4 the irreducible 2-loop diagrams of the $`K^0`$-form factor were expressed by a set of basic 2-loop integrals of the 2-point and 3-point sunset topologies $`S_{\alpha ,\beta }`$ and $`T_{\alpha _1,\alpha _2,\beta }`$, cf. (39ff). Fig. 4 shows the diagrams and the flows of momenta. In the case of three different masses ($`m_\pi `$, $`m_\text{K}`$, and $`m_\eta `$) it is no longer possible to reduce them to elementary analytical functions. Therefore, we chose a numerical approach for our calculation which will be outlined in the following. The procedure is explained in the example of the 3-point function $`T_{\alpha _1,\alpha _2,\beta }`$; the 2-point function $`S_{\alpha ,\beta }`$ is simpler and can be treated along the same lines. Tensor integrals of the relevant topologies are decomposed into Lorentz covariants and the algorithm is applied to the coefficient functions. The idea is to split the integral $`T_{\alpha _1,\alpha _2,\beta }`$ into two parts, $`T_{\alpha _1,\alpha _2,\beta }`$ $`=`$ $`T_{\alpha _1,\alpha _2,\beta }^N+T_{\alpha _1,\alpha _2,\beta }^A,`$ (95) where $`T_{\alpha _1,\alpha _2,\beta }^A`$ contains the divergences, but is of a simpler structure so that it can be calculated analytically, and $`T_{\alpha _1,\alpha _2,\beta }^N`$ is finite in $`D=\mathrm{\hspace{0.17em}4}`$ dimensions and can be evaluated numerically. Our method of achieving a suitable decomposition (95) is based on the well-known BPHZ regularization procedure which makes use of the following property of Feynman integrals: each Feynman diagram without subdivergences behaves asymptotically as a polynomial in its external momenta. Therefore, an UV-divergence of a subdivergence-free diagram may be extracted by subtracting a Taylor polynomial of sufficient degree w.r.t. the external momenta. We apply this subtraction of Taylor polynomials in two steps: First, we consider the $`l`$-subdiagram which is a 2-point function with external momentum $`k`$, the loop momentum of the other loop integration. Subtraction of a Taylor polynimial w.r.t. $`k`$ renders the $`l`$-subgraph finite and yields an integral $`\widehat{T}_{\alpha _1,\alpha _2,\beta }`$ $`=`$ $`{\displaystyle 𝑑k\frac{(k^2)^\alpha }{P_{k+p_1,m_0^2}P_{k+p_2,m_1^2}}\left(1\text{Taylor}_k\right)𝑑l\frac{(lp_1)^{\alpha _1}(lp_2)^{\alpha _2}}{P_{k+l,m_2^2}P_{l,m_3^2}}}`$ (96) which has no subdivergences. The diagrammatic structure of $`\widehat{T}_{\alpha _1,\alpha _2,\beta }`$ is shown in figure 5. In the second step we subtract a Taylor polynomial from $`\widehat{T}_{\alpha _1,\alpha _2,\beta }`$ w.r.t. its external momenta $`p_1`$ and $`p_2`$: since $`\widehat{T}_{\alpha _1,\alpha _2,\beta }`$ has no subdivergences left, we end up with a finite integral which is defined to be $`T_{\alpha _1,\alpha _2,\beta }^N`$ in the decomposition (95). This decomposition has the desired properties: On the one hand, the part $`T_{\alpha _1,\alpha _2,\beta }^A`$ containing the divergences has the diagrammatic structure shown in fig. 6 and can be reduced to well-known analytic functions. This is obvious for the first and third topology of fig. 6 which are products of 1-loop integrals. The second topology in fig. 6 has the structure of a scalar 2-loop vacuum bubble which are discussed in detail in . On the other hand, the finite part $`T_{\alpha _1,\alpha _2,\beta }^N`$ is accessible to numeric evaluation, because seven of its eight integrations can be done analytically, and the integrand of the final integration is a smooth function consisting of logarithms and dilogarithms. This can be understood from the following observation: since the $`l`$-subintegral is a 2-point function with external momentum $`k`$, it may be represented by a dispersion integral $`{\displaystyle \underset{(m_2+m_3)^2}{\overset{\mathrm{}}{}}}𝑑\zeta {\displaystyle \frac{f_{\alpha _1\alpha _2}(\zeta ,m_2^2,m_3^2,p_1,p_2)}{\zeta k^2}},`$ (97) where the $`k`$ dependence occurs only in the dispersion denominator. Interchanging the $`k`$ and $`\zeta `$ integrations we end up with an integral $`{\displaystyle \underset{(m_2+m_3)^2}{\overset{\mathrm{}}{}}}𝑑\zeta f_{\alpha _1\alpha _2}(\zeta ,m_2^2,m_3^2,p_1,p_2){\displaystyle 𝑑k\frac{(k^2)^\beta }{P_{k+p_1,m_0^2}P_{k+p_2,m_1^2}(\zeta k^2)}},`$ (98) where the $`k`$ integration can be done analytically if one recognizes the dispersion denominator $`\zeta k^2`$ as a propagator with mass $`\zeta `$ and momentum $`k`$. Thus, the $`k`$ subintegration is a 1-loop 3-point function which is given in terms of dilogarithms in . This procedure of reducing the numeric part $`T_{\alpha _1,\alpha _2,\beta }^N`$ to a 1-dimensional integration is illustrated diagramatically in figure 7: writing the $`l`$-subgraph as a dispersion integral and subsequently interchanging the integrations has the effect of shrinking the $`l`$-subgraph to a single propagator of mass $`\zeta `$ which must finally be integrated over. The above method of calculating the irreducible 2-loop diagrams is described in more detail in . We implemented the algorithm in a set of REDUCE programs which can be supplied on request. ## Appendix C Feynman rules In this section we discuss the momentum space Feynman rules which are needed for the relevant vertices occurring in the diagrams of the $`K^0`$-form factor (cf. fig. 1). There are ten different vertex types which are to be considered: vertices from $`^{(2)}`$, $`^{(4)}`$ and $`^{(6)}`$ with an even number of meson legs and with or without an additional photon (fig. 8). In general, the Feynman rules for a vertex with $`n`$ meson legs is obtained from $`_{\text{eff}}`$ by first determining all monoms in the expansion of $`_{\text{eff}}`$ which contain exactly $`n`$ factors $`\varphi `$ or derivatives thereof. Then, transformation into momentum space is done by replacing each derivative $`_\mu `$ by $`ip_\mu `$ where $`p_\mu `$ is the momentum flowing into the corresponding leg of the vertex. Finally, the vertex must be symmetrized in all its meson fields due to Bose symmetry. For the vertices (a) and (b) of fig. 8 the relevant monoms of the expansion of $`^{(2)}`$ are $`_{\text{4-meson}}^{(2)}`$ $`=`$ $`{\displaystyle \frac{1}{24F^2}}\text{Tr}\left([\varphi ,_\mu \varphi ]\varphi ^\mu \varphi \right)+{\displaystyle \frac{1}{48F^2}}\text{Tr}\left(\chi \varphi ^4\right)`$ (99) $`_{\text{6-meson}}^{(2)}`$ $`=`$ $`{\displaystyle \frac{1}{720F^4}}\left\{\text{Tr}\left(_\mu \varphi ^\mu \varphi \varphi ^4\right)4\text{Tr}\left(_\mu \varphi \varphi ^\mu \varphi \varphi ^3\right)+3\text{Tr}\left(_\mu \varphi \varphi ^2^\mu \varphi \varphi ^2\right)\right\}`$ $`{\displaystyle \frac{1}{1440F^4}}\text{Tr}\left(\chi \varphi ^6\right).`$ In our calculation we avoided writing down the Feynman rules for a general particle flow in terms of the $`SU(3)`$ structure constants $`f_{abc}`$ and $`d_{abc}`$. Instead, we calculated the traces in the Feynman rules for each concrete flow of particles separately and inserted the Gell-Mann matrices $`\lambda _a`$ which occur in $`\varphi `$ $`=`$ $`{\displaystyle \underset{a=1}{\overset{8}{}}}\varphi _a{\displaystyle \frac{\lambda _a}{2}}=\left(\begin{array}{ccc}\pi ^0+\frac{1}{\sqrt{3}}\eta & \sqrt{2}\pi ^+& \sqrt{2}K^+\\ \sqrt{2}\pi ^{}& \pi ^0+\frac{1}{\sqrt{3}}\eta & \sqrt{2}K^0\\ \sqrt{2}K^{}& \sqrt{2}\overline{K}^0& \frac{2}{\sqrt{3}}\eta \end{array}\right)`$ (104) directly into our REDUCE programs where also the symmetrisation is done. In this way, the Feynman rules can be read off from the relevant monoms of $`_{\text{eff}}`$. The only step which requires some effort is the determination of these monoms. The mass matrix can be expressed in terms of the unrenormalized meson masses and takes the following form in the isospin limit: $`\chi `$ $`=`$ $`\text{diag}(m_\pi ^2,m_\pi ^2,2m_K^2m_\pi ^2).`$ (105) For vertices (c) and (d) of fig. 8 the monoms defining the Feynman rules are $`_{\text{2-meson}}^{(4)}`$ $`=`$ $`{\displaystyle \frac{2L_4}{F^2}}\text{Tr}\left(_\mu \varphi ^\mu \varphi \right)\text{Tr}\left(\chi \right)+{\displaystyle \frac{2L_5}{F^2}}\text{Tr}\left(\chi _\mu \varphi ^\mu \varphi \right){\displaystyle \frac{4L_6}{F^2}}\text{Tr}\left(\chi \varphi ^2\right)\text{Tr}\left(\chi \right)`$ $`{\displaystyle \frac{4L_7}{F^2}}\left\{\text{Tr}\left(\chi \varphi \right)\right\}^2{\displaystyle \frac{2L_8}{F^2}}\left\{\text{Tr}\left(\chi ^2\varphi ^2\right)+\text{Tr}\left(\chi \varphi \chi \varphi \right)\right\},`$ $`_{\text{4-meson}}^{(4)}`$ $`=`$ $`{\displaystyle \frac{L_1}{F^4}}\left\{\text{Tr}\left(_\nu \varphi ^\nu \varphi \right)\right\}^2+{\displaystyle \frac{L_2}{F^4}}\text{Tr}\left(_\mu \varphi _\nu \varphi \right)\text{Tr}\left(^\mu \varphi ^\nu \varphi \right)`$ $`+{\displaystyle \frac{L_3}{F^4}}\text{Tr}\left(_\mu \varphi ^\mu \varphi _\nu \varphi ^\nu \varphi \right)`$ $`{\displaystyle \frac{L_4}{3F^4}}\left\{\text{Tr}\left([\varphi ,_\nu \varphi ]\varphi ^\nu \varphi \right)\text{Tr}\left(\chi \right)+3\text{Tr}\left(_\nu \varphi ^\nu \varphi \right)\text{Tr}\left(\chi \varphi ^2\right)\right\}`$ $`{\displaystyle \frac{L_5}{6F^4}}\{2\text{Tr}\left(\chi \varphi ^2_\nu \varphi ^\nu \varphi \right)+3\text{Tr}\left(\chi \varphi _\nu \varphi ^\nu \varphi \varphi \right)\text{Tr}\left(\chi \varphi _\nu \varphi \varphi ^\nu \varphi \right)`$ $`+\text{Tr}\left(\chi _\nu \varphi \varphi ^2^\nu \varphi \right)\text{Tr}\left(\chi _\nu \varphi \varphi ^\nu \varphi \varphi \right)+2\text{Tr}\left(\chi _\nu \varphi ^\nu \varphi \varphi ^2\right)\}`$ $`+{\displaystyle \frac{L_6}{3F^4}}\left\{\text{Tr}\left(\chi \varphi ^4\right)\text{Tr}\left(\chi \right)+3\left[\text{Tr}\left(\chi \varphi ^2\right)\right]^2\right\}+{\displaystyle \frac{4L_7}{3F^4}}\text{Tr}\left(\chi \varphi ^3\right)\text{Tr}\left(\chi \varphi \right)`$ $`+{\displaystyle \frac{L_8}{6F^4}}\left\{\text{Tr}\left(\chi ^2\varphi ^4\right)+2\text{Tr}\left(\chi \varphi \chi \varphi ^3\right)+3\text{Tr}\left(\chi \varphi ^2\chi \varphi ^2\right)+2\text{Tr}\left(\chi \varphi ^3\chi \varphi \right)\right\}.`$ The remaining vertices (e)–(j) contain an even number of mesons and one photon line. In the following we give the corresponding Feynman rules for an arbitrary external boson, e.g. a photon or a $`W^\pm `$. The external boson enters the Lagrangian $`_{\text{eff}}`$ as a gauge field of the chiral symmetry group in the covariant derivative $`D_\mu U`$ $`=`$ $`_\mu U+iUl_\mu ir_\mu U`$ (108) and can be expressed by the Gell-Mann matrices $`T_a=\lambda _a/2`$: $$l_\mu =\underset{a=1}{\overset{8}{}}l_\mu ^aT^a,r_\mu =\underset{a=1}{\overset{8}{}}r_\mu ^aT^a.$$ (109) In case of electromagnetic interaction, the gauge boson is the photon and is given by $$l_\mu =r_\mu =eA_\mu \text{diag}(\frac{2}{3},\frac{1}{3},\frac{1}{3}).$$ (110) A left-handed gauge boson $`l_\mu ^a`$ couples to the meson current $`J_{\mu ,a}^L[_{\text{eff}}]`$ $`=`$ $`{\displaystyle \frac{\delta _{\text{eff}}}{\delta l^{\mu ,a}}}\|_{r_\mu =l_\mu =0},`$ (111) the analogue is true for a right handed one. $`J_{\mu ,a}^{L/R}`$ is therefore the relevant monomial part of $`_{\text{eff}}`$ which yields the Feynman rules for the meson vertices with one external boson. Since $`_{\text{eff}}`$ is symmetric under intrinsic parity transformation, $`J_{\mu ,a}^L`$ and $`J_{\mu ,a}^R`$ are not independent of each other: $$J_{\mu ,a}^R(U)=J_{\mu ,a}^L(U^{})\text{resp.}J_{\mu ,a}^R(\varphi )=J_{\mu ,a}^L(\varphi ).$$ (112) Therefore, it suffices to specify only $`J_{\mu ,a}^L`$ for the relevant vertices. The Feynman rule of the vertex from $`^{(2)}`$ with $`n`$ mesons and one external boson is given by $`J_{\mu ,a}^L[^{(2)}]_{\text{n-mesons}}`$ $`=`$ $`{\displaystyle \frac{iF^2}{2}}{\displaystyle \frac{i^n}{n!F^n}}{\displaystyle \underset{k=0}{\overset{n1}{}}}\left(\genfrac{}{}{0pt}{}{n1}{k}\right)(1)^k\text{Tr}\left(T_a\varphi ^k_\mu \varphi \varphi ^{nk1}\right).`$ (113) Vertices (e)–(g) are special cases of this formula for $`n=2,4,6`$. The $`^{(4)}`$-vertices with one external boson, (h) and (i), follow from $`J_{\mu ,a}^L[^{(4)}]_{\text{2-mesons}}`$ $`=`$ $`{\displaystyle \frac{2iL_4}{F^2}}\text{Tr}\left(T_a[_\mu \varphi ,\varphi ]\right)\text{Tr}\left(\chi \right)`$ $`+{\displaystyle \frac{iL_5}{F^2}}\text{Tr}T_a\left(\chi _\mu \varphi \varphi +_\mu \varphi \chi \varphi \varphi \chi _\mu \varphi \varphi _\mu \varphi \chi \right)`$ $`{\displaystyle \frac{iL_9}{F^2}}^\nu \text{Tr}\left(T_a[_\mu \varphi ,_\nu \varphi ]\right)`$ and $`J_{\mu ,a}^L[^{(4)}]_{\text{4-mesons}}`$ $`=`$ $`{\displaystyle \frac{2iL_1}{F^4}}\text{Tr}\left(T_a[_\mu \varphi ,\varphi ]\right)\text{Tr}\left(_\nu \varphi ^\nu \varphi \right)`$ $`+{\displaystyle \frac{2iL_2}{F^4}}\text{Tr}\left(T_a[^\nu \varphi ,\varphi ]\right)\text{Tr}\left(_\mu \varphi _\nu \varphi \right)`$ $`+{\displaystyle \frac{iL_3}{F^4}}\text{Tr}T_a\left(\{_\mu \varphi ,_\nu \varphi ^\nu \varphi \}\varphi \varphi \{_\mu \varphi ,_\nu \varphi ^\nu \varphi \}\right)`$ $`{\displaystyle \frac{iL_4}{6F^4}}\left\{6\text{Tr}\left(T_a[_\mu \varphi ,\varphi ]\right)\text{Tr}\left(\chi \varphi ^2\right)+\text{Tr}T_a\left([_\mu \varphi ,\varphi ^3]3\varphi [_\mu \varphi ,\varphi ]\varphi \right)\text{Tr}\left(\chi \right)\right\}`$ $`{\displaystyle \frac{iL_5}{12F^4}}\{\text{Tr}T_a(\chi [_\mu \varphi ,\varphi ]\varphi ^2+2\chi \varphi ^2_\mu \varphi \varphi 2\varphi \chi \{_\mu \varphi ,\varphi ^2\}+2_\mu \varphi \chi \varphi ^3)`$ $`+\text{Tr}T_a\left(4\varphi \chi \varphi _\mu \varphi \varphi +3[_\mu \varphi ,\varphi ]\chi \varphi ^2+3\varphi ^2\chi [_\mu \varphi ,\varphi ]+2\{_\mu \varphi ,\varphi ^2\}\chi \varphi \right)`$ $`+\text{Tr}T_a(4\varphi _\mu \varphi \varphi \chi \varphi 2\varphi ^3\chi _\mu \varphi 2\varphi _\mu \varphi \varphi ^2\chi +\varphi ^2[_\mu \varphi ,\varphi ]\chi )\}`$ $`+{\displaystyle \frac{iL_9}{12F^4}}^\nu \{\text{Tr}T_a(3\varphi [_\mu \varphi ,_\nu \varphi ]\varphi +_\mu \varphi \varphi ^2_\nu \varphi _\nu \varphi \varphi ^2_\mu \varphi )`$ $`+\text{Tr}T_a(2\varphi ^2[_\mu \varphi ,_\nu \varphi ]+2[_\mu \varphi ,_\nu \varphi ]\varphi ^2[_\mu \varphi \varphi ,_\nu \varphi \varphi ][\varphi _\mu \varphi ,\varphi _\nu \varphi ])\}.`$ Finally, vertex (j) stems from $`^{(6)}`$ and takes the following form in the notation of : $`J_{\mu ,a}^L[^{(6)}]_{\text{2-mesons}}`$ $`=`$ $`{\displaystyle \frac{iB_8}{2F^2}}\text{Tr}T_a[\chi ,\{_\mu _\nu \varphi ,^\nu \varphi \}]`$ $`+{\displaystyle \frac{iB_{14}}{4F^2}}\text{Tr}T_a(2\chi \varphi _\mu \varphi \chi 2\chi _\mu \varphi \varphi \chi +\chi \chi _\mu \varphi \varphi `$ $`\chi \chi \varphi _\mu \varphi +_\mu \varphi \varphi \chi \chi \varphi _\mu \varphi \chi \chi )`$ $`+{\displaystyle \frac{iB_{15}}{2F^2}}\left\{\text{Tr}\left(\chi \varphi \right)\text{Tr}T_a[_\mu \varphi ,\chi ]\text{Tr}\left(\chi _\mu \varphi \right)\text{Tr}T_a[\varphi ,\chi ]\right\}`$ $`+{\displaystyle \frac{iB_{16}}{4F^2}}\text{Tr}\left(\chi \right)\text{Tr}T_a[\{_\mu \varphi ,\varphi \},\chi ]`$ $`+{\displaystyle \frac{iB_{17}}{2F^2}}\text{Tr}T_a\left(\varphi _\mu \varphi \chi \chi _\mu \varphi \chi \chi \varphi +\varphi \chi \chi _\mu \varphi \chi \chi _\mu \varphi \varphi \right)`$ $`+{\displaystyle \frac{iB_{18}}{2F^2}}\text{Tr}\left(\chi \right)\text{Tr}T_a\left(\varphi _\mu \varphi \chi _\mu \varphi \chi \varphi +\varphi \chi _\mu \varphi \chi _\mu \varphi \varphi \right)`$ $`+{\displaystyle \frac{iB_{19}}{F^2}}\left\{\text{Tr}\left(\chi \chi \right)\text{Tr}\left(T_a[\varphi ,_\mu \varphi ]\right)+2\text{Tr}(\chi [\chi ,\varphi ])\text{Tr}\left(T_a_\mu \varphi \right)\right\}`$ $`+{\displaystyle \frac{iB_{20}}{F^2}}\text{Tr}\left(\chi _\mu \varphi \right)\text{Tr}\left(T_a[\varphi ,\chi ]\right)`$ $`+{\displaystyle \frac{iB_{21}}{F^2}}\text{Tr}\left(\chi \right)\text{Tr}\left(\chi \right)\text{Tr}\left(T_a[\varphi ,_\mu \varphi ]\right)`$ $`+{\displaystyle \frac{iB_{22}}{F^2}}\text{Tr}T_a\left(_\nu ^\nu [_\mu _\beta \varphi ,^\beta \varphi ]_\mu ^\nu [_\nu _\beta \varphi ,^\beta \varphi ]\right)`$ $`+{\displaystyle \frac{iB_{23}}{F^2}}^\nu ^\beta \text{Tr}T_a\left([_\mu _\beta \varphi ,_\nu \varphi ][_\nu _\beta \varphi ,_\mu \varphi ]\right)`$ $`{\displaystyle \frac{iB_{24}}{F^2}}^\nu \text{Tr}\left([_\mu \varphi ,_\nu \varphi ]\{\chi ,T_a\}\right)`$ $`{\displaystyle \frac{iB_{25}}{F^2}}^\nu \text{Tr}T_a\left(_\mu \varphi \chi _\nu \varphi _\nu \varphi \chi _\mu \varphi \right)`$ $`{\displaystyle \frac{iB_{26}}{F^2}}^\nu \text{Tr}\left(T_a[_\mu \varphi ,_\nu \varphi ]\right)\text{Tr}\left(\chi \right)`$ $`+{\displaystyle \frac{iB_{27}}{2F^2}}^\nu \text{Tr}T_a\left([_\mu \varphi ,\{_\nu \varphi ,\chi \}][_\nu \varphi ,\{_\mu \varphi ,\chi \}]\right).`$ Note that in (6) we have given only the part of $`^{(6)}`$ which is relevant for the $`K^0`$ form factor. We convinced ourselves by inserting the Feynman rule (C) into diagram (4) that only the terms containing $`B_{24}`$ and $`B_{25}`$ yield a nonzero contribution to the $`K^0`$ form factor. ## Acknowledgement P.P. was supported by the ”Studienstiftung des deutschen Volkes”. We would like to thank D. Broadhurst and B. Tausk for many interesting discussions.
warning/0007/cond-mat0007155.html	ar5iv	text	# On the possibility of a metallic phase in granular superconducting films ## I Introduction The destruction of the superconducting state at zero temperature is a result of strong Coulomb interactions. Consider a lattice model for Cooper pairs. Strong Coulomb repulsion leads to a Mott insulating state where there is an integral number of Cooper pairs at each site. However, if the system is coupled to a normal fluid, any excess charge on a site (arising the motion of Cooper pairs from site to site) can be screened to a certain extent by the normal component. This is effective when the normal fluid has low resistance, $`R_n`$, because it can respond rapidly to charge fluctuations. Since the coupling to the normal fluid requires exchange of energy, the normal fluid can be regarded as a dissipative environment for the Cooper pairs. The strength of this dissipative coupling (or dynamic screening) is inversely proportional to $`R_n`$. We will also consider dissipation originating from the motion of the normal cores in vortices. In this case, a similar picture applies when we study the system in a dual representation where vortices are the elementary bosonic objects. In principle, dissipation may lead to non-superfluid but mobile Cooper pairs (or vortices) at zero temperature. To investigate this issue, we require a formulation which can differentiate between the superfluid, metallic and insulating states. We will see below that we can do so by considering separately local phase fluctuations which, over a timescale of $`\mathrm{}/k_\mathrm{B}T`$, are small compared to $`2\pi `$ and those which are larger than $`2\pi `$. Previous work has investigated either a superfluid-to-non-superfluid transition or an insulator-to-conductor transition. We want to see if these transitions are separate so that all three phases exist. Otherwise, they are different descriptions of the same critical point, in which case the Bose metal does not exist in the model at zero temperature. After establishing the ground state, we will also discuss the finite-temperature behaviour of these systems. ## II Dissipative Bose model For simplicity, we will consider first dissipation for the Cooper pairs. Vortex dissipation will be discussed later. We will review the conventional discussion of this problem and we extend previous treatments by a more careful consideration of large phase fluctuations. As our starting point, we use a model of superconducting grains on a square array. We assume that well-defined Cooper pairs exist in each grain so that we can treat them as charge-$`2e`$ bosons. An imaginary-time action which describes the coupling between grains is: $$S_{\mathrm{boson}}=_0^\beta 𝑑\tau \left[\frac{1}{2K_b}\underset{i}{}(\dot{\theta }_i^b)^2J_b\underset{i\nu }{}\mathrm{cos}\mathrm{\Delta }_\nu \theta _i^b\right],$$ (1) where $`\theta _i^b`$ is the local superconducting phase of grain $`i`$, and $`\mathrm{\Delta }_\nu \theta _i^b=\theta _{i+\nu }^b\theta _i^b`$. $`J_b`$ is the Josephson coupling energy between nearest-neighbor grains. $`K_b=2e^2/C`$ is the charging energy of a grain with self-capacitance $`C`$. (We have set $`\mathrm{}=k_\mathrm{B}=1`$, and $`\beta =1/T`$ is the inverse temperature.) For large $`J_b/K_b`$, we expect a superconductor with long-range phase coherence. When $`J_b/K_b`$ is small, however, the on-site repulsion dominates and we have a Mott insulator. (Our calculations below will focus on this limit.) The system becomes incompressible. (See vertical axis on Fig. 1.) The phase, $`\theta ^b`$, of the local superconducting order parameter should fluctuate strongly at each site due to the number-phase uncertainty relation. We will now investigate the effect of dissipation on this bosonic Mott transition. We include dissipation phenomenologically. We assume that an action of the Caldeira-Leggett kind is necessary so that the charge currents ($`\mathrm{\Delta }_\nu \theta ^b`$) will have ohmic decay in the classical limit: $`S_{\mathrm{diss}}={\displaystyle \frac{Q^2}{2}}{\displaystyle \underset{i\nu }{}}{\displaystyle _0^\beta }`$ $`d\tau {\displaystyle _0^\beta }d\tau ^{}\alpha (\tau \tau ^{})\times `$ (3) $`\mathrm{sin}^2\left[{\displaystyle \frac{\mathrm{\Delta }_\nu \theta _i^b(\tau )\mathrm{\Delta }_\nu \theta _i^b(\tau ^{})}{2Q}}\right],`$ where $`\alpha (\tau )=(h/4e^2R_n)[T/\mathrm{sin}(\pi T\tau )]^2`$ and $`Q=2`$ reflecting the fact that the Cooper pairs has charge $`2e`$ while the dissipation is due to charge-$`e`$ electrons. We will be interested in the destruction of superfluidity due to enhanced phase fluctuations. As already mentioned, we have to be careful about the compactness of the phase variables $`\theta _i^b`$. The imaginary-time evolution of the phase can be separated into a periodic part, $`\theta _i`$, and a non-periodic part: $$\theta _i^b(\tau )=\frac{2\pi n_i\tau }{\beta }+\theta _i(\tau )+\theta _{0i},$$ (4) where $`\theta _i(\beta )=\theta _i(0)=0`$. The boson action can be written as $`S_{\mathrm{boson}}`$ $`=`$ $`{\displaystyle \frac{2\pi ^2}{\beta K_b}}{\displaystyle \underset{i}{}}n_i^2+{\displaystyle \frac{1}{2K_b}}{\displaystyle \underset{i}{}}{\displaystyle _0^\beta }\dot{\theta }_i^2𝑑\tau `$ (5) $``$ $`J_b{\displaystyle \underset{i\nu }{}}{\displaystyle _0^\beta }\mathrm{cos}\left(\mathrm{\Delta }_\nu \theta _i(\tau )+{\displaystyle \frac{2\pi \tau }{\beta }}\mathrm{\Delta }_\nu n_i\right)𝑑\tau ,`$ (6) To further simplify our calculation, we shall assume strong dissipation and keep only the $`\mathrm{\Delta }_\nu \theta _i`$ terms in $`S_{\mathrm{diss}}`$ to second order. At low temperatures, we obtain: $`S_{\mathrm{diss}}`$ $`{\displaystyle \frac{Q\pi }{4R_n}}{\displaystyle \underset{i,\nu }{}}\|\mathrm{\Delta }_\nu n_i\|+{\displaystyle \frac{1}{8}}{\displaystyle \underset{i\nu }{}}{\displaystyle _0^\beta }d\tau {\displaystyle _0^\beta }d\tau ^{}\alpha (\tau \tau ^{})\times `$ (8) $`\mathrm{cos}\left[{\displaystyle \frac{2\pi (\tau \tau ^{})}{Q\beta }}\mathrm{\Delta }_\nu n_i\right]\left[\mathrm{\Delta }_\nu \theta _i(\tau )\mathrm{\Delta }_\nu \theta _i(\tau ^{})\right]^2.`$ We can now discuss possible scenarios for the zero-temperature phase diagram of the system. First of all, let us concentrate on the part of the action which involves only the “winding numbers”, $`n_i`$. We can ignore the charging term in (5) proportional to $`n_i^2`$ because it vanishes as $`T0`$. The winding numbers are controlled by the first term in (8). This is, in fact, the “absolute solid-on-solid” (ASOS) model which has a “roughening” transition (of the Kosterlitz-Thouless type) at $`R_n=R_c^{\mathrm{ASOS}}0.6(h/Qe^2)`$. For large $`R_n`$, the phase at each site fluctuate wildly with little correlation between different sites. This is what is expected (from number-phase uncertainty) in an insulator where the local particle number does not fluctuate. For small $`R_n`$, the system becomes “smooth” in the sense that large excursions in the phase are suppressed. The system is now compressible and the charges are mobile. This model has been used to describe an insulator-conductor transition in normal tunneling junction networks when $`R_n`$ is small enough . We have seen that the Mott insulator breaks down and charges are mobile at small $`R_n`$. What about superfluidity for these mobile charges? This requires long-range phase coherence in the system. In other words, in addition to a “smooth” $`n`$-field, the fluctuations of $`\theta `$ at different sites must also be coherent. Therefore, in principle, we may have a superfluid or metallic state for these mobile charges, depending on whether the phase stiffness for $`\theta `$ fluctuations is finite or not. If we ignore the coupling of the $`\theta `$-field to the winding numbers $`n_i`$, then we expect a superfluid at small $`R_n`$ at $`T=0`$. ($`R_n<h/2e^2`$ in two dimensions.) A primary purpose of this paper is to investigate whether the onset of a finite phase stiffness for $`\theta `$ coincides with the appearance of the smooth phase in the SOS model for the winding number (i.e. a direct superfluid-insulator transition, as shown in Fig. 1a.) Another scenario is that a metal phase exists for intermediate values of $`R_n`$ where the ASOS model is smooth before long-range phase coherence sets in at an even lower value of $`R_n`$ (Fig. 1b). The actions (5) and (8) form the basis of our calculations. The model cannot be solved exactly even without the dissipative term. We shall pursue a variational approach since we are only interested at the qualitative behaviour of the system — in particular, whether a zero-temperature metallic phase exists under appropriate conditions. We consider the following trial action: $`S_0`$ $`=`$ $`{\displaystyle \underset{i}{}}{\displaystyle _0^\beta }𝑑\tau \left[{\displaystyle \frac{1}{2K_b}}\dot{\theta }_i^2+{\displaystyle \frac{J_{\mathrm{eff}}}{2}}{\displaystyle \underset{\nu }{}}(\mathrm{\Delta }_\nu \theta _i)^2\right]`$ (9) $`+{\displaystyle \frac{1}{8}}`$ $`{\displaystyle \underset{i\nu }{}}{\displaystyle _0^\beta }𝑑\tau {\displaystyle _0^\beta }𝑑\tau ^{}\alpha _{\mathrm{eff}}(\tau \tau ^{})\left[\mathrm{\Delta }_\nu \theta _i(\tau )\mathrm{\Delta }_\nu \theta _i(\tau ^{})\right]^2`$ (10) $`+`$ $`{\displaystyle \frac{2\pi ^2}{\beta K_b}}{\displaystyle \underset{i}{}}n_i^2+{\displaystyle \underset{i\nu }{}}\left[{\displaystyle \frac{Q\pi }{4R_{\mathrm{eff}}}}\|\mathrm{\Delta }_\nu n_i\|\beta J_{\mathrm{MS}}\delta _{\mathrm{\Delta }_\nu n_i}\right],`$ (11) where $`\alpha _{\mathrm{eff}}(\tau )/\alpha (\tau )=R_n/R_{\mathrm{eff}}`$. $`J_{\mathrm{eff}}`$, $`J_{\mathrm{MS}}`$ and $`R_{\mathrm{eff}}`$ are parameters to be determined variationally. Note that the solid-on-solid part of the model has been modified by the presence of the $`J_{\mathrm{MS}}`$ term. Similar to the other terms in the ASOS model, it also suppresses the spatial fluctuations in the winding number. We therefore expect this modified solid-on-solid (MSOS) model to be similar to the ASOS model with a shifted critical point $`R_c^{\mathrm{MSOS}}`$. The possibilities of superconductor, insulator, and metal phases at zero temperature are all included in $`S_0`$. A finite value for the phase stiffness, $`J_{\mathrm{eff}}`$, indicates that we have a superconductor (marked “SF” in Fig. 1). If $`J_{\mathrm{eff}}=J_{\mathrm{MS}}=0`$, then the system is non-superfluid. To determine whether it is an insulator or a metal, we examine the large phase fluctuations, i.e. the SOS model for the winding numbers. The system is an insulator if $`R_{\mathrm{eff}}>R_c^{\mathrm{MSOS}}`$ so that the SOS model is in the rough phase. If $`R_{\mathrm{eff}}<R_c^{\mathrm{MSOS}}`$, the SOS model is in the smooth phase and we have a metallic state. (See Fig. 1b. Note that the ASOS and MSOS models are the same if $`J_{\mathrm{eff}}=J_{\mathrm{MS}}=0`$.) The variational parameters are determined by minimizing the free energy per unit volume given approximately by $`F=F_0+S_{\mathrm{dual}}+S_{\mathrm{diss}}S_0_0/\beta L^2`$, where $`F_0`$ is the free energy calculated using $`S_0`$ and $`\mathrm{}_0`$ denotes averages taken with respect to $`S_0`$.We obtain the mean-field equations: $`R_{\mathrm{eff}}`$ $`=`$ $`R_n,`$ (12) $`J_{\mathrm{MS}}`$ $`=`$ $`J_be^{\|\mathrm{\Delta }\theta \|^2/2},`$ (13) $`J_{\mathrm{eff}}`$ $`=`$ $`J_{\mathrm{MS}}P_{\mathrm{SOS}}(0),`$ (14) where $$\|\mathrm{\Delta }\theta \|^2=\frac{1}{2\beta L^2}\underset{\stackrel{}{q},i\omega _n}{}\gamma (\stackrel{}{q})G_{0\theta }(\stackrel{}{q},i\omega _n),$$ (15) with $`G_{0\theta }^1(\stackrel{}{q},i\omega _n)=\omega _n^2/K_b+\gamma (\stackrel{}{q})(J_{\mathrm{eff}}+\|\omega _n\|/4R_{\mathrm{eff}})`$. $`\gamma (\stackrel{}{q})=4[\mathrm{sin}^2(q_x/2)+\mathrm{sin}^2(q_y/2)]`$ is the lattice dispersion relation. $`P_{\mathrm{SOS}}(m)=\delta (\|\mathrm{\Delta }_\nu n_i\|m)_{\mathrm{MSOS}}`$ is the probability that the nearest-neighbor integer difference $`\|\mathrm{\Delta }_\nu n_i\|=m`$ in the MSOS model. Note that we can also regard our trial action as a “Hartree” decoupling of the fields $`\theta _i`$ and $`n_i`$. For the small phase fluctuations, the critical point for the onset of a finite $`J_{\mathrm{eff}}`$ is given by Chakravarty et al.: $`R_c^\theta =h/Qe^2`$, with $`J_{\mathrm{eff}}`$ becoming exponentially small as $`R`$ approaches $`R_c^\theta `$: $$\left(\frac{J_{\mathrm{eff}}}{J_b}\right)\left(\frac{J_bR}{K_b}\right)^{R_c^\theta /(R_c^\theta R_{\mathrm{eff}})}$$ (16) To determine the ground-state properties of the system, we also need to examine the SOS sector of the model. We see that the $`J_{\mathrm{MS}}`$ term dominates the MSOS model at low temperatures, and so the SOS sector is smooth whenever $`J_{\mathrm{eff}}`$ is finite. When $`J_{\mathrm{eff}}`$ vanishes, we find that $`R_n`$ is already above the critical value for the SOS critical point (i.e., $`R_c^\theta >R_c^{\mathrm{ASOS}}`$). Therefore, the winding-number sector is always rough when $`J_{\mathrm{eff}}=0`$ so that the system is an insulator. This means that, at the level of this mean-field calculation, we cannot have a metallic phase at zero temperature. We see that the system has only one quantum critical point as we change $`R_n`$ (marked “SI” in Fig. 2): $`R_c=R_c^\theta =R_c^{\mathrm{MSOS}}`$. This corresponds to the scenario in Fig. 1a. ## III Finite Temperature We will now discuss the system at finite temperature. We will see that the winding-number fluctuations have important consequences for the behaviour of the system because the MSOS model governing these fluctuations has an apparent finite-temperature phase transition. These effects show up as crossover behaviour as the system is cooled to zero temperature. To see this, we note that the critical value $`R_c^{\mathrm{MSOS}}`$ for the transition in the MSOS model (9) depends on temperature. At high temperatures, the $`\beta J_{\mathrm{MS}}`$ term in the MSOS model becomes unimportant, and so we expect $`R_c^{\mathrm{MSOS}}`$ to decrease towards $`R_c^{\mathrm{ASOS}}=0.6(h/Qe^2)`$ as the temperature increases. This is indicated by dashed line in Fig. 2. In other words, for a resistance in the region $`0.6Q<Q^2e^2R_n/h<2`$, the system will cross a roughening transition for the winding numbers as we increase the temperature. Although this transition is probably an artefact of the variational treatment, we believe that it will manifest itself as a crossover phenomenon in the system. More precisely, while there appears to be two correlation lengths in this formulation ($`\xi _\theta `$ and $`\xi _{\mathrm{SOS}}`$ for the small and large fluctuations respectively), there is only one true phase correlation length, $`\xi `$. This should follow the shorter of $`\xi _\theta `$ and $`\xi _{\mathrm{SOS}}`$. So, the SOS model does not give rise to a true divergence in observable quantities, since $`\xi _\theta `$ is finite at all finite temperatures. Instead, the divergence will be cut off when $`\xi _{\mathrm{SOS}}`$ becomes comparable to $`\xi _\theta `$. More generally, we expect physical quantities, such as the conductivity, to depend on both temperature and the proximity of the resistance to the critical value, $`R_nR_c`$. For instance, in the smooth phase of the SOS model (to the right of the dashed line in Fig. 2), the correlation length $`\xi _{\mathrm{SOS}}`$ is finite for fluctuations of the winding numbers about a smooth background. This affects dynamic quantities such as the conductivity which should therefore depend on both $`R_nR_c`$ and $`T`$. On the rough side of the SOS line, we expect no long-range order in the winding number. The conductivity may not exhibit signs of superfluidity. In fact, it may appear metallic or even insulating, even at superfluid values of $`R_n`$, as long as we are looking at temperatures above the temperature, $`T_{\mathrm{SOS}}`$, where we cross the SOS transition line. The temperature scale for this SOS crossover is given by $`J_{\mathrm{eff}}`$. This can become very small close to the quantum critical point (see eq. (16)) or in strongly disordered systems. We see that the true critical behaviour of the superfluid-insulator transition is hard to access experimentally. This discussion warns us that, unless we work at extremely low temperatures, the critical behaviour of the system may not follow a simple one-parameter scaling scheme (when $`R_n`$ is close to $`R_c`$ so that the system is to the left of the SOS line in Fig. 2). We believe that this may be an important source of difficulties for the scaling analysis of experimental data, and may be responsible for the observation of an apparent metallic phase in some experiments. To be cautious, we should stress that this result depends on the observation that $`R_c^\theta >R_c^{\mathrm{ASOS}}`$ (see discussion below eq. (16)) so that it is sensitive to our estimates of $`R_c^\theta `$ and $`R_{\mathrm{eff}}`$. For instance, we note that $`R_n`$ is unrenormalized in our variational equations (12). A more careful treatment of the dissipative term might renormalize this quantity and therefore shift the relative positions of the critical points of the $`\theta `$ and SOS sectors. We will assume that these estimates are correct in the next section. The above analysis is based on a treatment which treats the coupling between the small and large phase fluctuations ($`\theta `$ and $`n`$) in a Hartree-like manner. In the next section, we will check that this is reasonable by considering higher-order fluctuations. We will see that the crossover effect mentioned above shows up as the breakdown of our Hartree-like decoupling of the small and large phase fluctuations. ## IV Beyond Gaussian Fluctuations To consider higher-order fluctuations, let us examine the free energy density $`f`$. This can be written as: $`ff_0`$ $`=`$ $`\mathrm{ln}\mathrm{exp}[(SS_0)]_0/\beta L^2`$ (17) $``$ $`[SS_0_0(SS_0)^2_{c0}/2]/\beta L^2+\mathrm{}`$ (18) where averages are taken with respect to the trial action $`S_0`$ and $`AB_c=ABAB`$ denotes the connected part of the correlation function. Minimizing the first term in this expansion gives the variational treatment in the previous section. To consider the validity of this approach, we should check that higher-order terms do not diverge. These correspond to fluctuations beyond the Hartree-like treatment in the previous section. We restrict our attention to the first correction. We can separate the Josephson and dissipative parts of $`SS_0`$ as $`\delta S^\mathrm{J}+\delta S^\mathrm{D}`$ where $`\delta S^\mathrm{J}={\displaystyle \underset{i\nu }{}}{\displaystyle _0^\beta }d\tau [`$ $``$ $`J_b\mathrm{cos}\left(\mathrm{\Delta }_\nu \theta _i+{\displaystyle \frac{2\pi \tau }{\beta }}\mathrm{\Delta }_\nu n_i\right)`$ (20) $`{\displaystyle \frac{J_{\mathrm{eff}}}{2}}(\mathrm{\Delta }_\nu \theta _i)^2+J_{\mathrm{MS}}\delta _{\mathrm{\Delta }_\nu n_i}]`$ $`\delta S^\mathrm{D}={\displaystyle \underset{i\nu }{}}{\displaystyle _0^\beta }d\tau {\displaystyle _0^\beta }d\tau ^{}\alpha (\tau \tau ^{})\times `$ (21) $`\left[\mathrm{cos}\left({\displaystyle \frac{2\pi (\tau \tau ^{})}{Q\beta }}\mathrm{\Delta }_\nu n_i\right)1\right]\left[\mathrm{\Delta }_\nu \theta _i(\tau )\mathrm{\Delta }_\nu \theta _i(\tau ^{})\right]^2`$ (22) As we approach the SI transition ($`J_{\mathrm{eff}}0`$, $`R_{\mathrm{eff}}R_c`$) at zero temperature, we find that the singular part of $`(\delta S^\mathrm{J})^2/\beta L^2`$ comes from fluctuations in $`\theta `$, scaling as $`J_{\mathrm{eff}}^{2R_{\mathrm{eff}}/R_c1}`$. We see that $`(\delta S^\mathrm{J})^2`$ does not diverge even at the critical point. In the non-superfluid phase ($`J_{\mathrm{eff}}=0`$), these fluctuations are proportional to $`T`$ as $`T0`$. The contributions to $`\delta S^\mathrm{J}\delta S^\mathrm{D}/\beta L^2`$ are also finite, scaling as $`T`$ when $`T0`$ at finite $`J_{\mathrm{eff}}`$, and scaling as $`J_{\mathrm{eff}}`$ when $`J_{\mathrm{eff}}0`$ at finite $`T`$. We find that the most singular term comes from $`(\delta S^\mathrm{D})^2`$. Let $`A_{\tau ,\tau ^{}}=_{i\nu }[\mathrm{\Delta }_\nu \theta _i(\tau )\mathrm{\Delta }_\nu \theta _i(\tau ^{})]^2`$ and $`B_{\tau ,\tau ^{}}=_{i\nu }\alpha (\tau \tau ^{})[\mathrm{cos}(2\pi (\tau \tau ^{})\mathrm{\Delta }_\nu n_i/Q\beta )1]/2`$. Then, the contribution from $`I`$ $`=`$ $`{\displaystyle \frac{1}{\beta L^2}}{\displaystyle A_{\tau _1,\tau _1^{}}A_{\tau _2,\tau _2^{}}B_{\tau _1,\tau _1^{}}B_{\tau _2,\tau _2^{}}_c𝑑\tau _1𝑑\tau _1^{}𝑑\tau _2𝑑\tau _2^{}}`$ (23) $``$ $`{\displaystyle \frac{1}{\beta }}{\displaystyle \underset{\omega \omega ^{}}{}}{\displaystyle \frac{_{𝐫\mu \nu }g_\mu (𝐫,\omega )g_\nu (\mathrm{𝟎},\omega ^{})_c}{(4J_{\mathrm{eff}}R_{\mathrm{eff}}+\|\omega \|)(4J_{\mathrm{eff}}R_{\mathrm{eff}}+\|\omega ^{}\|)}}`$ (24) $`=`$ $`{\displaystyle \underset{\genfrac{}{}{0pt}{}{\omega >2\pi T\|\mathrm{\Delta }_\nu n_𝐫\|}{\omega ^{}>2\pi T\|\mathrm{\Delta }_\mu n_0\|}}{}}{\displaystyle \frac{T^3_{𝐫\mu \nu }\|\mathrm{\Delta }_\nu n_i\|\|\mathrm{\Delta }_\mu n_0\|_c}{(4J_{\mathrm{eff}}R_{\mathrm{eff}}+\|\omega \|)(4J_{\mathrm{eff}}R_{\mathrm{eff}}+\|\omega ^{}\|)}}`$ (25) where $`g_\nu (𝐫=𝐫_i,\omega )=\mathrm{min}(\omega ,2\pi Q^1T\|\mathrm{\Delta }_\nu n_i\|)`$. The numerator is a connected correlation function for the MSOS model. We expect it to have exponential decay with correlation length $`\xi _{\mathrm{SOS}}`$ in the smooth phase (and power-law decay in the rough phase). In the smooth phase of the MSOS model where $`J_{\mathrm{eff}}`$ is also finite, we see that $`IT\xi _{\mathrm{SOS}}^2\mathrm{ln}(K_b/J_{\mathrm{eff}})`$ as $`T0`$. On the other hand, we expect the quantity $`_{ij\mu \nu }\|\mathrm{\Delta }_\nu n_i\|\|\mathrm{\Delta }_\mu n_j\|_c`$ to have the same critical behaviour as the energy fluctuations — it diverges as we cross the line of SOS critical points. As discussed in the previous section, this will not be a true divergence, but only a crossover. Nevertheless, this means that this contribution from $`(\delta S^\mathrm{D})^2`$ will be large if we cross the SOS transition line as we raise the temperature in the superfluid phase. This marks the breakdown of our treatment of the phase fluctuations in this model (in the region to the left of the dashed line in Fig. 2). However, since no divergences occur if we work at zero temperature, the conclusion of a direct superfluid-insulator transition appears robust (subject to the remarks at the end of the previous section about the accuracy of our estimates of the relative values for the critical points for the two sectors of the model.) ## V Vortex Dissipation We will now discuss dissipation by vortex motion. Microscopically, this is due to the motion of the normal vortex core. We will, however, follow a phenomenological approach here. For this purpose, it is convenient to study the system in a vortex representation. Fluctuations can be described by vortex loops in Euclidean space-time. In particular, the superfluid state for the Cooper pairs corresponds to a vortex insulator where there is a gap to the addition of a vortex — the Meissner effect. Conversely, the duality transformation shows that the Meissner phase of the vortices correspond to an insulating state for Cooper pairs (i.e., there is a gap to density excitations.) To obtain the vortex representation, a duality transformation can be applied to the action (1) to obtain the dual action $`S_{\mathrm{dual}}=S_A+S_\mathrm{v}`$ for vortices, where $`S_A`$ $`=`$ $`{\displaystyle \underset{i}{}}{\displaystyle _0^\beta }𝑑\tau \left[{\displaystyle \frac{1}{2J_b}}\|(\times \stackrel{}{A})^s\|_i^2+K_b\|(\times \stackrel{}{A})^\tau \|_i^2\right],`$ (26) $`S_\mathrm{v}`$ $`=`$ $`{\displaystyle _0^\beta }𝑑\tau \left[{\displaystyle \frac{1}{2K_v}}{\displaystyle \underset{i}{}}(A_i^\tau \dot{\theta }_i^v)^2J_v{\displaystyle \underset{i\nu }{}}\mathrm{cos}D_\nu \theta _i^v\right]`$ (27) where $`D_\nu \theta _i=\mathrm{\Delta }_\nu \theta _iA_i^\nu `$ is a covariant derivative. The internal gauge field, $`A`$, is defined so that $`\times \stackrel{}{A}`$ is the boson 3-current. Its action, $`S_A`$, describes the phonons in the (original) boson superfluid. (The superscripts $`s`$ and $`\tau `$ denote the spatial and temporal components respectively.) The action $`S_\mathrm{v}`$ describes vortices in the system: $`\theta _i^v`$ is the phase of the vortex wavefunction on site $`i`$ of the dual lattice. We have introduced the terms $`K_vJ_b`$ and $`J_v2e\sqrt{J_b/c}`$ to characterize the core energy and the hopping integral of the vortices respectively. The coupling of the vortex phase to the gauge field expresses the fact that vortices are advected by the current of the original bosons. The qualitative behaviour of the system should not depend on details of the vortex interaction as long as it is short-ranged. We therefore choose the lattice spacing, $`d`$, for the dual model to be of the order of the penetration depth (of the original Cooper pairs), and include only on-site repulsion for vortices. For simplicity, we choose a square lattice. As with the boson model discussed above, we expect the system to have a superfluid-insulator transition as we increase $`K_v/J_v`$. To include dissipation phenomenologically, we again assume that an action of the Caldeira-Leggett kind so that the vortex currents ($`D_\nu \theta ^v`$) will decay with a decay rate proportional to the current: $`S_{\mathrm{diss},\mathrm{v}}={\displaystyle \frac{1}{2}}{\displaystyle \underset{i\nu }{}}{\displaystyle _0^\beta }𝑑\tau `$ $`{\displaystyle _0^\beta }d\tau ^{}\alpha (\tau \tau ^{})\times `$ (29) $`\mathrm{sin}^2\left[{\displaystyle \frac{D_\nu \theta _i^v(\tau )D_\nu \theta _i^v(\tau ^{})}{2}}\right],`$ where $`\alpha (\tau )=(h/4e^2R_v)[T/\mathrm{sin}(\pi T\tau )]^2`$ with $`4e^2R_v/h(1t)/t`$ and $`te^{\eta d^2/\mathrm{}}`$ is the tunneling resistance of vortices from one grain to another. Note that we have set $`Q=1`$ in this case because we do not have a microscopic reason for the dissipative mechanism to involve objects with a charge that is different from the bosons. The vortex viscous drag coefficient $`\eta `$ is given by $`\mathrm{\Phi }_oH_{c2}/R_nc^2`$ where $`R_n`$ is the normal-state resistance of the superconductor, $`H_{c2}`$ is the upper critical field, and $`\mathrm{\Phi }_0=hc/2e`$ is the flux quantum. The details of the relationship between $`R_v`$ and $`R_n`$ are not important here. It suffices to note that they are inversely related to each other and comparable when both are of the order of $`h/e^2`$. The coupling to the internal gauge field is required by gauge invariance. We see that this model is similar to the one discussed in the previous sections, except that the bosons are now coupled to an internal gauge field. We can again separate the imaginary-time evolution of the phase into a periodic part, $`\theta _i(\tau )`$, and a non-periodic part, $`2\pi n_i\tau /\beta `$, (4) to obtain: $`S_{\mathrm{dual}}`$ $`=`$ $`S_A+{\displaystyle \frac{2\pi ^2}{\beta K_v}}{\displaystyle \underset{i}{}}n_i^2+{\displaystyle \frac{1}{2K_v}}{\displaystyle \underset{i}{}}{\displaystyle _0^\beta }\dot{\theta }_i^2𝑑\tau `$ (30) $``$ $`J_v{\displaystyle \underset{i\nu }{}}{\displaystyle _0^\beta }\mathrm{cos}\left(D_\nu \theta _i(\tau )+{\displaystyle \frac{2\pi \tau }{\beta }}\mathrm{\Delta }_\nu n_i\right)𝑑\tau ,`$ (31) Repeating the treatment in the previous sections (with $`Q=1`$), we have the trial action: $`S_0={\displaystyle \underset{i}{}}{\displaystyle _0^\beta }𝑑\tau \left[{\displaystyle \frac{1}{2K_v}}\dot{\theta }_i^2+{\displaystyle \frac{J_{\mathrm{eff}}}{2}}{\displaystyle \underset{\nu }{}}(D_\nu \theta _i)^2\right]`$ (32) $`+`$ $`{\displaystyle \frac{1}{8}}{\displaystyle \underset{i\nu }{}}{\displaystyle _0^\beta }𝑑\tau {\displaystyle _0^\beta }𝑑\tau ^{}\alpha _{\mathrm{eff}}(\tau \tau ^{})\left[D_\nu \theta _i(\tau )D_\nu \theta _i(\tau ^{})\right]^2`$ (33) $`+`$ $`{\displaystyle \frac{2\pi ^2}{\beta K_v}}{\displaystyle \underset{i}{}}n_i^2+{\displaystyle \underset{i\nu }{}}\left[{\displaystyle \frac{\pi }{4R_{\mathrm{eff}}}}\|\mathrm{\Delta }_\nu n_i\|\beta J_{\mathrm{MS}}\delta _{\mathrm{\Delta }_\nu n_i}\right],`$ (34) The variational parameters are now given by $`R_{\mathrm{eff}}=R_v`$, $`J_{\mathrm{eff}}=J_{\mathrm{MS}}P_{\mathrm{SOS}}(0)`$ and $`J_{\mathrm{MS}}`$ $`=`$ $`J_v\mathrm{exp}\left[(\|\mathrm{\Delta }\theta \|^2+A)/2\right],`$ (35) $`\|\mathrm{\Delta }\theta \|^2`$ $`=`$ $`{\displaystyle \frac{1}{2\beta L^2}}{\displaystyle \underset{\stackrel{}{q},i\omega _n}{}}\gamma (\stackrel{}{q})G_{0\theta }(\stackrel{}{q},i\omega _n),`$ (36) $`\|A\|^2`$ $`=`$ $`{\displaystyle \frac{1}{2\beta L^2}}{\displaystyle \underset{\stackrel{}{q},i\omega _n}{}}G_{0A}(\stackrel{}{q},i\omega _n),`$ (37) where $`G_{0A}^1(\stackrel{}{q},i\omega _n)=\omega _n^2/J_b+2K_b\gamma (\stackrel{}{q})+\|\omega _n\|/4R_{\mathrm{eff}}+J_{\mathrm{eff}}`$ and $`G_{0\theta }^1(\stackrel{}{q},i\omega _n)=\omega _n^2/K_v+\gamma (\stackrel{}{q})(J_{\mathrm{eff}}+\|\omega _n\|/4R_{\mathrm{eff}})`$. The main effect of the gauge fields is to reduce the vortex repulsion $`K`$. (For weak boson repulsion, $`K_vK^{}=(K_v/4\pi ^2)(J_b/2K_b)(h/4e^2R_v)`$.) Since this is essentially a high-energy cutoff for the physical effects we are considering, it should not affect the critical point for the onset of a finite $`J_{\mathrm{eff}}`$ for small vortex phase fluctuations. We therefore conclude that this dissipative mechanism will also give rise to a direct superfluid-to-insulator transition in the vortex liquid as $`R_v`$ is increased. Note that the vortex resistance, $`R_v`$ is large when the resistance, $`R_n`$, of the normal fluid is low. Therefore, we have qualitatively the same zero-temperature behaviour here as in the previous model (for direct dissipation from Cooper pair motion) in that the system, in terms of electrical transport by the original Cooper pairs, is superfluid for small $`R_n`$ and insulating for large $`R_n`$. The exact value of the critical resistance is more difficult to extract as it depends in detail on the dependence of $`R_v`$ on $`R_n`$. However, it can be verified that the critical point occurs when $`e^2R_n/h`$ is of the order of unity. At finite temperatures, we again expect crossover behaviour. This applies to the insulating side of the (original) SI transition, whereas the crossover behaviour of the previous Cooper-pair model affects the superfluid side of the transition. In terms of $`R_n`$ (instead of $`R_v`$), this model predicts that, for insulating values of $`R_n`$ (i.e. vortex superfluidity at $`T=0`$), the finite-temperature conductivity for $`R_n`$ may appear metallic or even exhibit signs of (charge) superfluidity above the crossover temperature. ## VI Finite Magnetic Field Finally, we discuss the effect of a finite magnetic field, $`B`$. This gives rise to a non-zero chemical potential, $`\mu _v`$, for vortices so that there are a finite density of vortices in the ground state: $`\rho _v=B/\mathrm{\Phi }_0`$. Again, the movement of the MSOS crossover as a function of vortex density (at fixed $`R_n`$ or $`R_v`$) will affect the finite-temperature behaviour of the system, and hence the analysis of the experimental data. Experimentally, we see that the system goes from superconducting to insulating as we increase $`B`$. Some experiments indicate that there may be a metallic phase between the superconducting and insulating phases. However, there is also evidence at low applied fields that the metallic behaviour only occurs at intermediate temperatures, and that the true zero-temperature phase may be a superconductor after all. How does this experimental result fit into our description? We speculate that winding-number fluctuations are responsible for this crossover behaviour. More specifically, the applied magnetic field increases the winding number fluctuations in the system in the representation where the bosons are Cooper pairs. (This can be viewed as the bosonic analogue of positive magnetoresistance.) This moves the the SOS transition/crossover line to lower values of $`R_n`$ (to the right in Fig. 1.) This is illustrated in Fig. 3. We see that, if the system is near the SI critical point, the crossover temperature, $`T_{\mathrm{SOS}}`$, decreases rapidly with increasing applied field $`B`$, as sketched in Fig. 3. This may explain why the crossover from metal to superconductor is only observed experimentally at low applied fields. ## VII Conclusions In this paper, we have revisited a model of dissipative Bose systems where conventional theory predicts a direct superfluid-insulator transition. By treating the phase fluctuations more carefully, we developed a variational approach which can distinguish between superfluid, normal and insulating phases. We can confirm that a Bose-metal phase does not exist at zero temperature, in agreement with conventional treatment. We are also able to establish the regime of validity for the conventional treatment by studying higher-order effects which couple the small and large phase fluctuations. We have argued that single-parameter scaling might break down because of the existence of large phase fluctuations (the imaginary-time “winding numbers” of the order-parameter phase). There is a window around the true critical point where strong winding-number fluctuations persist down to exponentially low temperatures. This means that superconductivity may not be observable in this regime at experimentally accessible temperatures. The width of this window of crossover behaviour appears to be quite large in our mean-field analysis. We expect that it would be renormalized in a more detailed calculation, and that it would depend on details of the system (such as the degree of disorder). This window of crossover behaviour may be responsible for an apparent metallic phase in some experiments. The recent observation of an apparently metallic phase becoming superconducting at very low temperatures appear to supports our crossover picture near the superfluid-insulator critical point. ###### Acknowledgements. We would like to thank the British Council for financial support (UK/HK Joint Research Scheme JRS98/40). DKKL is supported by the Royal Society.
warning/0007/hep-th0007250.html	ar5iv	text	# Finite Temperature Effects in the Supergravity Dual of the 𝑁=1^∗ Gauge Theory ## I Introduction The Maldacena conjecture relating classical supergravity to strongly coupled conformal gauge theories has had many successes . Perhaps more remarkable is the fact that one can apply it to nonconformal theories as well. The first, and perhaps most famous application has been to $`𝒩=4`$ super Yang-Mills at finite temperature . One may consider this as a gauge theory compactified on a circle where the fermions have anti-periodic boundary conditions, breaking the supersymmetry. This dimensionally reduced gauge theory is expected to be confining with a mass gap. By arguing that this theory has a supergravity dual which is a black hole in a curved space, Witten was able to demonstrate both the existence of an area law and a mass gap in the strong coupling limit. One would like to find other models that exhibit confining behavior. Such examples have been found, either by adding spin to the black hole, breaking some of the global symmetries of the gauge theories , or by considering more exotic theories such as Type 0 string theories or even type II theories with a dilaton turned on , breaking the $`𝒩=4`$ supersymmetry. In these latter cases, while there appear to be gaps and area laws, there are also naked singularities which would seem to destroy the viability of these theories. However, singularities are not necessarily disasters. Some of them may be hidden behind horizons . Alternatively, they may be resolved by stringy considerations. Recently, Polchinski and Strassler considered another model , the $`𝒩=1^{}`$ model, in which mass terms for the three chiral multiplets that make up an $`𝒩=4`$ multiplet are included. Several interesting generalizations of have also appeared . At high energies, the theory is the usual $`𝒩=4`$ model, while at low energies, the supersymmetry is broken to $`𝒩=1`$. Unlike gauge theories with higher supersymmetries, $`𝒩=1`$ theories can be confining. In fact, this gauge theory has a large class of degenerate but discrete vacua which include Higgs, confining, and oblique confining phases. In these cases there is a mass gap, but there are also vacua with unbroken $`U(1)`$ subgroups and thus massless photons. Polchinski and Strassler constructed the supergravity dual of this model as follows. They assumed that a 3-form field strength is turned on whose strength is proportional to the mass $`m`$ of the hypermultiplets. The field strength induces a Myers dielectric effect on the D3 branes, essentially expanding them out in the transverse directions to a two sphere. The two sphere is effectively a D5 brane, or one of its $`S`$-duals, with $`n`$ units of magnetic flux. These flux units minimally couple to the 4-form Ramond-Ramond gauge potential, and hence they correspond to D3 brane charges. The background metric, for large distances, that is for the UV limit, is dominated by the D3 brane charges. But as one moves toward the IR, one starts probing near the D5 brane and here, the metric is dominated by the D5 brane. In between the metric interpolates between these two limits. The presence of this D5 brane significantly changes the physics . For example, at large separations, magnetic charges are effectively confined, since a D string will have finite tension as it approaches the D5 brane. However, the electric charges are screened, since the fundamental string can end on the D5 brane. Likewise, for the S-dual picture, electric charges are confined since a fundamental string has finite tension near an NS5-brane, but the magnetic charges are screened because the D-string can end on the NS5-brane. Polchinski and Strassler also demonstrated how the supergravity duals map into the various degenerate vacua of the $`𝒩=1^{}`$ theory. The D3 branes can expand into more than one 5 brane and in the regime where the supergravity limit is valid, one can find a one to one correspondence between the various ways of dividing up D3 branes into 5 branes and the degenerate vacua. For these vacua, one expects a gap, in other words, the absence of massless particles. Actually, this is not completely true, since many vacua have unbroken U(1) gauge groups. However, the number of massless states is at most of order $`\sqrt{N}`$ and their effects are not seen in supergravity duals. If one were to consider the $`𝒩=1^{}`$ theory at finite temperature, then the multiple vacua and gaps have profound effects. Consider first the entropy. The entropy of a massless theory in four dimensions scales as $`T^3`$. However, a theory with a gap will have its entropy suppressed exponentially when the temperature falls below the mass gap scale. In the large $`N`$ limit, this should occur as a phase transition between high and low temperature phases, where at some critical temperature the free energies of the two phases is equalized. Another effect of finite temperature is that the degeneracy between the separate vacua should be lifted, leading to many metastable states. As the temperature is raised above the mass gap scale, these metastable vacua should disappear altogether, and at very high temperatures, the theory should behave just like the $`𝒩=4`$ theory at finite temperature. In the supergravity dual of these theories, the high temperature phase is described by a black hole in an asymptotic $`AdS`$ space. At high temperatures there is a unique vacuum. The multiple vacuum configurations of 5-branes described by Polchinski and Strassler will now have a higher free energy than the vacuum. The 5-branes were introduced to account for naked singularities that inevitably appear and which were specifically discussed in . However, at high temperatures, singularities are shielded by the horizon; hence, there is no need for the 5-branes. For the high temperature phase, if one considers a spherical 5 brane probe with some D3 brane charge, then one should find that the free energy is minimized when the 5 brane lies on the horizon. One should also find that the energy is the same as if there were only D3 branes and no 5 branes, since the 5 brane has no net charge, and hence would be undetectable at the horizon. However, in the high temperature phase, there still may exist local minima for the 5-branes outside the horizon. These configurations correspond to metastable vacua, valid in the probe limit described in , and which can be in a partial Higgs, confining or oblique confining phase. As the temperature is increased, these local minima eventually disappear. A crucial step for going beyond the probe calculation is the realization that the probe calculation itself is unchanged for an arbitrary distribution of parallel D3 branes . Hence, one can construct a spherical shell of D3 branes, of order $`N`$ in number, and still use the probe calculation to determine the radius of the shell. This is not to say that the exact supergravity solution has been constructed, since one still needs to compute the back reaction. But it does allow one to build an interpolating metric between a D3 brane geometry and a 5-brane geometry. However, in the finite temperature case, one cannot use this approach as a starting point, since a configuration of D3 branes outside the horizon is not a solution to Einstein’s equations. One can also explore the effects of the hypermultiplet mass on the entropy in the high temperature phase. If the hypermultiplets are given a small mass $`m`$, then there are polynomial corrections to the entropy. In particular, to order $`m^2`$ the free field limit of the entropy is given by $$𝒮=\frac{2\pi ^2}{3}N^2T^3\frac{3}{4}N^2m^2T+\mathrm{O}(m^4)$$ (1) The strong coupling calculation for the massless case was carried out in , where the area of a blackhole in AdS space was computed. These authors found that $$𝒮_0=\frac{\pi ^2}{2}N^2T^3,$$ (2) a factor of $`3/4`$ from the free theory result. An immediate question is to find the massive corrections in the supergravity limit and compare this with the free field result. In this paper we study the finite temperature effects outlined above for the supergravity dual of the $`𝒩=1^{}`$ theory. Our starting point is the black D3 brane solution of Type IIB supergravity perturbed by a 3-form gauge potential. A 5-brane probe calculation quickly reveals several features of finite temperature. First, the $`T=0`$ minima for 5-branes wrapping 2-spheres of particular nonzero radii are now only local minima; the true minimum appears at the horizon, $`r=r_H`$ where the free energy is minimized. The local minima, which can be thought of as metastable vacua, move to smaller radii and eventually disappear as the temperature is increased , but at temperatures that can be much higher than when the field theory is weakly coupled. We demonstrate that at the horizon a wrapped 5-brane, which carries $`n`$ units of D3-brane charge, cannot be distinguished from a configuration of $`n`$ D3 branes. Although the major thermal effects in the probe calculation can be obtained quite simply, other questions require the finite temperature modification of the fields of the Type IIB theory through order $`m^2`$. We therefore compute exactly the 3-form field strength in the black D3 brane background. The metric, 5-form field strength and dilaton are then sourced at order $`m^2`$ by bilinears in the 3-form, and we solve the equations which determine the back reaction to this order. Given the modified metric, the relation between temperature $`T`$ and horizon distance $`r_H`$ is recomputed, and we find that the horizon shrinks for fixed $`T`$ by an amount of order $`\mathrm{\Delta }r_Hm^2R^2/T`$ where $`R`$ is the $`AdS`$ scale. We presume that a more complete calculation would show that $`r_H0`$ at some temperature $`T_c`$ which is then the critical temperature for the phase transition in the theory. The computations for the back reaction can be specialized to the T=0 case, where we must require that the homogeneous modes agree in their $`SO(6)`$ representation and $`r`$-dependence at the boundary with fields of the dimensionally reduced $`IIB`$ supergravity . In general the order $`m^2`$ inhomogeneous solutions approach the boundary at different rates than the homogeneous modes. For example, the dilaton perturbation equation is that of the second Kaluza-Klein excitation, the $`\mathrm{\Delta }=6`$ field in the 20’ representation with an order $`m^2`$ source. The 20’ representation agrees with the general relation between the $`D=10`$ and the $`D=5`$ dilaton postulated in , but the solution does not agree with the order $`m^2`$ term in the interpolating dilaton of . The back reaction equations of metric components transverse to the $`D3`$-branes describe scalars with $`\mathrm{\Delta }=8`$ in the singlet representation and $`\mathrm{\Delta }=6`$ in the 84 representation of $`SO(6)`$. We also show that the back reaction on the metric and 5-form lead precisely to the order $`m^2`$ terms in the probe action, which were inserted in as a requirement of supersymmetry. All of these $`T=0`$ results are a useful check that the rather complicated back reaction equations are correct. We also compute the decreased area of the horizon in the (approximate) modified geometry and thus obtain the entropy $$𝒮_0=\frac{\pi ^2}{2}N^2T^30.1714N^2m^2T+\mathrm{O}(m^4)$$ (3) including the order $`m^2`$ correction. Comparing with (1) we see that the large $`N`$ correction is 23% of the free field result. Technically speaking, it is noteworthy that finite temperature effects can be computed essentially analytically as far as we have gone, and this raises the hope of going beyond the leading order $`m^2`$ approximation. At $`T=0`$ this proved to be easy since the probe calculation is not altered when the D3 branes are expanded around 2-spheres. This fortuitous simplification is unlikely at finite $`T`$, since the only solution to the equations of motion when $`m=0`$ has all D3 branes at the origin. In Section II we consider the probe calculation. In Section III we compute the linear solutions for the 3-form field strengths in a finite temperature D3 background. In Section IV we obtain the back reaction to the dilaton field. Order $`m^2`$ temperature dependent corrections to the metric and 5-form are discussed in Section V, and the entropy calculation is presented in Section VI. The appendix contains a more detailed calculation for the disappearance of metastable vacua. ## II Probe Calculation for the Vacua In this section<sup></sup><sup></sup>*the notation of is used throughout the present paper we look for nontrivial solutions for a D5 brane probe in a finite temperature D3 brane background geometry. Temperature is introduced via the thermal $`D3`$-brane solution of Type $`IIB`$ supergravity. The metric is $`ds^2`$ $`=`$ $`(Z(r))^{\frac{1}{2}}[f(r)dt^2+d𝐱^2]+Z(r)^{\frac{1}{2}}[{\displaystyle \frac{dr^2}{f(r)}}+r^2d\mathrm{\Omega }_5^2]`$ (4) $`Z(r)`$ $`=`$ $`{\displaystyle \frac{R^4}{r^4}}`$ (5) $`f(r)`$ $`=`$ $`1{\displaystyle \frac{r_H^4}{r^4}}`$ (6) where $`R^4=4\pi gN\alpha ^2`$. The solution has a horizon at $`r=r_H`$, which corresponds to the temperature $`T=r_H/(\pi R^2)`$. The accompanying dilaton, axion and self-dual 5-form are given by $`e^\mathrm{\Phi }`$ $`=`$ $`g`$ (7) $`C`$ $`=`$ $`{\displaystyle \frac{\theta }{2\pi }}`$ (8) $`\stackrel{~}{F}_\mathit{5}`$ $`=`$ $`d\chi _\mathit{4}+d\chi _\mathit{4}`$ (9) $`\chi _\mathit{4}`$ $`=`$ $`{\displaystyle \frac{dx^0dx^1dx^2dx^3}{gZ(r)}}.`$ (10) While thermal effects cancel out for the $``$ operation contained in $`\stackrel{~}{F}_\mathit{5}`$, they will play an important role when $``$ acts on other field strengths. The action for the D5 brane is the sum of Born-Infeld and Chern-Simons parts, and is given by $$S=\frac{\mu _5}{g}d^6\xi \left[det(G_{})det(g^{1/2}e^{\mathrm{\Phi }/2}G_{}+2\pi \alpha ^{})\right]^{1/2}+\mu _5(C_\mathit{6}+2\pi \alpha ^{}_\mathit{2}C_\mathit{4}),$$ (11) where $$2\pi \alpha ^{}_\mathit{2}=2\pi \alpha ^{}F_\mathit{2}B_\mathit{2}.$$ (12) As in , $`G_{}`$ refers to the pullback of the metric along the $`R^4`$, while $`G_{}`$ is the pullback of the metric onto the $`S^2`$ on which the 5-brane is wrapped. $`C_\mathit{4}`$ is the Ramond-Ramond gauge potential of the D3 branes, while $`C_\mathit{6}`$ and $`B_\mathit{2}`$ are potentials for the 3-form perturbation of the background dual to the mass operator $`mtr(\mathrm{\Phi }_1^2+\mathrm{\Phi }_2^2+\mathrm{\Phi }_3^2)`$ of the $`𝒩=1^{}`$ field theory. The field $`F_\mathit{2}`$ is the $`U(1)`$ gauge field strength of the wrapped 5-brane, and is assumed to contain $`n`$ units of flux, so that $$_{S^2}F_\mathit{2}=2\pi n.$$ (13) Since $`F_\mathit{2}`$ couples to $`C_\mathit{4}`$ in the Chern-Simons term of (11), $`n`$ is the effective D3 charge of the 5-brane. As in , we assume that the first term in (11) is dominated by $`F_\mathit{2}`$. The condition $`n^2>>gN`$ must then hold in order for the probe calculation to be valid . In the zero temperature limit, the leading order $`n/\sqrt{gN}`$ term from the Born-Infeld part of (11) cancels with the $`C_\mathit{4}`$ term in the Chern-Simons part. The radius of the $`S^2`$ on which the D5 brane resides is then chosen to minimize the sum of first order correction terms. At finite temperature, leading terms no longer cancel because $`detG_{}`$ is modified by the Schwarzschild factor , viz. $$det(G_{})=Z^2(1r_H^4/r^4).$$ (14) There is then a residual $`r`$-dependent term which must be added to the non-leading terms computed in . The sum of all these terms is then minimized to find the favored position of the probe. The modification of $`detG_{}`$ is the major thermal effect on the probe calculation. Thermal modification of other quantities is considered in later sections of this paper and produces corrections of higher order in $`r_H^2/r^2`$ which can be ignored when the 5-brane is far from the horizon. The near-horizon effect of these corrections will be included qualitatively here and then supported by the work of later sections. We now proceed to implement the probe calculation just outlined. At finite temperature, the contribution to the action from the Born-Infeld term in (11) which is of leading order in the expansion parameter $`n/\sqrt{gN}`$ is $`S_0`$ $`=`$ $`{\displaystyle \frac{2\pi \alpha ^{}\mu _5}{g}}{\displaystyle d^6\xi \left(det(G_{})\right)^{1/2}\left(det(F_\mathit{2})\right)^{1/2}}`$ (15) $`=`$ $`{\displaystyle \frac{\mu _5}{gn}}4\pi ^2\alpha ^{}{\displaystyle \frac{n^2r^4}{R^4}}V\sqrt{1r_H^4/r^4},`$ (16) where $`r_H`$ is the position of the horizon and $`V`$ is the volume of $`𝐑^4`$. The leading contribution from the Chern-Simons term is $$2\pi \alpha ^{}\mu _5_\mathit{2}C_\mathit{4}=+\frac{\mu _5}{g}4\pi ^2\alpha ^{}\frac{nr^4}{R^4}V.$$ (17) Dominant thermal corrections are absent since the metric does not appear in this term. Further only the parallel components of the Ramond-Ramond gauge potential contribute to the integral, so we have set $`C_\mathit{4}=\chi _\mathit{4}.`$ The zero temperature first order correction to the Born-Infeld term plus the contribution of the $`C_\mathit{6}`$ plus the order $`m^2`$ term required by supersymmetry is given in as $$\mathrm{\Delta }S=\frac{2\mu _5}{g\alpha ^{}n}r^2(rr_0)^2V,$$ (18) where $$r_0=\pi \|m\|n\alpha ^{}.$$ (19) Adding the terms in (15), (17) and (18) leads to the expression $$\frac{S}{V}=\frac{2\mu _5}{g\alpha ^{}n}\left(\frac{\pi n^2}{2gN}r^4(\sqrt{1r_H^4/r^4}1)+r^2(rr_0)^2\right).$$ (20) This result for the free energy of the probe is valid if $`r>>r_H`$. Note that for $`r_H=0`$ (20) has a minimum at $`r=r_0`$ and a maximum at $`r=r_0/2.`$ We now discuss thermal effects in this region of $`r.`$ For $`r_H<<r`$ the minimum and maximum shift by $$\mathrm{\Delta }r_{min}=\frac{\pi n^2r_H^8}{2gNr_0^7},$$ (21) $$\mathrm{\Delta }r_{max}=+\frac{32\pi n^2r_H^8}{gNr_0^7},$$ (22) Therefore, as $`r_H`$ is increased, the maximum and minimum are pushed toward each other, and the minimum disappears when $`\mathrm{\Delta }r_{max}r_0`$. This occurs at the critical horizon size $`r_H(gN/n^2)^{1/8}r_0`$ which is well inside of $`r_0`$ and thus within the region of validity of the calculation. To understand what happens closer to the horizon we must incorporate thermal effects on the second term in (20). One effect is that the $`r^4`$ term in (18) should be multiplied by $`\sqrt{1r_H^4/r^4}`$ since it comes from the Born-Infeld part of (11). There are other effects from the 3-form perturbation and its back reaction on the metric and 5-form. The linear term in $`r_0`$ comes from the Chern-Simons term $$\mu _5(C_\mathit{6}B_\mathit{2}C_\mathit{4}),$$ (23) and goes to zero at the horizon due to a conspiracy between $`C_\mathit{6}`$ and $`B_\mathit{2}`$. The $`r_0^2`$ term has contributions from both the Born-Infeld and Chern-Simons parts of the probe action. The Born-Infeld contribution is again suppressed by the factor $`\sqrt{1r_H^4/r^4}`$ , but the Chern-Simons term also vanishes since the order $`m^2`$ corrections to $`C_\mathit{4}`$ approach zero. These statements will be verified to order $`m^2`$ in sections 3 and 4. The conclusion is therefore that the 5-brane has lower free energy at the horizon, so that the minimum near $`r=r_0`$ is a metastable state even for small finite $`r_H`$ and is a degenerate vacuum state only if $`r_H=0`$. There is still another thermal effect which we discuss in section 6. Due to the back reaction of the 3-form perturbation on the metric the horizon size itself shrinks as a function of $`m^2`$ for fixed black hole temperature. Presumably $`r_H`$ vanishes at some finite temperature $`T_0`$ of order $`T_0m`$. This value would then be a critical temperature for the probe calculation. In the low temperature phase $`T<T_0`$ the 5-brane is stabilized near $`r=r_0`$; in the high temperature phase $`T>T_0`$ it retreats to the horizon. Work is continuing to verify this suggested picture. Standard no-hair theorems should imply that the D5 brane at the horizon is equivalent to $`n`$ D3 branes, since there is no net D5 brane charge. At the horizon, there is no contribution from the Born-Infeld action. Hence, one would need to verify that the actions coming from the Chern-Simons pieces are equivalent. The difference between the two actions is proportional to (23). As previously stated, the order $`m^2`$ contribution will be shown to be zero at the horizon. The generalization of the previous analysis to NS5 probe branes with $`p`$ units of D3 brane charge is straightforward. To proceed, one describes the D3 background using the $`S`$-dual description $$\tau ^{}=\frac{a\tau +b}{c\tau +d}$$ (24) with field transformations $`g^{}`$ $`=`$ $`g\|M\|^2G_{MN}^{}=G_{MN}\|M\|C_\mathit{4}=C_\mathit{4}`$ (25) $`G_\mathit{3}^{}`$ $`=`$ $`G_\mathit{3}B_\mathit{6}^{}\tau ^{}C_\mathit{6}^{}=(B_\mathit{6}\tau C_\mathit{6})M^1`$ (26) where $`M=c\tau +d`$. Hence, the leading order term in (20) is invariant under this transformation. The first order terms have the same transformation as in , $`\mathrm{\Delta }S`$ $`=`$ $`{\displaystyle \frac{2\mu _5}{g^3\alpha ^{}p}}r^2(r\stackrel{~}{r}_0)^2V.`$ (27) $`\stackrel{~}{r}_0`$ $`=`$ $`\pi g\|m\|p\alpha ^{}`$ (28) Hence, the total action that is minimized is $$\frac{S}{V}=\frac{2\mu _5}{g^3\alpha ^{}p}\left(\frac{\pi gp^2}{2N}r^4(\sqrt{1r_H^4/r^4}1)+r^2(r\stackrel{~}{r}_0)^2\right).$$ (29) Finally we point out that a more precise analysis in the Appendix shows that the metastable D5 probe solution near $`r=r_0`$ disappears above the temperature $`T\kappa \left({\displaystyle \frac{n^2}{4\pi gN}}\right)^{3/8}\|m\|`$ (30) $`\kappa ={\displaystyle \frac{1}{16}}\left({\displaystyle \frac{54}{\pi ^2}}\right)^{1/8}\left(3351797+171(2659)\sqrt{57}\right)^{1/8}0.5522`$ (31) Likewise, for NS5 brane probes one finds that the solution disappears at the temperature $$T\kappa \left(\frac{gp^2}{4\pi N}\right)^{3/8}\|m\|,$$ (32) Hence these metastable probe minima can survive well above the critical temperature, at least for those probes that satisfy the probe condition $`n^2>>gN`$. This contrasts with the weak coupling analysis. At weak coupling, the presence of temperature introduces the effective mass term $`T^2\mathrm{tr}(\varphi ^2)`$ to the effective potential. Hence, there are metastable Higgs vacua here as well. However, in this case these local minima are washed out when $`Tm`$. What is intriguing about these metastable vacua is that one could have solutions where only some of the D3 brane charge is outside the horizon. The corresponding vacuum is a metastable state where say part of the $`SU(N)`$ gauge group has been Higgsed, but the rest is unbroken and unconfined. Likewise, we can have metastable vacua where part of the gauge group is confined, but the rest is unbroken and unconfined. ## III The 3-Form Perturbation As in the first step in the study of thermal effects is to obtain linear perturbations of $`H_\mathit{3}`$ and $`\stackrel{~}{F}_\mathit{3}=F_\mathit{3}CH_\mathit{3}`$ which are dual to fermion mass terms in the boundary gauge theory. Specifically we must solve the linearized equations of motion and Bianchi identities in the background (4), (7)–(9): $`d\stackrel{~}{F}_\mathit{3}`$ $`=`$ $`F_\mathit{5}H_\mathit{3}`$ (33) $`d({\displaystyle \frac{1}{g}}H_\mathit{3}gC\stackrel{~}{F}_\mathit{3})`$ $`=`$ $`gF_\mathit{5}F_\mathit{3}`$ (34) $`d\stackrel{~}{F}_\mathit{3}`$ $`=`$ $`0=dH_\mathit{3}`$ (35) Expressing the fields as the complex combinations $`G_\mathit{3}`$ $`=`$ $`F_\mathit{3}\tau H_\mathit{3}`$ (36) $`\tau `$ $`=`$ $`C+i/g,`$ (37) the equations of motion in (33) can be recast into the compact form $`dG_\mathit{3}+igG_\mathit{3}F_\mathit{5}`$ $`=`$ $`0`$ (38) $`dG_\mathit{3}`$ $`=`$ $`0`$ (39) The black hole metric affects only the radial dependence of $`G_\mathit{3}`$, the dependence on angles must be that of the lowest spherical harmonic on $`S^5`$ in order to be a source for the fermion mass in the 10 or $`\overline{bf10}`$ representation of $`SO(6)`$. Therefore we postulate that $`G_\mathit{3}`$ is the combination $$G_\mathit{3}=\alpha (r)T_\mathit{3}+\beta (r)V_\mathit{3}$$ (40) of the same 3-forms used in. The 3-forms $`T_\mathit{3}`$ and $`V_\mathit{3}`$ are constructed from a constant antisymmetric tensor $`T_{mnp}`$ which is either self-dual or anti-self-dual corresponding to the 10 or $`\overline{\mathrm{𝟏𝟎}}`$ representations, respectively. These forms are simply written in terms of Cartesian coordinates $`y^m,m=1,2,\mathrm{},6`$ in the space perpendicular to the 3-branes, with $`r^2=y^my^m`$: $`T_\mathit{3}`$ $`=`$ $`{\displaystyle \frac{1}{3!}}T_{mnp}dy^mdy^ndy^p`$ (41) $`S_\mathit{2}`$ $`=`$ $`{\displaystyle \frac{1}{2}}T_{mnp}y^mdy^ndy^p`$ (42) $`V_\mathit{3}`$ $`=`$ $`d(\mathrm{ln}r)S_\mathit{2}`$ (43) One can easily derive the properties $`_6T_\mathit{3}`$ $`=`$ $`=\pm iT_\mathit{3}`$ (44) $`_6V_\mathit{3}`$ $`=`$ $`\pm i(T_\mathit{3}V_\mathit{3})`$ (45) $`dT_\mathit{3}`$ $`=`$ $`0`$ (46) $`dS_\mathit{2}`$ $`=`$ $`3T_\mathit{3}`$ (47) $`dV_\mathit{3}`$ $`=`$ $`3d(\mathrm{ln}r)T_\mathit{3}`$ (48) where $`_6`$ is the Poincare duality operation in flat $`R^6`$. We now proceed to solve the equations (38). Substitution of the ansatz (40) in the Bianchi identity readily gives $$dG_\mathit{3}=(\alpha ^{}(r)3\beta (r)/r)drT_\mathit{3}=0$$ (49) which determines the relation $`\beta (r)=r\alpha ^{}(r)/3`$. One can then directly show that $$G_\mathit{3}=\frac{1}{3}d(\alpha (r)S_\mathit{2}).$$ (50) The equation of motion in (38) contains the duality operation with respect to the full metric of (4), $$G_\mathit{3}=\frac{\sqrt{g}}{3!}ϵ_{mnpqst}g^{qq^{}}g^{ss^{}}g^{tt^{}}G_{q^{}s^{}t^{}}dy^mdy^ndy^pgZ(r)\chi _\mathit{4}$$ (51) where $`g_{mn}`$ is the transverse piece of the metric of (4) rewritten in terms of $`y^m`$, $$g_{mn}=\left(\delta _{mn}\frac{y^my^n}{r^2}\right)+f^1(r)\frac{y^my^n}{r^2}.$$ (52) When compared to the case of zero temperature $`(r_H=0)`$, one sees that the radial components of $`G_\mathit{3}`$ dualize with an extra Schwarzschild factor $`f(r)`$ coming from $`g^{rr}`$. To handle this simply we split the forms $`T_\mathit{3}`$ and $`V_\mathit{3}`$ into radial and angular parts, using $$dy^my^md(\mathrm{ln}r)+\omega ^m$$ (53) where $`\omega ^m`$ is a set of angular 1-forms satisfying $$d\omega ^m=dy^md(\mathrm{ln}r)$$ (54) Then we have $$T_\mathit{3}=\widehat{T}_\mathit{3}+\stackrel{~}{T}_\mathit{3}$$ (55) with $`\widehat{T}_\mathit{3}`$ $`=`$ $`{\displaystyle \frac{1}{2}}T_{mnp}y^md(\mathrm{ln}r)\omega ^n\omega ^p`$ (56) $`=`$ $`{\displaystyle \frac{1}{2}}T_{mnp}y^md(\mathrm{ln}r)dy^ndy^p`$ (57) $`=`$ $`V_\mathit{3}`$ (58) $`\stackrel{~}{T}_\mathit{3}`$ $`=`$ $`{\displaystyle \frac{1}{3!}}T_{mnp}\omega ^m\omega ^n\omega ^p`$ (59) Note that $`V_\mathit{3}=d(\mathrm{ln}r)S_\mathit{2}=\widehat{V}_\mathit{3}`$ has no angular part. The differentials are $$d\widehat{T}_\mathit{3}=3d(\mathrm{ln}r)\stackrel{~}{T}_\mathit{3}d\stackrel{~}{T}_\mathit{3}=d\widehat{V}_\mathit{3}$$ (60) Under flat $`_6`$ duality, we have $$_6(\widehat{T}_\mathit{3}+\stackrel{~}{T}_\mathit{3})=\pm i(\widehat{T}_\mathit{3}+\stackrel{~}{T}_\mathit{3})$$ (61) so that $`_6\widehat{T}_\mathit{3}=\pm i\stackrel{~}{T}_\mathit{3}`$ and $`_6\stackrel{~}{T}_\mathit{3}=\pm i\widehat{T}_\mathit{3}`$. Under the duality (51) of the 10-dimensional metric (4), one thus has $`\widehat{T}_\mathit{3}`$ $`=`$ $`gf(r)_6\widehat{T}_\mathit{3}\chi _\mathit{4}=\pm igf(r)\stackrel{~}{T}_\mathit{3}\chi _\mathit{4}`$ (62) $`\stackrel{~}{T}_\mathit{3}`$ $`=`$ $`g_6\stackrel{~}{T}_\mathit{3}\chi _\mathit{4}=\pm ig\widehat{T}_\mathit{3}\chi _\mathit{4}`$ (63) For $`V_\mathit{3}`$ (44) implies $$V_\mathit{3}=\widehat{T}_\mathit{3}=\pm igf(r)\stackrel{~}{T}_\mathit{3}\chi _\mathit{4}$$ (64) Combining these duality relations with the ansatz (40), we find $`G_\mathit{3}`$ $`=`$ $`\alpha (r)(\widehat{T}_\mathit{3}+\stackrel{~}{T}_\mathit{3})+\beta (r)\widehat{V}_\mathit{3}`$ (65) $`=`$ $`\pm i[\alpha (r)(f(r)\stackrel{~}{T}_\mathit{3}+\widehat{T}_\mathit{3})+\beta (r)f(r)\stackrel{~}{T}_\mathit{3}]\chi _\mathit{4}`$ (66) Finally we note that $$G_\mathit{3}F_\mathit{5}=G_\mathit{3}(d\chi _\mathit{4}+d\chi _\mathit{4})=d(G_\mathit{3}\chi _\mathit{4})$$ (67) where we have used the fact that $`G_\mathit{3}d\chi _\mathit{4}=0`$ and $`dG_\mathit{3}`$ =0. Thus the equation of motion can be simply rewritten as $`d[G_\mathit{3}iG_\mathit{3}\chi _\mathit{4}]`$ $`=`$ $`id\left(\pm \left[\alpha (r)(f(r)\stackrel{~}{T}_\mathit{3}+\widehat{T}_\mathit{3})+\beta (r)f(r)\stackrel{~}{T}_\mathit{3}(\alpha (r)T_\mathit{3}+\beta (r)\widehat{T}_\mathit{3})\right]\chi _\mathit{4}\right)`$ (68) $`=`$ $`0`$ (69) Using $$d\chi _\mathit{4}=(Z^{}/Z)dr\chi _\mathit{4}=4d(\mathrm{ln}r)\chi _\mathit{4}$$ (70) and (60) it is straightforward to work out the differential, substitute $`\beta =r\alpha ^{}/3`$, and obtain the differential equation for $`\alpha (r)`$: $$rf(r)\alpha ^{\prime \prime }(r)+(11f(r)+rf^{}(r))\alpha ^{}(r)+3(f^{}(r)+7f(r)/r+\gamma r)\alpha (r)=0$$ (71) where $`\gamma =7`$ in the self dual case $`_6T_\mathit{3}=iT_\mathit{3}`$ and $`\gamma =1`$ in the anti-self-dual case $`_6T_\mathit{3}=iT_\mathit{3}`$. We now restrict to the latter case for which the fluctuation $`G_\mathit{3}`$ is in the $`\overline{\mathrm{𝟏𝟎}}`$ representation dual to the fermion mass term $`tr\lambda \lambda `$ in the $`𝒩=1^{}`$ field theory. Inserting the specific form of $`f(r)`$ and making the substitutions $`\alpha (r)=F(u)/r^4`$ with $`u=r_H^2/r^2`$, one finds the Legendre equation $$F^{\prime \prime }(u)\frac{2u}{1u^2}F^{}(u)\frac{1}{4(1u^2)}F(u)=0.$$ (72) The general solution is $$\alpha (r)=\frac{1}{r^4}[aP_{\frac{1}{2}}(r_H^2/r^2)+bQ_{\frac{1}{2}}(r_H^2/r^2)]$$ (73) Only the first term is regular at the horizon, so we set $`b=0`$ and observe that this solution has the expected behavior $`1/r^4`$ as $`r\mathrm{}`$ associated with the fermion bilinear $`tr\lambda \lambda `$ which is an operator of scale dimension 3. The coefficient $`a`$ is set by comparing (73) to the zero temperature result , giving the solution $$\alpha (r)=\frac{3\sqrt{2}\mathrm{\Gamma }(3/4)^2}{g\sqrt{\pi }}\frac{R^4}{r^4}P_{\frac{1}{2}}(r_H^2/r^2).$$ (74) We also observe that there is no regular solution which approaches the boundary at the rate $`1/r^6`$ associated with a vacuum expectation value $`\mathrm{tr}\lambda \lambda `$. In the zero temperature case, $`G_\mathit{3}`$ is singular at the origin. It was thus necessary to insert D5 or NS5 branes wrapping two-spheres in order to interpret the singularity. In this case, where there is a black hole with a finite Schwarzschild radius, all singularities are hidden behind the horizon. Hence, one is no longer compelled to insert 5 branes. From the gauge theory point of view, one should interpret this as being in the high temperature phase where the system acts like a finite temperature $`𝒩=4`$ theory. Only when $`r_H`$ shrinks to zero will the solution for $`\alpha (r)`$ be singular, and thus necessitate the insertion of 5 branes. Let us now turn to the 6-form dual potentials. Making use of the Bianchi identity and the relation of $`V_\mathit{3}`$ to $`T_\mathit{3}`$, we can rewrite the expression for $`G_\mathit{3}`$ in (40) as $$G_\mathit{3}=\alpha (r)\stackrel{~}{T}_\mathit{3}+(\alpha (r)+(1/3)r\alpha ^{}(r))\widehat{T}_\mathit{3}.$$ (75) The equation (68) implies that $`G_\mathit{3}iG_\mathit{3}\chi _\mathit{4}`$ is a closed 7-form. Hence, it can be written as $`G_\mathit{3}iG_\mathit{3}\chi _\mathit{4}`$ $`=`$ $`{\displaystyle \frac{g}{i}}d(B_\mathit{6}\tau C_\mathit{6})`$ (76) $`=`$ $`{\displaystyle \frac{g}{i}}d\left({\displaystyle \frac{i}{3}}{\displaystyle \frac{\alpha (r)+f(r)(\alpha (r)+r\alpha ^{}(r)/3)}{Z}}S_\mathit{2}\right)dx^0dx^1dx^2dx^3,`$ (77) where the last line is derived using the relations in (44). If we assume that $`C=0`$, and hence $`\tau `$ is imaginary, then $`C_\mathit{6}`$ is given by $$C_\mathit{6}=\frac{g}{3}\left(\alpha (r)+f(r)(\alpha (r)+r\alpha ^{}(r)/3)\right)\mathrm{Im}S_\mathit{2}\chi _\mathit{4}.$$ (78) It is instructive to compare this result for $`C_\mathit{6}`$ to the NS-NS 2-form. Using (36) and (50), one finds that $$B_\mathit{2}=\frac{g}{3}\alpha (r)\mathrm{Im}S_\mathit{2}.$$ (79) Since $`f(r)=0`$ at the horizon, we learn that $`C_\mathit{6}=B_\mathit{2}\chi _\mathit{4}`$ at $`r=r_H`$. This confirms the claim in the previous section that a D5 brane with D3 brane charge $`n`$ has the same action at the horizon as $`n`$ D3 branes. ## IV Back reaction of the perturbation on the dilaton In this section we compute the order $`m^2`$ corrections to the dilaton due to the temperature dependent $`G_\mathit{3}`$ perturbation of the previous section. The modified dilaton actually contributes only higher order corrections to many of the physical effects we are interested in, but the calculation is simpler than for the 5-form and metric and serves as a prototype. The result is of interest for $`T=0`$, since the order $`m^2`$ correction to the dilaton, and hence the gauge coupling, is independent of the vacuum state. We must solve the equation $$D^MD_M\mathrm{\Phi }=\frac{1}{12}H_{MNP}H^{MNP}+\frac{g^2}{12}\stackrel{~}{F}_{MNP}\stackrel{~}{F}^{MNP},$$ (80) which was obtained from the more general dilaton equation of motion in by specializing dilaton and axion sources to their constant values in (7) and (8). The metric is that of (4) with perpendicular part rewritten in terms of “Cartesian” coordinates $`y^m`$ as in (52). The source can be expressed in terms of $`G_\mathit{3}`$ as $`D^MD_M\mathrm{\Phi }`$ $`=`$ $`{\displaystyle \frac{g^2}{24}}g^{mm^{}}g^{nn^{}}g^{pp^{}}[G_{mnp}G_{m^{}n^{}p^{}}+c.c.]`$ (81) $`=`$ $`{\displaystyle \frac{g^2}{24Z^{\frac{3}{2}}}}[G_{mnp}G_{mnp}+{\displaystyle \frac{3(f(r)1)}{r^2}}y^mG_{mnp}y^m^{}G_{m^{}np}+c.c.]`$ (82) in which lower pairs of indices are summed over their 6 values. Using the representation (40) and the fact that $`y^mV_{mnp}=y^mT_{mnp}`$, we obtain $`G_{mnp}G_{mnp}+{\displaystyle \frac{3(f(r)1)}{r^2}}y^mG_{mnp}y^m^{}G_{m^{}np}=`$ (83) $`\alpha ^2(r)T_{pqr}T_{pqr}{\displaystyle \frac{3\alpha ^2(r)3f(r)(\alpha (r)+r\alpha ^{}(r)/3)^2}{r^2}}y^my^nT_{mpq}T_{npq},`$ (84) where $`\alpha (r)`$ is the same functions derived in the previous section. We now need the specific form of the anti-self-dual tensor $`T_{mnp}`$ whose non-vanishing complex components are $$T_{\overline{p}\overline{q}r}=T_{p\overline{q}\overline{r}}=T_{\overline{p}q\overline{r}}=mϵ_{pqr}$$ (85) where $`ϵ_{pqr}`$ is the Levi-Civita symbol in 3 (complex) dimensions. By conversion to complex coordinates and reconversion, we obtain $`T_{pqr}T_{pqr}`$ $`=`$ $`0`$ (86) $`y^my^nT_{mpq}T_{npq}`$ $`=`$ $`2m^2r^2Y(y^i/r)`$ (87) $`Y(y^i/r)`$ $`=`$ $`{\displaystyle \frac{(y^1)^2+(y^2)^2+(y^3)^2(y^4)^2(y^5)^2(y^6)^2}{r^2}}`$ (88) The function $`Y(y^i/r)`$ is a harmonic polynomial for the 20’ representation of $`SO(6)`$ and has “eigenvalue” $`12/r^2`$ of the flat 6-dimensional Laplacian in the $`y^i`$. Thus the final equation for the lowest order dilaton perturbation is $$D^MD_M\mathrm{\Phi }=\frac{m^2g^2}{2Z^{\frac{3}{2}}}[\alpha ^2(r)f(r)(\alpha (r)+r\alpha ^{}(r)/3)^2]Y(y^i/r),$$ (89) where we have assumed that $`m^2`$ is real to prevent a source term for the Ramond-Ramond scalar field. The next step is to find the specific form of the Laplacian. Since the source depends only on $`r`$ and angles, we can drop $`t`$ and $`𝐱`$ derivatives. The solution must also be proportional to the harmonic $`Y(y^i/r)`$ so that angular derivatives just give the eigenvalue $`12`$. Thus $$D^MD_M\mathrm{\Phi }=D^MD_M\varphi (r)Y(y^i/r)=\frac{r^2f(r)}{R^2}[^2/r^2+(\frac{5}{r}+\frac{f^{}}{f})/r)\frac{12}{r^2f(r)}]\varphi (r)Y(y^i/r)$$ (90) In the limit of zero temperature $`(f(r)1)`$ (90) and (89) combine to give the radial differential equation $$(\frac{d^2}{dr^2}+\frac{5}{r}\frac{d}{dr}\frac{12}{r^2})\varphi (r)=\frac{8m^2R^4}{r^4}$$ (91) This equation has homogeneous solutions $`\varphi (r)r^2,r^6`$ which are the power laws of the irregular and regular solutions for a field of scale dimension $`\mathrm{\Delta }=6`$ in the 20’ representation of $`SO(6)`$. This is the second Kaluza-Klein excitation of the dilaton/axion . The inhomogeneous solution is $$\varphi (r)=\frac{m^2R^4}{2r^2}.$$ (92) Presumably this nontrivial behavior for the dilaton describes the scale dependence of the field theory gauge coupling due to the introduction of mass for the chiral multiplets. However, we do not clearly understand the angular dependence of $`\mathrm{\Phi }=\varphi (r)Y(y^i/r)`$ and thus cannot give a more precise interpretation. For a softly broken $`𝒩=4`$ to $`𝒩=2`$ theory one finds angular dependence for the effective couplings on the coulomb branch . However, for $`𝒩=4`$ broken to $`𝒩=1`$ there is no coulomb branch, so the Wilsonian interpretation seems less clear. In this connection it is interesting to note that for the ($`T=0`$) solution $`\alpha (r)1/r^6`$, which is dual to the field theory vev $`\mathrm{tr}(\lambda \lambda )`$, the source term in (89) vanishes. Thus the dilaton does not run in a situation where no masses are turned on . In an interpolating function for the dilaton was given that followed a 5-brane geometry in the IR to a 3-brane geometry in the UV. For example, for a vacuum that corresponds to one D5 brane with D3 brane charge $`N`$, the interpolating dilaton was given by $$e^{2\mathrm{\Phi }}=g^2\frac{\rho _{}^2}{\rho _{}^2+\rho _c^2},$$ (93) where $`\rho _{}^2`$ $`=`$ $`y_{1}^{}{}_{}{}^{2}+y_{2}^{}{}_{}{}^{2}+y_{3}^{}{}_{}{}^{2}+\left(\sqrt{y_{4}^{}{}_{}{}^{2}+y_{5}^{}{}_{}{}^{2}+y_{6}^{}{}_{}{}^{2}}r_0\right)^2`$ (94) $`\rho _c`$ $`=`$ $`{\displaystyle \frac{2gr_0\alpha ^{}}{R^2}}r_0=\pi \alpha ^{}mN.`$ (95) If we expand this for large $`r`$ we find that the order $`m^2`$ dilaton correction is $$\delta \mathrm{\Phi }(y_i)=\frac{m^2R^4}{8r^2}.$$ (96) This is an $`SO(6)`$ singlet, hence the first order correction in the interpolating dilaton is not quite consistent with the supergravity equations of motion. If one were to have considered an NS5 brane, then one would have found (96) but with the opposite sign. In fact, if one were to solve the supergravity equations but with 5-brane sources inserted, one would find that their effects are of higher order in $`m`$. The order $`m^2`$ term should be independent of the particular vacuum the $`𝒩=1^{}`$ theory is in. At finite temperature the equation in (89) is more complicated but tractable. Using the variable $`z=Z(r)=R^4/r^4`$ and setting $`k=r_H^4/R^4`$, we find the radial differential operator $$[^2/r^2+(\frac{5}{r}+\frac{f^{}}{f})/r\frac{12}{r^2f(r)}]\varphi (r)=16\frac{z^{\frac{5}{2}}}{R^2}[\frac{d^2}{dz^2}\frac{k}{1kz}\frac{d}{dz}\frac{3}{4z^2(1kz)}]\varphi (z)$$ (97) which is essentially hypergeometric. Its zero modes are: $`\varphi _1(z)`$ $`=`$ $`z^{\frac{3}{2}}F({\displaystyle \frac{3}{2}},{\displaystyle \frac{3}{2}};3;kz)z^{\frac{3}{2}}`$ (98) $`\varphi _2(z)`$ $`=`$ $`z^{\frac{3}{2}}F({\displaystyle \frac{3}{2}},{\displaystyle \frac{3}{2}};1;1kz){\displaystyle \frac{4}{\pi k^2z^{\frac{1}{2}}}}`$ (99) whose Wronskian is $$W(\varphi _1,\varphi _2)=\frac{8}{\pi k^2(1z)}.$$ (100) The limiting form of the solutions at the boundary $`(z0)`$ is also given in (98). At the horizon $`(z1/k)`$, the function $`\varphi _1(z)`$ has a logarithmic singularity while $`\varphi _2(z)`$ is regular. The finite temperature equation with source (89) can be rewritten as $`[{\displaystyle \frac{d^2}{dz^2}}{\displaystyle \frac{k}{1kz}}{\displaystyle \frac{d}{dz}}{\displaystyle \frac{3}{4z^2(1kz)}}]\varphi (r)={\displaystyle \frac{S(z)}{1kz}}`$ (101) $`S(z){\displaystyle \frac{m^2g^2R^2}{32z^{\frac{7}{2}}}}\left[\alpha ^2(z)f(z)(\alpha (z)4\alpha ^{}(z)/3)^2\right].`$ (102) The method of variation of parameters gives the solution $$\varphi (r)=\frac{\pi k^2}{8}\left[\varphi _1(z)_z^{1/k}𝑑z\varphi _2(z)S(z)+\varphi _2(z)_0^z𝑑z\varphi _1(z)S(z)\right]$$ (103) which is regular on the horizon and vanishes on the boundary at the same rate as (92). This solution does not appear to be integrable in closed form. ## V Back reaction to the metric and self dual 5-form In this section we compute leading order corrections to the metric and self dual 5-form when the field $`G_\mathit{3}`$ is turned on. The Einstein equations are $$R_{MN}\frac{1}{2}g_{MN}R=\frac{g^2}{48}F_{MPQRS}F_{N}^{}{}_{}{}^{PQRS}+\frac{g^2}{8}(G_{MPQ}G_{N}^{}{}_{}{}^{PQ}+c.c)\frac{g^2}{24}g_{MN}G_{PQR}G_{}^{}{}_{}{}^{PQR},$$ (104) where the contribution of the dilaton is ignored since it affects only higher order terms. Let us consider the $`G_\mathit{3}`$ terms first. Using the results in (36), (50) and (52), it is straightforward to show that $`{\displaystyle \frac{1}{8}}G_{mpq}G_{n}^{}{}_{}{}^{pq}+c.c.=`$ (105) $`{\displaystyle \frac{\|T_\mathit{3}\|^2}{24Z}}\left(\alpha (r)^2\left(3I_{mn}2W_{mn}\right)+(\alpha (r)+r\alpha ^{}(r)/3)^2\left({\displaystyle \frac{y^my^n}{r^2}}+2f(r)(W_{mn}+I_{mn})\right)\right),`$ (106) where $`\alpha (r)`$ is the same as in (74), $`\|T_\mathit{3}\|^2=T_{pqr}T_{}^{}{}_{}{}^{pqr}`$ and $`I_{mn}`$ $`=`$ $`{\displaystyle \frac{1}{5}}\left(\delta _{mn}{\displaystyle \frac{y^my^n}{r^2}}\right)`$ (107) $`W_{mn}`$ $`=`$ $`{\displaystyle \frac{3}{\|T_\mathit{3}\|^2}}(T_{mpk}T_{npl}^{}{\displaystyle \frac{y^ky^l}{r^2}}+c.c)I_{mn}.`$ (108) Using the fact that $$\frac{1}{2}(T_{mpq}T_{npq}^{}+c.c)=\frac{1}{6}\delta _{mn}\|T_\mathit{3}\|^2,$$ (109) one finds that $`W_{mn}`$ is traceless. We also see that $`W_{mn}`$ is strictly an angular tensor since $`y^mW_{mn}=0`$ because of the antisymmetry of $`T_{mnp}`$. Taking the trace of the expression in (105) gives $$G_{mpq}G_{}^{}{}_{}{}^{mpq}=\frac{\|T_\mathit{3}\|^2}{2Z^{3/2}}\left(\alpha (r)^2+(\alpha (r)+r\alpha ^{}(r)/3)^2\right).$$ (110) Hence the contribution to the energy-momentum tensor from the $`G_\mathit{3}`$ kinetic terms is $`{\displaystyle \frac{g^2}{8}}G_{mpq}G_{n}^{}{}_{}{}^{pq}+c.c.{\displaystyle \frac{g^2}{24}}g_{mn}G_{pqr}G_{}^{}{}_{}{}^{pqr}=`$ (111) $`{\displaystyle \frac{g^2\|T_\mathit{3}\|^2}{48Z}}(\alpha (r)^2f(r)(\alpha (r)+r\alpha ^{}(r)/3)^2)\left(I_{mn}4W_{mn}f^1(r){\displaystyle \frac{y^my^n}{r^2}}\right).`$ (112) for the orthogonal components and $`{\displaystyle \frac{1}{24}}g_{ij}G_{pqr}G_{}^{}{}_{}{}^{pqr}`$ $`=`$ $`{\displaystyle \frac{\|T_\mathit{3}\|^2}{48Z^2}}\left(\alpha (r)^2+(\alpha (r)+r\alpha ^{}(r)/3)^2\right)\eta _{ij}`$ (113) $`{\displaystyle \frac{1}{24}}g_{00}G_{pqr}G_{}^{}{}_{}{}^{pqr}`$ $`=`$ $`{\displaystyle \frac{\|T_\mathit{3}\|^2}{48Z^2}}\left(\alpha (r)^2+(\alpha (r)+r\alpha ^{}(r)/3)^2\right)f(r),`$ (114) for the space-time components. We next compute the corrections to $`\stackrel{~}{F}_\mathit{5}=F_\mathit{5}\frac{1}{2}(C_\mathit{2}H_\mathit{3}B_\mathit{2}F_\mathit{3})`$, which in terms of $`G_\mathit{3}`$ is $$\stackrel{~}{F}_\mathit{5}=F_\mathit{5}+\frac{ig}{4}(\psi G_\mathit{3}^{}\psi ^{}G_\mathit{3}),$$ (115) where $`\psi =\frac{1}{3}\alpha (r)S_\mathit{2}`$. The equation for motion for $`\stackrel{~}{F}_\mathit{5}`$ is $$\stackrel{~}{F}_\mathit{5}=\stackrel{~}{F}_\mathit{5}.$$ (116) There are two correction terms that need to be added to the lowest order term $$F_\mathit{5}^0=d\chi _{\mathit{4},0}+d\chi _{\mathit{4},0}$$ (117) in order to satisfy (116), where $`\chi _{\mathit{4},0}`$ is the 4-form field in (10). First, since there are corrections to the metric, $`\chi _{\mathit{4},0}`$ is no longer harmonic and so the expression in (117) is not closed. We will return to this point once we discuss corrections to the metric. Second, the improvement term in (115) is not self-dual, so it is necessary to add another correction term to $`F_\mathit{5}`$ to compensate for this term. A good guess is to add the dual of the improvement term to $`F_\mathit{5}`$, which would make the sum of this term and the improvement term manifestly self-dual. However, one first needs to verify that the dual is closed. To see this, we note that $`G_\mathit{3}`$ $`=`$ $`{\displaystyle \frac{1}{3}}\alpha ^{}(r)drS_\mathit{2}+\alpha (r)T_\mathit{3}`$ (118) $`=`$ $`\left({\displaystyle \frac{1}{3}}\alpha ^{}(r)dr+r^1\alpha (r)\right)S_\mathit{2}+{\displaystyle \frac{1}{3}}r^3\alpha (r)d(r^3S_\mathit{2}),`$ (119) where the second term on the rhs of the second line in (118) has no radial components. Therefore, we find that $$\frac{ig}{4}(\psi G_\mathit{3}^{}\psi ^{}G_\mathit{3})=\frac{ig}{12}\alpha ^2(r)\left(S_\mathit{2}T_\mathit{3}^{}S_\mathit{2}^{}T_\mathit{3}\right),$$ (120) with no radial components. Therefore, the dual of (120) is $`{\displaystyle \frac{ig\alpha ^2(r)}{12Z^2}}_6\left(S_\mathit{2}T_\mathit{3}^{}S_\mathit{2}^{}T_\mathit{3}\right)dx^0dx^1dx^2dx^3=`$ (121) $`{\displaystyle \frac{g\alpha (r)^2\|T_\mathit{3}\|^2}{72Z^2}}rdrdx^0dx^1dx^2dx^3,`$ (122) which only has a radial component in the orthogonal directions. Since $`\alpha (r)`$ and $`Z`$ only have $`r`$ dependence, the expression in (121) is clearly closed. There is an $`m^2`$ correction coming from the cross term of the improvement term and its dual with $`F_\mathit{5}^0`$. For the angular, i. e. magnetic, components, the contribution of this cross term to (104) is $`{\displaystyle \frac{ig^2\alpha ^2(r)rZ^{}}{288Z^2}}ϵ_{ijkmlq}^6{\displaystyle \frac{y^iy^p}{r^2}}(3(T_{pjk}T_{nlq}^{}c.c.)2(T_{pjn}T_{klq}^{}c.c.))=`$ (123) $`{\displaystyle \frac{g^2\alpha ^2(r)\|T_\mathit{3}\|^2}{36Z}}(\delta _{mn}{\displaystyle \frac{y^my^n}{r^2}},)`$ (124) where we have used the fact that $`_6T_\mathit{3}=iT_\mathit{3}`$. It then follows that the electric cross term piece is $$\frac{g^2\alpha ^2(r)\|T_\mathit{3}\|^2}{36Z^2}g_{MN},$$ (125) where $`g_{MN}`$ is the $`AdS_5`$ Schwarzschild metric given in (4) We can now combine the results of (111), (113), (114), (123) and (125) into one source term, $`J_{MN}`$, for the right-hand side of (104). For the orthogonal components we have $`J_{mn}={\displaystyle \frac{g^2\|T_\mathit{3}\|^2}{144Z}}\left(\alpha ^2(r)+3f(r)[\alpha (r)+r\alpha ^{}(r)/3]^2\right)\left(5I_{mn}f^1(r){\displaystyle \frac{y^my^n}{r^2}}\right)`$ (126) $`{\displaystyle \frac{g^2\|T_\mathit{3}\|^2}{12Z}}\left(\alpha ^2(r)f(r)[\alpha (r)+r\alpha ^{}(r)/3]^2\right)(W_{mn}+I_{mn}),`$ (127) while the space-time components are given by $`J_{ij}`$ $`=`$ $`+{\displaystyle \frac{g^2\|T_\mathit{3}\|^2}{144Z}}\left(\alpha ^2(r)3f(r)[\alpha (r)+r\alpha ^{}(r)/3]^2\right)\eta _{ij}`$ (128) $`J_{00}`$ $`=`$ $`{\displaystyle \frac{g^2\|T_\mathit{3}\|^2}{144Z}}\left(\alpha ^2(r)3f(r)[\alpha (r)+r\alpha ^{}(r)/3]^2\right)f(r).`$ (129) Upon inspection of (126) one sees that the right hand side consists of three types of terms. The radial term $`y^my^n/r^2`$ and the two angular terms $`I_{mn}`$ and $`W_{mn}`$. Hence, the corrections to the transverse metric components should be of this same type. Likewise, (128) indicates that the spatial piece of the metric can have a correction proportional to $`\eta _{ij}`$ while (129) indicates that the temporal component has a correction proportional to $`f(r)`$. Hence, we can write down the following ansatz for the metric $`ds^2=\left(Z^{1/2}+h_0(r)\right)f(r)dt^2+\left(Z^{1/2}+h_1(r)\right)\eta _{ij}dx^idx^j+`$ (130) $`\left[(5Z^{1/2}+p(r))I_{mn}+f^1(r)(Z^{1/2}+q(r)){\displaystyle \frac{y^my^n}{r^2}}+w(r)W_{mn}\right]dy^mdy^n.`$ (131) Let us now return to the corrections to $`F_\mathit{5}`$ induced by metric corrections. Let us write the 4-form $`\chi _\mathit{4}(r)=\chi _{\mathit{4},0}(r)+\chi _{\mathit{4},1}(r)`$, where $`\chi _{\mathit{4},1}(r)`$ is assumed to have components in the four space-time directions, $$\chi _{\mathit{4},1}(r)=\chi _1(r)dx^0dx^1dx^2dx^3$$ (132) Therefore, the dual of $`d\chi _\mathit{4}(r)`$ is $`(d\chi _{\mathit{4},0}(r)+d\chi _{\mathit{4},1}(r))={\displaystyle \frac{1}{5}}ϵ_{ijklmn}^6(detg_{\|\|})^1\sqrt{detg}g^{np}{\displaystyle \frac{y^p}{r}}({\displaystyle \frac{Z^{}}{gZ^2}}+\chi _1^{}(r))`$ (133) $`\times dy^idy^jdy^kdy^ldy^m.`$ (134) Up to first order corrections this is $`(d\chi _0(r)+d\chi _1(r))=_0d\chi _0(r)+`$ (135) $`\left[{\displaystyle \frac{Z^{}}{2gZ^{3/2}}}\left({\displaystyle \frac{p(r)q(r)}{Z}}h_0(r)3h_1(r)\right)+\chi _1^{}(r)\right]_6d(\mathrm{ln}r),`$ (136) where $`_0`$ refers to the dual in the background metric. Hence, $`\chi _\mathit{4}(r)`$ is harmonic with respect to the new metric if the term in square brackets in (135) is zero. Thus, we set $$\chi _1^{}(r)=\frac{Z^{}}{2gZ^{3/2}}\left(\frac{p(r)q(r)}{Z}h_0(r)3h_1(r)\right)$$ (137) Plugging in this value for $`\chi _1(r)`$, one finds that the leading order corrections to the stress tensor coming from the cross term of $`d\chi _{\mathit{4},1}(r)`$ and $`d\chi _{\mathit{4},0}(r)`$, denoted by $`K_{MN}`$, are $$K_{mn}=\frac{(Z^{})^2}{4Z^{5/2}}\left\{4p(r)I_{mn}+w(r)W_{mn}+[p(r)q(r)]f^1(r)\frac{y^my^n}{r^2}\right\}$$ (138) for the orthogonal components and $`K_{ij}`$ $`=`$ $`{\displaystyle \frac{(Z^{})^2}{4Z^{5/2}}}\left[p(r)Zh_1(r)\right]\eta _{ij}`$ (139) $`K_{00}`$ $`=`$ $`{\displaystyle \frac{(Z^{})^2}{4Z^{5/2}}}\left[p(r)Zh_0(r)\right]f(r)`$ (140) for the space-time components. The next step is to compute the linear corrections to the Einstein tensor by inserting these expressions for $`J_{MN}`$ and $`K_{MN}`$ into (104). The space-time components will have the form $`R_{00}{\displaystyle \frac{1}{2}}g_{00}R`$ $`=`$ $`N_0(r)f(r)`$ (141) $`R_{ij}{\displaystyle \frac{1}{2}}g_{ij}R`$ $`=`$ $`N_1(r)\eta _{ij}`$ (142) while the orthogonal components will again be of the form $$R_{mn}\frac{1}{2}g_{mn}R=N_2(r)f^1(r)\frac{y^my^n}{r^2}+N_3(r)I_{mn}+N_4(r)W_{mn}.$$ (143) Computing the functions in (141), (142) and (143) is an extremely tedious exercise. We just state the results here. We find that $`N_0(r)={\displaystyle \frac{1}{Z^{3/2}}}[{\displaystyle \frac{1}{2}}f(r)p^{\prime \prime }(r)+(1+3f(r)){\displaystyle \frac{1}{r}}p^{}(r)+(4+3f(r)){\displaystyle \frac{1}{r^2}}p(r){\displaystyle \frac{3}{2}}f(r){\displaystyle \frac{1}{r}}q^{}(r)`$ (150) $`(6+3f(r))q(r)+{\displaystyle \frac{3Z}{2}}f(r)h_1^{\prime \prime }(r)+{\displaystyle \frac{3Z}{2}}(2f(r)){\displaystyle \frac{1}{r}}h_1^{}(r)6Z{\displaystyle \frac{1}{r^2}}h_1(r)`$ $`4Z{\displaystyle \frac{1}{r^2}}h_0(r)]`$ $`N_1(r)={\displaystyle \frac{1}{Z^{3/2}}}[{\displaystyle \frac{1}{2}}f(r)p^{\prime \prime }(r)+2(1+f(r)){\displaystyle \frac{1}{r}}p^{}(r)+(6+f(r)){\displaystyle \frac{1}{r^2}}p(r)`$ $`{\displaystyle \frac{1}{2}}(2+f(r)){\displaystyle \frac{1}{r}}q^{}(r)(8+f(r))q(r)`$ $`+Zf(r)h_1^{\prime \prime }(r)+Z(43f(r)){\displaystyle \frac{1}{r}}h_1^{}(r)Z(124f(r)){\displaystyle \frac{1}{r^2}}h_1(r)`$ $`+{\displaystyle \frac{Z}{2}}f(r)h_0^{\prime \prime }(r)+{\displaystyle \frac{Z}{2}}(65f(r)){\displaystyle \frac{1}{r}}h_0^{}(r)Z(64f(r)){\displaystyle \frac{1}{r^2}}h_0(r)]`$ $`N_2(r)={\displaystyle \frac{1}{Z^{1/2}}}[(1+f(r)){\displaystyle \frac{1}{r}}p^{}(r)+2(2+f(r)){\displaystyle \frac{1}{r^2}}p(r)10q(r)`$ (158) $`+{\displaystyle \frac{3Z}{2}}(2+f(r)){\displaystyle \frac{1}{r}}h_1^{}(r)Z(6+3f(r)){\displaystyle \frac{1}{r^2}}h_1(r)`$ $`+{\displaystyle \frac{3Z}{2}}f(r){\displaystyle \frac{1}{r}}h_0^{}(r)3Zf(r){\displaystyle \frac{1}{r^2}}h_0(r)]`$ $`N_3(r)={\displaystyle \frac{1}{Z^{1/2}}}[2f(r)f_1^{\prime \prime }(r)+(8+5f(r)){\displaystyle \frac{1}{r}}f_1^{}(r)+(26+8f(r)){\displaystyle \frac{1}{r^2}}f_1(r)`$ $`5(1+f(r)){\displaystyle \frac{1}{r}}q^{}(r)10(6+f(r))q(r)`$ $`+{\displaystyle \frac{15Z}{2}}f(r)h_1^{\prime \prime }(r)+10Z(2f(r)){\displaystyle \frac{1}{r}}h_1^{}(r)15Z(4f(r)){\displaystyle \frac{1}{r^2}}h_1(r)`$ $`+{\displaystyle \frac{5Z}{2}}f(r)h_0^{\prime \prime }(r)+5Z(32f(r)){\displaystyle \frac{1}{r}}h_0^{}(r)15Z(2f(r)){\displaystyle \frac{1}{r^2}}h_0(r)]`$ $`N_4(r)={\displaystyle \frac{1}{Z^{1/2}}}\left[{\displaystyle \frac{1}{2}}f(r)w^{\prime \prime }(r){\displaystyle \frac{1}{2}}(4+5f(r)){\displaystyle \frac{1}{r}}w^{}(r)+(62f(r)){\displaystyle \frac{1}{r^2}}w(r)\right].`$ Using equations (126)–(129), (138)–(140) and (150)–(158) we can reduce (104) to five coupled inhomogenous equations. We write these as $`L_0(z)`$ $`=`$ $`{\displaystyle \frac{1}{12}}A(z){\displaystyle \frac{1}{4}}B(z)`$ (159) $`L_1(z)`$ $`=`$ $`{\displaystyle \frac{1}{12}}A(z){\displaystyle \frac{1}{4}}B(z)`$ (160) $`L_2(z)`$ $`=`$ $`{\displaystyle \frac{1}{12}}A(z)+{\displaystyle \frac{1}{4}}B(z)`$ (161) $`L_3(z)`$ $`=`$ $`{\displaystyle \frac{17}{12}}A(z){\displaystyle \frac{1}{4}}B(z)`$ (162) $`L_4(z)`$ $`=`$ $`A(z)+B(z)`$ (163) where again $`z=R^4/r^4`$ and $`A(z)`$ $`=`$ $`{\displaystyle \frac{g^2\|T_\mathit{3}\|^2R^2}{12z}}\alpha ^2(z)`$ (164) $`B(z)`$ $`=`$ $`{\displaystyle \frac{g^2\|T_\mathit{3}\|^2R^2}{12z}}\left(\alpha (z){\displaystyle \frac{4}{3}}z\alpha ^{}(z)\right)^2(1kz)=\sigma (z)(1kz),`$ (165) with $`k=r_H^4/R^4`$. The $`L_i(z)`$ functions are linear combinations of the metric components and are given by $`L_0(z)=8(1kz)z^2p^{\prime \prime }(z)2(3kz)zp^{}(z)+3(1kz)p(z)`$ (166) $`+6(1kz)zq^{}(z)3(3kz)q(z)`$ (167) $`+24(1kz)z^3h_1^{\prime \prime }(z)+12(23kz)z^2h_1^{}(z)6zh_1(z)`$ (168) $`L_1(z)=8(1kz)z^2p^{\prime \prime }(z)2(3+kz)zp^{}(z)+(3kz)p(z)`$ (169) $`+2(3kz)zq^{}(z)(9kz)q(z)`$ (170) $`+16(1kz)z^3h_1^{\prime \prime }(z)+16(12kz)z^2h_1^{}(z)4(1+kz)zh_1(z)`$ (171) $`+8(1kz)z^3h_0^{\prime \prime }(z)+4(25kz)z^2h_0^{}(z)2(1+2kz)zh_0(z)`$ (172) $`L_2(z)=4(2kz)zp^{}(z)+2(1kz)p(z)6q(z)`$ (173) $`6(3kz)z^2h_1^{}(z)3(3kz)zh_1(z)6(1kz)z^2h_0^{}(z)3(1kz)zh_0(z)`$ (174) $`L_3(z)=32(1kz)z^2p^{\prime \prime }(z)32zp^{}(z)+2(254kz)p(z)`$ (175) $`+20(2kz)zq^{}(z)10(7kz)q(z)`$ (176) $`+120(1kz)z^3h_1^{\prime \prime }(z)+30(37kz)z^2h_1^{}(z)15(3+kz)zh_1(z)`$ (177) $`+40(1kz)z^3h_0^{\prime \prime }(z)+30(13kz)z^2h_0^{}(z)15(1+kz)zh_0(z)`$ (178) $`L_4(z)=8(1kz)z^2w^{\prime \prime }(z)+8zw^{}(z)+2kzw(z).`$ (179) The equations in (159) and (166)–(169) look quite complicated but it turns out that they can be further simplified. First we note that $`w(z)`$ has decoupled from the other functions and only appears in $`L_4`$. To solve for this, write $`w(z)=z^{1/2}\stackrel{~}{w}(z)`$, where $`\stackrel{~}{w}(z)`$ is the function in the inertial frame. The last equation in (159) can then be rewritten as $$\stackrel{~}{w}^{\prime \prime }(z)\frac{k}{1kz}\stackrel{~}{w}^{}(z)\frac{3}{4z^2}\stackrel{~}{w}(z)=\frac{A(z)B(z)}{8z^{1/2}(1kz)}.$$ (180) Using (164) we see that this is the same equation as in (101), except the source term in (180) has an extra factor of $`24`$. Hence the solution for $`\stackrel{~}{w}(r)`$ is $$\stackrel{~}{w}(r)=24\varphi (r),$$ (181) where $`\varphi (r)`$ is given in (103). The expression in (103) is quite complicated, but as we will see, this does not matter since $`w(r)`$ does not contribute to the lowest order correction to the entropy. Given (180) and the arguments in the previous section, it follows that the homogeneous mode for $`\stackrel{~}{w}(r)`$ corresponds to a dimension 6 operator. Consulting Table III of , we see that this is the scalar in the 84 representation of $`SO(6)`$ with $`M^2=12`$. The identity of the two fluctuation equations (101) and (180), including their sources, suggests that the two fields are in the same supermultiplet, although it is not clear why the sources should agree for $`T`$ non-zero. Let us next consider the linear combination $$\frac{5}{8}L_0(z)+\frac{15}{8}L_1(z)+\frac{5}{8}L_2(z)\frac{3}{8}L_3(z)=\frac{19}{24}A(z)\frac{3}{8}B(z).$$ (182) This reduces to the equation $$8(1kz)z^2p^{\prime \prime }(z)8zp^{}(z)2(5+kz)p(z)=\frac{19}{24}A(z)\frac{3}{8}B(z).$$ (183) The solution to this equation with the correct boundary conditions is surprisingly simple, $$p(z)=\frac{1}{24}A(z).$$ (184) If $`T=0`$, then the homogeneous solutions for $`z^{1/2}p(z)`$ behave like $`z^2`$ and $`z^1`$. Hence this mode corresponds to a dimension 8 operator. Again consulting Table III of , this is the $`SO(6)`$ singlet from $`h_{}^{a}{}_{a}{}^{}`$ with $`M^2=32`$. Next, we find that the first two equations and the derivative of the third equation in (159) are linearly dependent and that consistent solutions exist provided that the following equation is satisfied: $$(1kz)\left[2zA^{}(z)+6zB^{}(z)A(z)\right]3(53kz)B(z)=0.$$ (185) One can easily verify that the expressions for $`A(z)`$ and $`B(z)`$ in (164) satisfy (185). Of course (185) must be true by general covariance; the solutions for $`A(z)`$ and $`B(z)`$ came from the equations of motion for $`G_\mathit{3}`$. These were derived from the same generally covariant action that the Einstein equations were derived from. The fact that there are only four linearly independent equations means that there is an extra gauge degree of freedom. Thus, we can choose one of the unknown functions to be an arbitrary function. A particularly useful gauge choice is $$h_1(z)=h_0(z).$$ (186) Using (186), the third equation in (159) reduces to $$(2kz)\left(12z^2h_0^{}(z)+6zh_0\right)6q(z)=(2kz)\left(\frac{1}{6}zA^{}(z)+\frac{1}{12}A(z)\right)+\frac{1}{4}B(z),$$ (187) where we have substituted the solution in (184). Substituting (186) into the difference between the second and first equations in (159) gives $$k\left(16z^3h_0^{}(z)+8z^2h_0(z)4z^2q^{}(z)+2zq(z)\right)=k\left(\frac{1}{6}z^2A^{}(z)\frac{1}{12}zA(z)\right).$$ (188) Examining (187) and (188), we see that the same linear combination of $`h_0(z)`$ and $`h_0^{}(z)`$ appears, so we can reduce these equations to a single first order equation for $`q(z)`$. Using (185) we can replace all $`A(z)`$ dependent terms by $`B(z)`$ and $`B^{}(z)`$. The equation can be solved using standard methods, giving the solution $$q(z)=\frac{1}{24}\left(B(z)+\frac{2kz}{\sqrt{z}}_0^z\frac{\sigma (z^{})}{\sqrt{z^{}}}𝑑z^{}\right),$$ (189) where $`\sigma (z)`$ is defined in (164). An integration constant has been chosen so that $`q(z)`$ has the correct behavior on the boundary. To solve for $`h_0(z)`$ one just substitutes the solution for $`q(z)`$ in (189) into (187). Using (185) and integrating by parts, one finds $$h_0(z)=\frac{1}{96z}\left(A(z)B(z)+\frac{2kz}{\sqrt{z}}_0^z\frac{\sigma (z^{})}{\sqrt{z^{}}}𝑑z^{}\right).$$ (190) Clearly, (184), (189) and (190) satisfy $$p(z)+4zh_0(z)q(z)=0.$$ (191) Using these solutions, we can go back and find the corrections to $`\chi _\mathit{4}`$, the space-time components of $`C_\mathit{4}`$. From (121) and (137), we find that the change in $`\chi _\mathit{4}`$ is $`\delta \chi _\mathit{4}`$ $`=`$ $`{\displaystyle \frac{1}{2g}}{\displaystyle ^z}{\displaystyle \frac{dz}{z^{5/2}}}\left({\displaystyle \frac{1}{12}}A(z)+[p(z)q(z)4zh_0(z)]\right)𝑑x^0dx^1dx^2dx^3`$ (192) $`=`$ $`{\displaystyle \frac{1}{24g}}{\displaystyle ^z}{\displaystyle \frac{dz^{}}{z_{}^{}{}_{}{}^{5/2}}}\left(B(z^{}){\displaystyle \frac{2kz^{}}{\sqrt{z^{}}}}{\displaystyle _0^z^{}}{\displaystyle \frac{\sigma (z^{\prime \prime })}{\sqrt{z^{\prime \prime }}}}𝑑z^{\prime \prime }\right)𝑑x^0dx^1dx^2dx^3.`$ (193) The last term can be integrated by parts. Using the relation in (164), one is left with $$\delta \chi _\mathit{4}=\frac{1kz}{24gz^2}_0^z\frac{\sigma (z^{})}{\sqrt{z^{}}}𝑑z^{}𝑑x^0dx^1dx^2dx^3.$$ (194) In particular, we note that $`\delta \chi _\mathit{4}=0`$ on the horizon, verifying the claim in section 2 that the $`r_0^2`$ term in the probe action goes to zero at the horizon. A useful check of this analysis is to explicitly compute the $`m^2`$ terms that appear in (20) at zero temperature. This term comes from corrections to $`C_\mathit{4}`$ and the parallel components of the metric. Inserting these corrections into (11), one finds that the correction to $`S/V`$ is $$4\pi ^2n\mu _5\alpha ^{}\left[\frac{2}{g\sqrt{z}}h_0(z)\delta C_{0123}(z)\right].$$ (195) Using equations (190) and (194), the expression in (195) reduces to $$\frac{\pi ^2n\mu _5\alpha ^{}}{12g}\left(A(z)B(z)+\frac{k}{z}_0^z\frac{\sigma (z^{})}{\sqrt{z^{}}}𝑑z^{}\right)$$ (196) In the zero temperature limit we set $`k=0`$. Using (164) and the relation $$\|T_\mathit{3}\|^2=18m^2,$$ (197) one finds that the correction in (196) is $$\frac{2\pi ^2n\mu _5\alpha ^{}}{g}m^2r^2,$$ (198) which is precisely the term required by supersymmetry. We close this section by listing the inhomogeneous solutions for the $`T=0`$ case. Setting $`k=0`$ in (103), (181), (184), (189) and (190), we find for the gauge choice (186) $`w(r)`$ $`=`$ $`{\displaystyle \frac{3m^2R^6}{r^4}}`$ (199) $`p(r)`$ $`=`$ $`{\displaystyle \frac{9m^2R^6}{8r^4}}`$ (200) $`q(r)`$ $`=`$ $`+{\displaystyle \frac{m^2R^6}{24r^4}}`$ (201) $`h_0(r)`$ $`=`$ $`+{\displaystyle \frac{7m^2R^2}{24}}.`$ (202) ## VI Entropy Corrections In the low temperature phase the masses of the hypermultiplets are much larger than the temperature and therefore the contribution of the hypermultiplets to the entropy is exponentially suppressed. In the high temperature phase, where $`T>>m`$, the masses give polynomial corrections to the entropy. At weak coupling, the entropy density $`𝒮`$ is given by $$𝒮=\frac{2\pi ^2}{3}N^2T^3\frac{3}{4}N^2m^2T+\mathrm{O}(m^4).$$ (203) In it was shown that at strong coupling, the leading order term, $`𝒮_0`$, is $$𝒮_0=\frac{\pi ^2}{2}N^2T^3,$$ (204) which is $`3/4`$ the value of the leading term in (203). In this section we will compute the next term in the series at strong coupling. To compute the entropy correction, one needs to compute the $`\mathrm{O}(m^2)`$ correction to the horizon area and the temperature for a fixed Schwarzschild radius. Using the metric in (130), we see that the $`\mathrm{O}(m^2)`$ correction to the area $`𝒜`$ for a fixed $`r_H`$ is $$\mathrm{\Delta }𝒜=\frac{1}{2}g^{\widehat{\mu }\widehat{\nu }}\mathrm{\Delta }g_{\widehat{\mu }\widehat{\nu }}𝒜_0=\frac{1}{2}\frac{r_H^2}{R^2}\left(3h_1(r_H)\frac{R^4}{r_H^4}+p(r_H)\right)𝒜_0,$$ (205) where the $`\widehat{\mu }`$ indices refer to the coordinates orthogonal to the temporal and radial directions. $`𝒜_0`$ is the usual $`AdS_5\times S_5`$ Schwarzschild area. Because of the corrections to the metric, it is necessary to adjust the circumference of the Euclidean time circle in order to prevent a conical singularity at $`r=r_H`$. The corresponding correction to the temperature, for fixed $`r_H`$, is $$\mathrm{\Delta }T=\frac{1}{2}\frac{r_H^2}{R^2}\left(h_0(r_H)\frac{R^4}{r_H^4}q(r_H)\right)T.$$ (206) Hence, using (191) and (204), we find that the $`\mathrm{O}(m^2)`$ correction to the entropy for fixed temperature is $`\mathrm{\Delta }𝒮`$ $`=`$ $`\left({\displaystyle \frac{\mathrm{\Delta }𝒜}{𝒜_0}}3{\displaystyle \frac{\mathrm{\Delta }T}{T}}\right)𝒮_0`$ (207) $`=`$ $`2{\displaystyle \frac{r_H^2}{R^2}}\left(3h_0(r_H){\displaystyle \frac{R^4}{r_H^4}}+p(r_H)\right)𝒮_0.`$ (208) If we now use the relations in (164), (184), (190) and (197), we find that $$\mathrm{\Delta }𝒮=\frac{9}{16}\frac{\mathrm{\Gamma }(3/4)^4}{\pi ^3}\frac{m^2}{T^2}\left(1\frac{2}{3}_0^1\frac{x^2\left[P_{1/2}(x)xP_{1/2}(x)\right]^2}{(1x^2)^2}𝑑x\right)𝒮_0.$$ (209) We are unaware of any analytic expression for the above integral, but the numerical result for $`\mathrm{\Delta }𝒮`$ is $$\mathrm{\Delta }𝒮=0.1714N^2m^2T,$$ (210) which is 23% of the weak coupling result. This demonstrates the shrinking of the horizon area as the mass is increased. It also suggests that a critical temperature is reached when $`Tm`$. It is hoped that one can carry out a Hawking-Page analysis of this transition , by demonstrating that the free energy is lowered if the black-hole geometry of the bulk changes to the Polchinski-Strassler geometry. However, since the full 10 dimensional space is not a product space, in order to proceed one will require a more sophisticated approach for evaluating boundary terms in the Euclidean action. As was case for the $`T^3`$ term, the $`m^2T`$ term in the entropy is somewhat suppressed at strong coupling. In fact as a percentage, the suppression is more. An interesting test would be to carry out the analysis in for the $`𝒩=1^{}`$ system. In , the first order correction in $`1/(gN)`$ was computed, and it was shown that the entropy increases when moving away from the strong coupling limit. For the $`𝒩=1^{}`$ system, one should find that the absolute value of the $`m^2T`$ term also increases when moving away from strong coupling. ## VII Discussion The results presented for the backreaction required a lot of tedious calculation. But in the end, the results had significant simplification. This leaves us optimistic that an exact supergravity solution can be found. Recent progress in finding exact solutions for other supergravity duals should give one hope in succeeding in this case as well. It might be the case that finding an exact solution for the high temperature phase will be an easier task then finding the solution for the the low temperature phase. While the low temperature phase has unbroken $`𝒩=1`$ supersymmetry , it does have the extra complication of 5 branes wrapping 2-spheres. In any case, armed with an exact solution of the high temperature phase, one should be able to observe the shrinking of the black hole horizon down to zero area for some nonzero $`T=T_c`$. Work on this problem continues. ###### Acknowledgements. We thank L. Rastelli, M. Strassler and N. Warner for helpful discussions. This research was supported in part by the NSF under grant number PHY-97-22072 and by the U.S. Department of Energy under contract number DE-FC02-94ER40818. ## VIII Appendix To get a better estimate for the temperature at which a metastable state disappears, we need to compute a discriminant. The derivative of (20) is proportional to $$4Ar^3\left(\sqrt{1r_H^4/r^4}1\right)+\frac{2Ar_H^4}{r\sqrt{1r_H^4/r^4}}+2(r^2rr_0)(2rr_0),$$ (211) where $`A=(\pi n^2)/(2gN)>>1`$. Hence, to find extrema for the potential one looks for zeros of the polynomial $`(8A4)r^8+(1212A)r^7+(13+4A)r^6+6r^5+(18Ar_H^4+4r_H^4)r^4`$ (212) $`+(12r_H^4+12Ar_H^4)r^3+(13r_H^44Ar_H^4)r^26r_H^4r+r_H^4+A^2r_H^8.`$ (213) In fact, we want to find where two extrema coalesce, which occurs when the discriminant of this polynomial has a zero. The discriminant factors into a seventh order polynomial and and a second order polynomial in $`r_H^4`$, and it turns out that it is the zeros of the seventh order polynomial that we need. However, for large $`A`$ it turns out that this polynomial is approximately $$2^{29}A^9(r_H^4)^73^3(3351797)A^8r_0^8(r_H^4)^52^83^6r_0^{16}(r_H^4)^3.$$ (214) Hence, there is a zero at $$r_H\frac{1}{16}3^{3/8}2^{1/4}\left(3351797+(171)(2659)\sqrt{57}\right)^{1/8}A^{1/8}r_0,$$ (215) and so the solution disappears at $$r_H\kappa \left(\frac{n^2}{4\pi gN}\right)^{1/8}r_0,$$ (216) where $$\kappa =\frac{1}{16}\left(\frac{2}{\pi ^2}\right)^{1/8}3^{3/8}\left(3351797+(171)(2659)\sqrt{57}\right)^{1/8}0.5522$$ (217) In terms of the temperature and $`m`$, this is $$T=\kappa \left(\frac{n^2}{4\pi gN}\right)^{3/8}\|m\|.$$ (218)
warning/0007/nucl-ex0007006.html	ar5iv	text	# Thermal bremsstrahlung probing the thermodynamical state of multifragmenting systems ## 1 EXPERIMENTAL RESULTS The inclusive photon energy spectra in the $`NN`$ CM frame have been obtained after correction for the detector response function and subtraction of the cosmic and radiative $`\pi ^0`$-decay contributions (Fig. 1). The spectrum of the <sup>36</sup>Ar+<sup>197</sup>Au system<sup>1</sup><sup>1</sup>1As well as that of the <sup>36</sup>Ar+<sup>107</sup>Ag, <sup>58</sup>Ni and <sup>129</sup>Xe+<sup>120</sup>Sn reactions, not shown in Fig. 1. features two distinct exponential distributions with different slopes, and can be described by : $$\frac{d\sigma }{dE_\gamma }=K_de^{E_\gamma /E_0^d}+K_te^{E_\gamma /E_0^t}$$ (1) For the four heavier targets the slope parameters of the “direct” component ($`E_0^d`$ 15 - 20 MeV) are two to three times larger than the “thermal” ones ($`E_0^t`$ 6 - 9 MeV) and the contribution of thermal hard-photons represents a 15% - 25% of the total hard-photon yield . No thermal component is apparent in the photon spectrum of the small <sup>36</sup>Ar+<sup>12</sup>C projectile-target combination and pure direct bremsstrahlung clearly accounts for the whole photon emission above $`E_\gamma `$ = 20 MeV (Fig. 1, right). The slopes of the direct component, $`E_0^d`$, follow the known linear dependence with the projectile energy per nucleon in the laboratory as expected for pre-equilibrium emission in prompt $`NN\gamma `$ collisions (the large values of the slope reflect the coupling of the beam energy with the intrinsic Fermi momentum of the colliding nucleons). The thermal hard-photon slopes, $`E_0^t`$, at variance, scale with the total energy in the nucleus-nucleus center-of-mass (Fig. 2). This property points to a thermal process taking place during later stages of the reaction after dissipation of the incident kinetic energy among internal degrees of freedom over the whole system in the $`AA`$ center-of-mass (the lower slope values reflecting the less energy available in secondary $`NN\gamma `$ collisions). The interpretation of the second component of the hard-photon spectrum as being emitted during later stages of the reaction in a thermal process is also confirmed by the study of the (Doppler-shifted) laboratory angular distributions . The hard-photon angular distributions can be well interpreted assuming an emission from a source with slope parameter $`E_0^d`$ moving with $`\beta _S^d\beta _{NN}`$ plus an isotropic source with slope parameter $`E_0^t`$ and $`\beta _S^t\beta _{AA}`$, with the ratios of thermal to direct intensities being fixed by the energy spectra. This result is consistent with direct hard-photons being emitted from the $`NN`$ center-of-mass, and thermal hard-photons being emitted isotropically from a slowed-down source moving with the $`AA`$ center-of-mass velocity. ## 2 THERMODYNAMICAL PROPERTIES OF THE NUCLEAR SOURCES The existence of a thermal mechanism accounting for part of the total hard-photon yield, justifies the use of a thermal bremsstrahlung model to extract the thermodynamical properties of the radiating nuclear systems. Such a model predicts thermal photon spectra basically exponential in the region $`E_\gamma `$ = 30 - 80 MeV in agreement with our data. The slopes $`E_0^t`$ of such exponential spectra are linearly correlated with the local temperature $`T`$ of the nuclear source according to: $$T(\text{MeV})=aE_0^t(\text{MeV})b\text{ with }a\text{ = 0.75 }\pm \text{ 0.05 and }b\text{ = -0.65 }\pm \text{ 0.05 MeV}$$ (2) The correlation of the temperatures obtained using eq. (2), in the range $`T`$ = 4 - 6 MeV, with the excitation energies attained in each reaction ($`ϵ^{}`$ = 4A \- 10A MeV) yields a “caloric curve” which shows a slightly increasing “plateau” . Such a trend, observed by the ALADIN collaboration, was interpreted as a signal of the nuclear liquid-gas phase transition . This observation disagrees with the higher apparent temperatures obtained using the slopes of the (Maxwell-Boltzmann) kinetic energy distributions of different light-particles ($`p,n`$ or $`\alpha `$) . However, at variance with ALADIN data, we measure temperatures for nuclear systems around the saturation density ($`NN\gamma `$ collisions only take place with sizeable cross-sections around or above $`\rho _0`$). We conclude that the hot radiating nuclear residues are more likely in a liquid-gas coexistence phase in an “evaporation”-like scenario, than undergoing a simultaneous breakup in a dilute state.
warning/0007/astro-ph0007131.html	ar5iv	text	# A combined HST/CFH12k/XMM survey of X-ray luminous clusters of galaxies at 𝒛∼0.2 ## 1 Introduction Current models describe the formation and evolution of large–scale structure in the Universe in a hierarchical, “bottom–up”, way. Since clusters of galaxies are the most massive gravitationally bound objects found in the Universe at the present time, their evolution is observable at low redshift, $`z\begin{array}{c}<\\ \end{array}1`$. Clusters of galaxies are therefore powerful probes for testing cosmological scenarios and determining cosmological parameters. Two theoretical predictions are of particular interest. The first one concerns the evolution of the cluster mass function with redshift, which can be described using linear theory. As shown by Eke et al. $`^\mathrm{?}`$, in a low matter density universe ($`\mathrm{\Omega }_\mathrm{M}0.3`$) we expect to see about 30 times as many clusters out to $`z=1`$ as in a high matter density universe ($`\mathrm{\Omega }_\mathrm{M}=1`$), using the current cluster abundance to normalize the density fluctuation power spectrum. A second theoretical prediction concerns the internal structure of clusters. Numerical simulations suggest that dark matter haloes over a wide range of masses can be accurately described by a universal mass profile $`^\mathrm{?}`$. In the context of numerical simulations this is a very robust prediction, as the profile works over a wide range of masses, radii and cosmological parameters. Other groups, however, find different behaviour of the mass distribution in their simulations, notably in the centres of haloes $`^\mathrm{?}`$. The obserational tool of choice for investigating cluster mass profiles is gravitational lensing, which in principle permits to access the mass distribution directly (albeit a weighted sum of all the mass between the observer and the source plane). Even given the large upcoming CCD mosaic cameras (such as MEGACAM), large–area cluster searches (necessary for testing predictions concerning the evolution of the cluster mass functio) using their weak lensing signature will be difficult at best. More practical will be cluster searches from X–ray all–sky surveys. The temperature $`T_\mathrm{X}`$ of the hot intracluster gas is directly related to the depth of the gravitational potential of the cluster if the gas is in hydrostatic equilibrium. In that case the cluster mass function can be transformed into a temperature function which retains the large separation between high– and low–$`\mathrm{\Omega }_\mathrm{M}`$ universes $`^\mathrm{?}`$. However, current observations indicate that the $`M_{\mathrm{total}}`$$`T_\mathrm{X}`$ relation differs from simple theoretical predictions, possibly related to pre–heating of the gas $`^\mathrm{?}`$. Also the impact of substructure in the mass and gas distribution within clusters on the scatter around the $`M_{\mathrm{total}}`$$`T_\mathrm{X}`$ relation has yet to be studied in a systematic way. It is therefore imperative to calibrate the shape of and the scatter around the $`M_{\mathrm{total}}`$$`T_\mathrm{X}`$ relation observationally on a well–defined sample of clusters of galaxies before using it to test cosmological predictions. Our project aims at studying a sample of massive galaxies at redshift $`z0.2`$ using HST and CFH12k observations in order to constrain mass profiles on length scales between $`10h^1`$ kpc out to $`\begin{array}{c}>\\ \end{array}1.5h^1`$ Mpc and to relate the lensing masses to X–ray observables (notably $`T_\mathrm{X}`$) from observations with XMM–Newton. ## 2 Sample selection Our sample is drawn from the XBACs catalogue $`^\mathrm{?}`$, a flux–limited catalogue of Abell clusters detected in the ROSAT All–Sky Survey. We apply limits in redshift space of $`0.18<z<0.26`$ in order to have an approxiomately luminosity–limited sample. It has been shown that X–ray luminosity is correlated with cluster mass and therefore, given the difficulty of measuring X–ray temperatures with current instruments, a luminosity–limited sample is the best approximation to a mass–limited sample. The redshift range has been chosen to maximize the lensing efficiency for a background galaxy population at $`z=0.8`$ $`^\mathrm{?}`$. Applying further limits in declination (for accessibility from CFHT), galactic latitude (to minimize contamination by stars) and hydrogen column density $`N_\mathrm{H}`$ leads to a sample of 14 clusters (listed in table 1), 8 of which will be observed by HST under PI Kneib and 6 of which are available in the HST archive. Figure 1 shows that our sample covers the corresponding region in the XBACs catalogue well. ## 3 Observations To date (June 2000) five clusters have been observed with HST, three more are scheduled for observation before the end of 2000; six cluster observations are available in the HST archive. The observations are done with the WFPC2 through the F702W filter, three orbits are allocated for each cluster. The excellent spatial resolution of these images allows precise modelling of the mass distribution in the cluster centres ($`\begin{array}{c}<\\ \end{array}100h^1\text{kpc}`$) due to their strong lensing effects. For most of the clusters in our sample no giant arcs were known previous to these observations. Therefore, they will constitute a valuable sample for investigating the probablity of formation of giant arcs which depends strongly on the cosmological parameters, in particular $`\mathrm{\Omega }_\mathrm{\Lambda }`$ $`^\mathrm{?}`$. On larger scales, observations with the CFH12k camera on CFHT will be used to determine mass profiles out to $`1.5\mathrm{}2h^1`$ Mpc using the systematic distortion of the background galaxies due to weak lensing by the cluster potential. CFH12k observations were finished in June 2000. During three observing runs (7 nights) 11 clusters were observed in three bands (B, R, I), typically reaching a limiting magnitude of 25 in R. Photometry in three filters allows robust discrimination between cluster members and background galaxies. Seven of our eight core sample clusters have been allocated XMM time in category B under PI Kneib, with integration times between 20 and 30 ksec. All the other clusters will be observed by XMM under different PIs. The observations will be done with the EPIC camera with a field of view of 3.8 Mpc at $`z=0.2`$; images will allow study of the morphology of the X–ray surface brightness and detection of significant substructure, spectra will permit precise measurement of X–ray temperatures and temperature profiles. These core observations will be supplemented by spectroscopy of giant arcs and cluster galaxies, as well as miscellaneous observations in different wave bands, notably in the near infrared in order to permit determination of photometric redshifts in the central cluster regions. ## 4 Conclusions At the time of writing (June 2000), most of the optical observations have been finished and are currently being reduced. A first paper describing and modelling several arcs and multiple image systems in Abell 383 is in preparation. Previously unknown arcs have already been found in Abell 68, 383, 773, 963 and 1835. X–ray observations will begin after the end of the XMM calibration phase and should be finished by mid– to end–2001. Further projects studying similar cluster samples at redshifts $`0.1`$ and $`0.4`$ are in preparation. ## Acknowledgements This work has been supported by the French–UK programme ”Alliance” under contract No. 00161XM. OC acknowledges financial support by the European Commission under contract No. ER–BFM–BI–CT97–2471. ## References
warning/0007/hep-th0007033.html	ar5iv	text	# Chern–Simons Theory and Quantum Fields in the Lowest Landau Level ## I Introduction The lowest Landau level comprises the minimal energy states of the charged particle moving in the $`xy`$ plane in the presence of an orthogonal magnetic field $`𝐁=\mathrm{rot}𝐀`$. Corresponding wave functions satisfy equation $`iD_{\overline{z}}(𝐀)\psi _\mathrm{L}(𝐫)[(\widehat{p}_x+i\widehat{p}_y)e(A_x+iA_y)]\psi _\mathrm{L}(𝐫)=0`$ (1) Electrons in the LLL form a special kind of incompressible quantum fluid exhibiting such an interesting phenomenon as the fractional quantum Hall effect (FQHE) (see e.g. Ref.). A physically attractive way to understand the formation of corresponding quantum states is the picture of composite quasiparticles i.e. fermions (bosons) carrying odd (even) number of elementary magnetic flux quanta . The field-theory realization of this idea leads to the model, where the matter is interacting with the Chern–Simons (CS) gauge field . It must be noted however that in the most part of presentations corresponding field theories include higher Landau levels and the subsequent projection on the LLL is needed . As an interesting alternative one can consider the formulation including solely LLL states and fields. Below we propose a scheme, where the Chern–Simons vector field emerges as a result of some geometric transformations in the complexified configuration space of the electron in the LLL. These transformations are restricted by two conditions: they must be area preserving and the electron wave function must obey the LLL condition (1). The third assumption implies that the one-particle charge density distribution does not change under the about transformation. The resulted field theory corresponds to the earlier proposed schemes with a Chern–Simons field in the holomorphic gauge and the field theory realizations of Read’s operator in terms of the non-unitary singular transformation. In the present paper we reformulate the problem in terms of the fermion fields obeying the LLL condition (1). We propose the specific Lagrangian which in the certain limit describes the matter field in the LLL. As an output we construct the LLL analogue of Read’s operator and the Laughlin wave function for FQHE. Notations:. In the $`xy`$ plane together with the Cartesian coordinates $`x^i=x_i`$ we use the complex ones: $`z=x+iy,\overline{z}=xiy`$ with a metric tensor $`g_{z\overline{z}}=\frac{1}{2}`$. Electrons have a charge $`e=1`$, mass $`m`$ and move in the area $`\mathrm{\Omega }`$ in the homogeneous magnetic field pointing down the $`\widehat{𝐳}`$ axis: $`_xA_y_yA_x=B<0`$. ## II Geometric Transformations The classical Lagrangian for the planar electron moving in the magnetic field is given by $`L={\displaystyle \frac{m}{2}}\dot{x}^i\dot{x}^i\dot{x}^iA_i(x).`$ (2) The corresponding canonical Hamiltonian reads $`H_c={\displaystyle \frac{1}{2m}}\pi _i\pi _i{\displaystyle \frac{1}{2m}}\left(\pi _z\pi _{\overline{z}}+\pi _{\overline{z}}\pi _z\right),`$ (3) where $`\pi _i=p_i+A_i`$ is a kinetic momentum. In quantum mechanics the wave function of the lowest energy state satisfies the equation: $`\widehat{\pi }_{\overline{z}}\psi _\mathrm{L}(𝐫){\displaystyle \frac{1}{2}}(\widehat{\pi }_1+i\widehat{\pi }_2)\psi _\mathrm{L}(𝐫)=0.`$ (4) The solutions to this equation depend on the gauge field $`𝐀(𝐫)`$. For example, in the symmetric gauge $`A_1={\displaystyle \frac{B}{2}}y,A_2={\displaystyle \frac{B}{2}}x,`$ (5) which is well adapted to the use of complex variables, the Eq. (4) looks as follows: $`\left({\displaystyle \frac{}{\overline{z}}}+{\displaystyle \frac{B}{4}}z\right)\psi _\mathrm{L}(𝐫)=0.`$ (6) The standard LLL wave function is of the form $`\psi _\mathrm{L}(z,\overline{z})=e^{(B/4)\|z\|^2}f(z),`$ (7) with $`f(z)`$ a function of $`z`$ only. The Eq. (4) can be viewed as a condition imposed on the physical states by the constraint dynamics (in the Dirac’s sense), and at the classical level these constraints mean the vanishing of the kinetic momentum: $`\pi _i0.`$ (8) Remark, that one can deduce these constraints starting with the singular Lagrangian $`=\dot{x}^iA_i(x),`$ (9) which is a zero mass limit of (2). Since the corresponding canonical Hamiltonian vanishes, the quantum dynamics is completely governed by constraints (8). At the same time one cannot impose operator constraints $$\widehat{\pi }_i\|\mathrm{\Psi }_\mathrm{L}=0\mathrm{\Psi }_\mathrm{L}\|\widehat{\pi }_i=0,$$ because they do not commute among themselves $`0=\mathrm{\Psi }_\mathrm{L}\|[\widehat{\pi }_1,\widehat{\pi }_2]_{}\|\mathrm{\Psi }_\mathrm{L}=iB0.`$ (10) Instead, constraints can vanish only ”weakly”, i.e. $`\widehat{\pi }_{\overline{z}}\|\mathrm{\Psi }_\mathrm{L}=0,\mathrm{\Psi }_\mathrm{L}\|\widehat{\pi }_z=0.`$ (11) This is consistent with classical Eqs. (8), as well as the corresponding quantum averages vanish $`\mathrm{\Psi }_\mathrm{L}\|\widehat{\pi }_i\|\mathrm{\Psi }_\mathrm{L}=0.`$ (12) Consider the zero mass (i.e. LLL) Lagrangian $`=\dot{x}^1(\alpha x^2)\dot{x}^2(\beta x^1)`$ (13) corresponding to the gauge potentials $`A_1=\alpha x^2,A_2=\beta x^1;\alpha +\beta =B.`$ (14) Perform the coordinate transformation $`x^i\nu _{(i)}(x^i+ϵ^{ik}f_k(𝐫)),`$ (15) where $`𝐟(𝐫)`$ is a vector field, and the nonzero $`\nu _{(i)}`$’s are scaling factors (there is no summation over the index $`(i)`$). Under this transformation the area is changed according to the standard rule $`\mathrm{\Omega }\mathrm{\Omega }_\nu =\nu \mathrm{\Omega }+\nu {\displaystyle _\mathrm{\Omega }}d𝐫ϵ^{ik}_if_k(𝐫)+\nu {\displaystyle _\mathrm{\Omega }}d𝐫[_1f_1_2f_2_1f_2_2f_1]`$ (16) where $`\nu =\nu _{(1)}\nu _{(2)}`$ The Lagrangian (13) is also transformed $`_\nu ^{}=\dot{x}^i(A_i^{}+a_i)+{\displaystyle \frac{\vartheta }{2}}ϵ^{ik}a_i\dot{a}_k.`$ (17) In the last expression the vector-potential $`A_1^{}=\nu \alpha x^2,A_2^{}=\nu \beta x^1,\mathrm{rot}𝐀^{}(𝐫)=\nu B,`$ (18) and we have introduced the rescaled vector field $`a_i(𝐫)=\nu Bf_i(𝐫)`$ and the constant $`\vartheta =(\nu B)^1`$. In the Lagrangian (17) the field $`𝐚(𝐫,t)`$ is treated as a dynamical variable, hence $$\dot{𝐚}=\frac{\mathrm{d}}{\mathrm{dt}}𝐚(𝐫,t).$$ Now we would like to interpret the transformations (15), (16) and (17) in the light of FQHE characteristics and identify $`\nu `$ with the FQHE filling factor $`\nu ={\displaystyle \frac{2\pi N}{B\mathrm{\Omega }}}={\displaystyle \frac{1}{2p+1}}.`$ (19) Suppose first that the area is not changed, i.e. $`\mathrm{\Omega }\mathrm{\Omega }_\nu =\mathrm{\Omega }`$. This hypothesis is motivated by the incompressibility of the quantum Hall fluid. Consequently $`(\nu 1)\mathrm{\Omega }={\displaystyle \frac{1}{B}}{\displaystyle d𝐫ϵ^{ik}_ia_k(𝐫)}`$ (20) (here and below we consider transformations (15) with a vanishing third term on the r.h.s. in Eq. (16)). Secondly, consider a particle at $`𝐫`$ in the presence other particles at $`𝐫_I`$ $`(I=1,2,\mathrm{},N)`$, which at the moment, are treated as punctures in the plane. Associate to the each puncture a singularity, and suppose that the deformation field $`a_i(𝐫)`$ satisfies the equation $`ϵ^{ik}_ia_k(𝐫)=\omega {\displaystyle \underset{I=1}{\overset{N}{}}}\delta ^{(2)}(𝐫𝐫_I).`$ (21) Eqs. (20) and (21) give $`(\nu 1)\mathrm{\Omega }={\displaystyle \frac{\omega }{B}}N`$ (22) and consequently $`\omega =2\pi {\displaystyle \frac{\nu 1}{\nu }}=4\pi p.`$ (23) Remark, that the magnetic field $`B_1=\nu B`$ corresponds to the IQHE with the filling factor $`\nu _1=1`$ and suppose, that the wave function corresponding to the Lagrangian (17) satisfies the LLL condition $`\pi _{\overline{z}}^{}\|\psi _\nu ^{}=(p_{\overline{z}}+A_{\overline{z}}^{})\|\psi _\nu ^{}=0`$ (24) This assumption is equivalent to the following condition imposed on the field $`a_i`$: $`a_{\overline{z}}=0.`$ (25) In the symmetric gauge $`(A_z=\frac{i}{4}\overline{z},A_{\overline{z}}=\frac{i}{4}z)`$ one easily finds that the sought after vector field $`𝐚(𝐫)`$ can be presented as a pure gauge $`a_z=_z\mathrm{\Lambda },a_{\overline{z}}=_{\overline{z}}\mathrm{\Lambda },`$ (26) where $`\mathrm{\Lambda }(z\|z_I)=2ip{\displaystyle \underset{I}{}}\mathrm{ln}(zz_I).`$ (27) Indeed, such a vector field guarantees vanishing third term in Eq. (16), has a singular curl (21) and corresponds to Eq. (25). It must be emphasized, that the field $`a_i(𝐫)`$ defined as above, can not be real. It means that the transformation (15) requires the complexification of coordinates. Hence we treat $`z`$ and $`\overline{z}`$ as independent variables spanning a complex two-dimensional plane (in the physical subspace $`\overline{z}=z^{}`$). With the help of the singular gauge transformation $`a_i(𝐫)a_i(𝐫)_i\mathrm{\Lambda }(𝐫\|𝐫_I)=0`$ (28) the vector field $`𝐚`$ can be gauged out. In parallel Lagrangian (17) will be also transformed $`_\nu ^{}_1=\dot{x}^iA_i^{}(𝐫).`$ (29) The resulted Lagrangian (29) corresponds to the LLL electron in the magnetic field $`B_1`$. In quantum mechanics transformations (28) and (29) are accompanied by the wave function transformation $`\psi _\nu ^{}(𝐫)e^{i\mathrm{\Lambda }(𝐫\|𝐫_I)}\psi _\nu ^{}(𝐫)=\psi _1(𝐫).`$ (30) Hence $`\psi _\nu ^{}(𝐫)={\displaystyle \underset{I}{}}(zz_I)^{2p}\psi _1(𝐫)R(𝐫\|𝐫_1,..,𝐫_N)\psi _1(𝐫).`$ (31) In the last expression the wave function $`\psi _\nu ^{}(𝐫)`$ corresponds to the Lagrangian (17), $`R(𝐫\|𝐫_1,..,𝐫_N)`$ represents the first quantized form of Read’s operator and $`\psi _1(𝐫)`$ is the LLL wave function of the fermion in the magnetic field $`B_1`$ $`\psi _1(z,\overline{z})=e^{(B_1/4/)z\overline{z}}f(z).`$ (32) In the space of physical states obeying the LLL condition (24) operator $`\widehat{\pi }_z^{}`$ is given by the expression $`\widehat{\pi }_z^{}=\widehat{p}_z+A_z^{}+2ip{\displaystyle \underset{I}{}}{\displaystyle \frac{1}{zz_I}},`$ (33) and with the usual inner product, $`\widehat{\pi }_{\overline{z}}^{}=\widehat{p}_{\overline{z}}+A_{\overline{z}}^{}`$ and $`\widehat{\pi }_z^{}`$ turn out not to be an Hermitean conjugate pair of operators. Now following Ref. modify the definition of the inner product, introducing $`\mathrm{\Psi }\|\mathrm{\Psi }^{}={\displaystyle }\mathrm{d}^2z\mu (z,\overline{z})\psi ^{}(z,\overline{z})\psi ^{}(z,\overline{z}),`$ (34) where $`\mu (z,\overline{z})={\displaystyle \underset{I}{}}\|zz_I\|^{4p}.`$ (35) With this inner product $`\widehat{\pi }_{\overline{z}}^{}`$ and $`\widehat{\pi }_z^{}`$ become Hermitean conjugate to each other $`\mathrm{\Psi }\|\widehat{\pi }_{\overline{z}}^{}\|\mathrm{\Psi }^{}=\mathrm{\Psi }^{}\|\widehat{\pi }_z^{}\|\mathrm{\Psi }^{}.`$ (36) Introduction of the measure (35) can be justified in the another way. Let us consider the theories corresponding to the Lagrangians (13) and (17) as equivalent ones. Since under the transformation (15) the area is preserved, it seems natural to suggest that the corresponding charge density distribution also remains unchanged. Using Eqs. (7), (31) and (32), for the charge density distribution one gets the expression $`\varrho (𝐫)=\psi _\mathrm{L}^{}(𝐫)\psi _\mathrm{L}(𝐫)=\psi _\nu ^{}(𝐫)\psi _\nu (𝐫),`$ (37) where $`\psi _\nu (𝐫)=e^{(B/4)z\overline{z}(1\nu )}{\displaystyle \underset{I}{}}(zz_I)^{2p}\psi _1(𝐫),`$ (38) and $`\psi _\nu ^{}(𝐫)=\mu (z,\overline{z})\psi _\nu ^{}(𝐫)={\displaystyle \underset{I}{}}\|zz_I\|^{4p}\psi _\nu ^{}(𝐫).`$ (39) With these prescriptions quantum-mechanical averages are defined by the integral (up to the normalization factor) $`\widehat{𝒪}=\mathrm{\Psi }_\nu \|\widehat{𝒪}\|\mathrm{\Psi }_\nu {\displaystyle }\mathrm{d}^2z\psi _\nu ^{}(z,\overline{z})\widehat{𝒪}\psi _\nu (z,\overline{z})`$ (40) and that constraints (6) vanish in the weak sense $`\mathrm{\Psi }_\nu \|\widehat{\pi }_i\|\mathrm{\Psi }_\nu =0.`$ (41) Now one can ask the question: what is the field theory counterpart of the above construction? From the Lagrangian (17) it follows the Euler–Lagrange equation for the field $`a_i`$: $`\dot{a}_k={\displaystyle \frac{1}{\theta }}ϵ_{kl}\dot{x}^l.`$ (42) Substituting this in (17) we arrive at the effective Lagrangian $`_{eff}=\dot{x}^i(A_i^{}+{\displaystyle \frac{1}{2}}a_i),`$ (43) where the curl of $`a_i(𝐫)`$ satisfies (21). It is not difficult to guess, that the corresponding field theory is given by the CS gauge Lagrangian: $`_{CS}=j^\mu (x)(A_\mu ^{}(x)+a_\mu (x))+{\displaystyle \frac{\kappa }{2}}\epsilon ^{\mu \nu \lambda }a_\mu (x)_\nu a_\lambda (x)`$ (44) (the Greek indices run over values 0, 1, 2). This equivalence can be demonstrated easily, plugging the field equations $`\kappa \epsilon ^{\mu \nu \lambda }_\nu a_\lambda (x)=j^\mu (x)`$ (45) back into (44). In the temporal gauge $`a_0=0`$ the corresponding effective Lagrangian $`_{eff}=j^\mu (x)(A_\mu ^{}(x)+{\displaystyle \frac{1}{2}}a_\mu (x))`$ (46) is an exact analogue of (43). The Gauss law $`ϵ^{ik}_ia_k(x)={\displaystyle \frac{1}{\kappa }}j^0(x)`$ (47) is identical with (21) if one puts: $`\kappa ={\displaystyle \frac{1}{4\pi p}}={\displaystyle \frac{N}{2p\mathrm{\Omega }}}\theta .`$ (48) So one can reconstruct the gauge Lagrangian with the Chern–Simons constant, determined by the requirement of the area conservation under the coordinate transformations (15). ## III Read’s Operator and Field Theory in LLL In this item we would like to obtain the second quantized counterpart of the Eq. (31). The problem is that the space of LLL states is not complete and there is no direct way to write down the particle density operator with $`\delta `$-type singularities corresponding to point-like excitations. Denote by $`\widehat{\psi }_\nu (𝐫)`$ and $`\widehat{\psi }_1(𝐫)`$ the quantum fields corresponding to the wave functions under consideration. The matter fields in the lowest Landau level can be expanded in the series $`\widehat{\psi }_1(𝐫)={\displaystyle \underset{n}{\overset{\mathrm{}}{}}}\widehat{f}_nu_n(𝐫)\widehat{\psi }_1^{}(𝐫)={\displaystyle \underset{n}{\overset{\mathrm{}}{}}}\widehat{f}_n^+u_n^{}(𝐫),`$ (49) where the system of orthonormal solutions $`u_n(𝐫)`$ in the symmetric gauge is given by $`u_n(𝐫)={\displaystyle \frac{1}{\sqrt{2\pi }\mathrm{}}}{\displaystyle \frac{1}{\sqrt{2^nn!}}}\left({\displaystyle \frac{z}{\mathrm{}_1}}\right)^ne^{(1/4)\|z/\mathrm{}_1\|^2},\mathrm{}_1^2={\displaystyle \frac{1}{B_1}},`$ (50) and Fermi amplitudes satisfy standard relations $`\widehat{f}_n\widehat{f}_m^++\widehat{f}_m^+\widehat{f}_n=\delta _{nm}.`$ (51) The anti-commutator for Fermi fields in the LLL is expressed in terms of the bilocal kernel $`[\widehat{\psi }_1(𝐫^{}),\widehat{\psi }_1^{}(𝐫^{\prime \prime })]_+={\displaystyle \underset{n}{\overset{\mathrm{}}{}}}u_n(𝐫^{})u_n^{}(𝐫^{\prime \prime })=K_1(𝐫^{}\|𝐫^{\prime \prime })`$ (52) instead of the customary $`\delta (𝐫^{}𝐫^{\prime \prime })`$ function. Hence the conventional charge density $`\widehat{\varrho }(𝐫)=\widehat{\psi }_1^{}(𝐫)\widehat{\psi }_1(𝐫)`$ is not a good candidate for the sought after density operator. Being the projection onto the space of LLL states, the operator $`K_1(𝐫^{}\|𝐫^{\prime \prime })`$ is not invertible. One can bypass this obstacle introducing the modified kernel $`K_\xi (𝐫^{}\|𝐫^{\prime \prime })=\xi K_1(𝐫^{}\|𝐫^{\prime \prime })+(1\xi )[\delta (𝐫^{}\|𝐫^{\prime \prime })K_1(𝐫^{}\|𝐫^{\prime \prime })],`$ (53) which coincides with (52) in the limit $`\xi 1`$. For $`\xi 1`$ exists an inverse operator: $`K_\xi ^1(𝐫^{}\|𝐫^{\prime \prime })={\displaystyle \frac{1}{\xi }}K_1(𝐫^{}\|𝐫^{\prime \prime })+{\displaystyle \frac{1}{1\xi }}[\delta (𝐫^{}\|𝐫^{\prime \prime })K_1(𝐫^{}\|𝐫^{\prime \prime })].`$ (54) Now consider the action $`𝒜_\xi =i{\displaystyle \mathrm{dtd}𝐫^{}d𝐫^{\prime \prime }\psi _\xi ^{}(t,𝐫^{})K_\xi ^1(𝐫^{}\|𝐫^{\prime \prime })_t\psi _\xi (t,𝐫^{\prime \prime })}{\displaystyle \mathrm{dtd}𝐫\psi _\xi ^{}(t,𝐫)V(𝐫)\psi _\xi (t,𝐫)}`$ (55) where $`V(𝐫)`$ is some one-particle potential. Varying this action with respect to $`\psi _\xi ^{}(t,𝐫)`$ one gets the $`\xi `$-dependent equation $`i{\displaystyle d𝐫^{}K_\xi ^1(𝐫\|𝐫^{})_t\psi _\xi (t,𝐫^{})}=V(𝐫)\psi _\xi (t,𝐫),\xi 1.`$ (56) The last equation can be inverted $`i_t\psi _\xi (t,𝐫)={\displaystyle d𝐫^{}K_\xi (𝐫\|𝐫^{})V(𝐫^{})\psi _\xi (t,𝐫^{})}.`$ (57) Thus we arrive at the Euler–Lagrange equation of motion for the field $`\psi _\xi (t,𝐫)`$ corresponding to the action (55). In the last expression one can readily go to the limit $`\xi 1`$ and obtain the single-particle Schr$`\ddot{\mathrm{o}}`$dinger equation for the matter field in the lowest Landau level $`i_t\psi _1(t,𝐫)={\displaystyle \mathrm{d}^2𝐫^{}K_1(𝐫,𝐫^{})V(𝐫^{})\psi _1(t,𝐫^{})}.`$ (58) This equation first was derived by J. Martinez and M. Stone using the variational formalism for the constrained system with the Lagrangian $`L={\displaystyle \mathrm{d}^2𝐫\psi _1^{}(t,𝐫)(i_tV(𝐫))\psi _1(t,𝐫)}`$ (59) $`+{\displaystyle }\mathrm{d}^2𝐫([\psi _1(t,𝐫){\displaystyle }\mathrm{d}^2𝐫^{}K_1(𝐫,𝐫^{})\psi _1(t,𝐫^{})\eta (t,𝐫^{})]+h.c).`$ (60) Here $`\eta (𝐫)`$ is the Lagrange multiplier introduced in order to enforce the LLL condition $`\psi _1(t,𝐫)={\displaystyle d𝐫^{}K_1(𝐫\|𝐫^{})\psi _1(t,𝐫^{})}`$ (61) (the last relation is equivalent to $`D_{\overline{z}}(𝐀^{})\psi _1(𝐫)=0`$). The canonical momentum is given by the nonlocal expression $`\pi _\xi (t,𝐫)={\displaystyle \frac{\delta L}{\delta (_t\psi _\xi (t,𝐫))}}=i{\displaystyle d𝐫^{}\psi _\xi ^{}(t,𝐫^{})K_\xi ^1(𝐫^{}\|𝐫)}.`$ (62) From the equal time anti-commutators $`[\widehat{\pi }_\xi (t,𝐫),\widehat{\psi }_\xi (t,𝐫^{})]_+=i\delta (𝐫𝐫^{}),[\widehat{\psi }_\xi (𝐫),\widehat{\psi }_\xi ^{}(𝐫^{})]_+=M_\xi (𝐫\|𝐫^{})`$ (63) one sees, that the operator $`\widehat{R}_\xi (t,𝐫)=i\widehat{\pi }_\xi (t,𝐫)\widehat{\psi }_\xi (t,𝐫){\displaystyle d𝐫^{}\widehat{\psi }_\xi ^{}(t,𝐫^{})K_\xi ^1(𝐫^{}\|𝐫)\widehat{\psi }_\xi (t,𝐫)}`$ (64) has a $`\delta `$-like commutator with the matter field: $`[\widehat{R}_\xi (t,𝐫),\widehat{\psi }_\xi (t,𝐫^{})]_{}=\delta (𝐫𝐫^{})\widehat{\psi }_\xi (t,𝐫).`$ (65) Now one can suggest the limiting procedure, implying that $`lim_{\xi 1}\widehat{\psi }_\xi (𝐫)=\widehat{\psi }_1(𝐫)`$ is a LLL operator. Below we will operate with the needed quantities and relations for $`\xi 1`$, and go to the limit $`\xi 1`$ only in the final expressions. Note that it is a usual procedure performed with the gauge fixing term in gauge theories. From the functional integral point of view the main contribution comes from the configurations satisfying the LLL condition (61), as well as $`\frac{1}{1\xi }`$ terms are rapidly oscillating. For $`\xi 1`$ one can define the field operator $`\widehat{\psi }_{\nu ,\xi }(𝐫)=e^{\mathrm{\Phi }_\xi (𝐫)}\widehat{\psi }_\xi (𝐫)`$ (66) where $`\mathrm{\Phi }_\xi (𝐫)=2p{\displaystyle \frac{B_1}{4}}\|z\|^2+2p{\displaystyle d𝐫^{}\mathrm{ln}(zz^{})\widehat{R}_\xi (𝐫^{})},`$ (67) and fields are taken at the fixed time (say $`t=0`$). Define the ”vacuum” state $`0_\xi \|\widehat{\psi }_\xi ^{}(𝐫)=0`$ and consider the bra-vector: $`0_\xi \|\widehat{\psi }_\xi (𝐫_1)\mathrm{}\widehat{\psi }_\xi (𝐫_N)\widehat{\psi }_{\nu ,\xi }(𝐫)=`$ (68) $`=0_\xi \|e^{2p{\scriptscriptstyle d𝐫^{}\mathrm{ln}(zz^{})\widehat{R}_\xi (𝐫^{})}}e^{i\mathrm{\Lambda }(z\|z_I)}\widehat{\psi }_\xi (𝐫_1)\mathrm{}\widehat{\psi }_\xi (𝐫_N)\widehat{\psi }_\xi (𝐫)=`$ (69) $`=e^{i\mathrm{\Lambda }(z\|z_I)}0_\xi \|\widehat{\psi }_\xi (𝐫_1)\mathrm{}\widehat{\psi }_\xi (𝐫_N)\widehat{\psi }_\xi (𝐫).`$ (70) In the last expression one can safely go to the limit $`\xi =1`$ recovering the second quantized analogue of the Eq. (31). At the same way one can consider the state: $`0_\xi \|\widehat{\psi }_{\nu ,\xi }(𝐫_1)\mathrm{}\widehat{\psi }_{\nu ,\xi }(𝐫_N)=e^{2p(B_1/4){\scriptscriptstyle \|z_I\|^2}}{\displaystyle \underset{I<K}{}}(z_Iz_K)^{2p}0_\xi \|\widehat{\psi }_\xi (𝐫_1)\mathrm{}\widehat{\psi }_\xi (𝐫_N).`$ (71) Introduce the ground state corresponding to fermions in the magnetic field $`B_1`$, totally filling up lowest Landau level $`\|GS={\displaystyle \underset{j=0}{\overset{N1}{}}}f_j^+\|0,N={\displaystyle \frac{B_1\mathrm{\Omega }}{2\pi }}.`$ (72) Then $`\underset{\xi 1}{lim}0_\xi \|\widehat{\psi }_\xi (𝐫_1)\mathrm{}\widehat{\psi }_\xi (𝐫_N)\|GS=e^{(B_1/4){\scriptscriptstyle \|z_I\|^2}}{\displaystyle \underset{I<K}{}}(z_Iz_K)`$ (73) is the corresponding $`\nu =1`$ wave function (Slater determinant). Consequently, the limiting value of the matrix element $`\underset{\xi 1}{lim}0_\xi \|\widehat{\psi }_{\nu ,\xi }(𝐫_1)\mathrm{}\widehat{\psi }_{\nu ,\xi }(𝐫_N)\|GS=e^{(B/4){\scriptscriptstyle \|z_I\|^2}}{\displaystyle \underset{I<K}{}}(z_Iz_K)^{2p+1}`$ (74) reproduces the Laughlin wave function for the fractional states with $`\nu =\frac{1}{2p+1}`$. ## IV Concluding Remarks The aim of the present paper is two-fold. First, we tried to reveal the link between area preserving diffeomorphisms in FQHE and CS gauge fields. Demanding that these transformations does not violate the quantum-mechanical LLL condition we arrive to the conclusion, that the CS field corresponds to the non-unitary similarity transformation between the integral and fractional quantum Hall systems . Secondly, we attempted to find a field-theory form for the singular gauge transformations in terms of purely LLL field operators. Although we failed to give a direct solution to this task, an extended Lagrangian formalism and the limiting procedure is described, permitting to reproduce the needed second quantized quantities. Remark that the proposed scheme agrees with the earlier one in the general aspects. Concluding, we would like to note, that the field-theory constructions in the LLL (like Read’s operator, Jains composite particles) can be naturally incorporated in the CS gauge theory with the complex gauge transformation group. In the present paper we discuss a version of this scheme, where the complex gauge transformations are induced by area preserving coordinate transformations in the lowest Landau level. It seems interesting to consider the same framework for bilayer quantum Hall systems and point particles with non-Abelian charges. ## V Acknowledgments We thank G. Japaridze for many useful discussions. M.E. is very grateful to P. Sorba for his hospitality at LAPTH (Annecy), where the part of the present work was done. Work was supported in part by the grant INTAS-Georgia 97-1340 and by Georgian Academy of Sciences, under grant No. 1.4
warning/0007/cond-mat0007120.html	ar5iv	text	# Testing a hypothesis for the evolution of sex ## I Introduction Asexual reproduction is the complete and faithful expression of all the genes of the mother cell in the daughter cells. It is efficient and straightforward. Why then did sex evolve? Jan, Stauffer and Moseley have proposed a small environment (small population) with asexual one-celled organisms, (which we will denote as “bacteria” from now on) in which deleterious mutations are driving some into extinction. It is postulated that these soon to be extinct bacteria may indulge in sexual reproduction as a last resort, to give rise to offspring that are better suited to the environment. It is the purpose of this paper to provide a partial test of whether this strategy will increase their chances of propagation in the immediate evolutionary game. The genome of each bacterium is represented by a double bit-string . We use the term wildtype to represent the bit-string that is best adapted (ideal) to the environment. Asexual bacteria have two identical bit-strings (they are “haploid”) whereas sexual types are “diploid,” i.e., they evolve a pair of bitstrings that may be quite distinct. In this very rudimentary model, each bacterium may be regarded as having only one chromosome - so that the “law of independent assortment” does not hold here - all the genes are linked. The salutary effect of sexual reproduction comes from the important assumption that we make, namely, that deleterious mutations are recessive. In this paper “sexual reproduction” will mean a process whereby i) a number $`n`$ of germ cells are formed from each parent cell (meiosis). These germ cells contain half the amount of genetic material present in the parent cell, i.e., only one bit-string. ii) New individuals are formed by pairing germ cells (i.e., single bit-strings) from two parent cells. In this way, the parents are replaced by $`n`$ offspring. We have confined ourselves to $`n=1`$ or $`n=2`$. There is no differentiation between the sexes. We investigate several alternative scenarios for the reproductive rules. In the first, (called Model I below) individuals undergo a mutation which enables them to engage in sex as an extreme survival measure. Thier offspring subsequently reproduce asexually (by mitosis or “simple fission”) under less harsh conditions. In this scenario, we find that the asexual population becomes extinct, and the “sexual types” eventually win over the population. In the second scenario, the descendants of sexual types always reproduce sexually. To safeguard against the number of sexuals dropping too drastically, we first took $`n`$, the number of offspring, to be two, but the recent converts were still only allowed to mate amongst each other. This is called Model II below, and gave rise to a macroscopic sexual population. Then, we investigated what happens if the recent converts (all of which are in the danger zone, facing extinction) did not just mate amongst each other, but were allowed to pick mates from the better adapted sexual population at large. This was tried both for the case of $`n=2`$ (Model III) and $`n=1`$ (Model IV). Finally, getting bolder, we tried the case where $`n=1`$, and moreover the recent converts are only allowed to mate amongst each other (Model V). We found that in all of these cases, the steady state population comprised a finite fraction of sexual types. with the fraction being dependent on the number $`n`$ of off-spring, and on the rules according to which the individuals may choose their mates. Thus in these models with varying degree of bias against the sexual population, we have found that the survival of the sexual population is rather robust. In all the models we have adopted the convention that the total population is kept fixed. This is accomplished by duplicating a sufficient number of asexual bacteria in each cycle to make up for the attrition due to deaths or to sexual reproduction with $`n=1`$. The efficacy of a particular mode of reproduction is measured by the long term representation in the population of the types engaging in that particular mode of reproduction, i.e., sexual v.s. asexual. The paper is organized as follows. In section 2 we define our models. We give enough details to enable further simulations and encourage independent checks of our results. In section 3 we present our findings from the simulations. In section 4 we state our conclusions. ## II Models for the Evolution of Sex in One Celled Individuals We represent the genetic code of each one-celled individual with a bit-string of “0”s and “1”s, after the Penna model . For asexual, haploid, cells, we have two 16-bit strings that are identical copies of each other. For the sexual cells, we have two 16-bit strings(“gametes”) which are allowed to be different, i.e., the individuals are now diploids. We use the bit defining the “sign”, to specify whether the individual is sexual or asexual - negative (1) indicating sexual and positive (0) indicating asexual. ### A Asexual steady state We start with a set of $`N`$ initially identical asexual individuals, all identical to the wildtype, i.e., all $`0`$’s. The probability of a mutation hitting any individual is $`\mathrm{\Gamma }=1/N`$ at any step, and it is implemented by scanning all the individuals in the population, and mutating each individual with a probability of $`1/N`$. Clearly there may be any number of mutated individuals at any one time step, the number fluctuating around unity. Mutations are defined as the operation of addition modulo 2, applied to a randomly chosen bit in the string, except the sign bit. Alteration of the sex gene takes place only under special conditions, namely the threat of extinction due to too many deleterious mutations. For the asexual individuals, mutation of any one of the bits affects both strings. The probability of survival, for individuals who have experienced $`m`$ mutations, is given by a Fermi-like distribution , $`P(m)`$, $$P(m)=\frac{1}{\mathrm{exp}[\beta (m\mu )]+1},$$ (1) where $`m=0,1,\mathrm{}L`$, for a bit string of length $`L`$. For large $`\beta `$ (or “low temperatures,” in the language of statistical mechanics), $`P(m)`$ behaves like a step function. Individuals with $`m>\mu `$ die, those with $`m<\mu `$ survive, and those with $`m=\mu `$ survive with a probability of $`1/2`$. At each time step, all individuals are subjected to the fitness criterion represented by this function - i.e., each survives with probability $`P(m)`$, depending on the number of mutations it has at the moment. (In the simulations we report below, we set $`\beta =10`$ and $`\mu =4`$.) The model defined so far clearly describes a random walk in one dimension (the number of mutations), with a sink at $`m\mu `$ for large $`\beta `$. With $`n_a(m,t)=0`$ for $`m<0`$ and $`m>L`$, $`n_a(m,t)`$ obeys the set of equations $`{\displaystyle \frac{n_a(m,t)}{t}}`$ $`=`$ $`{\displaystyle \underset{\delta =\pm 1}{}}[T_{m+\delta ,m}n_a(m+\delta ,t)`$ (2) $``$ $`T_{m,m+\delta }n_a(m,t)][1P(m)]n_a(m,t).`$ (3) There is a drift towards larger values of $`m`$, since the stepping rates $`T_{m,m+1}=\mathrm{\Gamma }(Lm)/L`$ and $`T_{m,m1}=\mathrm{\Gamma }m/L`$. For $`L>2\mu `$, as is the case here, $`T_{m,m1}<T_{m,m+1}`$. The population would decay exponentially to zero, if it were not replenished by reproduction. We keep the total population constant, as in the Redfield model , by making up for the deficit in the population after all the bacteria have been either found fit for survival or killed off according to the survival probability in Eq. (1). An early stage of evolution, (before “sex is introduced”) can be modeled by purely asexual reproduction. We make up for the decrease $`\delta N`$ in the population by randomly selecting $`\delta N`$ surviving bacteria and replicating them once. This corresponds to adding a source term proportional to $`[N_m^{}n_a(m^{},t)]n_a(m,t)`$ to the RHS of the master equation (3) for the distribution of our asexual population, $`n_a(m,t)`$. Running through many such cycles, one finds that the population settles down to a steady state state distribution $`n_a(m)`$. It should be noted that in our model, sexual reproduction at best keeps the population constant, as outlined below, and therefore it is always asexual reproduction that augments the population to make up for the deficit, even after sex has been turned on. ### B Sexual types and sexual reproduction In this paper, sexual types will be distinguished from asexuals by two features: i) they are diploids and ii) they may reproduce sexually. We now specify what these mean. i) Once the “sex gene” is turned on, we allow the two bit-strings of sexual types to be different. This makes room for greater genetic variety. Moreover, since we take each gene to have an equal and independent probability to be mutated, for diploids, the probability of any gene to be mutated is halved in comparison to the haploid types. All this gives the sexual individuals a greater chance of survival than the haploid asexuals . ii) Sexuals may engage in “sexual reproduction.” We have considered two variants of sexual reproduction (see Fig. 1), depending upon the number of germ cells and subsequent number of offspring. Two sexual bacteria mate to give rise to one sexual offspring. In this case, each parent cell undergoes meiosis to produce one germ cell, which posesses one of the bit strings (randomly chosen) of the parent cell. The germ cells coming from the two parents merge to form a ”daughter.” Thus, the “daughter” has a pair of bit-strings (“gametes”) each coming from one of the parents, randomly selected from the four such pairs that one may form out of the gametes of the parents. In this definition, the population is reduced by one each time an act of sexual reproduction (“mating”) takes place. Two sexual bacteria mate to give rise to a pair of offspring. In this case, each parent gives rise to two germ cells, which combine to form two daughters. The gametes of the parents (say $`Aa`$ and $`Bb`$) can be shared between the offspring in two different ways, i.e., $`(AB,ab)`$ or $`(Ab,aB)`$. The population stays constant. ### C The Dominant String Since the sexual individual has two different gametes, or bit-strings, we have used the concept of the “expressed” or “dominant” string, to compute the survival probability. We assume at the outset that deleterious mutations are recessive. The way we have implemented this in practice is as follows. Once a sexual offspring comes into being, we form the “dominant”or “expressed” string, by comparing each bit with the wildtype and actually exchanging bits between the strings to make the “expressed” string as close to the wildtype as possible. Clearly, this “expressed” string has fewer deleterious mutations than either of the two strings coming from the germ cells making up this individual, and similarly, the other string is now worse off (has more deleterious mutations). Once this reshuffling has taken place and the “dominant string” has been formed, any further mutations that happen to hit this string are considered dominant, and $`m`$ is always computed by counting the deleterious mutations on this “expressed” string. The germ cells of this parent will now pass on these reshuffled gametes, possibly further modified by subsequent mutations, to their offspring. It should be strongly noted that in exchanging bits between the bit-strings in this deterministic way we have incorporated a feature into our model which is called a “meiotic drive” , occuring rarely in nature. Although in neglecting to bring into play dominance/recessiveness in subsequent mutations, i.e., after the “dominant string” has been formed, we have an element which counteracts the meiotic drive to a certain extent, the way in which dominance is handled here is not very realistic. This will be further discussed in the last section. ### D Conversion to sex Faced with a crisis situation, i.e., th number of deleterious mutations $`m`$ becoming too large and threatening survival, we assume that the bacteria engage in sexual reproduction. For all the different models that we have considered, once the asexual steady state is achieved, we allow the sex gene to be “turned on” for the least fit members of the population. In any pass through the population, if those individuals that are in the tail of the distribution (i.e. those with $`m\mu `$ mutations) survive, then they are turned sexual by deterministically and irreversibly switching their sign bits to one. The next two steps make up the reproductive cycle: Once their sex bit is turned on, these individuals will be “sexually active” and mate with another sexual individual. In the last step of the reproductive cycle, the population is allowed to grow back to its fixed value. We have considered several Models (I-V) which differ from each other in the details of the reproductive cycle: whether and when the sexual types reproduce sexually or asexually, the number of offspring and the choice of mate. We define these models in detail below. We then go on to give a synopsis of all the steps involved in one complete pass, indicating how each step differs from model to model. Here sex is only used by sexuals in time of crisis. Sexually active individuals ($`m\mu `$) mate amongst each other according to rule S1 and beget one offspring. Once out of the “danger zone” (i.e., for $`m<\mu `$), bacteria reproduce asexually, regardless of whether they are sexual or asexual types. Thus, in the last step of the reproductive cycle, if a sexual type is picked at random as a candidate for reproduction, it simply undergoes mitosis, as would an asexual type. In Models II-V, sexual individuals are only allowed to reproduce sexually. To preserve the symmetry with Model I, however, we have allowed all individuals to be sampled in the last step of the reproductive cycle. If the random sampling yields a sexual individual, it has to reproduce sexually according to the procedure specified below for that model. If the random choice yields an asexual type, then it undergoes mitosis. Sexually active individuals ($`m\mu `$) mate amongst each other according to rule S2, begetting two offspring. In the last step of the reproductive cycle, if a randomly picked candidate for reproduction happens to be sexual, it is mated with another randomly picked sexual and reproduces according to S2, leaving the population constant. Sexually active individuals ($`m\mu `$) pick a mate from the sexual population at large, and mate with it according to rule S2, begetting two offspring. In the last step of the reproductive cycle, if a randomly picked candidate for reproduction happens to be sexual, it is mated with another randomly picked sexual and reproduces according to S2, leaving the population constant. Sexually active individuals ($`m\mu `$) pick a mate from the sexual population at large, and mate with it according to rule S1, begetting one offspring. In the last step of the reproductive cycle, if a randomly picked candidate for reproduction happens to be sexual, it is mated with another randomly picked sexual and reproduces according to S1, reducing the population by one. Sexually active individuals ($`m\mu `$) mate amongst each other according to rule S1 and beget one offspring, as in Model I. However, unlike Model I, in the last step of the reproductive cycle, if a sexual type is picked at random as a candidate for reproduction, it mates with another randomly picked sexual and begets one offspring according to rule S1, thereby reducing the population by one. In summary, in Models I, II and V, individuals turned sexually active in the face of extinction, with $`m\mu `$, mate among each other, while in Models III and IV, they are allowed to pick their mates from among the sexual population at large, thus having a chance to mate with $`m<\mu `$ individuals closer to the wildtype. On the other hand, while in Models II and III, sexual reproduction does not reduce the number of sexual types (rule S2), in Models I, IV and V, it reduces it by one (rule S1) everytime it occurs. As we will see in the next section, these choices lead to different results. In Model I, the asexual population grows extinct and the sexuals completely win over. For Models II-V, we find that the steady state comprises a finite fraction of sexuals. ### E The kinetics including sex A complete pass now consists of the following steps: 1. Mutation and Decimation Each individual is subjected to the possibility of a mutation at the rate of $`\mathrm{\Gamma }`$, independently of whether it is sexual or asexual. For an asexual individual, one proceeds as described in subsection II.A, and the individual either survives with a probability $`P(m)`$ or is killed off with probability $`1P(m)`$. If a sexual individual is hit by a mutation, one of the two bit strings is chosen with probability $`1/2`$; then one bit on this string is chosen randomly (with probability $`1/L`$) and mutated. The number of mutations $`m`$, and subsequently the survival probability $`P(m)`$, are computed with respect to the “dominant” string, as described in Section II.C. 2. Conversion Of the surviving asexuals those with $`m\mu `$ are turned into sexuals, and tagged “sexually active.” If a sexual individual with $`m\mu `$ survives in a given pass, then it is also tagged “sexually active.” 3. Reproduction 1 At the end of one complete cycle of mutations, decimation or conversion, all the “sexually active” bacteria are made to reproduce according to the following rules: We randomly form pairs of all “sexually active” bacteria ($`m\mu `$). They reproduce according to S1, each pair begetting one offspring. All “sexually active” bacteria are paired as above, and reproduce according to S2, each pair begetting two offspring. Each “sexually active” bacterium ($`m\mu `$) picks a mate at random, from the sexual population at large. They mate according to rule S2. Each “sexually active” bacterium ($`m\mu `$) picks a mate at random, from among the sexual population at large. They mate according to rule S1. All “sexually active” bacteria are randomly paired among each other and reproduce according to rule S1, as for Model I above. The offspring are tagged “sexually inactive,” so that they are not to be mated in this reproductive step. In Models I, II, IV and V, if the number of sexually active bacteria is odd, so that there is an odd guy out after the random pairing, it is still “active” but will have to await the next cycle to see if it gets a mate. 4. Reproduction 2 At this (second) step of the reproductive cycle we allow the population to grow back to $`N`$ by means of the following rules: Out of the surviving population, we randomly pick $`\delta N`$ individuals and make them reproduce asexually (i.e., simply replicate them), regardless of whether they are sexual or asexual. Out of the surviving population, we start to pick out individuals at random. If the chosen individual is asexual, then it reproduces asexually by replication, thereby augmenting the (asexual) population by one. If the individual is sexual, then another individual is picked out of the sexual population at large, and they reproduce sexually according to rule S2, which leaves the population unchanged. Out of the surviving population, we start to pick out individuals at random. If the chosen individual is asexual, then it reproduces asexually by replication. If the individual is sexual, then it mates with another individual out of the sexual population at large, and they reproduce sexually according to rule S1, which means that the (sexual) population is diminished by one. We proceed in this manner until sufficiently many individuals have been added to the population so that the total has been restored to $`N`$. It can be seen that in those cases (Models II-V) where the sexual bacteria are not allowed to regress and reproduce asexually, the sexuals have a disadvantage in the number of offspring per parent, and they will owe their survival to their strategic advantage of being able to improve their fitness due to sexual reproduction. To recapitulate, in Models II and III, a pair is allowed to have two offspring, a feature which gives the sexuals less of a disadvantage than in Models IV and V. The feature which distinguishes Model II from III (and Model V from IV) is that in the former, those bacteria turning to sex at the edge of extinction are only allowed to mate among themselves, whereas in the latter, they are allowed to pick their mates from among the sexual population at large. One would naively expect that the conditions are more stringent for Model II (and Model V) than they are for Model III and IV, since the former have a larger variety of fitter individuals to mate with. A surprise awaits us in the next section. ## III Sex Succeeds We performed the simulations for the above models on a fixed population of $`N=256`$, for 16-bit strings. The equations for the evolution of the sexual and asexual populations, $`n_a(m)`$ and $`n_s(m)`$, are nonlinear in these quantities. Therefore we checked in every case that there was, at least typically, no ergodicity breaking, and no periodic or strange attractors for the dynamics, by performing 100 different runs for each set of rules. The results which we quote in the tables are averaged over 100 runs. The fluctuations are still relatively large, with a relative error estimate based on one standard deviation typically being $`6\%`$ for the bar graphs shown in Figs. (2-7). Before sex is turned on, we find that the asexual population reaches a steady state distribution with respect to the number of mutations. The average distribution for the asexual steady state is given in Table I and Fig. 2. (In this and the subsequent bar graphs, for each $`m`$ we report percentages of the total population, to make it easier to grasp the figures.) We see a population that is fixed at $`N=256`$ but there are almost no ‘wildtype’ bit-strings; on the other hand the graph is peaked at $`m=3`$, which is the “minimally stable” value of $`m`$. Note that this distribution is similar to that seen for the self-organized critical state of the sandpile , where $`m`$ plays the same role as the units of sand at a particular site. Once sex is turned on in Model I, it takes a time roughly proportional to the size of the population for asexual individuals to become extinct. Our results for the relaxation time, averaged over 100 runs, still show quite a bit of fluctuation, but are approximately $`10^3`$, $`2\times 10^3,\mathrm{}2^3\times 10^3`$, for $`N=32,64,128`$ and 256. The distribution over $`m`$, of the asexual and sexual types, have been computed as ensemble averages over 100 copies of the system, with the population fixed at $`N=256`$ in each case. The initial state is always taken with all individuals identical to the wildtype. Each system evolves for 5000 generations and therefore surely reaches the asexual steady state. Then sex is turned on, and each system now evolves for another thirty thousand generations. Then the averages are taken over the independent systems. Within Model I, the sexual population reaches a steady state (see Fig. 3) still exhibiting a peak at $`m=3`$; however, this peak is slightly suppressed in comparison to its value in the asexual steady state, whereas the population at $`m=1`$ is slightly augmented and there is a nonvanishing population of wildtypes. This demonstrates that the sexual individuals are better capable of eliminating deleterious mutations from their expressed genes. The results for Model II are drastically different. After sex is turned on, one reaches a state of coexistence between the asexual and sexual populations. The asexual population has a distribution with respect to the number of mutations which is the same as in Fig.2, whereas the distribution of sexual individuals has shifted markedly towards lower values of $`m`$ as can be seen in Fig.4. For the sexuals, there is a rather broad peak around $`m=1`$, with an appreciable population of wildtypes. The numbers for the steady state populations of Models II-V are given in Table II, and the total fraction of sexual and asexual populations are shown in the pie charts in Fig. 8. We see from Fig. 5 that the results for Model III are only marginally different from those of Model II, but the difference is in a direction we did not initially expect: in all the $`m`$ values, the percentages of the sexual population is slightly higher in Model II than in Model III, and the total sexual population is a also few percentage points higher in Model II (see Fig. 8). This rather small difference, which could be ascribed to a fluctuation, gets amplified when one allows only one offspring per parent, as we do in Models IV and V. Turning to Models IV and V (Figs. 6,7) we see that the feature of producing relatively much better fit offspring (compared to both parents), which we get when sex-out-of-desperation is constrained to take place exclusively between $`m\mu `$ individuals (Model V) again outweighs the advantage of being able, as in Model IV, for an $`m\mu `$ individual to be able to mate with a better fit partner chosen from among the sexual population at large. The total sexual population in Model V is $`5\%`$ larger than in Model IV. ## IV Conclusions Our findings are consistent with the hypothesis by Jan et. al that sex, practiced as a last resort between individuals on the verge of extinction, might give rise to a stable sexual population. It remains to be investigated whether a finite rate of conversion of the asexual population to sexual for arbitrary $`m`$, also leads to a steady state sexual population, as found here. It should also be noted, that “meiotic parthenogenesis”(MP) is an alternative strategem whereby bacteria may escape the mortal effects of deleterious mutations, without sexual reproduction . This refers to the random exchange of sub-sequences of genes between the two bit- strings (paired chromosomes) of a diploid individual. In testing the Jan et al. hypothesis we have not taken into account this rival strategy. It is interesting to remark that in an alternative scenario a genetical catastrophe can eliminate an asexual, parthenogenetic population, while a sexual population can survive. We have checked the mortality rates for Model I (the most catastrophic for the asexual population), and found that the model does not harbour any genetic catastrophes. One might have thought that its similarity to a “sandpile model” might give rise to intermittently occuring mass deaths (avalanches), with a power law distribution of casualties for large time scales, but this does not turn out to be the case. The number of deaths is typically small, never exceding five for our population of $`N=256`$. We would like to caution that, in the way we have implemented the formation of the ”expressed genotype,” an element of “meiotic drive” has actually crept into the model. In forming the “expressed string,” genes (bits) are being exchanged between the two bit-strings in a way that is not even random, but highly purposeful. In the subsequent meiotic stage, this gives rise to two gametes one of which is much closer and the other much farther from the wildtype than either of the gametes of the parent as it was first formed. This mechanism provides a much stronger “mixing” of the gene pool in this model than afforded by sexual reproduction plus the recessiveness of the deleterious mutations, and does not typically occur in nature . Further work is in progress to remove this spurious effect. We may finally conclude that our model incorporates a delicate balance between the possibility to escape the consequences of deleterious mutations, greater genetic variety, and the number of offspring. Our findings indicate that the tenet “better offspring are more important than the number offspring” might be further refined; the relative improvement of the offspring with respect to the parents turns out to be a factor in determining the ratio of sexuals to asexuals in the steady state, and this dependence is the stronger, the fewer the offspring. Acknowledgements We are grateful for useful discussions we have had with Benan Dinçtürk and Dietrich Stauffer. NJ acknowledges the hospitality of the Gürsey Institute and the Istanbul Technical University, where this research was initiated. AE would like to thank the Turkish Academy of Sciences for partial support. TABLES FIGURES
warning/0007/quant-ph0007087.html	ar5iv	text	# Local-field effect in atom optics of two-component Bose-Einstein condensates ## 1 Introduction In recent years a great attention has been paid to the investigation of two-component Bose-Einstein condensates (BEC). A two-component BEC can consist of spatially separated identical atoms, or it can be a binary mixture of different alkali atoms, for instance, <sup>87</sup>Rb–<sup>23</sup>Na, or different isotops like <sup>87</sup>Rb–<sup>85</sup>Rb, or different hyperfine states of the same alkali atoms. A number of phenomena in two-component BECs, which are not possible in single-component BECs, has been theoretically predicted and some of them have been observed in experiments. It has been shown that the BEC in a double-well potential can oscillate between the wells by quantum coherent atomic tunneling . Oscillations of this kind can take place also in a two-component BEC, which consists of the same atoms in different internal states . Due to the nonlinearity arising from atom-atom interactions, the oscillations are expected to be supressed when the population difference of components exceeds a critical value in a process known as macroscopic quantum self-trapping (MQST) . However, in the process of collisions between the condensate and noncondensate atoms MQST decays away . The dynamics of spatial separation of two-component BEC has been studied in papers . In the present paper we shall investigate optical properties of two-component BECs interacting with off-resonant laser radiation and develop mathematical formalism for nonlinear atom optics with two-component condensates. Nonlinear atom optics with single-component condensates is a rather well studied subject. In papers different mathematical formalisms for the description of nonlinear phenomena in atom optics of single-condensates has been proposed. Optical properties of the single-condensates subject to the influence of off-resonant laser radiation have been investigated in papers . However, to our knowledge, nothing has been yet done in this direction for multicomponent condensates. Following the ideas, presented in our previous papers , we shall derive the system of Maxwell-Bloch equations for nonlinear atom optics of two-component BECs. As an application of our general theory we shall consider a diffraction of two-component atomic beam from a standing light wave and discuss the specific features of this phenomenon, which does not take place in the analogous single-component process. ## 2 The Hamiltonian for the two-component condensate interacting with photons We consider a system of ultracold atoms which is a mixture of two species of two-level atoms with masses $`m_1`$, $`m_2`$, transition frequencies $`\omega _1`$, $`\omega _2`$, and matrix elements of the transition dipoles moments $`d_1`$, $`d_2`$. We shall describe such a system in terms of matter field operators. Let $`\|g_j`$ and $`\|e_j`$, $`j=1,2`$ are the vectors of the ground and excited states of the quantized atomic fields. Then the corresponding annihilation operators of the atoms in these internal states are $`\widehat{\psi }_{gj}`$ and $`\widehat{\psi }_{ej}`$. Matter field operators are assumed to satisfy to the bosonic equal time commutation relations and the operators of different components are assumed to commute. The Hamiltonian of the second quantized atomic field interacting with the photons in the multipolar formulation of QED and in the electric dipole approximation can be written down in the following manner $`\widehat{H}`$ $`=`$ $`\widehat{H}_A+\widehat{H}_F+\widehat{H}_{AI}+\widehat{H}_{AF},`$ (1) $`\widehat{H}_A`$ $`=`$ $`{\displaystyle \underset{j=1}{\overset{2}{}}}\left[{\displaystyle \underset{s=g,e}{}}{\displaystyle 𝑑𝐫\widehat{\psi }_{sj}^{}(𝐫,t)\left(\frac{\mathrm{}^2^2}{2m_j}\right)\widehat{\psi }_{sj}(𝐫,t)}+{\displaystyle 𝑑𝐫\widehat{\psi }_{ej}^{}(𝐫,t)\mathrm{}\omega _j\widehat{\psi }_{ej}(𝐫,t)}\right],`$ $`\widehat{H}_F`$ $`=`$ $`{\displaystyle \underset{𝐤\lambda }{}}\mathrm{}\omega _k\widehat{c}_{𝐤\lambda }^{}(t)\widehat{c}_{𝐤\lambda }(t),\widehat{H}_{AI}={\displaystyle 𝑑𝐫\widehat{𝐏}(𝐫,t)𝐄_{in}(𝐫,t)},`$ $`\widehat{H}_{AF}`$ $`=`$ $`{\displaystyle 𝑑𝐫\widehat{𝐏}(𝐫,t)\widehat{𝐃}_{mic}(𝐫,t)},`$ where the operator of the microscopic displacement field is given by $$\widehat{𝐃}_{mic}(𝐫,t)=\underset{𝐤\lambda }{}i\sqrt{\frac{2\pi \mathrm{}\omega _k}{V}}𝐞_\lambda \widehat{c}_{𝐤\lambda }\mathrm{exp}\left(i\mathrm{𝐤𝐫}\right)+H.c.,$$ (2) and the operator of the polarization field has the following form $$\widehat{𝐏}=\underset{j=1}{\overset{2}{}}\widehat{𝐏}_j=\underset{j=1}{\overset{2}{}}\left(\widehat{𝐏}_j^++\widehat{𝐏}_j^{}\right)=\underset{j=1}{\overset{2}{}}𝐝_j\left(\widehat{\psi }_{gj}^{}\widehat{\psi }_{ej}+\widehat{\psi }_{ej}^{}\widehat{\psi }_{gj}\right).$$ (3) Here we assume that the incident electric field $`𝐄_{in}(𝐫,t)`$ is produced by the laser, so it can be treated as a c-number function. In the Hamiltonian (1) we neglected all types of contact interaction. This approximation is valid when the saturation parameters of atomic transitions are small enough . We do not include into the Hamiltonian (1) a trapping potential, because our aim is to develop a theory of nonlinear atom optical processes of unconfined atomic beams. ## 3 Heisenberg equations of motion for the atomic and photonic operators The Heisenberg equations of motion for the atomic and photonic operators are easily derived by from the Hamiltonian (1) and are given by: $`i\mathrm{}{\displaystyle \frac{\widehat{\psi }_{gj}(𝐫,t)}{t}}={\displaystyle \frac{\mathrm{}^2^2}{2m_j}}\widehat{\psi }_{gj}(𝐫,t)𝐝_j𝐄_{in}(𝐫,t)\widehat{\psi }_{ej}(𝐫,t)`$ (4) $`\mathrm{}{\displaystyle \underset{𝐤\lambda }{}}g_{𝐤\lambda j}^{}\widehat{c}_{𝐤\lambda }^{}(t)\mathrm{exp}\left(i\mathrm{𝐤𝐫}\right)\widehat{\psi }_{ej}(𝐫,t)\mathrm{}\widehat{\psi }_{ej}(𝐫,t){\displaystyle \underset{𝐤\lambda }{}}g_{𝐤\lambda j}\mathrm{exp}\left(i\mathrm{𝐤𝐫}\right)\widehat{c}_{𝐤\lambda }(t),`$ $`i\mathrm{}{\displaystyle \frac{\widehat{\psi }_{ej}(𝐫,t)}{t}}={\displaystyle \frac{\mathrm{}^2^2}{2m_j}}\widehat{\psi }_{ej}(𝐫,t)+\mathrm{}\omega _j\widehat{\psi }_{ej}(𝐫,t)𝐝_j𝐄_{in}(𝐫,t)\widehat{\psi }_{gj}(𝐫,t)`$ (5) $`\mathrm{}{\displaystyle \underset{𝐤\lambda }{}}g_{𝐤\lambda j}^{}\widehat{c}_{𝐤\lambda }^{}(t)\mathrm{exp}\left(i\mathrm{𝐤𝐫}\right)\widehat{\psi }_{gj}(𝐫,t)\mathrm{}\widehat{\psi }_{gj}(𝐫,t){\displaystyle \underset{𝐤\lambda }{}}g_{𝐤\lambda j}\mathrm{exp}\left(i\mathrm{𝐤𝐫}\right)\widehat{c}_{𝐤\lambda }(t),`$ $$i\mathrm{}\frac{\widehat{c}_{𝐤\lambda }(t)}{t}=\mathrm{}\omega _k\widehat{c}_{𝐤\lambda }(t)\mathrm{}\underset{j=1}{\overset{2}{}}g_{𝐤\lambda j}^{}𝑑𝐫e^{i\mathrm{𝐤𝐫}}\left[\widehat{\psi }_{ej}^{}(𝐫,t)\widehat{\psi }_{gj}(𝐫,t)+\widehat{\psi }_{gj}^{}(𝐫,t)\widehat{\psi }_{ej}(𝐫,t)\right],$$ (6) where $`𝐄_{in}^\pm `$ are the positive and negative frequency parts of the incident classical electric field. The operator products in Eqs.(4),(5),(6) are taken in normally ordered form. The formal solution of (6) for the photon operators is $`\widehat{c}_{𝐤\lambda }(t)=\widehat{c}_{𝐤\lambda }(0)\mathrm{exp}\left(i\omega _kt\right)`$ $`+`$ $`i{\displaystyle \underset{j=1}{\overset{2}{}}}g_{𝐤\lambda j}^{}{\displaystyle _0^t}𝑑t^{}{\displaystyle 𝑑𝐫^{}\mathrm{exp}\left[i\omega _k(t^{}t)i\mathrm{𝐤𝐫}^{}\right]}`$ $`\times `$ $`\left[\widehat{\psi }_{ej}^{}(𝐫^{},t^{})\widehat{\psi }_{gj}(𝐫^{},t^{})+\widehat{\psi }_{gj}^{}(𝐫^{},t^{})\widehat{\psi }_{ej}(𝐫^{},t^{})\right],`$ where the first term $`\widehat{c}_{𝐤\lambda }(0)`$ refers to the free-space photon field and the second one goes back to the interaction with the atoms. To study the back reaction of the photons on matter we insert (3) in (4) and (5). By doing this procedure we eliminate photons in favor of atoms. In the rotating-wave approximation we obtain the following dynamical equations for the operators of the matter fields $`i\mathrm{}{\displaystyle \frac{\widehat{\psi }_{gj}(𝐫,t)}{t}}`$ $`=`$ $`{\displaystyle \frac{\mathrm{}^2^2}{2m_j}}\widehat{\psi }_{gj}(𝐫,t)𝐝\widehat{𝐄}_{loc}^{}(𝐫,t)\widehat{\psi }_{ej}(𝐫,t),`$ (8) $`i\mathrm{}{\displaystyle \frac{\widehat{\psi }_{ej}(𝐫,t)}{t}}`$ $`=`$ $`{\displaystyle \frac{\mathrm{}^2^2}{2m_j}}\widehat{\psi }_{ej}(𝐫,t)+\mathrm{}\left(\omega _j+\delta _ji\gamma _j/2\right)\widehat{\psi }_{ej}(𝐫,t)`$ (9) $`\widehat{\psi }_{gj}(𝐫,t)𝐝\widehat{𝐄}_{loc}^+(𝐫,t),`$ where $`\delta _j`$ and $`\gamma _j`$ are the Lamb shift and the spontaneous emission rate of a single atom in free space, respectively. We have introduced the operator of the local electric field $`\widehat{𝐄}_{loc}^+(𝐫,t)=`$ $`𝐄_{in}^+(𝐫,t)+i{\displaystyle \underset{𝐤\lambda }{}}\sqrt{{\displaystyle \frac{2\pi \mathrm{}\omega _k}{V}}}𝐞_\lambda \widehat{c}_{𝐤\lambda }(0)\mathrm{exp}\left(i\mathrm{𝐤𝐫}i\omega _kt\right)`$ (10) $`+{\displaystyle 𝑑𝐫^{}\times \times \frac{\widehat{𝐏}^+(𝐫^{},tR/c)}{R}},`$ where $`\times `$ refers to the point $`𝐫`$. The polarization operator $`\widehat{𝐏}`$ is given by eq.(3). Note that in Eq.(10) a small volume around the observation point $`𝐫`$ is excluded from the integration. Eq. (10) shows that $`\widehat{𝐄}_{loc}^\pm (𝐫,t)`$ is a superposition of the incident field $`𝐄_{in}^\pm (𝐫,t)`$, vacuum fluctuations of the photon field, and the electric field radiated by all other atoms, which has exactly the same form as in classical optics. It is this local field which drives the inner atomic transition in Eqs.(8), (9) which can be regarded as an atom-optical analogue of the optical Bloch equations . They describe the dynamical evolution of second quantized matter in the field of electromagnetic radiation. ## 4 Lorentz-Lorenz relation and the system of Maxwell-Bloch equations in atom optics of two-component BEC ### 4.1 Local-field correction The solution of Eqs. (8), (9) represents a rather complicated mathematical problem because these equations contain explicitly dipole-dipole interactions. In many particular situations such a detailed microscopic description of matter is not necessary and it is more convenient to consider optical properties of the medium on a macroscopic level. This can be done by introducing the macroscopic field $`\widehat{𝐄}_{mac}(𝐫,t)`$, which satisfyes to the macroscopic Maxwell equations for a charge-free and current-free polarization medium, instead of the local field $`\widehat{𝐄}_{loc}(𝐫,t)`$ in Eqs. (8), (9). As in Ref. we can introduce the macroscopic field by setting $$\widehat{𝐄}_{loc}^\pm (𝐫,t)=\widehat{𝐄}_{mac}^\pm (𝐫,t)+\frac{4\pi }{3}\widehat{𝐏}^\pm (𝐫,t).$$ (11) This equation is often called in the literature the Lorentz-Lorenz relation. It constitutes the basis of the local-field effects in classical , quantum and nonlinear optics (see and references therein). In the case of a classical electromagnetic field interacting with a macroscopic dielectric medium this relation can be derived from first principles under the assumption of homogeneity and isotropy of the dielectric medium. We take it here as the definition of $`\widehat{𝐄}_{mac}^\pm (𝐫,t)`$. It can then be shown with Eqs.(3) and (10) that this $`\widehat{𝐄}_{mac}^\pm (𝐫,t)`$ satisfies the macroscopic Maxwell equations, which can be written down in the form of the wave equation $$\times \times \widehat{𝐄}_{mac}^\pm (𝐫,t)=\frac{1}{c^2}\frac{^2\widehat{𝐄}_{mac}^\pm (𝐫,t)}{t^2}\frac{4\pi }{c^2}\frac{^2\widehat{𝐏}^\pm (𝐫,t)}{t^2},$$ (12) so it is justified to call it the quantum field operator of the macroscopic electric field. At the same time this definition allows us to interpret our results on ultracold atomic gases in analogy to the interaction of light with a macroscopic dielectric medium. ### 4.2 Nonlinear matter equation We substitute (11) in (8) and (9) and pass to a reference frame rotating with frequency $`\omega _L`$ of the incident field, which is assumed to be monochromatic, to obtain $$i\mathrm{}\frac{\widehat{\psi }_{g1}}{t}=\frac{\mathrm{}^2^2}{2m_1}\widehat{\psi }_{g1}\frac{\mathrm{}}{2}\widehat{\mathrm{\Omega }}_1^{}(𝐫)\widehat{\varphi }_{e1}\frac{4\pi }{3}d_1^2\widehat{\varphi }_{e1}^{}\widehat{\psi }_{g1}\widehat{\varphi }_{e1}\frac{4\pi }{3}𝐝_1𝐝_2\widehat{\varphi }_{e2}^{}\widehat{\psi }_{g2}\widehat{\varphi }_{e1},$$ (13) $`i\mathrm{}{\displaystyle \frac{\widehat{\varphi }_{e1}}{t}}`$ $`=`$ $`{\displaystyle \frac{\mathrm{}^2^2}{2m_1}}\widehat{\varphi }_{e1}{\displaystyle \frac{\mathrm{}}{2}}\widehat{\psi }_{g1}\widehat{\mathrm{\Omega }}_1^+(𝐫){\displaystyle \frac{4\pi }{3}}d_1^2\widehat{\psi }_{g1}\widehat{\psi }_{g1}^{}\widehat{\varphi }_{e1}`$ (14) $`\mathrm{}\left(\mathrm{\Delta }_1+i\gamma _1/2\right)\widehat{\varphi }_{e1}{\displaystyle \frac{4\pi }{3}}𝐝_1𝐝_2\widehat{\psi }_{g1}\widehat{\psi }_{g2}^{}\widehat{\varphi }_{e2},`$ $$i\mathrm{}\frac{\widehat{\psi }_{g2}}{t}=\frac{\mathrm{}^2^2}{2m_2}\widehat{\psi }_{g2}\frac{\mathrm{}}{2}\widehat{\mathrm{\Omega }}_2^{}(𝐫)\widehat{\varphi }_{e2}\frac{4\pi }{3}d_2^2\widehat{\varphi }_{e2}^{}\widehat{\psi }_{g2}\widehat{\varphi }_{e2}\frac{4\pi }{3}𝐝_1𝐝_2\widehat{\varphi }_{e1}^{}\widehat{\psi }_{g1}\widehat{\varphi }_{e2},$$ (15) $`i\mathrm{}{\displaystyle \frac{\widehat{\varphi }_{e2}}{t}}`$ $`=`$ $`{\displaystyle \frac{\mathrm{}^2^2}{2m_2}}\widehat{\varphi }_{e2}{\displaystyle \frac{\mathrm{}}{2}}\widehat{\psi }_{g2}\widehat{\mathrm{\Omega }}_2^+(𝐫){\displaystyle \frac{4\pi }{3}}d_2^2\widehat{\psi }_{g2}\widehat{\psi }_{g2}^{}\widehat{\varphi }_{e2}`$ (16) $`\mathrm{}\left(\mathrm{\Delta }_2+i\gamma _2/2\right)\widehat{\varphi }_{e2}{\displaystyle \frac{4\pi }{3}}𝐝_1𝐝_2\widehat{\psi }_{g2}\widehat{\psi }_{g1}^{}\widehat{\varphi }_{e1},`$ with the detunings $`\mathrm{\Delta }_j=\omega _L\omega _j\delta _j`$, $`j=1,2`$. The position dependent Rabi frequencies $`\widehat{\mathrm{\Omega }}_j^\pm (𝐫)=2𝐝_j\widehat{}_{mac}^\pm (𝐫)/\mathrm{}`$ are related to the macroscopic electric field. Because we are mainly interested in atom optical problems and want to study the coherent evolution of the center-of-mass motion of the gas, we shall neglect spontaneous emission. This is valid for situations where the absolute values of the detunings are much bigger than the spontaneous emission rates and Rabi frequencies $`\left\|\mathrm{\Delta }_j\right\|\gamma _j,\left\|\mathrm{\Omega }_j\right\|`$. In order to do this approximation self-consistently we drop in the following the vacuum fluctuations and the spontaneous emission rates $`\gamma _j`$ from our equations. In addition we shall replace all the operators by macroscopic functions. We may, therefore, apply the adiabatic approximation to (14), (16), which gives $$\varphi _{ej}(𝐫,t)=\frac{\mathrm{\Omega }_j^+(𝐫)\psi _{gj}(𝐫,t)}{2\mathrm{\Delta }_j^{loc}(𝐫,t)},$$ (17) where the local detuning is given by $$\mathrm{\Delta }_j^{loc}(𝐫,t)=\mathrm{\Delta }_j\left\{1\frac{4\pi }{3}\left[\alpha _1\left\|\psi _{g1}(𝐫,t)\right\|^2+\alpha _2\left\|\psi _{g2}(𝐫,t)\right\|^2\right]\right\}.$$ (18) Here $`\alpha _j=d_j^2/\mathrm{}\mathrm{\Delta }_j`$ is the atomic polarizability for $`j`$-th component. Then substituting (17) in (13), (15), which eliminates the excited states, we obtain as the result a system of nonlinear equations for the ground state matter fields $`\psi _{gj}(𝐫,t)`$ $$i\mathrm{}\frac{\psi _{gj}(𝐫,t)}{t}=\left\{\frac{\mathrm{}^2^2}{2m_j}+\frac{\mathrm{}\mathrm{\Delta }_j\left\|\mathrm{\Omega }_j^+(𝐫)\right\|^2}{4\left[\mathrm{\Delta }_j^{loc}(𝐫,t)\right]^2}\right\}\psi _{gj}(𝐫,t).$$ (19) Varying the parameters in Eq.(19) we can change the nonlinear potential which is given by the second term on the r.h.s. of Eq.(19). For instance, for increasing densities and positive detunings $`\mathrm{\Delta }_j`$ the local detunings grow and, correspondingly, the nonlinear term in (19) representing the coupling to the macroscopic electric field becomes smaller. On the other hand, for negative detunings the absolute values of the local detunings decrease with increasing densities and the nonlinearity becomes greater. This behavior is exactly the same as we had in a one-component medium. In a two-component medium another regime is possible which can not be reached in a one-component medium: If the signs of the detunings are different, then one can increase the densities of the components in such a manner that the values of the local detunings, and therefore of the nonlinear potentials, will remain constant. While Eq.(19) will allow us to derive an expression for the dielectric susceptibility of a Bose gas which closely resembles that of a classical gas we have to remark that it is only valid for low enough values of parameters $`\epsilon _j=\alpha _j\left\|\psi _{gj}\right\|^2`$. The reason is that the adiabatic approximation (17) represents the first-order term in an expansion in $`1/\mathrm{\Delta }_j`$ . Therefore one also should expand Eq. (19) to first order in this parameter. This procedure leads to a pair of coupled Gross-Pitaevskii equations $$i\mathrm{}\frac{\psi _{gj}}{t}=\left\{\frac{\mathrm{}^2^2}{2m_j}+\frac{\mathrm{}}{4\mathrm{\Delta }_j}\left\|\mathrm{\Omega }_j^+\right\|^2\left[1+\frac{8\pi }{3}\left(\alpha _1\left\|\psi _{g1}\right\|^2+\alpha _2\left\|\psi _{g2}\right\|^2\right)\right]\right\}\psi _{gj}.$$ (20) Equations of this type have been used, for instance, in papers . ### 4.3 Optical properties of the two-component ultracold gas Making use of the adiabatic solutions (17) we obtain the following expression for the medium polarization $$𝐏^+(𝐫,t)=\chi (𝐫,t)𝐄_{mac}^+(𝐫,t),$$ (21) where dielectric susceptibility is given by $$\chi (𝐫,t)=\frac{_{j=1}^2\alpha _j\left\|\psi _{gj}(𝐫,t)\right\|^2}{1\frac{4\pi }{3}_{j=1}^2\alpha _j\left\|\psi _{gj}(𝐫,t)\right\|^2}.$$ (22) Dielectric susceptibility is a rather important parameter, because it describes the propagation of the laser radiation inside a medium. In most of the practical situations the electromagnetic processes are much faster than the center-of-mass motion of the atoms. Therefore, $`\chi `$ can be considered as a time-independent quantity. Let us assume in addition that the spatial variations of the atomic density are not very large, such that $`\chi 0`$. Then $`\text{div}𝐄_{mac}^\pm 0`$, and we have the following Helmholtz equation for the macroscopic electric field $$^2_{mac}^\pm +k_L^2n^2_{mac}^\pm =0,$$ (23) with the refractive index $`n`$ given by the Maxwell-Garnett formula $$n^2=1+4\pi \chi =\frac{1+\frac{8\pi }{3}_{j=1}^2\alpha _j\left\|\psi _{gj}\right\|^2}{1\frac{4\pi }{3}_{j=1}^2\alpha _j\left\|\psi _{gj}\right\|^2},$$ (24) which is a two-component analogue of the Clausius-Mossotti formula. Eqs. (19), (23), (24) can be considered as an atom optical analogue of the system of Maxwell-Bloch equations. In general they have to be solved in a self-consistent way and in usual situations solutions can be obtained only by doing numerical calculations. In the next section we shall consider one particular example of an analytical description of a nonlinear atom optical system. ## 5 Diffraction of a two-component ultracold atomic beam from a strong standing light wave We consider a typical scheme for the observation of diffraction in atom optics: An incident atomic beam moves in $`z`$-direction, perpendicular to two laser waves counter propagating along the $`y`$-axis with wave vectors $`+𝐤_L`$ and $`𝐤_L`$, respectively, and with Gaussian envelope. From the uncertainty relation it follows that in order to get a distinct diffraction pattern, the width of the atomic wave packet $`w_y`$ should be sufficiently large compared to the wave lengh of the laser radiation in a medium. In this case the atoms can be described as a homogeneous medium with constant refractive index. If the spontaneous emission does not make any contribution, the effect of the atoms on the laser beam is purely dispersive and only the wavelength will be shifted. This means that in a medium we shall have a standing wave which is formed by counter propagating laser beams with the wave vectors $`+n𝐤_L`$ and $`n𝐤_L`$, respectively. In this approximation the solution of (23) with (24) is given by $$\left\|\mathrm{\Omega }_j^+\right\|^2=\left\|\mathrm{\Omega }_j\right\|^2\mathrm{exp}\left(z^2/w_L^2\right)\mathrm{cos}^2nk_Ly.$$ (25) We assume that the longitudinal kinetic energy of the atomic beam, associated with the center-of-mass motion in $`z`$ direction, is large compared to the nonlinear potential in eq.(19). Then the $`z`$-component of the atomic velocity will not change much and, therefore, the motion of atoms in $`z`$ direction during the whole evolution can be treated classically. Only the motion in $`y`$ direction should be treated quantum mechanically. In such a situation the coordinate $`z`$ plays the role of time and we can change the variable $`t=z/v_{gj}`$ in (19) with $`v_{gj}`$ being the group velocity of the $`j`$-th component. In addition we assume that we are in the Raman-Nath regime and we can neglect the transverse kinetic energy during the interaction of the atoms with the electromagnetic field. This approximation is valid for heavy atoms or if the interaction is so strong that atoms can take up momentum without changing considerably the velocity . In this case the density of atoms remains unaltered, but their phase changes. Making use of all these assumptions we can write down the solutions of eqs.(19) for $`zw_L`$ (in the far zone) in the following form $$\psi _{gj}(y,\mathrm{})=\psi _{gj}(y,\mathrm{})\mathrm{exp}\left(_{\mathrm{}}^{\mathrm{}}\frac{i\left\|\mathrm{\Omega }_j^+(y,z)\right\|^2}{4\mathrm{\Delta }_jv_{gj}\left(1+V_1\rho _{g1}+V_2\rho _{g2}\right)^2}𝑑z\right),$$ (26) where $$V_j=\frac{4\pi }{3}\alpha _j=\frac{4\pi }{3\mathrm{}}\frac{d_j^2}{\mathrm{\Delta }_j},$$ (27) and $`\rho _{gj}=\left\|\psi _{gj}\right\|^2`$ is the density of atoms in the ground state. We represent $`\rho _{gj}`$ as Gaussian wave packets with width $`w_y`$ $$\rho _{gj}=\rho _j\mathrm{exp}\left(y^2/w_y^2\right).$$ (28) Then we substitute Eqs.(25) and (28) into Eq.(26) and take into account that the width of the atomic wave packet must be much larger than the wavelenght of the laser radiation, i.e., $`w_y2\pi /nk_L`$. After integration we get the following result $$\psi _{gj}(y,\mathrm{})=\psi _{gj}(y,\mathrm{})e^{i\tau _j}\underset{q=\mathrm{}}{\overset{\mathrm{}}{}}e^{i2qnk_Ly}(i)^qJ_q(\tau _j),$$ (29) which is represented here in the form of a Fourier series expansion. We use the notations: $$\tau _j=2g_j/\left(1+V_1\rho _1+V_2\rho _2\right)^2,g_j=\frac{\mathrm{\Omega }_j^2}{16\mathrm{\Delta }_j}\frac{w_L}{v_{gj}}\sqrt{\pi }.$$ (30) $`J_q`$ is the $`q`$-th order Bessel function. From the solution (29) it follows that the momentum transferred from the laser beam to the atomic beam is the same for both components and equals to $`2qnk_Ly`$. It is determined by the wave number of the incident laser radiation $`k_L`$ and the refractive index of the gas $`n`$. However, the probabilities to find the components of the beam in a momentum state $`2qnk_L`$ are different for different components: $$P_{qj}=J_q^2(\tau _j),q=0,\pm 1,\pm 2,\mathrm{},$$ (31) with $`P_{0j}`$ being the probability to find the $`j`$-th component in the same momentum state as for the incident atomic beam. The angle of diffraction $`\alpha _{qj}`$ for a particular momentum state $`q`$ and for a particular component $`j`$ is thereby given by $$\mathrm{tan}\alpha _{qj}=\frac{2qn\mathrm{}k_L}{m_jv_{gj}}.$$ (32) Therefore the diffraction pattern, as it follows from Eqs.(29), (31), (32), depends on the densities of the components. Depending on the values of $`m_j`$ and $`v_{gj}`$ the angle $`\alpha _{1q}`$ can be either the same as $`\alpha _{q2}`$ or different. Only if $`m_1v_{g1}=m_2v_{g2}`$, i.e., when the momenta of different components associated with the group velocities are the same, $`\alpha _{q1}=\alpha _{q2}`$. In all other situations, for instance, if the group velocities of the components are equal to each other or if we have a monoenergetic atomic beam, $`\alpha _{q1}\alpha _{q2}`$, and in the diffraction pattern one can observe spatially separated components. ## 6 Conclusion In the present paper we have investigated the process of the interaction of a two-component BEC with the field of vacuum and laser photons. The two-component BEC is treated as a binary mixture of two-level atoms with different masses, transition frequencies and transition dipole moments. Starting from the microscopic model and making use of the multipolar formulation of QED, a general system of Maxwell-Bloch equations is derived which can be used for the description of nonlinear phenomena in atom optics. Optical properties of the two-component BEC are investigated. The refractive index is shown to satisfy the Maxwell-Garnett formula. As a typical atom optical application, we have considered the diffraction of two-component atomic beam from a strong standing laser wave in the Raman-Nath approximation, which allows to obtain simple analytical solutions. It is shown that in most of the situations one can observe splitted components of the beam in the diffraction pattern. The limits of validity of the results, obtained in the present paper, are essentially restricted by the adiabatic approximation, which is correct up to the first order with respect to the small parameters $`1/\mathrm{\Delta }_j`$. Therefore, our results are valid for small enough $`\epsilon _j=\alpha _j\left\|\psi _{gj}\right\|^2`$ . They generalize our previous results . Although, we have considered here explicitly only a two-component BEC, the generalization to an arbitrary number of different atomic species is straightforward and can be done very easily. ## Acknowledgments This work has been supported by the Deutsche Forschungsgemeinschaft and the Optikzentrum Konstanz. One of us (K.V.K.) would like to thank also the Alexander-von-Humboldt Stiftung for financial support. This work has been partly inspired by the discussions with C.M.Bowden and M.Crenshaw.
warning/0007/math0007075.html	ar5iv	text	# Limiting values of rational functions at the points of discontinuity ## 1 Introduction and conventions In the present article we describe a class of algebraic curves on which rational functions of two arguments may reach all their possible limiting values. We also solve a similar question for functions that can be represented as a uniform limit of a sequence of bounded rational functions. Some standart notation. Below we denote by $`𝐍,𝐙^+,𝐐,𝐑`$ the sets of all natural, nonnegative integer, rational and real numbers, respectively. Further, all functions are real valued. ###### Definition 1 Let $`f(x,y)`$ be a real valued function of two real arguments. We say that a point $`(x_0,y_0)`$ is a point of bounded discontinuity if $`f`$ is defined and bounded in a certain nbd of a point $`(x_0,y_0)`$ and $`(x_0,y_0)`$ is a point of the discontinuity. Let $`f(x,y)=\frac{p(x,y)}{q(x,y)}`$ be a rational function when $`p(x,y),q(x,y)`$ are polinomials. For every $`(x_0,y_0)`$ there exists the limit $$\underset{xx_0}{lim}\underset{yy_0}{lim}f(x,y).$$ If $`lim_{xx_0}lim_{yy_0}f(x,y)\mathrm{}`$, then we will suppose that $`f(x_0,y_0)=lim_{xx_0}lim_{yy_0}f(x,y)`$. That is, we assume that such rational functions are defined at the points of bounded discontinuity. Considering the rational function $`\frac{p(x,y)}{q(x,y)}`$ we will asume below that $`p(x,y)`$ and $`q(x,y)`$ are mutually prime. Let us introduce some additional notation: $`=`$ {the set of all rational functions with two arguments} $`_{(x,y)}=\{f(x,y)\|f(x,y)`$ is bounded in some nbd of $`(x,y)`$}. $`_G=\{_{(x,y)}\|(x,y)G\}`$ for a certain $`G𝐑^2`$. Note that $`_{(x,y)}`$ and $`_G`$ are commutative real algebras with respect to pointwise operations. ###### Lemma 1 If $`f(x,y)`$ then the set of all points of bounded discontinuity is finite. Proof Indeed if $`f(x,y)=\frac{p(x,y)}{q(x,y}`$, then the set of all bounded discontinuity is a subset of all roots of the following system $$p(x,y)=0,q(x,y)=0.$$ On the other hand the number of such solutions is at most $`deg(p)deg(q)`$, where $`p`$ and $`q`$ are mutually prime. $`\mathrm{}`$ It is important to know what is the behaviour of the function $`f(x,y)`$ near the point $`(x_0,y_0)`$. This can be described by the set $`D_f(x_0,y_0)`$ of all limiting values of $`f`$ at $`(x_0,y_0)`$. By the definition, $$D_f(x_0,y_0)=\{\overline{f(V(x_0,y_0)}\|VN_{(x_0,y_0)}\},$$ where $`N_{(x_0,y_0)}`$ denotes the set of all nbd’s of the point $`(x,y)`$. Let $`\underset{¯}{f}=infD_f(x_0,y_0),\overline{f}=supD_f(x_0,y_0)`$. ###### Lemma 2 If $`f(x,y)_{(x_0,y_0)}`$, then $`D_f^{(x_0,y_0)}=[\underset{¯}{f},\overline{f}]`$. Proof Observe that $$\underset{¯}{f}D_f^{(x_0,y_0)},\overline{f}D_f^{(x_0,y_0)}$$ Let $`d(\underset{¯}{f},\overline{f})`$. Then by Lemma 1, $`f`$ is continuous at every point $`(x_0,y_0)`$ of a sufficiently small nbd of $`(x_0,y_0)`$. Therefore, by the intermediate value theorem there exists a point $`(x_d,y_d)`$ such that $`f(x_d,y_d)=d`$. $`\mathrm{}`$ ###### Lemma 3 Let $`G`$ be a domain in $`𝐑^2`$ and $`f(x,y)=\frac{p(x,y)}{q(x,y)}_G`$. Then $`q`$ has a constant sign on $`G`$. Proof Since $`G`$ is an open path-connected subset of $`𝐑^2`$, the same is true for the subset $`\{(x,y)G\|q(x,y)0\}`$ and arbitrary pair $`(x_1,y_1),(x_2,y_2)`$ of points from this subset can be joined in this open subspace by a path. This implies that $`q(x_1,y_1),q(x_2,y_2)`$ have the same sign. $`\mathrm{}`$ Further we will deal with the characters on the algebra $`_{(x_0,y_0)}`$. Recall that a (nontrivial) real character on an algebra $`A`$ is a (nontrivial) homomorphism from $`A`$ into $`𝐑`$ (see ). Denote by $`X^A`$ the set of all nontrivial characters. Endow it with the weak topology $`\sigma (X^A,A)`$, that is, topology generated by all maps $`\stackrel{~}{a}:X^A𝐑,\stackrel{~}{a}(\chi )=\chi (a)`$. We need the following ###### Definition 2 1. Let $`\{(x_\gamma ,y_\gamma )\}_{\gamma \mathrm{\Gamma }}`$ be a net that converges to the point $`(x_0,y_0)`$ in $`𝐑^2`$ such that $$f_{(x_0,y_0)}lim_{\gamma \mathrm{\Gamma }}f(x_\gamma ,y_\gamma )\mathrm{}.$$ The formula $`\chi (t)=lim_{\gamma \mathrm{\Gamma }}f(x_\gamma ,y_\gamma )`$ defines a character $`\chi `$ of the algebra $`_{(x_0,y_0)}`$. We will say that the net $`\{(x_\gamma ,y_\gamma )\}_{\gamma \mathrm{\Gamma }}`$ determines the character $`\chi `$. 2. Let $`L`$ be a curve in $`𝐑^2`$ and $`(x_0,y_0)L`$. then if $$f_{x_0,y_0}\underset{(x,y)L(x_0,y_0)}{lim}f(x,y)$$ then the formula $`\chi (f)=lim_{(x,y)L(x_0,y_0)}f(x,y)`$ defines a character of the algebra $`_{x_0,y_0}`$. We will say that the curve $`L`$ determines the character $`\chi `$. 3. Let $`\{L_N\}_{N𝐍}`$ be a sequence of curves such that each of them determines the character $`\chi _N`$. Then if $`\{L_N\}_{N𝐍}`$ converges in $`\sigma (\chi ^{_{(x_0,y_0)}},_{(x_0,y_0)})`$ to the character $`\chi `$, then we say that $`\{L_N\}_{N𝐍}`$ determines $`\chi `$. In the following definition we introduce functions and series that allow us to describe the characters of the algebra $`_{(x_0,y_0)}`$. ###### Definition 3 (i) For every $`N𝐙^+`$ define the function $`\mathrm{\Phi }_N(t)`$ by $$N𝐍\mathrm{\Phi }_N(t)=\underset{k=1}{\overset{N}{}}\varphi _k\|t\|^{e_k}$$ where $`\varphi _k𝐑`$, $`\varphi _k0`$, $`e_k𝐐`$ and $`1e_1<\mathrm{}<e_N`$. If $`N=0`$ then by definition $`\mathrm{\Phi }_0(t)=0`$. All such functions will be called functions of type (i). (ii) We say that the series $`_{k=1}^{\mathrm{}}\varphi _k\|t\|^{e_k}`$ is of type (ii), if all partial sums are of type (i). Denote by $``$ the set of all functions of the type (i) and by $``$ the set of all series of the type (ii). Finally, denote by $`\mathrm{}`$ the set of all series $`\{_k\varphi _k\|t\|^{e_k}\|lim_k\mathrm{}e_k=\mathrm{}\}`$. We naturally can define on the sets $`,\mathrm{}`$ the binary operations: addition and multiplication. Namely, let $`_i\alpha _i\|t\|^{m_i}`$ and $`_j\beta _j\|t\|^{r_j}`$ belong to $`\mathrm{}`$. Suppose that $$\underset{i}{}\alpha _i\|t\|^{m_i}+\underset{j}{}\beta _j\|t\|^{r_j}=\underset{k}{}\varphi _k\|t\|^{e_k},$$ where $`\{e_k\}`$ is a sequence which is obtained by writing elements of $`m_i,r_j`$ in their natural order and $`\varphi _k=\{\begin{array}{cc}\alpha _i\hfill & \text{if }e_k=m_i\{r_j\}\hfill \\ \beta _j\hfill & \text{if }e_k=r_j\{m_i\}\hfill \\ \alpha _i+\beta _j\hfill & \text{if }e_k=m_i=r_j\hfill \end{array}`$ The multiplication is defined by $`(_i\alpha _i\|t\|^{m_i})(_j\beta \|t\|^{e_k})=_k\varphi _k\|t\|^k.`$ Here $`\varphi _k=_{m_i+r_j=e_k}\alpha _i\beta _j`$ and $`\{e_k\}`$ is obtained by rewriting the elements of $`\{m_i+r_j\}_{i,j}`$ as an increasing sequence. Thus $`\mathrm{}`$ is an algebra over reals. It is impossible to extend these operations on $``$. However such extension exists for natural degrees. ###### Lemma 4 For every $`_k\varphi _k\|t\|^{e_k}`$ and $`nN`$ is defined the following equality $`(_k\varphi _k\|t\|^{e_k})^n`$ $`=_mg_m\|t\|^{s_m}`$. Here, $`s_m`$ is obtained by rewriting the elements of $`\{e_{k_1}+\mathrm{}+e_{k_n}\|k_1k_2\mathrm{}k_n\}`$ as an increasing sequence and $`g_m=_{k_1+k_2+\mathrm{}+k_n=s_m}\varphi _{k_1}\mathrm{}\varphi _{k_n}`$. Proof For $`_k\varphi _k\|t\|^{e_k}\mathrm{}`$ the assertion is true because $`\mathrm{}`$ is an algebra. It suffices to prove for the series $`_k\varphi _k\|t\|^{e_k}`$ of the type $``$ such that $`lim_k\mathrm{}e_k=e\mathrm{}`$. We have to show that $$\underset{e_{k_1}+\mathrm{}+e_{k_n}=s_m}{}\varphi _{k_1}\mathrm{}\varphi _{k_n}$$ is well-defined for every $`s\{e_{k_1}+\mathrm{}+e_{k_n}\|k_1\mathrm{}k_n\}`$ and that $`\{e_{k_1}+\mathrm{}+e_{k_n}\|k_1\mathrm{}k_n\}`$ can be represented as an increasing sequence $`\{s_m\}_{mN}`$ for each $`nN`$. In order to show this it is sufficient to establish that the number of the roots of the equation $`e_{k_1}+\mathrm{}+e_{k_n}=s`$ is finite for every $`s\{e_{k_1}+\mathrm{}+e_{k_n}\|k_1\mathrm{}k_n\}`$. We use the induction on $`n`$. For $`n=1`$ the assertion is trivial. We have to check the case of $`n+1`$ assuming that the assertion is true for $`n`$. Consider the equation $`e_{k_1}+\mathrm{}+e_{k_n}+e_{k_{n+1}}=s`$. Then $`(n+1)e_{k_1}<e_{k_1}+\mathrm{}+e_{k_{n+1}}<(n+1)e_{k_{n+1}}<(n+1)e`$ and $`e_{k_1}<\frac{s}{n+1}<e`$. However, for sufficiently big $`N`$ and for $`kN`$ holds $`e_k>\frac{s}{n+1}`$. Hence we obtain that $`k_1<N`$. By inductive assumtion, the equation $`e_{k_2}+\mathrm{}+e_{k_{n+1}}=se_{k_1}`$ has finitely many roots for every $`k_1<N`$. Therefore, the equation $`s=e_{k_1}+\mathrm{}+e_{k_n}+e_{k_{n+1}}`$ also has finite number of the roots. This proves the lemma. $`\mathrm{}`$ Making use Lemma 4, we can obtain an assymptotic characterization of the behaviour of a polinomial on partial sums of the series of type $``$. ###### Lemma 5 Let $`P(x,y)`$ be a polinomial, $`_{k=1}^{\mathrm{}}\varphi _k\|t\|^{e_k}`$ and let $`\{\mathrm{\Phi }_N(t)\}_{N𝒩}`$ be the sequence of all partial sums of the above series. Then there exists $`N_0𝒩`$ such that for every $`N>N_0`$ we have $`p(x,y_0+\mathrm{\Phi }_N(xx_0))=p(x_0,y_0)+c(xx_0)^u+o((xx_0)^u)`$ for $`x>x_0`$ and $`p(x,y)=p(x_0,y_0)+d(x_0x)^v+o((x_0x)^v)`$ for $`x<x_0`$. Here $`u,v`$ are rational and $`c,d`$, real numbers. ## 2 Characters of the algebra $`_{(x_0,y_0)}`$ Now we are in the position to describe curves and sequences of curves that determine characters of the algebra $`_{(x_0,y_0)}`$. ###### Theorem 1 Let $`\mathrm{\Phi }_N(xx_0)`$ be an arbitrary function of type $``$. Then the curves and sequences of curves with the following equations determine characters of the algebra $`_{(x_0,y_0)}`$. 1. $`y=y_0+\mathrm{\Phi }_N(xx_0)`$ $`N𝐙^+`$. 2. $`y=y_0+\mathrm{\Phi }_N(xx_0)=\|xx_0\|^e`$, where $`N𝐙^+`$ and $`e𝐐`$. We assume in addition that $`1e`$ if $`N=0`$ and $`e_Ne`$ if $`N𝐍`$. 3. $`y=\{\begin{array}{cc}y_0+\mathrm{\Phi }_N(xx_0)+\frac{\|xx_0\|^e}{ln\|xx_0\|}\hfill & \text{if }xx_0\hfill \\ y_0\hfill & \text{if }x=x_0\hfill \end{array}`$ Here and in (4) we assume that $`N𝐙^+,eQ`$, $`1e`$ if $`N=0`$ and $`e_Ne`$ for $`N𝐍`$. 4. $`y=\{\begin{array}{cc}y_0+\mathrm{\Phi }_N(xx_0)+\|xx_0\|^eln\|xx_0\|\hfill & \text{if }xx_0\hfill \\ y_0\hfill & \text{if }x=x_0\hfill \end{array}`$ 5. The sequence $`\{y_0+\mathrm{\Phi }_N(xx_0)\}_{N𝐍}`$, where $`\{\mathrm{\Phi }_N(xx_0)\}_{N𝐍}`$ is the sequence of partial sums of series from $``$. Each of above equations from (1,2.3,4) and the series from (5) define, in general, different characters for the cases $`x_0x`$ and $`xx_0`$. Proof In the cases (1,2,3,4) it is straightforward to show that for every $`f(x,y)_{(x_0,y_0)}`$ there exists a limit which determines the corresponding character. In the case (5), we use also Lemma 5. $`\mathrm{}`$ Analogously can be established ###### Theorem 2 Let $`\mathrm{\Phi }_N(yy_0)`$ be an arbitrary function of type $``$. Then the curves and sequences of curves with the following equations determine characters of the algebra $`_{(x_0,y_0)}`$. 1. $`x=x_0+\mathrm{\Phi }_N(yy_0)`$ $`N𝐙^+`$. 2. $`x=x_0+\mathrm{\Phi }_N(yy_0)=\|yy_0\|^e`$, where $`N𝐙^+`$ and $`e`$ be irrational. We assume in addition that $`1e`$ if $`N=0`$, and $`e_Ne`$ if $`N𝒩`$. 3. $`x=\{\begin{array}{cc}x_0+\mathrm{\Phi }_N(yy_0)+\frac{\|yy_0\|^e}{ln\|yy_0\|}\hfill & \text{if }yy_0\hfill \\ x_0\hfill & \text{if }y=y_0\hfill \end{array}`$ Here and in (4) we assume that $`N𝐙^+,eQ`$. Moreover $`1e`$ if $`N=0`$ and $`e_Ne`$ for $`N𝐍`$. 4. $`x=\{\begin{array}{cc}y_0+\mathrm{\Phi }_N(xx_0)+\|xx_0\|^eln\|xx_0\|\hfill & \text{if }xx_0\hfill \\ y_0\hfill & \text{if }x=x_0\hfill \end{array}`$ 5. The sequence $`\{x_0+\mathrm{\Phi }_N(yy_0)\}_{N𝐍}`$, where $`\{\mathrm{\Phi }_N(yy_0)\}_{N𝐍}`$ is the sequence of partial sums of series from $``$. Each of above equations from (1,2.3,4) and the series from (5) define, in general, different characters for the cases $`y_0y`$ and $`yy_0`$. Now we describe the nets that determine the characters of the algebra $`_{(x_0,y_0)}`$. First of all some useful remarks about such nets. Every such net necessarily tends to $`(x_0,y_0)`$ in $`𝐑^2`$. We can ignore the trivial case of (finally) stationary nets. If $`\{(x_\gamma ,y_\gamma )\}_{\gamma \mathrm{\Gamma }}`$ is not a finally stationary net, then there exists a cofinal subnet $`\{(x_\gamma ,y_\gamma )\}_{\gamma \mathrm{\Gamma }_0},\mathrm{\Gamma }_0\mathrm{\Gamma }`$ such that one of the following conditions is fulfilled: * $`lim_{\gamma \mathrm{\Gamma }_0}\frac{y_\gamma y_0}{x_\gamma x_0}=\phi \mathrm{}`$ * $`lim_{\gamma \mathrm{\Gamma }_0}\frac{x_\gamma x_0}{y_\gamma y_0}=\phi \mathrm{}`$. Indeed, otherwise $`lim_{\gamma \mathrm{\Gamma }}f(x_\gamma ,y_\gamma )`$ does not exist for the function $$f(x,y)=\frac{(xx_0)^2(yy_0)^2(xx_0)(yy_0)}{(xx_0)^2+(yy_0)^2}_{(x_0,y_0)}.$$ Moreover we can assume that in both cases of (a), (b) the denomenators preserve the sign. ###### Theorem 3 Let the net $`\{(x_\gamma ,y_\gamma )\}_{\gamma \mathrm{\Gamma }}`$ tends to $`(x_0,y_0)`$ in $`𝐑^2`$ and one of the following conditions hold: * $`lim_{\gamma \mathrm{\Gamma }_0}\frac{y_\gamma y_0}{x_\gamma x_0}=\phi \mathrm{}`$, where $`x_0<x_\gamma `$ for every $`\gamma \mathrm{\Gamma }`$. Or, $`x_0>x_\gamma `$ for every $`\gamma \mathrm{\Gamma }`$; * $`lim_{\gamma \mathrm{\Gamma }_0}\frac{x_\gamma x_0}{y_\gamma y_0}=\phi \mathrm{}`$, where $`y_\gamma <y_0`$ for every $`\gamma \mathrm{\Gamma }`$. Or, $`y_0>y_\gamma `$ for every $`\gamma \mathrm{\Gamma }`$. Then this net determines a character of the algebra $`_{(x_0,y_0)}`$ iff one of the following conditions hold: 1. * $`\mathrm{\Phi }_N(t)e𝐑lim_{\gamma \mathrm{\Gamma }}\frac{y_\gamma y_0\mathrm{\Phi }_N(x_\gamma x_0)}{\|x_\gamma x_0\|^e}=0.`$ * $`\mathrm{\Phi }_N(t)e𝐑lim_{\gamma \mathrm{\Gamma }}\frac{x_\gamma x_0\mathrm{\Phi }_N(y_\gamma y_0)}{\|y_\gamma y_0\|^e}=0.`$ 2. * $`\mathrm{\Phi }_N(t)e𝐐`$ $`lim_{\gamma \mathrm{\Gamma }}\frac{y_\gamma y_0\mathrm{\Phi }_N(x_\gamma x_0)}{\|x_\gamma x_0\|^e}=0`$ for $`r<e`$ and $`lim_{\gamma \mathrm{\Gamma }}\frac{y_\gamma y_0\mathrm{\Phi }_N(x_\gamma x_0)}{\|x_\gamma x_0\|^e}=\mathrm{}`$ for $`r>e`$. * $`\mathrm{\Phi }_N(t)e𝐐`$ $`lim_{\gamma \mathrm{\Gamma }}\frac{x_\gamma x_0\mathrm{\Phi }_N(y_\gamma y_0)}{\|y_\gamma y_0\|^e}=0`$ for $`r<e`$ and $`lim_{\gamma \mathrm{\Gamma }}\frac{x_\gamma x_0\mathrm{\Phi }_N(y_\gamma y_0)}{\|y_\gamma y_0\|^e}=\mathrm{}`$ for $`r>e`$. 3. * $`\mathrm{\Phi }_N(t)e𝐐`$ $`lim_{\gamma \mathrm{\Gamma }}\frac{y_\gamma y_0\mathrm{\Phi }_N(x_\gamma x_0)}{\|x_\gamma x_0\|^r}=0`$ for $`re`$ and $`lim_{\gamma \mathrm{\Gamma }}\frac{y_\gamma y_0\mathrm{\Phi }_N(x_\gamma x_0)}{\|x_\gamma x_0\|^r}=\mathrm{}`$ for $`r>e`$. * $`\mathrm{\Phi }_N(t)e𝐐`$ $`lim_{\gamma \mathrm{\Gamma }}\frac{x_\gamma x_0\mathrm{\Phi }_N(y_\gamma y_0)}{\|y_\gamma y_0\|^r}=0`$ for $`re`$ and $`lim_{\gamma \mathrm{\Gamma }}\frac{x_\gamma x_0\mathrm{\Phi }_N(y_\gamma y_0)}{\|y_\gamma y_0\|^r}=\mathrm{}`$ for $`r>e`$. 4. * $`\mathrm{\Phi }_N(t)e𝐐`$ $`lim_{\gamma \mathrm{\Gamma }}\frac{y_\gamma y_0\mathrm{\Phi }_N(x_\gamma x_0)}{\|x_\gamma x_0\|^r}=0`$ for $`r<e`$ and $`lim_{\gamma \mathrm{\Gamma }}\frac{y_\gamma y_0\mathrm{\Phi }_N(x_\gamma x_0)}{\|x_\gamma x_0\|^r}=\mathrm{}`$ for $`er`$. * $`\mathrm{\Phi }_N(t)e𝐐`$ $`lim_{\gamma \mathrm{\Gamma }}\frac{x_\gamma x_0\mathrm{\Phi }_N(y_\gamma y_0)}{\|y_\gamma y_0\|^r}=0`$ for $`r<e`$ and $`lim_{\gamma \mathrm{\Gamma }}\frac{x_\gamma x_0\mathrm{\Phi }_N(y_\gamma y_0)}{\|y_\gamma y_0\|^r}=\mathrm{}`$ for $`er`$. 5. * $`_{k=1}^{\mathrm{}}\varphi _k\|t\|^{e_k}N𝐙^+lim_{\gamma \mathrm{\Gamma }}\frac{y_\gamma y_0\mathrm{\Phi }_N(x_\gamma x_0)}{\|x_\gamma x_0\|^{e_N+1}}=\varphi _{N+1}`$. Here $`\mathrm{\Phi }_N(x_\gamma x_0)=_{k=1}^{\mathrm{}}\varphi _k\|x_\gamma x_0\|^{e_k}`$ for $`N𝐍`$ and $`\mathrm{\Phi }_0(x_\gamma x_0)=0`$. * $`_{k=1}^{\mathrm{}}\varphi _k\|t\|^{e_k}N𝐙^+lim_{\gamma \mathrm{\Gamma }}\frac{x_\gamma x_0\varphi _N(y_\gamma y_0)}{\|y_\gamma y_0\|^{e_{N+1}}}=\varphi _{N+1}`$. Analogously, here $`\mathrm{\Phi }_N(y_\gamma y_0)=_{k=1}^{\mathrm{}}\varphi _k\|y_\gamma y_0\|^{e_k}`$ for $`N𝐍`$ and $`\mathrm{\Phi }_0(y_\gamma y_0)=0`$. Proof For simplicity assume $`(x_0,y_0)=(0,0)`$. We consider only the case of (a) with the assumption $`x_0x_\gamma `$. Other cases are very similar. We will present polinomials in the form $$p(x,y)=\underset{k=0}{\overset{n_p}{}}(y\mathrm{\Phi }_N(x))^kx^{r_k}p_k(x),$$ where $`x^{r_k}p_k(x)=\frac{1}{k!}\frac{p}{y^k}\|_{y=\mathrm{\Phi }_N(x)}=x^{r_k}p_k(0)+0(x^{r_k}).`$ Therefore $`f(x,y)=\frac{p(x,y)}{q(x,y)}(x_0,y_0)`$ we can represent in the form $$f(x,y)=\frac{_{k=0}^{n_p}(y\mathrm{\Phi }_N(x))^kx^{r_k}p_k(x)}{_{k=0}^{n_q}(y\mathrm{\Phi }_N(x))^kx^{s_k}q_k(x)}.$$ Now we consider our conditions (1-5). If (1) holds, that is. if $`y_\gamma =0(x_\gamma ^e)`$ for $`e𝐑`$, then $$\underset{\gamma \mathrm{\Gamma }}{lim}f(x_\gamma ,y_\gamma )=\underset{\gamma \mathrm{\Gamma }}{lim}\frac{_{k=0}^{n_p}(y_\gamma \mathrm{\Phi }_N(x_\gamma )^kx_\gamma ^{r_k}p_k(x_\gamma )}{_{k=0}^{n_q}(y_\gamma \mathrm{\Phi }_N(x_\gamma )^k)x_\gamma ^{s_k}q_k(x_\gamma )}=\underset{\gamma \mathrm{\Gamma }}{lim}\frac{(y_\gamma \mathrm{\Phi }_N(x_\gamma ))^nx_\gamma ^{r_n}p_n(x_\gamma )}{(y_\gamma \mathrm{\Phi }_N(x_\gamma ))^mx_\gamma ^{s_m}q_m(x_\gamma )}$$ where $`n=min\{k\|\frac{^kp}{y^k}\|_{y=\mathrm{\Phi }_N(x)}0`$ and $`m=min\{k\|\frac{^kq}{y^k}\|_{y=\mathrm{\Phi }_N(x)}0`$. Clearly, $`lim_\gamma f(x_\gamma ,y_\gamma )\mathrm{}`$ exists for every $`f(x,y)_{(0,0)}`$. In order to examine the conditions (2), (3), (4), write $`f(x,y)`$ in the form $$f(x,y)=\frac{_{k=0}^{m_p}(\frac{y\mathrm{\Phi }_N(x)}{x^e})^kx^{r_k+ke}p_k(x)}{_{k=0}^{n_q}(\frac{y\mathrm{\Phi }_N(x)}{x^e})^kx^{s_k+ke}q_k(x)}()$$ Then $$\underset{\gamma \mathrm{\Gamma }}{lim}f(x_\gamma ,y_\gamma )=\underset{\gamma \mathrm{\Gamma }}{lim}\frac{(\frac{y_\gamma \mathrm{\Phi }_N(x_\gamma )}{x_\gamma ^e})^nx_\gamma ^{r_n+ne}p_n(x_\gamma )}{(\frac{y_\gamma \mathrm{\Phi }_N(x_\gamma )}{x_\gamma ^e})^mx_\gamma ^{s_m+me}}=\{\begin{array}{cc}\frac{p_n(0)}{q_n(0)}\hfill & \text{if }m=n,r_n=s_n\hfill \\ 0\hfill & \text{in other cases of (2)}\hfill \end{array}()$$ Now we give formulas like $`()`$ and methods for finding suitable $`n,m`$ for other cases. For (2). Then $`n`$ and $`m`$ are determined by the conditions: $$r_n+ne=min\{r_k+ke\|\frac{^kp}{y^k}\|_{y=\mathrm{\Phi }_N(x)}0$$ For (3). Then we set: $`n=min\{k\|r_k+ke=u\}`$ , where $`u=min\{r_k+ke\|\frac{^kp}{y^k}\|_{y=\mathrm{\Phi }_N(x)}0\}`$ and $`m=min\{k\|s_k+ke=u\}`$, where $`u=min\{s_k+ke\|\frac{^kq}{y^k}\|_{y=\mathrm{\Phi }_N(x)}\}`$. For (4). Set: $`n=max\{k\|r_k+ke=u\}`$, where $`u=min\{r_k+ke\|\frac{^kp}{y^k}\|_{y=\mathrm{\Phi }_N(x)}0\}`$, $`m=max\{k\|s_k+ke=u\}`$, where $`u=min\{s_k+ke\|\frac{^kq}{y^k}\|_{y=\mathrm{\Phi }_N(x)}\}0`$. Finally consider the case (5). Note that rewriting polinomials in the form $$p(x,y)=\underset{k=0}{\overset{n_p}{}}(y\mathrm{\Phi }_N(x))^kx^{r_k}p_k(x),$$ by Lemma 5 we may state that starting from certain $`N`$ the value of $`r_k`$ are unchanged for $`k=0,1,\mathrm{},n_p`$. We will show next that for every polinomial $`p(x,y)`$ there exists a $`k(p)𝒩`$ such that for sufficiently big $`N`$ holds $$p(x,y)=(\frac{y\mathrm{\Phi }_N(x)}{x^{e_{N+1}}})^{k(p)}x^{r_k(p)+k(p)e_{N+1}}+0(x^{r_k(p)+k(p)e_N+1})()$$ Indeed, if $`lim_N\mathrm{}e_N=\mathrm{}`$ then clearly (\*) holds for sufficiently big $`N`$ and for $`k(p)=min\{k\|\frac{^kp}{y^k}0\}`$. Alternatively if $`lim_N\mathrm{}e_N=e<\mathrm{}`$ and $`r=min\{r_k+ke\|\frac{^kp}{y^k}0\}`$. Then if $`k(p)=max\{k\|r_k+ke=r\}`$ and $`N`$ is so big that $`r<r_k+ke`$ implies that $`r_{k(p)}+e_{N+1}k(p)<r_k+e_{N+1}k`$, then $`r_{k(p)}+e_{N+1}k(p)<r_k+e_{N+1}k`$ whenever $`kk(p)`$ and hence (\) holds. In order to finish the subcase of (5) observe that applying (\*) to $`p(x,y),q(x,y)`$ for $`f(x,y)=\frac{p(x,y)}{q(x,y)}_{(0,0)}`$ the limit $`lim_{\gamma \mathrm{\Gamma }}f(x_\gamma ,y_\gamma )`$ exists. Therefore we have proved that each net which satisfies any of the conditions (1-5) determines a character of the algebra $`_{(x_0,y_0)}`$. The present proof concerns all possibilities except the cases when $`e𝐐`$ and the limit (finite or infinite) $`lim_{\gamma \mathrm{\Gamma }}\frac{y_\gamma \mathrm{\Phi }_N(x_\gamma )}{x_\gamma ^e}`$ does not exist. But for these exceptional cases easily can be constructed appropriate examples of $`f(x,y)_{(x_0,y_0)}`$ such that $`lim_{\gamma \mathrm{\Gamma }}f(x,y)`$ does not exist. In particular, if $`lim_{\gamma \mathrm{\Gamma }}\frac{y_\gamma \mathrm{\Phi }_N(x_\gamma )}{x_\gamma ^r}`$ exists for $`re`$ and if $`lim_{\gamma \mathrm{\Gamma }}\frac{y_\gamma \mathrm{\Phi }_N(x_\gamma )}{x_\gamma ^r}`$ exists for $`e=\frac{n_0}{m_0}`$, then $`lim_{\gamma \mathrm{\Gamma }}f(x_\gamma ,y_\gamma )`$ does not exist for $`f(x,y)=\frac{y^{m_0}x^{n_0}}{y^{2m_0}+x^{2n_0}}`$. The proof is finished. $`\mathrm{}`$ ###### Corollary 1 If a net satisfies one the conditions i.(a) or i.(b) ($`i=1,2,3,4`$) of Theorem 3, then it determines the same character as the curves described in i. of Theorem 1 or in i. of Theorem 2. If a net satisfies (5), then the character determined by this net and the character determined by the sequence of the curves from Theorem 1 or in Theorem 2 are the same. ###### Corollary 2 If a character is determined by some net then such character can be determined also by a sequence. ###### Corollary 3 1. Let $`\{(x_n,y_n)\}_{n𝒩}`$ tends to $`(x_0,y_0)`$ then there exists a subsequence which determines a character of the algebra $`_{(x_0,y_0)}`$. 2. $`f(x,y)_{(x_0,y_0)}dD_{(x_0,y_0)}^f\chi X^{_{(x_0,y_0)}}\chi (t)=d`$. We will denote by $`X_{(x_0,y_0)}`$ the set of all characters in the algebra $`_{(x_0,y_0)}`$ determined by nets. Analogously, we denote by $`X_{(x_0,y_0)}^i`$ the characters determined by the corresponding condition $`i`$ (where, $`i=1,2,3,4,5`$) of Theorem 3. ###### Theorem 4 $`f(x,y)_{(x_0,y_0)}dD_{(x_0,y_0)}^f\chi X_{(x_0,y_0)}^1\chi (t)=d`$. Proof If $`f(x,y)_{(x_0,y_0)}`$ and $`dD_{(x_0,y_0)}^f`$ then by Corollary 3 of Theorem 3 we can conclude that there exists $`\chi X_{(x_0,y_0)}`$ such that $`\chi (t)=d`$. If $`\chi X_{(x_0,y_0)}^1`$ then we show that for $`i=2,3,4,5`$ by the description of $`\chi `$ in terms of Theorem 1 (or Theorem 2), we can choose $`\chi _fX_{(x_0,y_0)}^1`$ and $`\chi _f(f)=\chi (f)=d`$. It suffices to consider the case where the character is described by conditions of Theorem 1 for $`x_0x`$. Let $`f(x,y)=\frac{p(x,y)}{q(x,y)}`$. Suppose that $`\chi X_{(x_0,y_0)}^2`$ is determined by the curve with the equation $`y=y_0+\mathrm{\Phi }_N(xx_0)+(xx_0)^e`$ where $`e𝐐`$. then $$p(x,y_0+\mathrm{\Phi }_N(xx_0)+(xx_0)^e)=a(xx_0)^{u+ne}+0((xx_0)^{u+ne})$$ and $$q(x,y_0+\mathrm{\Phi }_N(xx_0)^e)=b(xx_0)^{v+me}+0((xx_0)^{v+me}).$$ Now choose $`e_{N+1}𝒬`$ sufficiently close to $`e`$ such that: $`e_N<e_{N+1}`$, $$p(x,y_0+\mathrm{\Phi }_N(xx_0)+(xx_0)^{e_{N+1}})=p(x_0,y_0)+a(xx_0)^{u+ne_{N+1}}+0((xx_0)^{u+ne_{N+1}})$$ $$q(x,y_0+\mathrm{\Phi }_N(xx_0)+(xx_0)^{e_{N+1}})=q(x_0,y_0)+b(xx_0)^{v+me_{N+1}}+0((xx_0)^{v+me_{N+1}}.$$ If $`\chi _f`$ is defined by $`yy_0+\mathrm{\Phi }_N(xx_0)+(xx_0)^{e_{N+1}^1}`$ then $`\chi _fX_{(x_0,y_0)}^1`$ and $`\chi _f(f)=d`$. In the cases of $`\chi _fX_{(x_0,y_0)}^3`$ and $`\chi _fX_{(x_0,y_0)}^4`$, the proof is as in the case of $`\chi _fX_{(x_0,y_0)}^2`$. Finally, if $`\chi _fX_{(x_0,y_0)}^5`$ then $`\chi (f)=lim_N\mathrm{}\chi _N(f)`$, where $`\chi _NX_{(x_0,y_0)}`$. It follows from Lemma 5 that for sufficiently big $`N=N_f`$ holds $`\chi (f)=\chi _{N_f}(t)`$. $`\mathrm{}`$ Corollary Let $`f(x,y)`$ be a rational function. Then $`lim_{(x,y)(x_0,y_0)}f(x,y)=a`$ exists iff there exist the limits $$\underset{xx_0}{lim}f(x,y_0+\mathrm{\Phi }_N(xx_0))=a,\underset{yy_0}{lim}f(x_0+\mathrm{\Phi }_N(yy_0),y)=a$$ for arbitrary $`\mathrm{\Phi }_N(t)()`$. Proof Indeed, if $`f_{(x_0,y_0)}`$ then our assertion is a particular case of Theorem 4. If $`f(x,y)`$ is unbounded in every nbd of $`(x_0,y_0)`$ then repeating the arguments in the proof of Theorem 4 for $`d=\mathrm{}`$, it is easy to check that there exists $`\mathrm{\Phi }_N(t)`$ such that one of the following facts hold $$\underset{xx_0,x_0<x}{lim}f(x,y_0+\mathrm{\Phi }_N(xx_0))=\mathrm{}$$ $$\underset{xx_0,x<x_0}{lim}f(x,y_0+\mathrm{\Phi }_N(xx_0))=\mathrm{}$$ $$\underset{yy_0,y_0<y}{lim}f(x_0+\mathrm{\Phi }_N(yy_0),y)=\mathrm{}$$ $$\underset{yy_0,y<y_0}{lim}f(x_0+\mathrm{\Phi }_N(yy_0),y)=\mathrm{}$$ $`\mathrm{}`$ ## 3 Algebras $`\overline{}_G`$ and $`\overline{}_{\overline{G}}`$ Now we apply our results for description of characters to the case of certain Banach algebras which contain dense subalgebras of rational functions. For these purposes we recall some known facts from the theory of Banach algebras . Let $`G`$ be a connected open subset of $`𝐑^2`$ having compact closure $`\overline{G}`$. Denote by $`B(\overline{G})`$ the Banach algebra of all real bounded functions on $`\overline{G}`$ endowed with $`sup`$-norm. By Gelfand-Naimark Theorem every closed subalgebra $`A`$ of $`B(\overline{G})`$ is isomorphic with the Banach algebra $`C(X^A)`$ of all continuous functions on the compactum $`X^A`$, where $`X^A`$ is the set of all nontrivial characters of $`A`$ endowed with the weak topology $`\sigma (X^A,A)`$. The desired isomorphism between $`A`$ and $`C(X^A)`$ is just the Gelfand Transform $`\overline{f}(\chi )=\chi (f)`$, where $`fA,\overline{f}C(X^A)`$ and $`\chi X^A`$. If a closed subalgebra $`A`$ separates the points of $`B(\overline{G})`$ then identifying the character $`\chi _{(x_0,y_0)}X^A`$ (defined by $`\chi _{(x_0,y_0)}(t)=f(x_0,y_0)`$ ) with the point $`(x_0,y_0)`$, we may suppose that $`\overline{G}`$ is a dense subset of $`X^A`$. For instance, $`\overline{G}`$ is dense in $`X^A`$ if $`C(\overline{G})A`$. If $`C(\overline{G})A`$ then $`X^A=_{(x,y)\overline{G}}\chi _{(x,y)}^A`$ where $$\chi _{(x,y)}^A=\{\chi X^A\|fC(\overline{G})\chi (f)=f(x,y)\}.$$ Clearly $`\chi _{(x,y)}^A`$ is compact for every $`(x,y)\overline{G}`$. Since $`\overline{G}`$ is dense in $`X^A`$ then $$\chi X^A\{(x_\gamma ,y_\gamma )_{\gamma \mathrm{\Gamma }}\underset{\gamma \mathrm{\Gamma }}{lim}(x_\gamma ,y_\gamma )=\chi $$ Moreover, if $`\chi X_{(x,y)}^A`$ then $`lim_{\gamma \mathrm{\Gamma }}(x_\gamma ,y_\gamma )=(x,y)`$ in $`𝐑^2`$. Note also that $`D_f^{(x,y)}=\overline{f}(X_{(x,y)}^A)`$ for every $`fA`$. In the sequel we consider in $`B(\overline{G})`$ the following two subalgebras: $`\overline{}_{\overline{G}}`$ \- the closure of a subalgebra consisting of all rational functions that are bounded on $`\overline{G}`$; and also $`\overline{}_G`$ -the closure of the subalgebra consisting of all rational functions that are bounded on $`G`$ and continuous on the boundary of $`G`$. Obviously, $`C(\overline{G})\overline{}_G\overline{}_{\overline{G}}`$. Let $`X^{\overline{G}}`$ ($`X^G`$) be the set of all characters of the algebra $`\overline{}_{\overline{G}}`$ (respectively, $`\overline{}_G`$) both endowed with the weak topology. ###### Proposition 1 The spaces $`X^G`$ and $`X^{\overline{G}}`$ are connected. Moreover, the sets $`X_{(x,y)}^G`$ and $`X_{(x,y)}^{\overline{G}}`$ are connected for every $`(x,y)\overline{G}`$. This proposition is a consequence of Lemma 2. ###### Proposition 2 $`\overline{R}_G`$ is not separable and $`X^G`$ is not metrizable. Proof Assuming the contrary, let $`\overline{R}_G`$ be separable. Since the set of all rational functions is dense in $`\overline{R}_G`$, by we obtain that there are countably many points at which a function from $`\overline{R}_G`$ can be discontinuous. On the other hand, clearly every point may be a point of discontinuity for suitable function from $`\overline{R}_G`$. This contradiction proves the first assertion. Now, the Banach algebra $`C(X^G)`$ is not separable being topologically isomorphic to the Banach algebra $`\overline{R}_G`$. Therefore $`X^G`$ is not metrizable. $`\mathrm{}`$ Corollary $`\overline{R}_{\overline{G}}`$ is not separable and $`X^{\overline{G}}`$ is not metrizable. Note that Theorem 3 provides a description of $`X^G`$ and $`X^{\overline{G}}`$. Note also that $`X_(x,y)X^G_{(x,y)}=X^{\overline{G}}_{(x,y)}`$ for any $`(x,y)G`$. If $`(x,y)G`$ ($`G`$ means the boundary of $`G`$), then $`\stackrel{~}{X}(x,y)X_{(x,y)}^{\overline{G}}`$, where $`\stackrel{~}{X}(x,y)`$ is the set of all characters in $`X_{(x,y)}`$, that can be determined by nets all members of which are in $`\overline{G}`$. ###### Proposition 3 $`X^G=_{(x,y)G}X_{(x,y)}G`$ and $`X^{\overline{G}}=_{(x,y)G}X_{(x,y)}(_{(x,y)G}\stackrel{~}{X}_{(x,y)})`$. Proof As we already mentioned, $`X^G=_{(x,y)\overline{G}}X_{(x,y)}^G`$. Consider $`(x_0.y_0)G`$ and $`\chi X_{(x_0,y_0)}^G`$. There exists a net $`\{(x_\gamma ,y_\gamma )\}_{\gamma \mathrm{\Gamma }}`$ in $`G`$ which converges to $`\chi `$ in weak topology. Then this net determines a character from $`X_{(x_,y_0)}`$. Indeed, if not, as in the proof of Theorem 3, there exist natural $`n_0,m_0`$ such that the limit $`lim_{\gamma \mathrm{\Gamma }}f(x_\gamma ,y_\gamma )`$ does not exist, where $$f(x,y)=\frac{(xx_0)^{n_0}(yy_0)^{m_0}}{(xx_0)^{2n_0}+(yy_0)^{2m_0}}$$ This is a contradiction because $`f(x,y)_G`$. Therefore, $`\chi X_{(x_0,y_0)}`$ and $`X_{(x_0,y_0)}^G=X_{(x_0,y_0)}`$, as desired. Analogous proof is valid for the second statement. $`\mathrm{}`$ Corollary 1 $`X_{(x_0,y_0)}=X^{_{(x_0,y_0)}}`$ for every $`(x_0,y_0)𝐑^\mathrm{𝟐}`$. Corollary 2 $`\overline{G}`$ is sequentially dense in $`X^G`$, that is, for every $`\chi X^G`$ there exists a sequence which converges to $`\chi `$ and consist of points from $`\overline{G}`$. It is actually a reformulation of Corollary 2 of Theorem 3. Corollary 3 $`X_{(x,y)}^1`$ is dense in $`X_{(x,y)}^{\overline{G}}=X_{(x,y)}`$ for all $`(x,y)G`$ and $`\stackrel{~}{X}_{(x,y)}^1`$ is dense in $`X_{(x,y)}^{\overline{G}}=\stackrel{~}{X}_{(x,y)}`$ for all $`(x,y)G`$. This assertion follows from Theorem 4. Corollary 4 Let $`f(x,y)\overline{}_{\overline{G}}`$ and $`(x_0,y_0)\overline{G}`$. Then $`lim_{(x,y)(x_0,y_0)}f(x,y)=a`$ exists iff $`lim_{(x,y)L(x_0,y_0)}f(x,y)=a`$ exists for every curve $`L\overline{G}`$ that are described in the assertion 1 of Theorem 1 and the assertion 1 of Theorem 2. The verification is easy by the previous corollary and Corollary 1 of Theorem 3. Let $`f(x,y)B(\overline{G})`$ satisfies the following conditions: 1. $`f(x,y)`$ is continuous on the boundary of $`G`$; 2. For every $`(x_0,y_0)G`$ and a curve $`L`$ that is described in one of the assertions (1),(2),(3),(4) of Theorem 1 or Theorem 2 there exists the limit $$\underset{(x,y)L(x_0,y_0)}{lim}f(x,y);$$ * For every $`(x_0,y_0)G`$ and a sequence of the curves $`\{L_N\}_{N𝐍}`$ that are described in Theorem 1 or in Theorem 2, there exists $$\underset{N\mathrm{}}{lim}\underset{(x,y)L_N(x_0.y_0)}{lim}f(x,y).$$ The set of all such functions clearly is a closed subalgebra of the Banach algebra $`B(\overline{G})`$. Define this subalgebra by $`L(\overline{G})`$. Obviously, $`\overline{}_GL(\overline{G})`$. However, $`L(\overline{G})\overline{}_G`$ as it follows from the following known counterexample $$f(x,y)=\frac{e^{\frac{1}{(xx_0)^2}}(yy_0)}{e^{\frac{2}{(xx_0)^2}}+(yy_0)^2}$$ (see ). Corollary 5 If $`f(x,y)\overline{}_G`$ then: 1. The set of discontinuity points of $`f(x,y)`$ is at most countable; 2. $`f(x,y)L(\overline{G})`$; 3. For every $`(x_0,y_0)G`$ and $`dD_{(x_0,y_0)}^f`$ there exists a character $`\chi X_{(x_0,y_0)}^G`$ such that $`\chi (f)=d`$. We state here two natural questions inspired by Corollaries 4 and 5 of Proposition 3. 1. How can be generalized Theorem 3 for $`\overline{}_G`$ or $`\overline{}_{\overline{G}}`$ ? 2. Is it true that the conditions of Corollary 5 are also sufficient in order to ensure that $`f(x,y)\overline{}_{\overline{G}}`$ ? Note that the main results of the present paper can be generalized for functions of $`n`$ arguments with $`n>2`$ and for arbitrary points of discontinuity of rational functions. Finally the author thanks to E. Shustin (Tel-Aviv University) for several stimulating conversations and important suggestions that have significant influence on results of the present paper. We thank also to M. Megrelishvili (Bar-Ilan University) for his support. address: Neot Golda str. 606/14, Netanya 42345, Israel tel: (972) 09-8356839 email:megereli@macs.biu.ac.il
warning/0007/math0007085.html	ar5iv	text	# 1 Introduction ## 1 Introduction Let $`^n`$ be the $`n`$-dimensional projective space over $``$. Denote by $`G(1,^n)`$ the grassmannian of the all projective lines in $`^n.`$ By the Plücker embedding $`G(1,^n)^{\left(\genfrac{}{}{0pt}{}{n+1}{2}\right)1}`$ the grassmannian is an algebraic subset of $`^{\left(\genfrac{}{}{0pt}{}{n+1}{2}\right)1}.`$ For any projective line $`L^n`$ we will denote by $`[L]`$ the corresponding point of $`G(1,^n)`$ and for any $`P,Q^n,`$ $`PQ,`$ we will denote by $`\overline{PQ}`$ the unique projective line in $`^n`$ spanned by $`P`$ and $`Q`$. Likewise, for any projective subspaces $`L,K^n`$ we will denote by $`Span(L,K)`$ the unique projective subspace in $`^n`$ spanned by $`L`$ and $`K.`$ If $`X`$ is an algebraic subset of $`^n`$ then $`Sing(X)`$ is the set of singular points of $`X`$. For $`PXSing(X)`$ by $`T_PX^n`$ we denote the embedded tangent space to $`X`$ at $`P`$. Let $`X,Y^n`$ be two varieties in $`^n`$ i.e. irreducible algebraic subsets of $`^n.`$ The definition of the join of $`X`$ and $`Y`$ is as follows (see \[H\], p.88, \[Z\], p.15, \[FOV\], Def. 1.3.5). Define the subsets of the grassmannian $`𝒥^0(X,Y)`$ $`:=\{[\overline{PQ}]G(1,^n):PX,QY,PQ\},`$ $`𝒥(X,Y)`$ $`:=\overline{𝒥^0(X,Y)}\text{ - the closure of }𝒥^0(X,Y)\text{ in }G(1,^n)`$ and the corresponding subsets of the projective space $`J^0(X,Y)`$ $`:={\displaystyle \underset{[L]𝒥^0(X,Y)}{}}L,`$ $`J(X,Y)`$ $`:={\displaystyle \underset{[L]𝒥(X,Y)}{}}L.`$ $`𝒥(X,Y)`$ and $`J(X,Y)`$ are algebraic subsets of $`G(1,^n)`$ and $`^n,`$ respectively. $`𝒥(X,Y)`$ is called the variety of lines joining $`X`$ and $`Y`$, and $`J(X,Y)`$ \- the join of $`X`$ and $`Y`$. In the case $`X=Y`$ the set $`J(X,Y)`$ is called the secant variety of $`X`$ and is denoted by $`Sec(X)`$ or $`X^2`$. If $`XY=\mathrm{}`$ then we have $`𝒥(X,Y)=𝒥^0(X,Y)`$. In the case $`XY\mathrm{},`$ the inclusion $`𝒥^0(X,Y)𝒥(X,Y)`$ is, in general, strict. Harris in \[H\] posed the question which additional projective lines besides those containing points $`PX,QY,PQ,`$ are in $`𝒥(X,Y)`$? In the paper we give a complete solution of this problem in the case $`X,Y`$ are arbitrary projective curves (in particular for $`X=Y`$). The key notion in the solution is the relative tangent cone $`C_P(X,Y)`$ to a pair of algebraic or analytic sets $`X,Y`$ in a given common point $`PXY`$ (in \[FOV\], S.2.5, it is denoted by $`LJoin_P(X,Y)`$). It is a generalization of one of the Whitney’s cones, precisely $`C_5(V,P)`$ (\[W1\], p.212, \[W3\], p.211), to the case of a pair of sets. The cone $`C_P(X,Y)`$ was introduced by Achilles, Tworzewski and Winiarski \[ATW\] in the analytic case when $`X`$ and $`Y`$ meet at a point. This notion was used in the new improper intersection theory in algebraic and analytic geometry ( \[FOV\], \[T\], \[CKT\], \[Cy\]). It is easy to show (Proposition 4.1) that for varieties $`X,Y^n`$ $$J(X,Y)=J^0(X,Y)\underset{PXY}{}C_P(X,Y).$$ So, the question is reduced to the problem of describing of $`C_P(X,Y)`$. If $`P`$ is an isolated point of intersection of two analytic curves $`X`$ and $`Y`$ Ciesielska in \[C\] proved that the cone $`C_P(X,Y)`$ is a finite sum of two-dimensional hyperplanes. The main result of the paper (Theorem 3.4) is an effective formula for the relative tangent cone $`C_P(X,Y)`$ in the general case $`X,Y`$ are arbitrary analytic curves and $`PXY`$ (even in the case $`X=Y`$). This formula is expressed in terms of local parametrizations of $`X`$ and $`Y`$ at $`P`$. The existence of local parametrizations is the reason for which we lead considerations over $`.`$ In the last section we summarize all results in Theorem 4.2 which gives a detailed description of the join of algebraic curves. ## 2 Relative tangent cones to analytic sets Since the relative tangent cone is a local notion we will lead considerations in $`^n`$ and in the case $`X,Y`$ are analytic sets. First we consider the case when the point $`P`$ is the origin i.e. $`P=\mathrm{𝟎}`$. We start from the notion of the ordinary tangent cone to an analytic set. Let $`X`$ be an analytic set in a neighbourhood $`U`$ of $`\mathrm{𝟎}^n`$ such that $`\mathrm{𝟎}X`$. The tangent cone $`C_0(X)`$ of $`X`$ at $`0`$ is defined to be the set of $`𝐯^n`$ with the property: there exist sequences $`(𝐱_\nu )_\nu `$ of points of $`X`$ and $`(\lambda _\nu )_\nu `$ of complex numbers such that $$𝐱_\nu 0\text{ and }\lambda _\nu 𝐱_\nu 𝐯\text{ when }\nu \mathrm{}.$$ One can find properties of the tangent cones to analytic sets in \[W2\], \[W3\], \[Ch\]. The tangent cone is an algebraic cone in $`^n`$ of dimension $`dim_0X.`$ Let $`X,Y`$ be analytic subsets of a neighbourhood $`U`$ of $`\mathrm{𝟎}^n`$ such that $`\mathrm{𝟎}XY`$. The relative tangent cone $`C_0(X,Y)`$ of $`X`$ and $`Y`$ at $`\mathrm{𝟎}`$ is defined to be the set of $`𝐯^n`$ with the property: there exist sequences $`(𝐱_\nu )_\nu `$ of points of $`X,`$ $`(𝐲_\nu )_\nu `$ of points of $`Y`$ and $`(\lambda _\nu )_\nu `$ of complex numbers such that $$𝐱_\nu 0,\text{ }𝐲_\nu 0,\text{ }\lambda _\nu (𝐲_\nu 𝐱_\nu )𝐯,\text{ when }\nu \mathrm{}.$$ Immediately from the definition we obtain: 1. $`C_0(X,Y)`$ is a cone with vertex at $`\mathrm{𝟎}`$. 2. If $`Y=\{\mathrm{𝟎}\}`$, then $`C_0(X,Y)=C_0(X),`$ 3. $`C_0(X,Y)=C_0(Y,X),`$ 4. $`C_0(X,Y)`$ depends only on the germs of $`X`$ and $`Y`$ at $`0,`$ 5. $`C_0(X_1X_2,Y)=C_0(X_1,Y)C_0(X_2,Y)`$ if $`X_1,X_2`$ are analytic sets containing $`\mathrm{𝟎}.`$ Next two propositions are known. Since, in the sequel, we will use facts from the proofs we give simple and elementary proofs of them in the analytic case. We will assume in the sequel of this section that $`X,Y`$ are analytic subsets of a neighbourhood $`U`$ of $`\mathrm{𝟎}^n`$ such that $`\mathrm{𝟎}XY`$. ###### Proposition 2.1 (\[ATW\], Property 2.9, in the case $`XY=\{0\}`$). $`C_0(X,Y)`$ is an algebraic cone in $`^n`$. Proof. By the Chow theorem it suffices to prove that $`C_0(X,Y)`$ is an analytic subset of $`^n`$. We will apply the elementary Whitney method ( \[W1\], Th. 5.1, used there in the case $`X=Y),`$ altghough one can also use the method of blowing-ups. Define the holomorphic functions $`\alpha _{jk}`$ $`:^n\times ^n\times ^n,j,k=1,\mathrm{},n,`$ $`\alpha _{jk}(𝐱,𝐲,𝐯)`$ $`:=\left\|\begin{array}{cc}y_jx_j& y_kx_k\\ v_j& v_k\end{array}\right\|,`$ where $`𝐱=(x_1,\mathrm{},x_n),`$ $`𝐲=(y_1,\mathrm{},y_n)`$ and $`𝐯=(v_1,\mathrm{},v_n)`$. The all functions $`\alpha _{jk}`$ vanish if and only if $`𝐱=𝐲`$ or $`𝐯`$ is a multiple of $`𝐲𝐱`$. Set $$B:=\{(𝐱,𝐲,𝐯):𝐱,𝐲U,\alpha _{jk}(𝐱,𝐲,𝐯)=0,j,k=1,\mathrm{},n\}.$$ This is an analytic subset of $`U\times U\times ^n`$ and hence so is $$B^{}:=B(X\times Y\times ^n).$$ The set $`\mathrm{\Delta }:=\{(𝐱,𝐱):𝐱XY\}U\times U`$ is also analytic. So, $$B^{\prime \prime }:=\overline{(B^{}(\mathrm{\Delta }\times ^n))}(U\times U\times ^n)$$ is an analytic set in $`U\times U\times ^n`$. Then $$C_0^{}(X,Y):=B^{\prime \prime }(\{(\mathrm{𝟎},\mathrm{𝟎})\}\times ^n)$$ is analytic in $`U\times U\times ^n`$. Since $`𝐯C_0(X,Y)`$ if and only if $`(\mathrm{𝟎},\mathrm{𝟎},𝐯)C_0^{}(X,Y)`$, then $`C_0(X,Y)`$ is an analytic subset of $`^n`$. ###### Proposition 2.2 (cf. \[FOV\], Prop. 2.5.5) $`dimC_0(X,Y)dim_0X+dim_0Y.`$ Proof. Since $`C_0(X,Y)`$ depends only on the germs of $`X`$ and $`Y`$ at $`\mathrm{𝟎}`$, we may assume that $`dimX=dim_0X`$ and $`dimY=dim_0Y`$. Consider the analytic set $`B^{\prime \prime }U\times U\times ^n`$, defined in the proof of the previous Proposition. If we denote by $`\pi `$ the projection $`U\times U\times ^nU\times U`$, then $`\pi (B^{\prime \prime })X\times Y`$ and over each point $`(𝐱,𝐲)\left(X\times Y\right)\mathrm{\Delta }`$ we have $`(\pi \|B^{\prime \prime })^1(𝐱,𝐲)=\{(𝐱,𝐲,\lambda (𝐲𝐱)):\lambda \}`$ and hence $`dim(\pi \|B^{\prime \prime })^1(𝐱,𝐲)=1.`$ Since $$B^{\prime \prime }=\overline{(\pi \|B^{\prime \prime })^1(X\times Y\mathrm{\Delta })},$$ (1) then $$dimB^{\prime \prime }=dimX+dimY+1.$$ By the same equality (1) no irreducible component of $`B^{\prime \prime }`$ is contained in $`\mathrm{\Delta }\times ^n`$ and in particular in $`(\mathrm{𝟎},\mathrm{𝟎})\times ^n`$. Hence $$dimC_0^{}(X,Y)=dim(B^{\prime \prime }(\{(\mathrm{𝟎},\mathrm{𝟎})\}\times ^n))dimX+dimY.$$ ###### Remark 2.3 If we do some additional assumptions on $`X`$ and $`Y`$ then the above inequality becomes an equality. Namely in \[ATW\] there was proved that if $`XY=\{\mathrm{𝟎}\}`$ then $`dimC_0(X,Y)=dim_0X+dim_0Y.`$ Of course, it is no longer true in the general case. Before the next proposition we precise some notions concerning analytic curves. By an analytic curve we mean an analytic set $`\mathrm{\Gamma }`$ of pure dimension 1 in an open set $`U^n`$. For $`P\mathrm{\Gamma }`$ we denote by $`(\mathrm{\Gamma })_P`$ the germ of $`\mathrm{\Gamma }`$ at $`P`$ and by $`\mathrm{deg}_P\mathrm{\Gamma }`$ \- the degree of $`\mathrm{\Gamma }`$ at $`P.`$ A parametrization of $`\mathrm{\Gamma }`$ at $`P`$ is a holomorphic homeomorphism $`\mathrm{\Phi }:K(r)U`$ $`(K(r):=\{z:\|z\|<r\}`$ is an open disc$`)`$ such that $`\mathrm{\Phi }(0)=P`$ and $`\mathrm{\Phi }(K(r))=\mathrm{\Gamma }U^{}`$ ($`U^{}U`$ is an open neighbourhood of $`P`$). Then any superposition $`\mathrm{\Phi }(t^k)`$, $`k`$ we will call a description of $`X`$ at $`P`$. It is known that any analytic curve $`\mathrm{\Gamma }`$ such that $`(\mathrm{\Gamma })_P`$ is irreducible has a parametrization. If $`0\mathrm{\Phi }=(\phi _1,\mathrm{},\phi _n),`$ $`\mathrm{\Phi }(0)=\mathrm{𝟎}`$, then we define $$ord\mathrm{\Phi }:=\mathrm{min}(ord\phi _1,\mathrm{},ord\phi _n).$$ If $`\mathrm{\Phi }`$ is a parametrization of $`\mathrm{\Gamma }`$ at $`\mathrm{𝟎}`$ then we have $$\mathrm{deg}_0\mathrm{\Gamma }=ord\mathrm{\Phi }.$$ It is well known that if $`\mathrm{\Gamma }`$ is an analytic curve in a neighbourhood $`U`$ of $`\mathrm{𝟎}^n`$ and $`\mathrm{\Phi }`$ is its parametrization at $`\mathrm{𝟎}`$ then $`C_0(\mathrm{\Gamma })`$ is a line $`𝐯`$, where $$𝐯=\underset{t0}{lim}\frac{\mathrm{\Phi }(t)}{t^{ord\mathrm{\Phi }}}.$$ We will shortly denote this fact by $$\mathrm{\Phi }(t)\underset{t0}{}𝐯.$$ or in more condensed form $`\mathrm{\Phi }(t)𝐯`$. Note that for any vector $`𝐰𝐯`$, by a slight change of parameter $`t\alpha t`$, $`\alpha `$, we get that $`\mathrm{\Phi }(\alpha t)𝐰`$. So, $`\mathrm{\Phi }`$ gives rather the whole line $`𝐯`$ than the vector $`𝐯`$ alone. So, we will also use the notation $`\mathrm{\Phi }(t)𝐰`$ for any $`𝐰𝐯`$. ###### Proposition 2.4 Assume that $`dim_0(XY)>0`$. For any $`0𝐯C_0(X,Y)`$ there exists an analytic curve $`\mathrm{\Gamma }X\times Y`$ having a parametrization $`\mathrm{\Phi }=(\mathrm{\Phi }_X,\mathrm{\Phi }_Y):K(r)X\times Y`$ at $`(\mathrm{𝟎},\mathrm{𝟎})`$ such that $$\mathrm{\Phi }_Y(t)\mathrm{\Phi }_X(t)𝐯.$$ Proof. Consider the analytic set $`B^{\prime \prime }U\times U\times ^n`$ defined in the proof of Proposition 2.1. We have $`P:=(\mathrm{𝟎},\mathrm{𝟎},𝐯)B^{\prime \prime }.`$ Since this point lies in the closure of $`B^{}(\mathrm{\Delta }\times ^n)`$ then there exists an analytic curve $`\mathrm{\Gamma }^{}B^{\prime \prime }`$ passing through $`P`$ such that $`\mathrm{\Gamma }^{}\{P\}B^{}(\mathrm{\Delta }\times ^n)`$. Take a parametrization $`(\mathrm{\Phi }_X(t),\mathrm{\Phi }_Y(t),𝐯(t)),`$ $`tK(r),`$ at $`P`$ of one irreducible component of $`(\mathrm{\Gamma }^{})_P.`$ We have $`(\mathrm{\Phi }_X(0),\mathrm{\Phi }_Y(0),𝐯(0))=(\mathrm{𝟎},\mathrm{𝟎},𝐯).`$ Since for any $`tK(r)`$, $`\mathrm{\Phi }_Y(t)\mathrm{\Phi }_X(t)`$ and $`𝐯(t)`$ are linearly dependent and $`𝐯(t)𝐯`$ when $`t0`$ then $`\mathrm{\Phi }_Y(t)\mathrm{\Phi }_X(t)𝐯.`$ ###### Proposition 2.5 (\[ATW\], Prop. 2.10 in the case $`XY=\{\mathrm{𝟎}\}`$). $`C_0(X)+C_0(Y)C_0(X,Y).`$ Proof. Let $`0𝐯C_0(X)`$, $`0𝐰C_0(Y)`$. Since $`C_0(X)`$ is a cone then $`𝐯C_0(X)`$. Take analytic curves $`\mathrm{\Gamma }X`$ and $`\mathrm{\Gamma }^{}Y`$ having parametrizations $`\mathrm{\Phi }(t)`$ and $`\mathrm{\Psi }(t)`$ at $`\mathrm{𝟎}`$, $`tK(r),`$ such that $`\mathrm{\Phi }(t)𝐯`$ and $`\mathrm{\Psi }(t)𝐰`$. Since $`\mathrm{\Phi }(t^{ord\mathrm{\Psi }})X`$ and $`\mathrm{\Psi }(t^{ord\mathrm{\Phi }})Y`$ for sufficiently small $`t`$ and $$\mathrm{\Psi }(t^{ord\mathrm{\Phi }})\mathrm{\Phi }(t^{ord\mathrm{\Psi }})𝐯+𝐰$$ then $`𝐯+𝐰C_0(X,Y)`$. We will need in the sequel a propositon which was proved in \[ATW\], Prop. 2.10. For completness of the paper we shall give another proof of it following easily from Proposition 2.4. ###### Proposition 2.6 If $`C_0(X)C_0(Y)=\{\mathrm{𝟎}\}`$ then $$C_0(X,Y)=C_0(X)+C_0(Y).$$ Proof. It suffices to prove $$C_0(X,Y)C_0(X)+C_0(Y).$$ Take $`0𝐰C_0(X,Y)`$. We may assume that $`𝐰C_0(X)C_0(Y)`$. By Proposition 2.4 there exists an analytic curve $`\mathrm{\Gamma }X\times Y`$ having a parametrization $`\mathrm{\Phi }=(\mathrm{\Phi }_X,\mathrm{\Phi }_Y):K(r)X\times Y`$ at $`(\mathrm{𝟎},\mathrm{𝟎})`$ such that $$\mathrm{\Phi }_Y(t)\mathrm{\Phi }_X(t)𝐰.$$ Since $`𝐰C_0(X)`$ and $`𝐰C_0(Y)`$ then $$ord\mathrm{\Phi }_Y=ord\mathrm{\Phi }_X<+\mathrm{}.$$ (2) Let $`\mathrm{\Phi }_X(t)`$ $`𝐯_1,\mathrm{\hspace{0.33em}\hspace{0.33em}\hspace{0.33em}0}𝐯_1C_0(X),`$ $`\mathrm{\Phi }_Y(t)`$ $`𝐯_2,\mathrm{\hspace{0.33em}\hspace{0.33em}\hspace{0.33em}0}𝐯_2C_0(Y).`$ Since $`C_0(X)C_0(Y)=\{\mathrm{𝟎}\}`$ then $`𝐯_1`$and $`𝐯_2`$ are linearly independent. Hence and from (2) $$\mathrm{\Phi }_Y(t)\mathrm{\Phi }_X(t)𝐯_2𝐯_1.$$ So, $`𝐰=𝐯_2𝐯_1C_0(X)+C_0(Y).`$ Let now $`X,Y`$ be analytic subsets of a neighbourhood $`U`$ of a point $`P^n`$ such that $`PXY`$. We define the relative tangent cone $`C_P(X,Y)`$ of $`X`$ and $`Y`$ at $`P`$ by $$C_P(X,Y):=P+C_0(XP,YP)$$ ## 3 Relative tangent cone to analytic curves In the case $`X,Y`$ are analytic curves we may give a more detailed description of $`C_0(X,Y).`$ The aim of this section is to give an effective formula for $`C_0(X,Y)`$ in terms of local parametrizations of $`X`$ and $`Y.`$ First, we formulate a useful lemma which is a a simple generalization of Proposition 2.4. ###### Lemma 3.1 Let $`X,Y`$ be analytic curves in a neighbourhood of $`\mathrm{𝟎}^n`$ such that $`\mathrm{𝟎}XY`$ and the germs $`(X)_\mathrm{𝟎},(Y)_\mathrm{𝟎}`$ are irreducible. Let $`\mathrm{\Phi }(t)`$ and $`\mathrm{\Psi }(\tau ),`$ $`t,\tau K(r),`$ be parametrizations of $`X`$ and $`Y`$ at $`\mathrm{𝟎}`$. Then for any $`𝐯C_0(X,Y)`$ there exists an analytic curve $`\mathrm{\Gamma }K(r)\times K(r)`$ having a parametrization $`\mathrm{\Theta }(s)=(t(s),\tau (s)):K(r^{})K(r)\times K(r)`$ at $`(\mathrm{𝟎},\mathrm{𝟎})`$ such that $$\mathrm{\Phi }(t(s))\mathrm{\Psi }(\tau (s))𝐯.$$ Moreover, we have the same result if $`\mathrm{\Phi }`$ and $`\mathrm{\Psi }`$ are only descriptions of $`X`$ and $`Y`$ at $`\mathrm{𝟎}`$. Proof. The proof follows from Proposition 2.4 and the fact that the mapping $`(\mathrm{\Phi }`$,$`\mathrm{\Psi })`$ is an analytic cover. Now we prove a key proposition for a description of relative tangent cones. This proposition was proved by Ciesielska \[C\] in the case $`XY=\{\mathrm{𝟎}\}`$, although the idea of her proof can be used in the more general case $`\mathrm{𝟎}XY`$. ###### Proposition 3.2 Let $`X,Y`$ be analytic curves in a neighbourhood of $`\mathrm{𝟎}^n`$ such that $`\mathrm{𝟎}XY`$. Then $$C_0(X,Y)+C_0(X)=C_0(X,Y).$$ Proof. We may assume that the germs $`(X)_\mathrm{𝟎},(Y)_\mathrm{𝟎}`$ are irreducible. It suffices to prove that $$C_0(X,Y)+C_0(X)C_0(X,Y).$$ (3) Since $`X,Y`$ are analytic curves and $`(X)_\mathrm{𝟎},(Y)_\mathrm{𝟎}`$ are irreducible at $`\mathrm{𝟎}`$ we will consider two possible cases: 1$`^{}.`$ $`C_0(X)C_0(Y)=\{\mathrm{𝟎}\}`$. Then by Proposition 2.6 $`C_0(X,Y)=C_0(X)+C_0(Y)`$. Hence we get (3). 2$`^{}.`$ $`C_0(X)=C_0(Y)`$. After a linear change of coordinates in $`^n`$ we may assume that $`C_0(X)=𝐞_1`$, where $`𝐞_1:=(1,0,\mathrm{},0).`$ Put $`k:=\mathrm{deg}_0X,`$ $`l:=\mathrm{deg}_0Y.`$ Let $`\mathrm{\Phi }`$ and $`\mathrm{\Psi }`$ be parametrizations of $`X`$ and $`Y`$ at $`\mathrm{𝟎}`$, respectively. Since $`C_0(X)=C_0(Y)=𝐞_1`$, we may assume that $`\mathrm{\Phi }(t)`$ $`=(t^k,\varphi _2(t),\mathrm{},\varphi _n(t)),tK(r),ord\varphi _i>k,i=2,\mathrm{},n,`$ (4) $`\mathrm{\Psi }(\tau )`$ $`=(\tau ^l,\psi _2(\tau ),\mathrm{},\psi _n(\tau )),\tau K(r),ord\psi _i>l,i=2,\mathrm{},n.`$ (5) Consider descriptions of $`X`$ and $`Y`$ $`\stackrel{~}{\mathrm{\Phi }}(t)`$ $`:=\mathrm{\Phi }(t^l)=(t^{kl},\varphi _2(t^l),\mathrm{},\varphi _n(t^l)),tK(\stackrel{~}{r}),`$ $`\stackrel{~}{\mathrm{\Psi }}(\tau )`$ $`:=\mathrm{\Psi }(\tau ^k)=(\tau ^{kl},\psi _2(\tau ^k),\mathrm{},\psi _n(\tau ^k)),\tau K(\stackrel{~}{r}),`$ where $`\stackrel{~}{r}`$ is a sufficiently small positive number. Take now $`\mathrm{𝟎}𝐯=(v_1,\mathrm{},v_n)C_0(X,Y)`$ and $`𝐰=(w,0,\mathrm{},0)C_0(X)`$. From Lemma 3.1 there is an analytic curve $`\mathrm{\Gamma }K(\stackrel{~}{r})\times K(\stackrel{~}{r})`$ having a parametrization $`\mathrm{\Theta }(s)=(t(s),\tau (s)):K(r^{})K(\stackrel{~}{r})\times K(\stackrel{~}{r})`$ at $`(\mathrm{𝟎},\mathrm{𝟎})`$ such that $$\stackrel{~}{\mathrm{\Phi }}(t(s))\stackrel{~}{\mathrm{\Psi }}(\tau (s))𝐯.$$ Define $$N:=ord(\stackrel{~}{\mathrm{\Phi }}(t(s))\stackrel{~}{\mathrm{\Psi }}(\tau (s))).$$ Then $$𝐯=\underset{s0}{lim}\frac{\stackrel{~}{\mathrm{\Phi }}(t(s))\stackrel{~}{\mathrm{\Psi }}(\tau (s))}{s^N}.$$ Since $`\mathrm{\Theta }`$ is a parametrization of a curve we have that $`t(s)`$ or $`\tau (s)`$ is not identically zero. Without loss of generality, we may assume that $`t(s)0`$ and $`ordt(s)ord\tau (s)`$. Put $`p:=ordt(s)`$. Hence $`Npkl`$. Changing unessentially $`t(s)`$ we may assume that $`t(s)=s^p`$. We define $$\stackrel{~}{t}(s):=s^p+\frac{w}{kl}s^{p+Npkl},$$ We claim that $$\stackrel{~}{\mathrm{\Phi }}(\stackrel{~}{t}(s))\stackrel{~}{\mathrm{\Psi }}(\tau (s))𝐯+𝐰.$$ In fact, for the first coordinate we have $$\underset{s0}{lim}\frac{(\stackrel{~}{t}(s))^{kl}(\tau (s))^{kl}}{s^N}=\underset{s0}{lim}\frac{(\stackrel{~}{t}(s))^{kl}(t(s))^{kl}+(t(s))^{kl}(\tau (s))^{kl}}{s^N}=w+v_1$$ and for the next coordinates $`\underset{s0}{lim}{\displaystyle \frac{(\varphi _i(\stackrel{~}{t}(s)^l)\psi _i(\tau (s)^k)}{s^N}}`$ $`=`$ $`\underset{s0}{lim}{\displaystyle \frac{\varphi _i(\stackrel{~}{t}(s)^l)\varphi _i(t(s)^l)+\varphi _i(t(s)^l)\psi _i(\tau (s)^k)}{s^N}}`$ $`=v_i,i=2,\mathrm{},n.`$ From this proposition we obtain the first description of relative tangent cones to analytic curves (cf. \[C\], Cor. 3.2). ###### Corollary 3.3 Let $`X,Y`$ be analytic curves in a neighbourhoodof $`\mathrm{𝟎}^n`$such that $`\mathrm{𝟎}XY`$ and $`(X)_\mathrm{𝟎},(Y)_\mathrm{𝟎}`$ be irreducible germs at $`\mathrm{𝟎}`$. Then two cases may occur: 1. $`C_0(X,Y)=C_0(X)=C_0(Y)`$. 2. $`C_0(X,Y)`$ is a finite sum of two-dimensional hyperplanes. Proof. If $`C_0(X)C_0(Y)=\{\mathrm{𝟎}\}`$, then by Proposition 2.6 $`C_0(X,Y)=C_0(X)+C_0(Y)`$ is a two-dimensional hyperplane. If $`C_0(X)=C_0(Y),`$ then taking an $`(n1)`$-dimensional hyperplane $`H`$ through $`\mathrm{𝟎}`$, transversal to $`C_0(X),`$ we easily obtain from Proposition 3.2 that $$C_0(X,Y)=C_0(X,Y)H+C_0(X).$$ (6) Since by Proposition 2.2 $`dimC_0(X,Y)2`$ then by (6) $`dimC_0(X,Y)H1`$. But $`C_0(X,Y)H`$ is also an algebraic cone. Hence $`C_0(X,Y)H`$ is either $`\{\mathrm{𝟎}\}`$ or a finite number of lines. So, by (6), $`C_0(X,Y)=C_0(X)`$ in the first case or is a finite sum of two-dimensional hyperplanes in the second one. Now we give the main result of the paper. It is a formula for the $`C_0(X,Y)`$ in terms of parametrizations of $`X`$ and $`Y`$. First we fix some notations. By $`𝐞_1,\mathrm{},𝐞_n`$ we denote the versors of axes in $`^n`$. For vectors $`𝐯,𝐰^n`$ by $`Lin(𝐯,𝐰)`$ we denote the hyperplane in $`^n`$ generated by $`𝐯`$ and $`𝐰`$. By $`in(\chi (s))`$ of a power series $`\chi (s)0`$ we mean its initial form i.e. if $`\chi (s)=\beta _ps^p+\mathrm{},`$ $`\beta _p0,`$ then $`in(\chi (s))=\beta _ps^p`$ (additionally we put $`in(0):=0`$). ###### Theorem 3.4 Let $`X,Y`$ be analytic curves in a neighbourhood $`U`$ of the point $`\mathrm{𝟎}^n`$ such that $`\mathrm{𝟎}XY`$ and $`(X)_0`$, $`(Y)_0`$ are irreducible germs. Let $`\mathrm{\Phi }(t)`$ $`=(t^k,\varphi _2(t),\mathrm{},\varphi _n(t)),tK(r),ord\varphi _i>k,i=2,\mathrm{},n`$ (7) $`\mathrm{\Psi }(\tau )`$ $`=(\tau ^l,\psi _2(\tau ),\mathrm{},\psi _n(\tau )),\tau K(r),ord\psi _i>l,i=2,\mathrm{},n`$ (8) be parametrizations of $`X`$ and $`Y`$at $`\mathrm{𝟎}.`$ Assume that $`lk`$. Let $`\epsilon _1,\mathrm{},\epsilon _l`$ be the all roots of unity of degree $`l`$. For $`i=1,\mathrm{},l`$ we define $`n_i`$ $`:=\{\begin{array}{ccc}ord(\mathrm{\Phi }(t^l)\mathrm{\Psi }(\epsilon _it^k))& \text{if}& \mathrm{\Phi }(t^l)\mathrm{\Psi }(\epsilon _it^k)0\\ 0& \text{if}& \mathrm{\Phi }(t^l)\mathrm{\Psi }(\epsilon _it^k)0\end{array},`$ $`𝐯_i`$ $`:=\underset{t0}{lim}{\displaystyle \frac{\mathrm{\Phi }(t^l)\mathrm{\Psi }(\epsilon _it^k)}{t^{n_i}}}.`$ Then $$C_0(X,Y)=Lin(𝐯_1,𝐞_1)\mathrm{}Lin(𝐯_l,𝐞_1).$$ Proof. Instead of the parametrizations $`\mathrm{\Phi }`$ and $`\mathrm{\Psi }`$, we shall use descriptions of $`X`$ and $`Y`$ . Define $`\stackrel{~}{\mathrm{\Phi }}(t)`$ $`:=\mathrm{\Phi }(t^l)=(t^{kl},\varphi _2(t^l),\mathrm{},\varphi _n(t^l)),tK(r^{1/l}),`$ $`\stackrel{~}{\mathrm{\Psi }}(\tau )`$ $`:=\mathrm{\Psi }(\tau ^k)=(\tau ^{kl},\psi _2(\tau ^k),\mathrm{},\psi _n(\tau ^k)),\tau K(r^{1/k}).`$ Obviously, $`(\stackrel{~}{\mathrm{\Phi }}(K(r^{1/l}))_0=(X)_0`$, $`(\stackrel{~}{\mathrm{\Psi }}(K(r^{1/k}))_0=(Y)_0`$. From the form of $`\stackrel{~}{\mathrm{\Phi }}`$ and $`\stackrel{~}{\mathrm{\Psi }}`$ we see that $$C_0(X)=C_0(Y)=𝐞_1.$$ Take the hyperplane $$H:=\{(x_1,\mathrm{},x_n)^n:x_1=0\},$$ transversal to $`C_0(X)=C_0(Y).`$ From Proposition 3.2 we easily obtain $$C_0(X,Y)=C_0(X,Y)H+C_0(X).$$ Since $`C_0(X,Y)`$ is an analytic cone in $`^n`$ of dimension $`2`$, then from this equality $`C_0(X,Y)H`$ is either $`\{\mathrm{𝟎}\}`$ or a finite system of lines. So, it suffices to prove that $$C_0(X,Y)H=\underset{i=1}{\overset{l}{}}𝐯_i.$$ By definition of $`𝐯_i`$ we have obviously $$\underset{i=1}{\overset{l}{}}𝐯_iC_0(X,Y)H.$$ Take now any vector $`0𝐰C_0(X,Y)H`$. By Lemma 3.1 there exists an analytic curve $`\mathrm{\Gamma }K(r^{1/l})\times K(r^{1/k})`$ having a parametrization $`\mathrm{\Theta }(s)=(t(s),\tau (s)):K(r^{})K(r^{1/l})\times K(r^{1/k})`$ at $`(\mathrm{𝟎},\mathrm{𝟎})`$ such that $$\left(\stackrel{~}{\mathrm{\Phi }}(t(s))\stackrel{~}{\mathrm{\Psi }}(\tau (s))\right)𝐰,\text{ when }s0,$$ i.e. $$(t(s)^{kl}\tau (s)^{kl},\varphi _2(t(s)^l)\psi _2(\tau (s)^k),\mathrm{},\varphi _n(t(s)^l)\psi _n(\tau (s)^k))𝐰,\text{ when }s0.$$ Since $`t(s)0`$ or $`\tau (s)0`$ we may assume that $`t(s)0.`$ Changing unessentially the parameter $`s`$ we may assume that $$t(s)=s^p,p\text{.}$$ Then $$(s^{pkl}\tau (s)^{kl},\varphi _2(s^{pl})\psi _2(\tau (s)^k),\mathrm{},\varphi _n(s^{pl})\psi _n(\tau (s)^k))𝐰,\text{ when }s0.$$ Since $`𝐰=(0,w_2,\mathrm{},w_n)0`$, then there exists $`j\{2,\mathrm{},n\}`$ such that $$ord(\varphi _j(s^{pl})\psi _j(\tau (s)^k)<ord(s^{pkl}\tau (s)^{kl}).$$ (9) Denote by $`J`$ the set of $`j\{2,\mathrm{},n\}`$ for which the above inequality holds. Since $`ord\varphi _j>k`$ and $`ord\psi _j>l,`$ then from the above inequality we obtain that $`\tau (s)`$ has the form $$\tau (s)=\alpha _ps^p+\alpha _{p+1}s^{p+1}+\mathrm{},\alpha _p^{kl}=1.$$ Hence $`\alpha _p^k=\epsilon _{i_0}`$ for some $`i_0\{1,\mathrm{},l\}.`$ We shall show that $`𝐰=𝐯_{i_0}.`$ Consider the cases: 1. the coefficients $`\alpha _r`$ vanish for $`r>p`$ i.e. $`\tau (s)=\alpha _ps^p.`$ Then $`\tau (s)^k=\alpha _p^ks^{pk}=\epsilon _{i_0}s^{pk}.`$ Hence we have $`𝐰=𝐯_{i_0},`$ 2. not all the coefficients $`\alpha _r`$ vanish for $`r>p.`$ Let $`m`$ be the smallest positive integer such that $`\alpha _{p+m}0.`$ Then $`\tau (s)`$ $`=\alpha _ps^p+\alpha _{p+m}s^{p+m}+\mathrm{}.`$ $`\tau (s)^k`$ $`=\epsilon _{i_0}s^{pk}+\alpha s^{pk+m}+\mathrm{}.,\alpha 0,`$ (10) $`ord(s^{pkl}\tau (s)^{kl})`$ $`=pkl+m,`$ (11) $`ord(\varphi _j(s^{pl})\psi _j(\tau (s)^k)`$ $`<pkl+m\text{ for }jJ`$ (12) $`ord(\varphi _j(s^{pl})\psi _j(\tau (s)^k)`$ $`pkl+m\text{ for }jJ`$ (13) Let us first note that for $`j\{2,\mathrm{},n\}`$ from (10) and the fact that $`ord\psi _j>l`$ we have $$ord(\psi _j(\tau (s)^k)\psi _j(\epsilon _{i_0}s^{pk}))pkl+m.$$ (14) Hence and from (12) for $`jJ`$ we have $`in(\varphi _j(s^{pl})\psi _j(\tau (s)^k)`$ $`=in(\varphi _j(s^{pl})\psi _j(\epsilon _{i_0}s^{pk})+\psi _j(\epsilon _{i_0}s^{pk})\psi _j(\tau (s)^k)`$ $`=in\left(\varphi _j(s^{pl})\psi _j(\epsilon _{i_0}s^{pk})\right),`$ (15) and for $`jJ`$ from (13) we get $`ord\left(\varphi _j(s^{pl})\psi _j(\epsilon _{i_0}s^{pk})\right)`$ $`=`$ $`ord\left(\varphi _j(s^{pl})\psi _j(\tau (s)^k)+\psi _j(\tau (s)^k)\psi _j(\epsilon _{i_0}s^{pk})\right)`$ $`pkl+m.`$ (16) Hence $$ord(\mathrm{\Phi }(s^{pl})\mathrm{\Psi }(\tau (s)^k)=ord(\mathrm{\Phi }(s^{pl})\mathrm{\Psi }(\epsilon _{i_0}s^{pk}))=pn_{i_0}.$$ (17) Now, we have $`𝐯_{i_0}`$ $`=\underset{t0}{lim}t^{n_{i_0}}\left(\mathrm{\Phi }(t^l)\mathrm{\Psi }(\epsilon _{i_0}t^k)\right)`$ $`=\underset{s0}{lim}s^{pn_{i_0}}\left(\mathrm{\Phi }(s^{pl})\mathrm{\Psi }(\epsilon _{i_0}s^{pk})\right)`$ $`=\underset{s0}{lim}s^{pn_{i_0}}(0,\varphi _2(s^{pl})\psi _2(\epsilon _{i_0}s^{pk}),\mathrm{},\varphi _n(s^{pl})\psi _n(\epsilon _{i_0}s^{pk}))`$ $`=\underset{s0}{lim}s^{pn_{i_0}}(0,in\left(\varphi _2(s^{pl})\psi _2(\epsilon _{i_0}s^{pk})\right),\mathrm{},in\left(\varphi _n(s^{pl})\psi _n(\epsilon _{i_0}s^{pk})\right)).`$ On the other hand, from definition of $`𝐰`$ and (17) we have $`𝐰`$ $`=\underset{s0}{lim}{\displaystyle \frac{\left(\mathrm{\Phi }(s^{pl})\mathrm{\Psi }(\tau (s)^k)\right)}{s^{ord\left(\mathrm{\Phi }(s^{pl})\mathrm{\Psi }(\tau (s)^k)\right)}}}`$ $`=\underset{s0}{lim}s^{pn_{i_0}}\left(\mathrm{\Phi }(s^{pl})\mathrm{\Psi }(\tau (s)^k)\right)`$ $`=\underset{s0}{lim}s^{pn_{i_0}}(s^{pkl}\tau (s)^k,\varphi _2(s^{pl})\psi _2(\tau (s)^k),\mathrm{},\varphi _n(s^{pl})\psi _n(\tau (s)^k))`$ $`=\underset{s0}{lim}s^{pn_{i_0}}(in\left(s^{pkl}\tau (s)^k\right),in\left(\varphi _2(s^{pl})\psi _2(\tau (s)^k)\right),\mathrm{},in\left(\varphi _n(s^{pl})\psi _n(\tau (s)^k)\right))`$ Then from (11), (15), (13), (16) we finally obtain $$𝐯_{i_0}=𝐰.$$ This ends the proof. ###### Remark 3.5 From forms (7), (8) of parametrizations it follows that $`C_0(X)=C_0(Y)=𝐞_1.`$ By Proposition 2.6 we see that only this case is interesting.Moreover, the assumption on the form of parametrizations is not restrictive, because it is well-known that for any analytic curve $`X`$ with irreducible germ at $`0`$ there exists a linear change of coordinates in $`^n`$ such that in the new coordinates $`C_0(X)=𝐞_1`$ and there exists a parametrization of $`X`$ at $`0`$ of form (7). ###### Remark 3.6 It is easily seen that by an unessential change of the parameter $`t\mu t`$, $`\mu ^{kl}=1,`$ for each of the vectors $$𝐯_{\epsilon ,\eta }:=\underset{t0}{lim}\frac{\mathrm{\Phi }(\eta t^l)\mathrm{\Psi }(\epsilon t^k)}{t^{ord(\mathrm{\Phi }(\eta t^l)\mathrm{\Psi }(\epsilon t^k))}},\epsilon ^l=1,\eta ^k=1$$ there exists $`i\{1,\mathrm{},l\}`$ such that $$𝐯_{\epsilon ,\eta }=𝐯_i.$$ ###### Corollary 3.7 Let $`X,Y`$ be analytic curves in a neighbourhood $`U`$ of the point $`\mathrm{𝟎}^n`$ such that $`\mathrm{𝟎}XY`$ and $`(X)_0`$, $`(Y)_0`$ are irreducible germs. Then 1. if $`(X)_0=(Y)_0`$ and this germ is nonsingular, then $$C_0(X,X)=C_0(X)=T_PX,$$ 2. in the remaining cases $`C_0(X,Y)`$ is the sum of $`r`$ two-dimensional hyperplanes, where $$1r\mathrm{min}(\mathrm{deg}_0X,\mathrm{deg}_0Y)$$ Proof. It follows from Theorem 3.4 by considering parametrizations of $`X`$ and $`Y`$ at $`0`$ in the nonsingular case and singular one. ###### Example 3.8 Let $`X`$ $`:=\{(t^2,t^3,0):t\}^3,`$ $`Y`$ $`:=\{(\tau ^2,0,\tau ^3):\tau \}^3.`$ $`X`$ and $`Y`$ satisfy assumptions of Theorem 3.4. We have $`k=l=2`$ and $`𝐯_1=[0,1,1]`$, $`𝐯_2=[0,1,1].`$ Hence $$C_0(X,Y)=Lin(𝐯_1,𝐞_1)Lin(𝐯_2,𝐞_1)=\{(x,y,z)^3:y^2z^2=0\}.$$ ## 4 Join of algebraic curves In this section we answer the question posed in the introduction: which additional projective lines besides those containing points $`PX,QY,PQ,`$ are in $`𝒥(X,Y)`$ in the case $`X,Y`$ are algebraic curves? First, we give a relation between the join of arbitrary varieties and relative tangent cones. Let $`X,Y`$ be arbitrary algebraic subsets of $`^n`$ and $`PXY`$. Let $`U^n`$ be a canonical affine part of $`^n`$ such that $`PU,`$ and $`\phi :U^n`$ the corresponding canonical map. Then we define relative tangent cone $`C_P(X,Y)`$ to $`X`$ and $`Y`$ at $`P`$ by $$C_P(X,Y):=\overline{\phi ^1(C_{\phi (P)}(\phi (XU),\phi (YU))}.$$ One can easily check that it does not depend on the choice of the canonical affine part $`U`$ of $`^n`$ (in \[FOV\], Def. 4.3.6, there is another equivalent definition of $`C_P(X,Y)`$ using the affine cones $`\widehat{X},\widehat{Y}^{n+1}`$ generated by $`X`$ and $`Y`$). Since $`C_P(X,Y)`$ is a sum of projective lines passing through $`P`$ we may define $$𝒞_P(X,Y):=\{[L]G(1,^n):LC_P(X,Y)\text{ and }PL\}.$$ ###### Proposition 4.1 Let $`X,Y`$ be arbitrary algebraic subsets of $`^n`$. Then $`𝒥(X,Y)`$ $`=𝒥^0(X,Y){\displaystyle \underset{PXY}{}}𝒞_P(X,Y),`$ $`J(X,Y)`$ $`=J^0(X,Y){\displaystyle \underset{PXY}{}}C_P(X,Y).`$ Proof. Note that the topology in $`G(1,^n)`$ can be described in the following elementary way: if $`[L],[L_i]G(1,^n)`$, $`i=1,2,\mathrm{}`$, then $`[L_i][L]`$ when $`i\mathrm{}`$ in $`G(1,^n)`$ if and only if there exist points $`P_i,Q_iL_i`$, $`i=1,2,\mathrm{},`$ $`P_iQ_i`$, $`P,QL,`$ $`PQ`$, and their homogeneous coordinates $`P_i=(x_0^i:\mathrm{}:x_n^i)`$, $`Q_i=(y_0^i:\mathrm{}:y_n^i)`$, $`P=(x_0:\mathrm{}:x_n)`$, $`Q=(y_0:\mathrm{}:y_n)`$ such that $`x_j^ix_j`$ and $`y_j^iy_j`$ when $`i\mathrm{}`$ in $``$for $`j=0,1,\mathrm{},n.`$ Take $`[L]𝒥(X,Y)𝒥^0(X,Y)`$. Then there exist $`[\overline{P_iQ_i}]G(1,^n)`$, $`i=1,2,\mathrm{}`$, $`P_iX,`$ $`Q_iY`$, $`P_iQ_i`$, such that $`[\overline{P_iQ_i}][L]`$ when $`i\mathrm{}`$. Since $`X,Y`$ are compact sets we may assume that $`P_iPX`$ and $`Q_iQY.`$ Since $`[L]𝒥^0(X,Y)`$ then $`P=Q`$. Hence $`PXY`$. Of course $`PL.`$ From the above description of topology in $`G(1,^n)`$ we easily obtain that $`LC_P(X,Y).`$ The opposite inclusion $`_{PXY}𝒞_P(X,Y)𝒥(X,Y)`$ is obvious. From the above proposition and the previous results we obtain the full description of the join of algebraic curves in $`^n.`$ ###### Theorem 4.2 Let $`X,Y`$ be irreducible curves in $`^n.`$ Then: 1. if $`X=Y`$ then $`𝒥(X,X)`$ $`=𝒥^0(X,X){\displaystyle \underset{P\text{Sing(}X)}{}}𝒞_P(X,X){\displaystyle \underset{PX\text{Sing(}X)}{}}[T_P(X)],`$ $`J(X,X)`$ $`=J^0(X,X){\displaystyle \underset{P\text{Sing(}X)}{}}C_P(X,X){\displaystyle \underset{PX\text{Sing(}X)}{}}T_P(X),`$ 2. if $`XY`$ and $`XY=\{P_1,\mathrm{},P_k\}`$ then $`𝒥(X,Y)`$ $`=𝒥^0(X,Y){\displaystyle \underset{i=1}{\overset{k}{}}}𝒞_{P_i}(X,Y),`$ $`J(X,Y)`$ $`=J^0(X,Y){\displaystyle \underset{i=1}{\overset{k}{}}}C_{P_i}(X,Y).`$ Moreover, in both cases each $`C_P(X,Y)`$ is a finite sum of projective two-dimensional hyperplanes passing through $`P.`$ They are effectively described in the following way: for a given point $`PXY`$ if $`XY`$ or $`P`$ a singular point of $`X`$ if $`X=Y`$ we decompose $`(X)_P=(X_1)_P\mathrm{}(X_r)_P`$, $`(Y)_P=(Y_1)_P\mathrm{}(Y_s)_P`$ into irreducible curve-germs. Then $$C_P(X,Y)=\underset{i,j}{}C_P(X_i,Y_j).$$ Each $`C_P(X_i,Y_j)`$ is described in the following way: (i) if $`(X_i)_P=(Y_j)_P`$ and this germ is nonsingular, then $$C_P(X_i,Y_j)=C_P(X_i)=C_P(Y_j)=T_PX_i=T_PY_j,$$ (ii) if $`(X_i)_P(Y_j)_P`$ or one of these germs is singular, then (1) if $`C_P(X_i)C_P(Y_j)=\{P\}`$ then $$C_P(X_i,Y_j)=Span(C_P(X_i),C_P(Y_j))\text{,}$$ (2) if $`C_P(X_i)=C_P(Y_j)`$ then $`C_P(X_i,Y_j)`$ $`={\displaystyle \underset{l=1}{\overset{m}{}}}Span(C_P(X_i),\overline{PQ_l})\text{,}`$ $`1`$ $`m\mathrm{min}(\mathrm{deg}_PX_i,\mathrm{deg}_PY_j)`$ where $`Q_l:=\phi ^1(\phi (P)+𝐯_l)`$ ($`\phi :U^n`$ is a canonical map of $`^n`$ such that $`PU`$) and $`𝐯_l`$ are calculated from local parametrization of the curves $`\phi (X_i)\phi (P)`$ and $`\phi (Y_j)\phi (P)`$ at $`\mathrm{𝟎},`$ as it is described in Theorem 3.4 (after a linear change of coordinates in $`^n)`$. Acknowledgements. I thank J.Cha̧dzyński, Z.Jelonek, T. Rodak and S.Spodzie-ja for helpful comments. faculty of mathematics University of lodz ul. s.banacha 22 90-238 lodz, Poland E-mail: krasinsk$`\mathrm{@}`$krysia.uni.lodz.pl
warning/0007/hep-th0007001.html	ar5iv	text	# REFERENCES \[ SMC-PHYS-162 hep-ph/0007001 Induced Field Theory on the Brane World Keiichi Akama Department of Physics, Saitama Medical College, Kawakado, Moroyama, Saitama, 350-0496, Japan e-mail: akama@saitama-med.ac.jp ## Abstract We show how the gravity, gauge, and matter fields are induced on dynamically localized brane world (domain wall, vortex etc.). Solitonic solutions localized on a curved brane in certain field theories in higher dimensions are given in terms of gravity, gauge and extrinsic curvature fields of the brane. Then we deduce the effective field theory on the brane in terms of those fields and the quantum fluctuations of the solitonic solution. The gravity, gauge and the extrinsic curvature fields should obey the Gauss-Codazzi-Ricci equation in addition to their own equations of motion. \] This contributed paper <sup></sup><sup></sup>* Contributed paper for ICHEP2000(XXXth International Conference on High Energy Physics July 27 - August 2, 2000, Osaka, Japan) is based on the work done in collaboration with Takashi Hattori. Recently the idea of brane world attracts much attention in connection with the expectation for “large scale extra dimensions” to solve the hierarchy problems between the weak interaction scale and the Planck scale, and other problems . The idea that our world is an embedded object in a higher dimensional spacetime is very old. The early works were connected with embeddability problem of a Riemanian spacetime in a higher dimensional spacetime . Joseph presented a picture of dynamical trapping of matters by a potential valley along the embedded world . Regge and Teitelboim pointed out that we should adopt the metric but not the position of the brane as the dynamical variable to have ordinary theory of gravity . Maia investigated symmetry aspects of embedded spacetimes . Field theoretical trapping mechanisms of the world were considered by the present author , and Rubakov and Shaposhnikov , independently. The former used, as an example, the Nielsen-Olesen vortex type mechanism to trap the world on the brane, and the gravity is naturally described by the induced metric, whose kinetic term (Einstein gravity term) is induced through the quantum fluctuations. On the other hand, the latter adopted the example of the domain-wall type solution with special interest in the trapped bosons and chiral fermions on the flat brane. Gravitational trapping is considered by Visser . Various models were investigated in connection with various problems, such as chiral anomaly , supermembrane , and others . It turned out that the D-brane play important rolls in the superstring theory , or in reducing it from the M-theory . Triggered by the ideas of large extra dimension , an explosion of papers came out including phenomenological , cosmological , and theoretical investigations . Besides the various possibilities as are recently studied, the idea of the brane world is basically important because it gives an alternative to the Klein-type compactification to hide the Kaluza-type extra dimensions , which become necessary for various theoretical reasons. Other important applications of the studies of physics on the brane are those to the lower dimensional objects such as domain walls, vortices, topological defects, etc. in the condensed matter systems . Here we investigate how and what field theoretical ingredients are induced on the brane world. We show that it gives a unified picture for gravity and gauge fields with additional constraints from the Gauss-Codazzi-Ricci equations. If our world is really on a brane localized by some higher dimensional dynamics, the gravitation on the brane should be caused by dynamical deformations of the brane itself. In addition to the gravitational fields, the deformation of the brane give rise to the extrinsic curvature and the normal connection, which, respectively, behave like a tensor field and a gauge field on the brane. This suggests a natural and challenging scenario of geometrical unification of the gravitational and the gauge fields . We call them unified because they are described by different components of the same connection from the whole spacetime viewpoints, as we will explain below. Let $`𝝎_{𝝁𝝂𝝀}`$ be the affine connection, and $`𝑹^𝝁_{𝝂𝝆𝝈}`$ be the curvature tensor of the $`p+q+1`$-spacetime. Then, they are related by $`𝑹_{𝒂𝒃𝝁𝝂}=𝝎_{𝒂𝒃\mathbf{[}𝝁\mathbf{,}𝝂\mathbf{]}}+𝝎_{𝒄𝒂\mathbf{[}𝝁}𝝎^𝒄_{𝒃𝝂\mathbf{]}},`$ (1) where the Greek suffices indicate the spacetime indices, and the Latin, the local Lorentz indices, the square brackets \[ \] in the array of the suffices indicate anti-symmetrization of the suffices, i.e. we subtract the term with the suffix at the right of \[ and that at the left of \] exchanged, and the comma in the array of the suffices indicates the differentiation with respect to the spacetime coordinate components indicated by the suffices after the comma. We use the metric $`𝒈_{𝝁𝝂}`$ and its inverse $`𝒈^{𝝁𝝂}`$ to raise and lower spacetime indices, the flat metric $`𝜼_{𝒂𝒃}=𝜼^{𝒂𝒃}=\mathrm{diag}(1,1,\mathrm{},1)`$ to raise and lower local Lorentz indices, and the vielbein $`𝒆_{a\mu }`$ to convert spacetime indices to local Lorentz ones, and vice versa. Here and hereafter we denote the quantities of concerning $`p+q+1`$-spacetime by boldface letters, and the boldface suffices run over the range $`0,1,\mathrm{},p+q`$. For a given $`p`$-brane, let us take a coordinate system $`𝒙^\mu `$ such that $`x^{\underset{¯}{\mu }}=0`$ for $`\underset{¯}{\mu }=p+1,\mathrm{},p+q`$. Hereafter the bold indices like $`𝝁`$, $`𝒂`$, etc. run over the range $`0,1,\mathrm{},p+q`$ (whole spacetime), normal indices without underline like $`\mu `$, $`a`$, etc. run over the range $`0,1,\mathrm{},p`$ (our spacetime), and normal indices with underline like $`\underset{¯}{\mu }`$, $`\underset{¯}{a}`$, etc. run over the range $`p+1,\mathrm{},p+q`$ (extra dimensions). Let $`\omega _{\mu \nu \lambda }`$ be the affine connection, and $`R^\mu _{\nu \rho \sigma }`$ be the curvature tensor of the $`p+1`$-spacetime on the $`p`$-brane. Then, they are related by $`R_{ab\mu \nu }=\omega _{ab[\mu ,\nu ]}+\omega _{ca[\mu }\omega ^c{}_{b\nu ]}{}^{}.`$ (2) The brane affine connection $`\omega _{\mu \nu \lambda }`$ is nothing but the brane-parallel components of the whole-spacetime connection $`𝝎_{𝝁𝝂𝝀}`$ at the brane. The components $`𝝎_{\underset{¯}{a}b\mu }B_{\underset{¯}{a}b\mu }`$ of the whole-spacetime connection with normal index $`\underset{¯}{a}`$ and tangent index $`b`$ are (index-converted form of) the extrinsic curvture $`B_{\underset{¯}{a}\mu \nu }`$ The components $`𝝎_{\underset{¯}{ab}\mu }A_{\underset{¯}{ab}\mu }`$ of the whole-spacetime connection with normal indices $`\underset{¯}{a}`$ and $`\underset{¯}{b}`$ are the normal connection, which play the roles of the gauge fields of the normal space rotation group $`O(q)`$. The curvature tensor with respect to the gauge transformation is the field strength of the gauge field: $$F_{\underset{¯}{ab}\mu \nu }=A_{\underset{¯}{ab}[\mu ,\nu ]}+A_{\underset{¯}{ca}[\mu }A^{\underset{¯}{c}}{}_{\underset{¯}{b}\nu ]}{}^{}.$$ (3) Then (1) implies that $$𝝎_{𝒂𝒃}^{}{}_{[\mu ,\nu ]}{}^{}+𝝎_{𝒄𝒂}^{}{}_{[\mu }{}^{}𝝎^𝒄_𝒃_{\nu ]}=𝑹_{𝒂𝒃}^{}{}_{\mu \nu }{}^{}\|_{x^{\underset{¯}{\mu }}=0},$$ (4) which gives constraints among the metric $`g_{\mu \nu }`$ (or vielbein $`e_{a\mu }`$), the extrinsic curvature $`B_{\underset{¯}{a}\mu \nu }`$, and the normal-connection gauge field $`A_{\underset{¯}{ab}\mu }`$ in terms of the $`p+q+1`$ curvature at the $`p`$-brane. In fact, the tangent-tangent($`ab`$), tangent-normal($`a\underset{¯}{b}`$), and normal-normal($`\underset{¯}{ab}`$), components of (4) are rewritten as $`R_{ab\mu \nu }+B_{\underset{¯}{c}a[\mu }B^{\underset{¯}{c}}{}_{b\nu ]}{}^{}=𝑹_{ab\mu \nu }\|_{x^{\underset{¯}{\mu }}=0},`$ (5) $`B_{\underset{¯}{a}b[\mu ,\nu ]}+B_{c\underset{¯}{a}[\mu }\omega ^c{}_{b\nu ]}{}^{}+A_{\underset{¯}{c}\underset{¯}{a}[\mu }B^{\underset{¯}{c}}{}_{b\nu ]}{}^{}=𝑹_{\underset{¯}{a}b\mu \nu }\|_{x^{\underset{¯}{\mu }}=0},`$ (6) $`F_{\underset{¯}{ab}\mu \nu }+B_{c\underset{¯}{a}[\mu }B^c{}_{\underset{¯}{b}\nu ]}{}^{}=𝑹_{\underset{¯}{ab}\mu \nu }\|_{x^{\underset{¯}{\mu }}=0},`$ (7) which are called Gauss, Codazzi, and Ricci equations, respectively. On the other hand, for the whole-spacetime with constant curvature, these equations are the integrability condition for the solution for the $`p`$-brane to exist uniquely up to global translations and rotations for a given set of the $`e_{a\mu }`$, $`B_{\underset{¯}{a}\mu \nu }`$, and $`A_{\underset{¯}{ab}\mu }`$. Owing to this theorem, we can adopt the the $`e_{a\mu }`$, $`B_{\underset{¯}{a}\mu \nu }`$ and $`A_{\underset{¯}{ab}\mu }`$ as the dynamical variables of the $`p`$-brane system instead of the position $`𝒚(x^\mu )`$ avoiding the Regge-Teitelboim problem . Now we consider the case where the $`p+q+1`$-spacetime is flat. Let $`𝑿_𝝁`$ be the Cartesian coordinate system that we refer to. We denote the position of the $`p`$-brane by $`𝒚(x^\mu )`$, where $`x^\mu `$ ($`\mu =0,1,\mathrm{},p`$) is $`p+1`$ parameters. We define $`p+1`$ orthonormal tangent vectors $`𝒏_a(x^\mu )`$ ($`a=0,1,\mathrm{},p`$) $`q`$ orthonormal normal vectors $`𝒏_{\underset{¯}{a}}(x^\mu )`$ ($`\underset{¯}{a}=p+1,\mathrm{},p+q`$) of the $`p`$-brane. Then the induced vielbein on the $`p`$-brane is given by $$e_{a\mu }=𝒏_a𝒚_{,\mu },$$ the induced metric on the $`p`$-brane is given by $$g_{\mu \nu }=𝒚_{,\mu }𝒚_{,\nu }=e_{a\mu }e^a{}_{\nu }{}^{},$$ and the induced connection on the $`p`$-brane is given by $$\omega {}_{𝒂𝒃}{}^{}{}_{\mu }{}^{}=𝒏_𝒂𝒏_𝒃{}_{,\mu }{}^{},$$ where the differentiation denoted by the index after the comma is that with respect to the parameter $`x^\mu `$, and the inner product of the two vectors are taken with respect to the metric of the curved $`p+q+1`$-spacetime. Now we transform the coordinate system from $`𝑿^𝝁`$ to $`𝒙^𝝁`$ such that the first $`p+1`$ components $`x^\mu `$ ($`\mu =0,1,\mathrm{},p`$) coincide with the parameter $`x^\mu `$ and the last $`q`$ components $`x^{\underset{¯}{\mu }}`$ ($`\underset{¯}{\mu }=p+1,\mathrm{},p+q`$) vanish (i.e. $`x^{\underset{¯}{\mu }}=0`$) on the $`p`$-brane. We know various models which has solitonic solution where fields are localized in the neighborhood of some lower dimensional subspace. For example, we have the kink solution for a scalar field in a double well potential ($`q=1`$), the Neilsen-Olesen vortex solution in the Higgs model with $`U(1)`$ gauge field ($`q=2`$), the Skirmion solution with massive scalar fields ($`q=3`$), etc.. In many cases, the flat space solution is well known. So here we develop a general formalism to derive the curved brane solution in the curved spacetime from the well known flat-space solution. Consider the system of the fields $`𝚽`$ (in general, including higher spin and spinor fields) with the flat-space action $$S=L(𝜼_{𝒂𝝁},𝚽,{}_{𝒌}{}^{}𝚽)d_{p+q+1}𝑿,$$ (8) which has some symmetry with non-symmetric potential minima. Let us assume that the equation of motion of (8) has a static soliton solution $`𝚽=𝚽_{\mathrm{sol}}(x^{\underset{¯}{a}})`$ such that $$𝚽_{\mathrm{sol}}𝚽_{\mathrm{min}}+O(e^\delta )\mathrm{for}r=\sqrt{x^{\underset{¯}{a}}x_{\underset{¯}{a}}}\mathrm{},$$ (9) where $`\delta `$ is a constant corresponding to the soliton size, and $`𝚽_{\mathrm{min}}`$ is a singular function which takes the value with the potential minimum except at $`r=0`$ and is singular at $`r=0`$. Around the static solution $`𝚽=𝚽_{\mathrm{sol}}(x^{\underset{¯}{a}})`$, we can find small fluctuation modes $`𝝃`$ for which $`𝚽_{\mathrm{sol}}+𝝃`$ is a solution of the linearized equation of motion under the assumption that $`𝝃`$ is very small. If the action has some symmetry, there exist zero-mode solutions associated with the symmetry. They are still static implying zero additional energy to that of $`𝚽_{\mathrm{sol}}`$ Among them the zero-mode of the translation invariance in the extra spase is given by $`𝝃_{\underset{¯}{a}}=_{\underset{¯}{a}}𝚽_{\mathrm{sol}}`$. Other types of the small fluctuations are non-static ones where $`𝝃`$ depends also on $`x^\mu `$, and has additional energies. Now we seek for the solution localized in the neighborhood of the given $`p`$-brane specified by the vielbein $`e_{a\mu }`$, the extrinsic curvature $`B_{\underset{¯}{a}\mu \nu }`$, and the normal connection gauge field $`A_{\underset{¯}{ab}\mu }`$. We assume the curvature $`R_{ab\mu \nu }`$, the extrinsic curvature $`B_{\underset{¯}{a}\mu \nu }`$, and the normal connection gauge field $`A_{\underset{¯}{ab}\mu }`$ are small in the scale of the soliton size $`\delta `$. This is an safe and plausible assumption from both cosmological and field theoretical points of view. Then the solution is obtained by the following procedure. First we specify the curvilinear coordinate system $`𝒙^𝝁`$ a little more precise by the transformation: $$𝑿=𝒚(x^\mu )+x^{\underset{¯}{a}}𝒏_{\underset{¯}{a}}(x^\mu ).$$ (10) In general the transformation (10) becomes singular at some large $`\|x^{\underset{¯}{a}}\|`$. It is safe now, however, owing to the rapidly approaching property in (9) and assumption of small $`R_{ab\mu \nu }`$, $`B_{\underset{¯}{a}\mu \nu }`$, and $`A_{\underset{¯}{ab}\mu }`$. Then the vielbein $`𝒆_{𝒂𝝁}=𝒏_𝒂𝑿_{\mathbf{,}𝝁}`$ is given by $$\left(\begin{array}{cc}𝒆_{a\mu }& 𝒆_{a\underset{¯}{\mu }}\\ 𝒆_{\underset{¯}{a}\mu }& 𝒆_{\underset{¯}{a\mu }}\end{array}\right)=\left(\begin{array}{cc}e_{a\mu }x^{\underset{¯}{b}}B_{\underset{¯}{b}a\mu }& 0\\ x^{\underset{¯}{b}}A_{\underset{¯}{ba}\mu }& \eta _{\underset{¯}{a\mu }}\end{array}\right).$$ (11) The action becomes $$S=𝒆L(𝒆_{𝒂𝝁},𝚽,𝑫_𝒌𝚽)d_{p+q+1}𝒙$$ (12) in a given curved spacetime specified by the vielbein $`𝒆_{𝒂𝝁}`$, where $`𝒆=det𝒆_{𝒂𝝁}`$, and $`𝑫_𝝁`$ is the covariant differentiation written in terms of the connection $`𝝎_{𝒂𝒃𝝁}`$ according to the spins of the ingredients of the field $`𝚽`$. If the $`p`$-brane is curved, the solution $`𝚽_{\mathrm{sol}}`$ is no longer a solution of the equation of motion. The small correction is expected to have an asymptotic form proportional to the translation zero-mode. Then we parametrize the small fluctuation from $`𝚽_{\mathrm{sol}}`$ as $$𝚽_{\mathrm{brane}}(x{}_{}{}^{𝝁})=𝚽_{\mathrm{sol}}(x^{\underset{¯}{\mu }})+𝝌^{\underset{¯}{\mu }}_{\underset{¯}{\mu }}𝚽_{\mathrm{sol}}(x^{\underset{¯}{\mu }}),$$ (13) where $`𝝌^{\underset{¯}{\mu }}`$ is the small coefficient (in general matrix because $`𝚽`$ is a system of fields) which depends on both $`x^\mu `$ and $`x^{\underset{¯}{\mu }}`$. Because the solution rapidly approaches its asymptotic value for $`x^{\underset{¯}{\mu }}>>\delta `$, only the region with small $`x^{\underset{¯}{\mu }}`$ is important. So we expand $`𝝌`$ in terms of $`x^{\underset{¯}{\mu }}`$: $$𝝌=𝝌^{(0)}+x^{\underset{¯}{\mu }}𝝌_{\underset{¯}{\mu }}^{(1)}+x^{\underset{¯}{\mu }}x^{\underset{¯}{\nu }}𝝌_{\underset{¯}{\mu \nu }}^{(2)}+\mathrm{},$$ (14) where $`𝝌^{(i)}`$ ($`i=0,1,2,\mathrm{}`$) are functions of $`x^\mu `$ only. The function $`𝝌^{(0)}`$ corresponds to the shift of the position of the brane, and it should be described by other values of $`e_{a\mu }`$, $`B_{\underset{¯}{a}\mu \nu }`$, and $`A_{\underset{¯}{ab}\mu }`$. Therefore we neglect $`𝝌^{(0)}`$ in (14). Now we can expand the equation of motion in power series of $`x^{\underset{¯}{\mu }}`$. The equation should hold order by order in $`x^{\underset{¯}{\mu }}`$. This gives recursive equations for the functions $`𝝌^{(i)}`$ in terms of the vielbein $`e_{a\mu }`$, the extrinsic curvature $`B_{\underset{¯}{a}\mu \nu }`$, and the normal connection gauge field $`A_{\underset{¯}{ab}\mu }`$. Thus we can obtain the $`p`$-brane solution $`𝚽_{\mathrm{brane}}(x{}_{}{}^{𝝁})`$ in the form of (13), where $`𝝌`$ is power series of $`x^{\underset{¯}{\mu }}`$ with coefficients written in terms of the parameters $`e_{a\mu }`$, $`B_{\underset{¯}{a}\mu \nu }`$, and $`A_{\underset{¯}{ab}\mu }`$ which specify the $`p`$-brane. If we substitute this $`𝚽_{\mathrm{brane}}(x{}_{}{}^{𝝁})`$ back into the action (12) and perform $`x^{\underset{¯}{\mu }}`$-integration, we obtain the effective action for the quantities $`e_{a\mu }`$, $`B_{\underset{¯}{a}\mu \nu }`$, and $`A_{\underset{¯}{ab}\mu }`$ on the brane world. As an example, here we apply this procedure to the model for the scalar field $`\mathrm{\Phi }`$ with a double well potential in the five dimensional spacetime . The Lagrangian is given by $$L=𝒆\left[\frac{1}{2}𝒈^{𝝁𝝂}{}_{𝝁}{}^{}\mathrm{\Phi }{}_{𝝂}{}^{}\mathrm{\Phi }\frac{1}{4}\lambda \left(\mathrm{\Phi }^2\frac{m^2}{\lambda }\right)^2\right],$$ (15) where $`\lambda `$ is the coupling constant and $`m`$ is the mass of the field $`\mathrm{\Phi }`$. In the flat case, this is known to have the domain wall solution $$\mathrm{\Phi }=\mathrm{\Phi }_{\mathrm{sol}}\frac{m}{\sqrt{\lambda }}\mathrm{tanh}\frac{my}{\sqrt{2}},$$ (16) where we have denoted the extra dimension coordinate $`x^{\underset{¯}{4}}`$ by $`y`$. Then, after a lengthy calculation according to the above procedure, we obtain the brane world solution $`\mathrm{\Phi }_{\mathrm{brane}}=\mathrm{\Phi }_{\mathrm{sol}}`$ (17) $`+\left[{\displaystyle \frac{1}{2}}y^2B_\mu ^\mu +{\displaystyle \frac{1}{6}}y^3\left((B_\mu ^\mu )^2+B_{\mu \nu }B^{\mu \nu }\right)+O(B^3)\right]\mathrm{\Phi }_{\mathrm{sol}}^{},`$ (18) where $`B_{\mu \nu }`$ is the extrinsic curvature, and $`\mathrm{\Phi }_{\mathrm{sol}}^{}`$ is the derivative of $`\mathrm{\Phi }_{\mathrm{sol}}`$ with respect to the extra dimension coordinate $`y`$. Now we return to the general formalism. Let $`𝝃_n`$ ($`n=1,2,\mathrm{}`$) be the small fluctuation modes of the flat space solution. We expand the small fluctuation of the field $`\mathrm{\Phi }`$ in terms of $`𝝃_n`$ as $$𝚽=𝚽_{\mathrm{brane}}+\underset{n}{}𝝋_n(x^\mu )𝝃_n(x^{\underset{¯}{\mu }}).$$ (19) We substitute this into the action (12), and perform the $`x^{\underset{¯}{\mu }}`$-integration. Then we obtain the effective action $`S_{\mathrm{eff}}`$ for $`e_{a\mu }`$, $`B_{\underset{¯}{a}\mu \nu }`$, $`A_{\underset{¯}{ab}\mu }`$, and $`𝝋_n`$ on the $`p`$-brane. So far we have treated the fields $`𝒆_{𝒂𝝁}`$ in the $`p+q+1`$-spacetime and $`e_{a\mu }`$, $`B_{\underset{¯}{a}\mu \nu }`$, and $`A_{\underset{¯}{ab}\mu }`$ on the brane as the given external fields. To incorporate their dynamics, we should path-integrate the generating functional over all the possible configurations. We can add the kinetic term of $`𝒆_{𝒂𝝁}`$ in the $`p+q+1`$-spacetime because it is taken as an elementary field. Then we will have some equation which specifies the configuration of $`𝒆_{𝒂𝝁}`$ in the $`p+q+1`$-spacetime. If the quanta (gravitons etc.) of the system is massless, the coupling of the interaction should not be so strong as to violate the observed level of the effective energy conservation on the brane. On the other hand, we should path-integrate the generating functional with respect to $`e_{a\mu }`$, $`B_{\underset{¯}{a}\mu \nu }`$, and $`A_{\underset{¯}{ab}\mu }`$ on the brane to incorporate all the possible and independent configurations of the brane. However, the effective action derived as above has no kinetic term of $`e_{a\mu }`$, $`B_{\underset{¯}{a}\mu \nu }`$, and $`A_{\underset{¯}{ab}\mu }`$. The kinetic terms are induced through the quantum fluctuations of the trapped matter field $`𝝋`$ on the brane. In general the quantum fluctuations have the form $$e(a+bR+\mathrm{}),$$ (20) where $`a`$ and $`b`$ are calculable constants. The field theoretical calculations are found in the literature . The values of $`a`$ and $`b`$, respectively, contain quartic and quadratic divergences in the ultraviolet region, which we cutoff at around the scale of asymptotic field value $`\|𝚽_{\mathrm{min}}\|`$. Such a cutoff is naturally expected in the present model, since very high excitation above the threshold of $`\|𝚽_{\mathrm{min}}\|`$ spread into the extra dimensions and blind to the position of the brane. Then the effective action on the brane gives the equations of motion of $`e_{a\mu }`$, $`B_{\underset{¯}{a}\mu \nu }`$, and $`A_{\underset{¯}{ab}\mu }`$ on the brane. The cosmological constant should be fine-tuned. In conclusion, on the brane world localized by the solitonic solution, (i) the small fluctuation modes trapped by solitonic solution play the role of matter fields on the brane, (ii) the gravitational and the gauge fields are induced through the deformation of the brane, (iii) besides them the extrinsic curvature field are induced through the deformation of the brane, (iv) the kinetic terms of the gravitational, the gauge and the extrinsic curvature fields are induced through the quantum fluctuations of the trapped matter fields, and (v) the gravitational, the gauge and the extrinsic curvature fields should obey the Gauss-Codazzi-Ricci equations in addition to the ordinary equations of motion.
warning/0007/gr-qc0007002.html	ar5iv	text	# References Global monopoles in the Brans-Dicke theory Xin-zhou Li <sup>1</sup><sup>1</sup>1e-mail address: xzhli@ecust.edu.cn and Jizong Lu <sup>2</sup><sup>2</sup>2e-mail address: jzlu@shtu.edu.cn Department of Physics, Shanghai Normal University, Shanghai 200234, P.R. China ## Abstract A gravitating global monopole produces a repulsive gravitational field outside the core in addition to a solid angular deficit in the Brans-Dicke theory. As a new feature, the angular deficit is dependent on the values of $`\varphi _{\mathrm{}}`$ and $`\omega `$, where $`\varphi _{\mathrm{}}`$ is asymptotic value of scalar field in space-like infinity and $`\omega `$ is the Brans-Dicke parameter. (PACS numbers: 04.90.+e, 14.80.Hv, 95.30.Sf,) The phase transitions in the early Universe can give rise to topological defects of various kinds . The idea that monopole ought to exist has proved to be remarkably durable. The first ones to study the effects of gravity on the global monopole were Barriola and Vilenkin . When gravity is taken account the linearly divergent mass of a global momopole has an effect analogous to that of a tiny mass at the origin. Harari and Loustò , and Shi and Li have shown that this small gravitational potential is actually repulsive. Recently, Li et.al. have described a new class of cold stars, which are called D-stars (defect stars). Comparing to Q-stars, one further requires, as a new feature, that in the absence of matter field the theory has monopole solutions. This requirement is such that the characteristics of these objects, for instance deficit angle, differ quite substantially from those of Q-starts. On the other hand, there has been renewed interest in the Brans-Dicke (BD) theory , in which the usual metric gravitational field is augmented by a scalar field $`\varphi `$ which couples to the curvature via a parameter $`\omega `$. The modern studies of BD theory are motivated by the fact that they appear as the low energy limit of string theory . Spherically symmetric charge distributions in BD theory have also been investigated before . In this paper, we study global monopoles in the BD theory. We show that the monopole produces a repulsive granvitational field outside the core in addition to a solid angular deficit. As a new feature, the angular deficit is dependent on the values of $`\varphi _{\mathrm{}}`$ and $`\omega `$, where $`\varphi _{\mathrm{}}`$ is asymptotic value of scalar field in space-like infinity. To be specific, we shall work within a particular model in units $`G=C=1`$, where a global $`O(3)`$ symmetry is broken down to $`U(1)`$ in the framework of BD theory. Its action is given by $$𝒮=\frac{1}{16\pi }d^4x\sqrt{g}[\varphi R\frac{\omega }{\varphi }g^{\mu \nu }\varphi ,_\mu \varphi ,_\nu 8\pi g^{\mu \nu }\psi ^a,_\mu \psi ^a,_\nu 4\pi \lambda (\psi ^a\psi ^a\eta ^2)^2]$$ $`(1)`$ where $`g=det(g_{\mu \nu })`$. $`R`$ is the scalar curvature, $`\omega `$ is a constant, $`\varphi ^a`$ is a triplet of the Coldstone field, $`a=1,2,3`$. The Goldstone field configuration describing a global monopole is $$\psi ^a=\eta \sigma (r)\frac{x^a}{r}\mathrm{with}x^ax^a=r^2$$ $`(2)`$ so that we will actually have a monopole solution if $`\sigma 1`$ at spatial infinity. The general static metric with spherical symmetry can be written as $$ds^2=B(\rho )+A(\rho )dr^2+\rho ^2(d\theta ^2+\mathrm{sin}^2\theta d\varphi ^2)$$ $`(3)`$ with the usual relation between the spherical coordinates $`\rho ,\theta ,\varphi `$ and the “Cartesian” coordinates $`x^a`$. Let us now introduce a dimensionless parameter $`r\eta \rho `$. From the action (1) and the definition for $`\sigma `$, the equations of motion follows: $$\frac{1}{A}\sigma ^{\prime \prime }+[\frac{2}{Ar}+\frac{1}{2B}(\frac{B}{A})^{}]\sigma ^{}\frac{2}{r^2}\sigma \lambda (\sigma ^21)\sigma =0,$$ $`(4)`$ where the prime denoting differentiation with respect to $`r`$. Varying the action with respect to $`g^{\mu \nu }`$ and $`\varphi `$ we obtain the field equations $$R_{\mu \nu }\frac{1}{2}g_{\mu \nu }R=\frac{8\pi }{\varphi }T_{\mu \nu }+\frac{\omega }{\varphi ^2}(\varphi ,_\mu \varphi ,_\nu \frac{1}{2}g_{\mu \nu }\varphi ^{,\alpha }\varphi ,_\alpha )+\frac{1}{\varphi }(\varphi ,_{\mu ;\nu }g_{\mu \nu }\mathrm{}\varphi )$$ $`(5)`$ and $$\mathrm{}\varphi =\frac{8\pi T}{2\omega +3},$$ $`(6)`$ where the energy-momentum tensor is $$T_{\mu \nu }=_\nu \psi ^a_\nu \psi ^a\frac{1}{2}g_{\mu \nu }[g^{\alpha \beta }_\alpha \psi ^a_\beta \psi ^a+\frac{1}{2}\lambda (\psi ^a\psi ^a\eta ^2)^2]$$ $`(7)`$ and $`T`$ is $`\mathrm{tr}T_{\mu \nu }`$. Using Eqs. (2) and (3), we have $$A^{}=Ar[\frac{4\pi \eta ^2\sigma ^2(2\omega +1)}{\varphi (2\omega +3)}+\frac{8\pi \eta ^2A(2\omega 1)}{\varphi (2\omega +3)}(\frac{\sigma ^2}{r^2}+\frac{\lambda }{4}(\sigma ^21)^2)\frac{B^{}\varphi ^{}}{2B\varphi }\frac{\omega \varphi ^2}{2\varphi }+\frac{1}{r^2}(1A)],$$ $`(8)`$ $$B^{}=\frac{rB}{2\varphi +r\varphi ^{}}[8\pi \eta ^2\sigma ^28\pi \eta ^2A(\frac{\sigma ^2}{r^2}+\frac{\lambda }{4}(\sigma ^21)^2)\frac{4}{r}\varphi ^{}+\frac{\omega }{\varphi }\varphi ^2+\frac{2\varphi }{r^2}(A1)],$$ $`(9)`$ $$\varphi ^{\prime \prime }=\varphi ^{}(\frac{A^{}}{2A}\frac{B^{}}{2B}\frac{2}{r})\frac{2A\eta ^2}{2\omega +3}[\frac{2\sigma ^2}{r^2}+\frac{\sigma ^2}{A}+\lambda (\sigma ^21)^2].$$ $`(10)`$ Eqs. (8)-(10) can be reduced to the general relativistic (GR) ones when $`\omega \mathrm{}`$ and $`\varphi 1`$. We introducr the “scalar charge” of BD theory $$S=\underset{r\mathrm{}}{lim}(r^2\frac{d\varphi }{dr}).$$ $`(11)`$ Note that this is not in general a conserved quantity. We define it here since it is included in the expression for the mass of the monopole which we will give below. The equation for $`\varphi `$ can be formally intergrated, we have an alternative expression for the scalar charge $$S=_0^{\mathrm{}}𝑑rr^2\{\varphi ^{}(\frac{A^{}}{2A}\frac{B^{}}{2B})\frac{2A\eta ^2}{2\omega +3}[\frac{2\sigma ^2}{r^2}+\frac{\sigma ^2}{A}+\lambda (\sigma ^21)^2]\}.$$ $`(12)`$ Expanding the metric and the scalar field equation in powers of $`r^1`$ about $`r=\mathrm{}`$ one can write the field equations in a linearized form. Using the boundary condition of the asymptotically flat $$AA_{\mathrm{}}+O(\frac{1}{r^n}),$$ $$BB_{\mathrm{}}+O(\frac{1}{r^n}),$$ $$\varphi \varphi _{\mathrm{}}+O(\frac{1}{r^n}),$$ $`(13)`$ where $`n1`$ and the subscript $`\mathrm{`}\mathrm{`}\mathrm{}\mathrm{"}`$ denotes values at spacelike $`\mathrm{}`$. We also require $`\sigma 1`$ at least as fast as $`r^1`$. In fact, as we will show below, the conditions above imply that $`\sigma 1`$ exponentially as $`r\mathrm{}`$. The equation for the metric coefficient $`A(r)`$ reads $$(\frac{r}{A})^{}+\mathrm{\Omega }(r)(\frac{r}{A})=1\mathrm{\Delta }(r)[\sigma ^2+\frac{\lambda }{4}r^2(\sigma ^21)^2],$$ $`(14)`$ where $$\mathrm{\Omega }(r)=\frac{4\pi \sigma ^2\eta ^2(2\omega +1)r}{(2\omega +3)}\frac{B^{}\varphi ^{}}{2B\varphi }+\frac{\omega \varphi ^2}{2\varphi }$$ $`(15)`$ and $$\mathrm{\Delta }(r)=\frac{8\pi \eta ^2(2\omega 1)}{\varphi (2\omega +3)}.$$ $`(16)`$ We define $$\mathrm{\Delta }\mathrm{\Delta }(\mathrm{})=\frac{8\pi \eta ^2(2\omega 1)}{\varphi _{\mathrm{}}(2\omega +3)}$$ $`(17)`$ and we will show below, $`\mathrm{\Delta }`$ describes a solid angular deficit in the BD theory. Integrating Eq.(14), $`A(r)`$ can be written as $$A^1=1\mathrm{\Delta }\frac{2M(r)}{r},$$ $`(18)`$ where $$M(r)=\frac{1}{2}[\mathrm{\Delta }(r)\mathrm{\Delta }]r+\frac{1}{2}\mathrm{exp}[_0^r\mathrm{\Omega }(y)dy]_0^rdy\{\mathrm{\Delta }(y)[(\sigma ^21)+\frac{\lambda y^2}{4}(\sigma ^21)^2$$ $$+(1\mathrm{\Delta }(y))y\mathrm{\Omega }(y)]+8\pi \frac{\varphi ^{}}{\varphi }\mathrm{\Delta }(y)\}[_0^y\mathrm{\Omega }(z)dz].$$ $`(19)`$ One can show that $`lim_r\mathrm{}M(r)=M_{ADM}`$ which is Arnowitt-Deser-Misner mass of the monopole. Let us first discuss the GR case. When $`\omega \mathrm{}`$ and $`\varphi 1`$, we have $`\mathrm{\Delta }=8\pi G\eta ^2`$ and $$M(r)=\frac{\mathrm{\Delta }}{2}\mathrm{exp}[\frac{\mathrm{\Delta }}{2}_0^r𝑑y\sigma ^2(y)y]_0^r𝑑y[(\sigma ^21)+\frac{y^4}{4}(\sigma ^21)^2+(1\mathrm{\Delta })\frac{y^2}{2}\sigma ^2]\mathrm{exp}[\frac{\mathrm{\Delta }}{2}_0^y𝑑z\sigma ^2z],$$ $`(20)`$ which is known as a formula in Ref. . Analogously, $$B(r)=1\mathrm{\Delta }\frac{2M_B(r)}{r}$$ $`(21)`$ with $$M_B(r)=M(r)\mathrm{exp}[\mathrm{\Delta }_{\mathrm{}}^r𝑑y\sigma ^2y]+(1\mathrm{\Delta })\frac{r}{2}[1\mathrm{exp}(\mathrm{\Delta }_{\mathrm{}}^r𝑑y\sigma ^2y)].$$ $`(22)`$ One finds the asympototic expansions $$f(r)=1\frac{1}{r^2}\frac{\frac{3}{2}\mathrm{\Delta }}{r^4}+O(r^6),$$ $$M(r)=M_{ADM}+\frac{\mathrm{\Delta }}{2r}+O(r^3),$$ $$M_B(r)=M_{ADM}[1\frac{\mathrm{\Delta }}{r^4}]+\frac{(1\mathrm{\Delta })}{2}\frac{\mathrm{\Delta }}{r^3}+O(r^7).$$ $`(23)`$ Solving Eqs. (8)-(10) in a linearized form, we find scalar field have following asymptotic form $$\varphi =\varphi _{\mathrm{}}\frac{S}{r}+O(\frac{1}{r^2}),$$ $`(24)`$ while the line element in this limit is $$ds^2=[1\mathrm{\Delta }\frac{2M_K}{r}+O(\frac{1}{r^2})]dt^2+[1\mathrm{\Delta }\frac{2M_{ADM}}{r}+O(\frac{1}{r^2})]^1dr^2+r^2(d\theta ^2+\mathrm{sin}^2\theta d\varphi ),$$ $`(25)`$ where $$M_K=M_{ADM}\frac{S}{\varphi _{\mathrm{}}}$$ $`(26)`$ is the Keplerian mass of the monopole. The $`M_K`$ is the active gravitational mass measureed by a non-self-gravitating test particle in a circular orbit at space-like infinity about the monopole. Substituting the metric components appreaing in the asymptotic form of the line element in Eq.(4), we have $$(1\sigma )^{\prime \prime }+\frac{2}{r}(1\sigma )^{}2\lambda (1+\mathrm{\Delta }+\frac{2M_{ADM}}{r})(1\sigma )+O(\frac{1}{r^2})=0.$$ $`(27)`$ We obtain the asymptotic solution $$\sigma =1r^be^{kr}[1+O(\frac{1}{r^2})],$$ $`(28)`$ where $$k=[2\lambda (1+\mathrm{\Delta })]^{\frac{1}{2}},$$ $$b=1+(\frac{2\lambda }{(1+\mathrm{\Delta })})^{\frac{1}{2}}M_{ADM}.$$ $`(29)`$ Therefore, $`\sigma `$ field tends to $`1`$ exponentially with $`r`$ in the asymptotic region. Neglecting the mass term in Eqs. (18) and (21) and rescaling variables $`r`$ and $`t`$ at large distance off the core, the monopole metric can be rewritten as $$ds^2=dt^2+dr^2(1\mathrm{\Delta })r^2(d\theta ^2+\mathrm{sin}^2\theta d\varphi ^2)$$ $`(30).`$ This metric describes a space with a deficit solid angla: the area of a sphere with radius $`r`$ is not $`4\pi r^2`$, but a little smaller. In the BD theory, angular deficit is dependent on the values of $`\varphi _{\mathrm{}}`$ and $`\omega `$. Note that the integrand in Eq. (19) contains a non-positive definite term, so $`M(r)`$ may be negative. The strongest constrains on BD theories are usually assumed to come from the solar system weak field tests . As is well known, observations constrain the BD parameter to have a value of $`\omega >500`$. Using numerical integration, $`M(r)`$ is indeed negative all the way from the origin and quickly approaches an asymptotic value of order $`M6\pi \eta ^2(2\omega 1)/[\varphi _{\mathrm{}}(2\omega +3)]`$. However, one has taken $`\omega =1`$ in the simplest string effective action , which is relavant to the study of global monopole in very early Universe, although in this case $`\varphi _{\mathrm{}}=1`$ is physically unrealistic: to approximate a monopole embedded in the string dominated Universe, we should choose a value $`\varphi _{\mathrm{}}<1`$. In this case, we have $`\mathrm{\Delta }=24\eta ^2/\varphi _{\mathrm{}}`$. This means that there is not angular deficit, but angular surplus in the string dominated cosmology. Finally, the general scalar-tensor gravitational theories arise from dimension reduction of higher dimensional theories and string theory . The general theories can satisfy the rather strict constraints determined at the current epoch, while still differing considerably from Einstein theory in the past . Details of the monopole in more general scalar-tensor theories will be considered elsewhere. Acknowledgments This work was partially supported by National Nature Science Foundation of China under Grant No. 19875016, and National Doctor Foundation of China under Grant No. 1999025110.
warning/0007/hep-ex0007026.html	ar5iv	text	# Cosmic ray tests of the DØ preshower detector ## 1 Introduction The DØ Central and Forward Preshower (CPS and FPS) detectors employ scintillator strips with embedded wavelength-shifting (WLS) fibers and readout via Visible Light Photon Counters (VLPCs) . The CPS has three concentric cylindrical layers of strips covering a pseudorapidity<sup>0</sup><sup>0</sup>footnotemark: 0 region of $`\|\eta \|<1.3`$. It is located outside a solenoid coil and lead absorber, which comprise a total of two radiation lengths ($`2X_0`$) at $`\eta `$=0. The FPS consists of trapezoidally-shaped modules in front and behind a $`2X_0`$ lead absorber, covering the pseudorapidity region $`1.5<\|\eta \|<2.5`$. The preshower detectors sample the energy deposition with fine granularity, and thereby provide information for the identification of electrons and photons. <sup>0</sup><sup>0</sup>footnotetext: Pseudorapidity is defined as $`\eta =\mathrm{ln}\mathrm{tan}(\theta /2)`$, where $`\theta `$ is the polar angle with respect to the proton beam. Studies of the prototype detectors comparing different construction techniques have been previously reported . In this paper, we report cosmic ray tests of a representative axial module of the CPS and of a FPS module, which were studied at Fermilab during three periods from August 1999 to March 2000. We first describe the apparatus and the data processing, the gain calibration of photoelectrons and the light yield for minimum ionizing particles (MIPs). The spatial resolution is investigated by examining light sharing between neighboring strips. The systematic uncertainties and effects from multiple scattering are estimated using GEANT 3 simulations . Finally, the detection efficiency and noise are examined as a function of readout threshold. ## 2 Apparatus The experimental setup is illustrated in Fig. 1. Cosmic ray muons are filtered by iron blocks having a 2.5 GeV equivalent stopping power, and triggered by the coincidence of scintillation counters above and below the apparatus. The reference tracking system consists of three sets of proportional drift tubes (PDTs) : each with an axial and a stereo layer of 32 tubes crossing at a $`6^{}`$ angle. The trigger area is covered fully by the PDTs, which have 25 mm pitch and are 2800 mm long. The test detectors include an axial CPS module, and a FPS module. A prototype of the third cylinder of the DØ central fiber tracker (CFT) is also present. Its performance is reported elsewhere. The preshower scintillator layers consist of interlocking triangular strips, as illustrated in Fig. 2. The strips of equilateral triangular cross section are made by extrusion of polystyrene plastic , which is doped with 1% p-terphenyl and 150 ppm diphenyl stilbene, similar to the Bicron BC-404 scintillator. Each scintillator strip is wrapped in aluminized mylar for optical isolation. The packing density is different for the CPS and the FPS modules, which results in different layer thickness and strip pitches. The strip pitch is 3.54 mm for the axial CPS module and 3.65 mm for the FPS. Embedded at the center of the scintillator strip is a WLS fiber which collects and directs the light to the edge of the module, where a clear light-guide fiber transports light to the input of the VLPC. The WLS fibers are Kuraray Y-11 (250 ppm concentration) multi-clad fibers of 835 $`\mu `$m diameter. The non-readout ends are silvered for better light collection. The clear fibers are Kuraray multi-clad S-type fibers of 835 $`\mu `$m diameter, and the lengths used in this test are 11 m and 13.5 m. The CPS module is an octant of a cylinder of average radius 721.5 mm containing one layer of 160 scintillator strips that are 2412 mm long. The WLS fibers of half the strip length are inserted from both ends of the strips, meet in the middle, and thus they divide the module into the north and the south segments for readout. Each segment has the middle 64 strips connected to the readout system. The scintillator strips are aligned with the axial PDT tubes. The strip positions at the module edges differ in vertical ($`z`$) direction by 55 mm from the strips at the center of the module. The FPS module (illustrated in Fig. 3) has two scintillator layers (denoted by $`u`$ and $`v`$); each has 144 strips of lengths between 104 mm to 293 mm. The upper 128 strips are connected to the readout. The strips of the FPS-$`u`$ layer are aligned to the axial PDT and the strips of the FPS-$`v`$ make a 22.5 angle with the $`u`$-layer strips. The scintillator layers have a curvature of average radius 2540 mm, and the strip positions in $`z`$ vary by a maximum of 12 mm. The signals are processed through VLPC cassettes located in a cryostat container maintained at 9 Kelvin . VLPCs are solid state photodetectors with a high quantum efficiency and gain. The quantum efficiency is bias-voltage dependent and is reported by the manufacturer to plateau at 80% at WLS wavelengths. Likewise, the gain is voltage dependent. At the operating voltage used in this paper, the gain ranges from 25000 to 50000. The VLPC assembly and the readout electronics are illustrated in Fig. 4. A VLPC cassette has eight readout modules, each of which is attached to one bundle of clear fibers containing 128 fibers. A VLPC module consists of two columns of VLPC chips, each chip has 8 pixels (shown in Fig. 6), and the column of 8 chips (64 pixels) is connected via a flex cable to a packaged SVX-IIe chip mounted on a front-end board. Two front-end boards are employed, each having 8 SVX chips. The SVX chip has 128 channels, of which 64 channels are employed. The signal from the VLPC is processed through a preamplifier, an analog pipeline, a pedestal comparator, and a Wilkinson 8-bit ADC. The digitized signals are sent to a stand-alone sequencer in a VME crate. The SVX chip is configured for readout of all channels and the preamplifier dynamic range is set for 120.2 fC (0.47 fC/ADC). The data acquisition system consists of a VME 68k CPU board and a SGI workstation running a DART based program. The readout electronics and the data flow are illustrated in Fig. 6. ## 3 Data processing ### 3.1 SVX pedestal The SVX data are corrected for pedestal values and for common-mode shifts. Within the same SVX chip, the pedestal values of the 64 readout channels are quite uniform, with the standard deviation from the mean being typically a few ADC counts. The common-mode shift is the pickup from low frequency noise that shifts the pedestal. It is calculated for each event excluding channels that may contain a signal ($`3\sigma `$ above pedestal). The mean values of the pedestals for all the 16 chips are plotted in Fig. 8.a. The standard deviation on the mean pedestal, which reflects the significance of the common-mode shift, is presented in Fig. 8.b. It is observed to be on the order of one to three ADC counts. ### 3.2 Timing of cosmic ray trigger The SVX-IIe circuits perform sequential sampling of the preamplifier output, and feed one of the 32 storage capacitors in the analog pipeline. The clock cycles are produced by a stand-alone sequencer at 396 ns intervals, and the cosmic ray triggers are randomly distributed within the clock cycle. The difference in time between the event trigger and the beginning of the SVX data acquisition cycle is recorded by a TDC module. The signal contained within a pipeline capacitor (shown in Fig. 8) has a relatively flat plateau extending over 250 ns. Event selection requires the TDC stamp to be within the interval between 130 to 380 ns. ## 4 VLPC calibration The VLPC chips used within a module have similar gain and quantum efficiency. A typical distribution for output from a VLPC pixel (without input) is shown in Fig. 9.a, where the pedestal peak is fit to a Gaussian function, and the arrow indicates the $`3\sigma `$ threshold separating the pedestal from signals originating from thermal electrons. The pedestal width is typically 2 to 3 ADC counts, equivalent typically to $`<`$0.3 photoelectrons. The 64 channels on each side of a VLPC module have a common bias and the signals are processed by the same SVX chip. The mean and width of each Gaussian fit to the pedestal are plotted in Fig. 9.b. The bias voltage is chosen to attain high quantum efficiency and low noise; but the optimum deviates chip-by-chip, as reflected in the fraction of events that have signals from thermal electrons (Fig. 9.c). The fraction of thermal electrons, typically kept at around 5%, provides an indication of proper biasing. The gain calibration for photoelectrons is performed with a LED device. The LED light is diffused through a bundle of clear fibers located above 250 mm long rectangular tubes mounted on the warm-end connection to the VLPC. Each tube is matched to one VLPC module. Several LED pulser configurations were used in the calibration procedure to obtain distributions with varying numbers of photoelectrons. A typical distribution for a moderate light yield, fitted to a distribution of four Gaussians, is shown in Fig. 10.a. The clearly separated peaks correspond to the pedestal and observation of up to five photoelectrons. The peak-to-peak uniformity of photoelectron gain for each channel is obtained from the four Gaussians of the fit. The photoelectron gains are derived from the differences between adjacent Gaussian means. The average gain and the standard deviation are calculated. Results from the 64 channels of a typical SVX readout are presented in Figs. 10.b and c, respectively. The VLPC pixels have compatible gains of around 12 ADC counts per photoelectron, and the standard deviations are all within 5%. The photoelectron gains within pixels of the same VLPC chip are uniform to within 2% and are grouped together during the calibration phase. The means with standard deviations are plotted in Fig. 11.a for the 8 chips of a typical SVX readout. The light yield from the calibration is calculated from the number of photoelectrons, weighted by the Gaussian areas of the fit, and plotted for each pixel in Fig. 11.b. The yield is reasonably uniform over all pixels. The incident LED light has slightly higher intensity in the central region of the VLPC module, and the deviation seen every four channels corresponds to the positions of pixels located between the center and the edge of the module. ## 5 PDT track reconstruction and cosmic ray selection The PDT data that provide reference tracking are processed independently of the VLPC data stream. A typical PDT drift time distribution is shown in Fig. 12.a. The cosmic ray muons are distributed approximately uniformly across the tube. The higher event fraction at larger drift times indicates a slower drift speed for ionization charge produced at large distances from the anode. The integrated event fraction, $`P(t)`$, as a function of drift time, shown in Fig. 12.b, is fit to a third order polynomial, and is used for calculating the time-to-distance function. For a given drift time $`t`$, the distance to the anode is $$r(t)=r_0_0^tP(t^{})𝑑t^{},$$ (1) where $`r_0`$ is the tube radius. The position where the track traversed the PDT is calculated, first, assuming a vertical track, and iterated after the track fitting is performed to correct for the incident angle. The PDT diameter is 30 mm, the offset between adjacent tubes is 25 mm in the horizontal $`y`$-axis, and 20 mm in the vertical $`z`$-axis. A large fraction of the tracks passes through a PDT layer hitting just a single tube, which introduces a two-fold ($`\pm y`$) ambiguity for the drift direction. Each direction is tried, and the one with the best $`\chi ^2`$ value for the linear track is selected. An unweighted linear fit is performed to the PDT hit positions in $`y`$ versus the anode position in $`z`$. The $`\chi ^2`$ distributions obtained for fits to the axial and stereo layers are plotted in Fig. 13.a. Events containing a single track are selected if both $`\chi ^2`$ values are smaller than one. The selected tracks on average have four hits, and the $`\mathrm{cos}\theta `$ distribution for the polar angle $`\theta `$ to the $`z`$-axis is plotted in Fig. 13.b. The $`y`$-coordinate of the three-dimensional (3-D) reference track is derived from the fit to axial PDT hits, and the $`x`$-coordinate comes from the fit to stereo hits. ## 6 Preshower MIP light yield ### 6.1 Strip cluster The triangular scintillator strips are stacked such that the fraction of vertical tracks traversing two strips is 67% for the CPS and 62% for the FPS. The SVX outputs are in units of ADC counts, and are first converted to number of photoelectrons (pe). The SVX channel numbers are mapped to the sequence of the strip layout. A strip cluster for a traversing track is reconstructed requiring: * a channel with maximum light yield larger than 2 pe, * adjacent channels with descending values of signal above a cutoff threshold of 0.7 pe, * and a total cluster light yield, $`Q_{clr}`$, to be larger than 3 pe. The distributions in the number of strips contained in a cluster are shown in Fig. 14. The cluster light yield observed for cosmic ray muons is uniform over the readout channels. The light-yield spectra obtained with 11 m clear fibers are plotted in Figs. 15.a and b, for the CPS-south segment and the FPS-$`u`$ layer, respectively. Similar spectra obtained with the 13.5 m clear fibers are plotted in Fig. 17. Contributions from single (singlet) and two-strip (doublet) clusters are shown by the dashed and dotted lines, respectively. The fraction of doublets with 11 m clear fibers is 61% for the CPS and 53% for the FPS, which is about 10% lower than the geometric fractions caused by the low light yield and selection cutoffs for muons traversing the corners of the strips. The average polar angle of tracks is about $`15^{}`$ (Fig. 13.b), corresponding roughly to a 4% longer distance in the scintillator than along the vertical direction. The light yields, normalized to vertical tracks, are shown by the solid lines. The average light-yield profile versus the fiber number of the cluster center, for the CPS with 11 m clear fibers, is shown in Fig. 17.a. The light-yield uniformity depends on the quality of scintillator strips, WLS and clear fibers, and the quantum efficiency of VLPC chips at the same bias voltage. The light yield tends to be correlated with VLPC chip in levels, which is a indication for the difference in quantum efficiency. Singlet clusters have lower light yield, in part due to the smaller depth of scintillator. The distributions of average light yield for singlets and doublets are shown in Figs. 17.b and c, respectively, and fitted to Gaussians. Results of the fits for the CPS and the FPS with 11 m and 13.5 m clear fibers are presented in Table 1. The standard deviations obtained are in general less than 10% of the mean. The singlet light yields are about 20% lower than those for doublets. The light collection is improved with optical grease applied at the end-faces of the clear fibers. The mean light yield was compared to that in a setup without grease. Applying Bicron BC-630 optical grease at one end of the clear fibers increases the mean yield by about 7%. When grease is applied at both ends, the mean increases by 14%. Light attenuation along the scintillator strips is studied for the CPS module as a function of PDT track position in $`x`$. The loss due to attenuation is about 10% over the 1206 mm strip length. ### 6.2 Cross talk and delta-rays Cross talk in the electronics and between the traces on the flex cable was investigated for channels with light yield larger than 10 photoelectrons. The charge seen in adjacent channels, normalized to the one selected ($`Q_{i\pm 1}/Q_i`$), is plotted in Fig. 18. A Gaussian fit to the distribution gives a mean of 1.6% with a standard deviation of 1.4%. The clear fiber connections are arranged such that adjacent scintillator strips are read out through non-adjacent electronic channels, thereby decoupling cross talk between adjacent electronic channels from light leakage or delta-rays crossing adjacent strips. The same analysis was made for channels further away from the selected one. The distributions for cross talk to two ($`Q_{i\pm 2}/Q_i`$) and three channels ($`Q_{i\pm 3}/Q_i`$) away from the central one, have Gaussian means of 0.7% and 0.2%, respectively, and standard deviations of 1.4% and 1.2%. The magnitude of the cross talk is observed to be similar for all channels. The flex cable is designed for minimum heat transfer from the cold end in the VLPC cassette to the front-end board at room temperature. Cross talk between the traces is anticipated, and the small value observed is within design tolerance. Light leakage between scintillator strips and clear fibers as well as delta-ray contributions were investigated using clusters containing two or more strips. The two adjacent strips with the most light deposition are denoted as the hit-strips which the muon traversed. The light-yield spectra for individual strips ($`Q_{stp}`$) are plotted in Fig. 19. At a threshold of 2 photoelectrons, the cumulative event fraction for the strips adjacent to the hit-strips (hit$`\pm 1`$) is 0.85%, indicating a negligible light leakage between strips and clear fibers. Occasionally the adjacent strips can have large light deposition, and the event fraction decreases slowly with the distance to the hit-strips. The cumulative event fractions (above 2 photoelectrons) observed in strips two and three strips away from the hit-strips are 0.25% and 0.15%. These are most likely events containing delta-rays generated upstream. These event fractions for different CPS and FPS modules are consistent with each other. ## 7 Spatial resolution ### 7.1 Strip cluster position The triangular shape of the scintillator strips is a convenient configuration for reconstructing the position of a particle that passes through two strips. The distance traversed by the track in each strip has a linear correspondence to the incident position. The cluster position can therefore be calculated by using the charge-weighted mean of the strip centers. The light sharing between two neighboring strips is expressed by the ratio $$\gamma =\frac{Q_l}{Q_l+Q_r},$$ (2) where $`Q_r`$ and $`Q_l`$ are the strip signals of the right and left channels of a doublet cluster. If a cluster contains more than two strips, possibly from a delta-ray or thermal noise, then $`Q_r`$ and $`Q_l`$ are the sum of channels on the right and left of the charge weighted mean. The distribution in $`\gamma `$ and total yield in cluster light as a function of $`\gamma `$ are plotted in Fig. 20 for the CPS with 11 m clear fibers. Muon tracks are assumed to be distributed uniformly across a strip. In the ideal case, one would anticipate a uniform distribution in $`\gamma `$. The round-offs near $`\gamma `$=0 and 1 correspond to regions of low light yield and to the individual strip threshold of 0.7 photoelectrons that removes tracks traversing a corner of a strip. Clusters of more than two strips account for about 6% of the total events. The contamination from thermal electrons can be suppressed by a higher cutoff threshold, which produces a wider gap at $`\gamma `$=0 and 1, and the tradeoff of having more singlet clusters. The cluster position for doublets is derived for the light sharing by $$y(\gamma )=y_0+p\gamma ,$$ (3) where $`p`$ is the strip pitch and $`y_0`$ the center of the right-hand strip. The distributions of cluster position relative to the closest strip center ($`y_0^{l,r}`$), in units of the strip pitch, are shown in Fig. 21. Singlet clusters, which would fall at $`yy_0^{l,r}`$ in this algorithm, are not plotted. The CPS and FPS modules with 13.5 m clear fibers have lower light yields, and the strip cutoff threshold therefore creates a wider gap at $`y`$ near $`y_0^{l,r}`$. The shape reflects the combined effects of the geometry and the Poisson statistics of low light yield near a strip corner. Spatial resolution is investigated with respect to hit positions given by the PDT track. The strip cluster position is corrected for alignment relative to the PDTs, which includes the offsets and rotations of strip positions. The preshower strips are mounted on cylindrical platforms, and the strip pitch and $`z`$ position are therefore corrected accordingly. The dominant systematic uncertainties arise from the effects of multiple scattering and strip alignment. The effects are seen in Fig. 22 which shows the difference between the PDT track position and the center of the strip where a cluster is found. A uniform distribution would be expected for ideal resolution with the doublet component of the distribution looking similar to Fig. 21 and the singlet component filling the central gap. ### 7.2 GEANT simulation and spatial resolution The residuals for the positions of preshower clusters relative to the PDT tracks are plotted in Fig. 23 for the CPS with 11 m and 13.5 m clear fibers, and for the FPS-$`u`$ (axial) layer with 13.5 m clear fibers. The curves are fits of double-Gaussian shapes to the data. The parameters from the fits are listed in Table 2. Results of separate fits to singlet and doublet contributions are also listed in Table 2. The widths of the narrower Gaussians are used to define the detector resolution. The wider Gaussians are employed to obtain good fits in the tails. The lower light yield for the CPS with 13.5 m clear fibers gives wider residuals than those with 11 m clear fibers. The FPS has wider strip pitch and more singlet events, which also result in wider distributions. The small asymmetry seen in the distributions is caused by the offset of trigger counters from the muon direction. The dominant systematic uncertainties are contributed by multiple scattering and strip alignment. The uncertainties in the survey of the strip positions in $`z`$ and the straightness of the strips have a large effect on the precision of the PDT track position. The relative contributions of these factors are evaluated using a GEANT simulation. The GEANT simulations calculate the ionization energy loss of the muon and use default energy cutoffs (1 MeV) for bremsstrahlung photons and electrons. A detector hit is assigned at the mean of the entrance and exit positions in an active volume. To account for momentum dependence, the cosmic ray muon momentum spectrum at sea level is generated and the filtering by the iron block is taken into account. The incident muon angle is sampled according to that observed in the data. The angular deflection by multiple scattering is calculated using Molière theory . Detector resolutions are approximated by Gaussian smearings of the hit positions for preshower detectors as well as for PDT hits. The Gaussian widths representing detector resolutions are obtained through a $`\chi ^2`$ minimization of the simulated residuals relative to those in the data. The PDT hits are assigned and processed independently in the same way as the data, using the same event selection criteria and $`\chi ^2`$ cutoffs. The width of the Gaussian smearing applied to the PDT hits is 470 $`\mu `$m, which is 6% lower than the nominal value . The combined effect on the precision of the reference track positions from multiple scattering and the smearing of the PDT hits is estimated to be 380 $`\mu `$m for the CPS and 390 $`\mu `$m for the FPS. The muon momentum spectrum at sea-level as measured by different experiments has large uncertainties . The uncertainty in the muon momentum spectrum contributes a 2% systematic error to the resolution analysis. The preshower light yield is simulated so as to resemble the data, with the light yield spectrum generated as a function of the length of scintillator traversed by the muon. For doublet events, the spatial resolution is well described by a Gaussian smearing at the hit position, and the width is determined by adjusting it until the simulated residuals agree with the data. The singlet events are assigned randomly over the geometric acceptance at the strip center (Fig. 21), which corresponds to a Gaussian distribution of about 400 $`\mu `$m in width. The simulated residuals have an approximately Gaussian shape with a width of 620 $`\mu `$m. Gaussian smearing is also applied to singlets, and the spatial resolution is obtained from a quadratic sum of the widths for the geometric acceptance (400 $`\mu `$m) and this Gaussian smearing. The spatial resolutions estimated for ideal alignments are listed in Table 3, where the combined resolutions are given by the weighted sum of singlet and doublet resolutions. The uncertainties in strip alignment and position in $`z`$ make large contributions to the residual distributions in the data. The total is estimated to be 200 $`\mu `$m predominantly from the 1 mm inaccuracy in the strip position in $`z`$. To account for the geometric uncertainties, strip positions in the simulations are smeared by a Gaussian of 200 $`\mu `$m in width. The residual distributions seen in the data are reproduced when the geometric uncertainties are combined with the uncertainties in the PDT track positions and the preshower resolutions listed in Table 3. The best result is 510 $`\mu `$m for the CPS doublet events using 11 m clear fibers. The larger light yield gives a better signal-to-noise ratio and smaller cutoff effect from VLPC quantization for photoelectrons. The systematic error is estimated to be 10%, and is dominated by uncertainties in the alignment effects. ## 8 Detection efficiency The detection efficiency of the preshower detectors is studied relative to the PDT track position in a region 50 mm away from the ends of strips. The CPS strips are searched for a hit at the expected position. If a predicted hit is found, for example, on the CPS-north segment, noise clusters are counted for CPS-south. The FPS hits are examined in a similar way in an overlapping region of the two layers. When a hit is found in one layer, the other layer is searched for a hit. A noise cluster is defined if the PDT track is far from the FPS module. The noise contamination and the efficiency for detecting minimum ionizing particles are studied as functions of the threshold set on the yield for the strip cluster. Plotted in Fig. 24, as a example, are the distributions obtained for the CPS segments with 11 m clear fibers, and the FPS layers with 13.5 m clear fibers. Several combinations of VLPC modules and clear fiber lengths have been tested and the results for the CPS and the FPS are compatible. The occurrence of noise clusters depends on the VLPC gain and the contribution from thermal electrons. The distributions shown in Fig. 24.a for the CPS segments are obtained with low-gain chips ($``$9 ADC/pe) and on average below 5% of events originated from thermal electrons. The VLPCs used for the FPS module have moderate gains ($``$12 ADC/pe) and higher fractions of events with thermal electrons ($`>`$5%), and the noise contamination increases significantly below a cluster threshold of $`Q_{clr}=`$3 photoelectrons. The detection efficiency for minimum ionizing particles depends on the light yield. In Fig. 24.b the CPS and the FPS results are obtained with clear fibers of 11 m and 13.5 m in lengths, respectively. The mean light yields for singlets are approximately 11 and 8 photoelectrons, respectively. At a cluster threshold of 3 photoelectrons, the detection efficiencies of both CPS and FPS have reached 99%. As the cluster threshold increases, the loss of CPS efficiency is much less than that for FPS. The effect of having a defective channel can be seen for the FPS-$`v`$ layer. The reduced efficiency is roughly proportional to the geometric fraction of singlets in a strip. ## 9 Conclusion The DØ preshower modules, tested with cosmic ray muons during three periods spread over six months time, have shown a long-term stability with consistent MIP light yields from three VLPC cassettes. The mean light yields obtained with 11 m clear fibers is 12 photoelectrons for singlet clusters and 14 photoelectrons for doublet clusters, and the strip-by-strip uniformity is better than 10%. The triangular cross section of the scintillator strips allows a convenient configuration for the reconstruction of track positions. The spatial resolution is about 15% of the strip pitch. For the CPS doublets, with a mean light yield of 14 photoelectrons, the spatial resolution is found to be $`510\pm 50`$ $`\mu `$m. The MIP signals are well separated from electronic noise and signals of thermal electrons. At low light-yield thresholds, a 99% detection efficiency can be achieved with only a few percent noise contamination. ## Acknowledgements We wish to thank our colleagues on DØ for their essential contributions. We would like to express our gratitude to Prof. T. Ferbel for stimulating discussions and careful reading of the manuscript. We acknowledge technical assistance provided by the DØ department of the Fermilab Particle Physics Division. This work was supported by the U.S. Department of Energy and the National Science Foundation.
warning/0007/hep-ex0007029.html	ar5iv	text	# HiX2000: Theory Summary ## I Introduction Although a great many innovative and exciting suggestions were made for physics investigations following the proposed 12 GeV upgrade, it was eventually necessary to focus on two main themes. We deal with these in turn below. The first is the possibility of unambiguously determining the valence $`u`$ and $`d`$ quark distributions of the free nucleon in the region of Bjorken $`x`$ above 0.4 (and as close as possible to 1). In particular, while the valence $`u`$ distribution is relatively well known, it has recently been realized that the $`d`$ distribution is very poorly determined in this region – at least if one requires that the determination should be demonstrably model independent. For the polarized valence distributions, $`\mathrm{\Delta }u`$ and $`\mathrm{\Delta }d`$, the situation is even worse, with no measurements at all for $`x`$ above 0.5. Experiments with <sup>3</sup>He and <sup>3</sup>H targets, following the 12 GeV upgrade, could resolve the longstanding problem concerning the valence $`d`$ distribution for $`x`$ up to 0.85 – establishing finally whether or not the predictions of perturbative QCD are correct. As a by-product one would complete our knowledge of the EMC effect over the full range of nuclear mass number. Using polarized proton and <sup>3</sup>He targets one could also complete the determination of the polarized distributions $`\mathrm{\Delta }u`$ and $`\mathrm{\Delta }d`$ over the same region of $`x`$. The result of this program would be a definitive picture of the valence structure of the nucleon, including its spin dependence. Measurements using polarized proton and <sup>3</sup>He targets at the 12 GeV facility would also allow one to definitively establish the twist-3 component of the structure functions $`g_{2p}`$ and $`g_{2n}`$ – at least for low moments. This major advance would be made possible by a factor of 10 improvement in statistics over what has hitherto been possible and over a much greater range of Bjorken $`x`$: $`0.3x0.8`$. From the theoretical point of view the twist-3 structure function provides totally novel information on the internal structure of the nucleon – information that should be accessible to lattice QCD within the same ten year time frame. At a later and more mature stage of development of the facility other exciting possibilities arise. One could use the knowledge of $`u,d,\mathrm{\Delta }u`$ and $`\mathrm{\Delta }d`$, at relatively large $`x`$, to test the validity of duality in this region and if it works to use it to obtain insight into these distributions for $`x`$ as large as 0.95. We could also use this knowledge to test the utility of semi-inclusive measurements for determining spin and flavor dependence of parton distributions. If these tests are successful one could apply these methods to an accurate determination of the spin and flavor dependence of the nucleon sea in the region $`x>0.2`$. Finally, one could use a tensor polarized deuteron target to probe completely new structure functions such as $`b_1`$ for $`x`$ near and beyond 1. ## II Large-$`x`$ Valence distributions The distribution of the valence quarks in the nucleon is one of its most fundamental properties. Because of the relative 4:1 weighting for electromagnetic probes, the proton structure function primarily constrains the $`u`$ distribution in the proton. To determine the $`d`$ distribution requires a second measurement, traditionally using the deuteron. While the approximate treatment of the deuteron as a neutron and a proton at rest, so that $`F_2^n2F_2^dF_2^p`$, is not too bad for $`x`$ below (say) 0.4, it breaks down badly at large $`x`$. Nevertheless it is only in the past few years that it has been realized that a realistic treatment of the effects of fermi motion and binding in the deuteron lead to an extracted neutron structure function which is quite different from that used in all standard parametrizations of parton distributions. In particular, a reanalysis of SLAC data by Melnitchouk and Thomas suggested that the $`d/u`$ ratio may actually approach the pQCD prediction of $`1/5`$ , rather than 0 as $`x1`$. While this analysis is persuasive , our knowledge of such fundamental properties should not be model dependent. Fig. 1 shows the present, appalling state of our knowledge of $`d/u`$ at large $`x`$. It is clearly vital to find a facility and a technique that allow us to map out the valence distributions in a model independent manner over the complete $`x`$ range and this problem was addressed by a number of participants at the workshop including Bosted, Forest, Klein, Leader, Melnitchouk, Meziani, Olness, Petratos and Scopetta. It is in this context that the idea of using <sup>3</sup>He and <sup>3</sup>H targets is extremely exciting. The fundamental point is that charge symmetry is a very good symmetry for strongly interacting systems and these two mirror nuclei are related by charge symmetry. In the limit of exact charge symmetry the distribution of protons (the neutron) in <sup>3</sup>He would be the same as that of neutrons (the proton) in <sup>3</sup>H – regardless of the size of the EMC effect in these nuclei! A measurement of the structure functions of these two nuclei would then allow us to determine $`F_2^n/F_2^p`$ exactly. In practice there are electromagnetic corrections to be made and charge symmetry is slightly broken by the strong interaction. Nevertheless, exact Faddeev calculations of the structure of the A=3 nuclei allow us to estimate these corrections quite accurately – and to test the dependence of the nuclear structure functions on the two-nucleon potential used. In order to understand the analysis to be applied to the data we need to define the ratios: $$(R^3\mathrm{He})=\frac{F_2^{{}_{}{}^{3}\mathrm{He}}}{2F_2^p+F_2^n};R(^3\mathrm{H})=\frac{F_2^{{}_{}{}^{3}\mathrm{H}}}{F_2^p+2F_2^n},$$ (1) and the super-ratio: $$=\frac{R(^3\mathrm{He})}{R(^3\mathrm{H})}.$$ (2) Inverting these expressions directly yields the ratio of the free neutron to proton structure functions: $`{\displaystyle \frac{F_2^n}{F_2^p}}`$ $`=`$ $`{\displaystyle \frac{2F_2^{{}_{}{}^{3}\mathrm{He}}/F_2^{{}_{}{}^{3}\mathrm{H}}}{2F_2^{{}_{}{}^{3}\mathrm{He}}/F_2^{{}_{}{}^{3}\mathrm{H}}}}.`$ (3) We stress that $`F_2^n/F_2^p`$ extracted via Eq.(3) does not depend on the size of the EMC effect in <sup>3</sup>He or <sup>3</sup>H, but rather on the ratio of the EMC effects in <sup>3</sup>He and <sup>3</sup>H. If the neutron and proton distributions in the $`A=3`$ nuclei are not dramatically different, one might expect the super-ratio, $``$ to be approximately one. To test whether this is indeed the case requires an explicit calculation of the EMC effect in the $`A=3`$ system. The super-ratio $``$, calculated by Afnan et al. , is shown in Fig. 2 for the various nuclear model wave functions (PEST, RSC and Yamaguchi), using the CTEQ parameterization of parton distributions at $`Q^2=10`$ GeV<sup>2</sup>. The EMC effects are seen to largely cancel over a large range of $`x`$, out to $`x0.850.9`$, with the deviation from the central value, $`1.01`$, lying within $`\pm 1\%`$. Furthermore, the dependence on the nuclear wave function is very weak. In addition to the dependence on the two-body force used one also needs to test the sensitivity of $``$ to the assumed nucleon structure functions. The detailed study may be found in Ref.. For our purposes it is enough to say that while there is some sensitivity one can adopt a straightforward iterative procedure which is quite rapidly convergent, so that starting from standard distributions, like CTEQ, one can quickly converge to a self-consistent set of structure functions and $``$. The corollary to this is that having determined $`F_2^{{}_{}{}^{3}\mathrm{He}}/F_2^{{}_{}{}^{3}\mathrm{H}}`$ and $``$, one will not only pin down $`F_2^n/F_2^p`$ but will also determine the EMC effect in <sup>3</sup>He and <sup>3</sup>H, as well as the deuteron, thus completing our experimental knowledge of the nuclear EMC effect . This will be a vital assistance in sorting out the origin of this famous effect , especially the possible change of nucleon structure in a nuclear medium, which is fundamental to our understanding of QCD itself. ## III Spin Dependent Valence Distributions As noted earlier, the case for the determination of the spin dependent structure functions in the region $`x>0.5`$ is even clearer – there is no data in this region at all! One does not even know, for example, whether the neutron spin structure function, $`g_{1n}`$, becomes positive in this region! This was highlighted, for example, in the presentation of Leader who made important connections to “old fashioned” analysing power data ($`A^{}+BC+X`$) . It is remarkable that the focus on the “spin crisis” has diverted so much effort to small $`x`$ that nothing is known in the large $`x`$ region. While there is room for more work, especially on exchange current corrections (mesons, $`\mathrm{\Delta }`$’s, etc.), it seems that one can determine $`g_{1n}`$ relatively well from measurements with a polarized <sup>3</sup>He target , while accurate data on the proton may be simplified by the development of a better $`\stackrel{}{p}`$ target. It is clear that Jefferson Lab, with the 12 GeV upgrade, can provide a definitive picture of the spin dependent valence structure functions in the large $`x`$ region, thus completing one of the fundamental tasks of the international program in deep inelastic scattering. On the theoretical side, apart from the comparison with QCD inspired models , one can expect these distributions to be accessible to lattice QCD over the same time frame . ## IV Twist-3 Structure Functions A compelling case was presented by Ji, Bosted, Averett, Meziani and others that following the proposed upgrade, Jefferson Lab could determine $`g_2`$ for both the proton and neutron, with an order of magnitude improvement in statistical accuracy in the range $`x(0.3,0.8)`$. This would enable one to remove the trivial twist-2 contribution and unambiguously isolate the twist-3 piece. As this involves totally novel information on the internal structure of the target, it should provide extremely important new information on the internal structure of hadrons . For example, the second moment of the twist-3 part of $`g_2`$, $`d_2`$, involves the matrix elements $`ps\|\psi ^{}\stackrel{}{B}\psi \|ps`$ and $`ps\|\psi ^{}\stackrel{}{\alpha }\times \stackrel{}{B}\psi \|ps`$, where $`\stackrel{}{B}`$ is the color magnetic field inside the hadron. This will be the first indication of the correlation of the quark and gluon fields inside a hadron. ## V Conclusion The consensus of the participants at this workshop were that, following an upgrade to 12 GeV, Jefferson Lab would be able to provide important and definitive answers to our questions concerning the spin and flavor distributions of the valence quarks in the nucleon. It would also be able to provide the first unambiguous information on the twist-3 structure functions of the nucleon, that is the correlations between quarks and gluons in the proton. This represents an outstanding physics program. As a side benefit of the determination of the valence $`d`$ distribution we would also have accurate measurements of the EMC effect in <sup>3</sup>He, <sup>3</sup>H and the deuteron for the first time, thus allowing a complete study of the nuclear EMC effect and the possible change of nucleon structure in medium. Following these top priority investigations there are numerous other important studies to be made. It is vital to explore the validity of Bloom Gilman scaling for spin structure functions . As we have already seen from Jefferson Lab data, scaling may well work where one has no theoretical reason to justify it (yet). If it can be shown to work one could use the technique to study a host of quantities at large $`x`$, notably $`\overline{d}\overline{u}`$, $`s\overline{s}`$, $`\mathrm{\Delta }s`$, etc. As explained in detail by Mulders, Leader and Ent , semi-inclusive measurements allow us probe a large number of new observables. As emphasised by Mitchell, one can also use a tensor polarized target to determine the new spin structure function $`b_1`$, which is expected to be significant at large $`x`$. One could investigate the spin dependence of the EMC effect at large $`x`$ using $`{}_{}{}^{3}\stackrel{}{\mathrm{He}}`$ and $`\stackrel{}{\mathrm{D}}`$ targets. As emphasised by Brodsky and Liuti, one can investigate quark and gluon correlations in the nucleon by measuring higher twist structure functions. As discussed by Kumar, parity violation can also be exploited to study parton distributions. In summary, there is an urgent physics case for the 12 GeV upgrade in order to answer vital and topical questions which go to the heart of our understanding of strongly interacting systems. ## Acknowledgement I would like to thank Wally Melnitchouk and Zein-Eddine Meziani for their invitation to participate in this workshop and the hospitality during what proved to be a very stimulating meeting. This work was supported by the Australian Research Council and the University of Adelaide.
warning/0007/cond-mat0007097.html	ar5iv	text	# Adaptation of Autocatalytic Fluctuations to Diffusive Noise ## I Introduction There is a growing interest in the dynamics of catalytic systems with diffusing reactants. These models has been considered in the theory of population biology , chemical kinetics and physics of contact process as well as magnetic systems. In the most simple case, where agents undergo only birth (autocatalytic reproduction) and death (spontaneous annihilation), the total growth rate, i.e., the difference between the typical rates for these two processes, is the critical parameter for the system. While negative growth rate implies exponential decrease in the number of particles toward extinction of the “colony”, positive rate gives exponential growth. Usually, the number of reactants saturates to some constant value which reflects the finite holding capacity of the environment. The most simplified mathematical description of this process is given by the continuum Fisher equation: $$\frac{b(x,t)}{t}=D^2b(x,t)+\sigma b(x,t)\lambda b^2(x,t)$$ (1) where $`b(x,t)`$ stands for the density of reactants, $`\sigma `$ is the total growth rate, and $`\lambda b^2`$ is introduced phenomenologically as the “minimal” nonlinear term which leads to saturation at positive growth rate. Since the density $`b`$ is positive semi-definite, at negative growth rate $`(\sigma <0)`$ there is only one steady state, the absorbing state, where $`b(𝐱,𝐭)=\mathrm{𝟎}`$ everywhere. At positive $`\sigma `$, this state becomes unstable, and the system flows into the uniform state $`\overline{b}=\sigma /\lambda `$. In this simplified framework the diffusion is irrelevant to the steady state, and only governs the dynamical approach to it, an effect which has been considered at . It turns out that the typical invasion of the unstable phase by the stable one is in the form of Fisher fronts (of width $`w\sqrt{D/\sigma }`$) which propagate with velocity $`v2\sqrt{D\sigma }`$. At the stable state, any small fluctuation with wavelength $`k`$ decays as $`\mathrm{exp}[(\sigma +Dk^2)t]`$. The phase transition from the inactive to the active state takes place at $`\sigma =0`$. Equation (1) describes the continuum limit of many underlying discrete processes. A typical example is a system with particles diffusing (random walk), annihilating ($`B+B\mathrm{}`$) and reproducing autocatalytically $`B2B`$. The discrete nature of individual reactants and their stochastic motion introduce a (multiplicative) noise, which may dominate the evolution of the system and violate the predictions of (1). For the above mentioned and similar processes, it turns out that, at low dimensionality $`(d2)`$, the extinction phase is stable even at small, positive growth rate, and the transition from active to inactive state falls into the equivalence class of directed percolation (Reggeon field theory). Moreover, it has been conjectured that any transition with single absorbing state falls into the same equivalence class, unless some special symmetry or conservation laws are introduced, as the even offspring case considered by Grassberger , and Cardy and Tauber . Recently, a new type of active-inactive phase transition has been introduced, for the process (1) in the presence of quenched disorder in the relevant term, $`\sigma (x)`$. It has been shown by Janssen , that the renormalization group (RG) flow of that process has only a runaway solutions in the physical domain (due to the “ladder” diagrams which changes the effective mass of the free propagator), hence the phase transition is not of directed percolation type. Nelson and Shnerb , using the continuum approximation, showed that the local growth is related only to $`\sigma (𝐱)`$ at the vicinity of the domain, i.e., localization of Anderson type takes place and the extinction transition is given by the effective growth rate of small, localized islands. Although the effect of intrinsic noise due to discreteness fluctuations has not been considered in , it seems reasonable that the actual transition takes place when the time scale for tunneling between two positive growth islands is smaller than the time scale for absorbing state decay of a single “oasis”. If the disorder is uncorrelated, $`\sigma (𝐱,𝐭)`$ with $`\sigma (𝐱,𝐭)\sigma (𝐱^{}𝐭^{})=\mathrm{\Delta }\delta (𝐱𝐱^{})\delta (𝐭𝐭^{})`$, the linear part of Eq. (1) also governs the statistics of a directed polymer on a heterogeneous substance, where the time in (1) is identified with the polymer’s preferred direction . With the Cole-Hopf transformation, this problem is mapped to the noisy Burger’s process (KPZ surface growth). In contrast with the “localization” in the case of static disorder, uncorrelated environment induces superdiffusion of the reactants, where the “center of mass” of the population wanders in space as $`rt^\zeta `$, with $`\zeta >0.5.`$ The effect of intrinsic stochasticity due to discretization is, again, limited, and the statistical properties of the eigenenergies of the directed polymer problem determines the extinction transition. This is also the case when the system under quenched disorder is subject to strong convection, as has been shown by . In this paper, we consider the case of diffusive disorder. $`B\stackrel{\mu }{}\mathrm{}`$ $`B+A\stackrel{\lambda }{}2B+A`$ when both $`B`$ and $`A`$ undergo diffusion with rates $`D_b`$ and $`D_a`$, respectively. The mortal agent, $`B`$, dies at rate $`\mu ,`$ and proliferates in the presence of the (eternal) catalyst $`A`$. The continuum description for this process is given by the “mean-field” (rate) equations for the densities $`a(x,t)`$ and $`b(x,t)`$: $`{\displaystyle \frac{b(x,t)}{t}}=D_b^2b(x,t)\mu b+\lambda ab`$ $$\frac{a(x,t)}{t}=D_a^2a(x,t).$$ (2) As $`t\mathrm{},`$ $`a`$ flows into its average $`\overline{a}`$, thus the effective mortality rate for $`b`$ is given by $`m=\mu \lambda \overline{a}`$ (the mortality rate turns out to be the “mass” of the effective field theory, hence denoted by $`m`$). For positive “mass” the $`b`$ population decays exponentially while negative mass implies exponential growth. The active-inactive phase transition takes place at $`m=0.`$ One observes that equation (2) is obtained from (1) by dropping the non-linear term and replacing $`\sigma `$ by $`\lambda \overline{a}\mu `$, accordingly, at long times the process introduced in (2) is the linearized form of (1) with the proliferation rate, $`\sigma `$, fluctuates “diffusively” around its mean $`\lambda \overline{a}\mu `$. As for this system the disorder is not static but is correlated, it somehow interpolates between the above mentioned models and one may wonder weather it leads to localization of the reactants or to superdiffusion . It turns out that the reactants may adapt themselves to the environment and the colonies are localized on the diffusing islands. Moreover, these correlated fluctuations due to the stochastic motion of individual reactants will change the character of the transition; the transition point is pushed to negative values of $`m`$ and the $`b`$ reactants survive below the “classical” threshold. Some of our results, along with a numerical study of the transition, are summarized in previous publication . ## II Strong Coupling Analysis The basic intuition beneath the phenomenon we describe is in the concept of adaptive fluctuations. Let us take a look, first, at the case of frozen $`A`$-s, where we have random, quenched, growth rate as in . The linearized continuum equation then takes the form $`{\displaystyle \frac{b}{t}}=D^2bm(x)b`$ where $`m(x)=\mu \lambda n_A(x)`$, and $`n_A(x)`$ is the random concentration of the catalyst $`A.`$ The system is in its active phase if the linearized evolution operator $`L=D^2m(x)`$ admits at least one positive eigenvalue, and its localization properties are almost determined by the corresponding eigenfunctions. Since the same operator governs the physics of quantum particles in random potential, one may use the known results of this field, i.e., that in low dimensionality or strong disorder all the wavefunctions are exponentially localized and the diffusion becomes irrelevant on large length scales. Accordingly, the system may be in its active phase at localized islands even if the average $`m`$ is positive. In our case, however, the catalysts diffuse, and these colonies survives only if the reactants cluster is able to “trace” a specific catalyst or to find some other wandering island. This implies the significance of the system dimensionality: while two typical random walkers (such as the catalyst and the reactant) encounter each other in finite time for $`d<2`$, they will (typically) never collide for $`d>2`$. One may expect, accordingly, that below $`2d`$ quantization induced fluctuations are much more dominant than above two dimensions. Consider one “frozen” catalyst at the origin. The effective growth rate in the vicinity of the origin is positive, i.e., $`m(r<R)=m_{in}<0`$ in a region of typical catalyst size $`R`$ around it. In the “desert”, out of this island, the “mass”, $`m_{out}`$, is positive. The colony is then localized at $`r=0`$, with growth rate $`\left\|m_{in}\right\|`$ and an exponentially decreasing tail into the desert. In the continuum approximation, the time dependent profile of the tail is given by : $$b(r)e^{\left\|m_{in}\right\|tr\sqrt{m_{out}/D}},$$ (3) and the tail front, which is the size of the reactants colony, moves away from the origin with typical velocity $`vm_{in}\sqrt{D/m_{out}}`$. If the catalyst is moving, the colony will die only when the $`A`$ molecule detaches from the $`B`$ colony. This, however is almost impossible for a diffusively moving $`A`$ since the colony’s front moves ballistically. As this argument involves only one catalyst it is independent of system dimensionality. Thus, at strong coupling some localized islands are active in any dimension, in contradiction with the mean field prediction of extinction at positive average mass. This mechanism is illustrated in figure (1), which manifests the ability of the $`B`$ colony to adapt to the location of the moving catalyst. We stress that this adaptive skill is solely due to the “dumb” diffusion and multiplication of the reactants, and thus is an emergent self-organized feature. There is, however, a possibility for a different scenario, the weak coupling limit, where the local properties of the system do not support the formation of colonies in the inactive phase. For a $`B`$ molecule having a spatial overlap with an $`A`$ catalyst, the multiplication time is proportional to $`\lambda `$. If this time is much larger than the relevant hopping rate, the typical birth event is singular and no colony is formed. If, furthermore, the decay time for a $`B`$ particle in the absence of $`A`$ is much smaller than the typical time to find a new catalysts one may expect that the system is in its inactive phase, unless some global, collective effect turns this local analysis void. Before looking for global effects, let us try to consider the strong coupling limit more carefully. Consider a single $`A`$ agent located at the point $`r_0`$, and the “island” of $`B`$ reactants which surrounds it. Keeping the $`A`$ stationary and working on a $`d`$-dimensional lattice (with lattice constant $`l`$ , the growth rate is $`\frac{\lambda }{l^d}`$ and the hopping rate is $`\frac{2Dd}{l^2}`$) the following equation holds for the concentration of $`B`$’s: $$n_B(r,t)e^{\left(\frac{\lambda }{l^d}\frac{2dD_B}{l^2}\mu \right)t}e^{\mathrm{log}\left(\frac{D_B}{\lambda }l^{d2}\right)\frac{\left\|rr_0\right\|}{l}},$$ (4) where we assume $`D_Bl^{d2}\lambda `$ (thus the very steep slope suppresses the effect of diffusion returning inwards). Consequently, $$\frac{\mathrm{log}\left[n_B(r_0,t)\right]}{t}\left(\frac{\lambda 2dD_B}{l^2}\mu \right).$$ (5) Now consider a hopping event of the A, by a single lattice spacing. Measuring $`n_B(r_0\left(t\right),t)`$, at the new $`A`$ site, it reduces by a factor of $$e^{\mathrm{log}\left(\frac{D_B}{\lambda }l^{d2}\right)}.$$ (6) The rate at which the hopping events occur is $`\frac{2dD_A}{l^2}`$, accordingly the rate equation (5) is modified to: $`{\displaystyle \frac{\mathrm{log}\left[n_B(r_0\left(t\right),t)\right]}{t}}`$ $``$ (7) $`{\displaystyle \frac{\lambda 2dD_B}{l^2}}`$ $`\mu `$ $`{\displaystyle \frac{2dD_A}{l^2}}\mathrm{log}\left(l^{d2}{\displaystyle \frac{D_B}{\lambda }}\right),`$ (8) where we have assumed that there is enough time between hopping events so that the island shape stabilizes to the long time behavior (4), namely $`D_Al^{d2}\lambda `$. Equation (8) has the solution: $$n_B(r_0\left(t\right),t)e^{\left(\frac{\lambda 2dD_B}{l^2}\mu \frac{2dD_A}{l^2}\mathrm{log}\left(l^{d2}\frac{D_b}{\lambda }\right)\right)t}.$$ (9) This shows that in the strong coupling regime the exponent is positive and the number of reactants grows exponentially, independent of the dimension and of the catalyst density. The inset of Fig. (1) shows the fit of the expression (9) to the numerical results on a lattice. ## III Weak Coupling In order to consider global effects of spatial fluctuations, let us write the Master equation for the probability $`P_{nm}`$ to find $`m`$ reactants and $`n`$ catalysts at a single point (with no diffusion) $`{\displaystyle \frac{dP_{nm}}{dt}}=`$ $`\mu `$ $`[mP_{nm}(m+1)P_{n,m+1}]`$ (10) $``$ $`\lambda [mnP_{nm}n(m1)P_{n,m1}].`$ (11) Following we define a set of creation-annihilation operators, $`\begin{array}{cc}a^+\|n,m=\|n+1,m& b^+\|n,m=\|n,m+1\\ a\|n,m=n\|n1,m& b\|n,m=m\|n,m1\end{array}`$ and a wavefunction $`\mathrm{\Psi }={\displaystyle \underset{n,m}{}}P_{n,m}\|n,m.`$ The Master equation then takes the Hamiltonian form: $`{\displaystyle \frac{\mathrm{\Psi }}{t}}=\text{H}\mathrm{\Psi }`$ with H $`=`$ $`{\displaystyle \underset{i}{}}[{\displaystyle \frac{D_a}{l^2}}{\displaystyle \underset{<ei>}{}}a_i^+(a_ia_e)+{\displaystyle \frac{D_b}{l^2}}{\displaystyle \underset{<ei>}{}}b_i^+(b_ib_e)`$ (12) $`+`$ $`\mu [b_i^+b_ib_i]+{\displaystyle \frac{\lambda }{l^d}}[a_i^+a_ib_i^+b_ia_i^+a_ib_i^+b_i^+b_i]]`$ (13) Where $`i`$ runs over all lattice points, and the sum, $`ie`$, is over nearest neighbors. Shifting the creation operators to their vacuum expectation value $`a^+\overline{a}+1`$ and $`b^+\overline{b}+1`$, the value of the catalyst density to its average, $`\frac{1}{l^2}aa+n_a,`$ and finally, $`\frac{1}{l^2}bb`$ the evolution operator takes the following form in the continuum limit: $`\text{H}={\displaystyle d^dx}`$ $`[`$ $`D_b\overline{b}^2bD_a\overline{a}^2a+\mu \overline{b}b`$ (14) $``$ $`\lambda \overline{b}b(\overline{a}+1)(\overline{b}+1)(a+n_a)]`$ (15) The action is simply: $$S=𝑑t\left[d^dx\left(\overline{a}\frac{}{t}a+\overline{b}\frac{}{t}b\right)+\text{H}\right].$$ (16) Note that the coefficient of $`\overline{b}b`$, which plays the role of mass, is given by $`m\mu \lambda n_a`$. Now this system may be analyzed using the standard renormalization group (RG) technique. We impose a change of scale $$\begin{array}{c}xsx\\ ts^zt\\ as^{d\eta }a\\ \mathrm{\Lambda }\mathrm{\Lambda }/s\end{array}$$ (17) where $`s`$ is the renormalization group scale factor. The renormalization flows of the parameters of the action (16) are given by their naive dimensionality and the corrections from the diagrams shown in Fig. (3), using the basic vertices as in Fig. (2). The flow equations for the mass and the coupling constant are given by $`{\displaystyle \frac{d\lambda }{d\mathrm{ln}(s)}}=ϵ\lambda +{\displaystyle \frac{\lambda ^2}{2\pi D}}{\displaystyle \frac{\mathrm{\Lambda }^{d2}}{1+\frac{m}{D\mathrm{\Lambda }^2}}}`$ $$\frac{dm}{d\mathrm{ln}(s)}=2m\frac{\lambda ^2n_a}{2\pi D}\frac{\mathrm{\Lambda }^{d2}}{1+\frac{m}{D\mathrm{\Lambda }^2}},$$ (18) where $`ϵ=2d,`$ $`D=\frac{D_a+D_b}{2}`$ and $`\mathrm{\Lambda }(s)`$ is the upper momentum cutoff. Note that, as indicated by naive dimensional analysis, the Gaussian fixed point $`\{\lambda =0,m=0\}`$ is stable at $`d>2,`$ hence there is no perturbative corrections to $`\eta `$ and $`z`$ in this regime. If the momentum cutoff is much larger than any other quantity of the problem one has, $`{\displaystyle \frac{d\lambda }{d\mathrm{ln}(s)}}=\lambda \left(ϵ+{\displaystyle \frac{\lambda }{2\pi D}}\right)`$ $`{\displaystyle \frac{dm}{d\mathrm{ln}(s)}}=2m{\displaystyle \frac{\lambda ^2n_0}{2\pi D}}`$ and the flow lines are shown in Figs. (4) and (5) for $`d2`$ and $`d>2`$ , respectively. Below two dimensions, the Gaussian fixed point is always unstable and the system flows to the strong coupling limit, where adaptive B colonies grow indefinitely, as indicated by the negative values of the effective mass. At higher dimensionality, on the other hand, there is a finite region in the parameter space where the trivial fixed point is stable and $`\lambda `$ flows into zero, while higher values of initial coupling constant flow to infinity. For a system of finite size $`L^d`$, the flows should be truncated at $`s=\frac{L}{l},`$ and the phase is determined by the end point of the flow lines at this $`s.`$ For finite $`\mathrm{\Lambda }`$, equations (18) take the form: $`{\displaystyle \frac{d\gamma }{d\mathrm{ln}(s)}}=ϵ\gamma +{\displaystyle \frac{\gamma ^2}{1+M}}`$ $`{\displaystyle \frac{dM}{d\mathrm{ln}(s)}}=2M{\displaystyle \frac{\alpha \gamma ^2}{1+M}},`$ where the dimensionless quantities are $`\gamma =\frac{\lambda \mathrm{\Lambda }^{d2}}{2\pi D}`$, $`M=\frac{m}{D\mathrm{\Lambda }^2},`$ and $`\alpha =\frac{2\pi n_a}{\mathrm{\Lambda }^d}.`$ The flow lines for $`d=2`$ are shown in figure (6) and exhibit a transition due to the finite lattice spacing. ## IV Discussion Since the classical works of Malthus and Verhulst, it has been recognized that most of the processes in living systems are autocatalytic and thus are characterized by exponential growth. In fact, the appearance of an autocatalytic molecule may be considered as the origin of life. In this paper, these autocatalytic system are shown to admit self organization in the presence of fluctuating environment. The exponential amplification of “good” fluctuations in the catalysis parameters prevails, in the situations discussed above, the globally hostile environment and is robust against the random motion of both the reactants and the catalysts. Our result may be interpreted as an indication that “life” (in the above sense) is resilient and is able to adapt itself to the changing environment. The applicability of this model ranges from biological evolution (where the environment is the genome space) to the role of enzymes in chemical reactions and even in social or financial settings. More realistic models, however, should take into account the depletion of resources by the catalytic process and the finite carrying capacity of the substrate. Although the model discussed above is relevant at time scales which are small in comparison with the mean time for consumption or saturation, the stable fixed point of the system may be different. In particular, on a uniform, inexhaustible, autocatalytic substrate with finite carrying capacity the discreteness induced fluctuations have been shown to decrease the effective growth rate, and to give a directed percolation type transition at $`d<2.`$ The competition between this effect and the effect of adaptive fluctuations will be considered elsewhere. ## V Acknowledgements We wish to thank P. W. Anderson, P. Grassberger, D. R. Nelson and D. Mukamel for helpful discussions and comments. O.A. thanks the support of the Israeli Science Foundation founded by the Israeli Academy of Science and Humanities and by Grant No. 9800065 from the USA-Israel Binational Science Foundation (BSF).
warning/0007/hep-ph0007017.html	ar5iv	text	# FINAL STATE INTERACTIONS IN 𝜀'/𝜀 aafootnote aContribution to the XXXVth Rencontres de Moriond on Electroweak Interactions and Unified Theories, March 11–18, 2000. ## 1 Introduction In a recent paper $`^\mathrm{?}`$ it was pointed out that strong final state interaction (FSI) effects, when properly taken into account, produce a large enhancement (about a factor of two) in the Standard Model prediction of the direct CP violation parameter $`\epsilon ^{}/\epsilon `$. FSI effects also play an important role in the observed $`\mathrm{\Delta }I=1/2`$ rule $`^{\mathrm{?},\mathrm{?}}`$. At centre–of–mass energies around the kaon mass, the strong S–wave $`\pi `$$`\pi `$ scattering generates a large phase-shift difference $`\left(\delta _0^0\delta _0^2\right)(m_K^2)=45^{}\pm 6^{}`$ between the $`I=0`$ and $`I=2`$ partial waves $`^\mathrm{?}`$. This effect is taken into account by factoring out those phases in the usual decomposition of $`K2\pi `$ amplitudes with definite isospin $`I=0`$ and $`I=2`$: $$𝒜_IA\left[K(\pi \pi )_I\right]A_Ie^{i\delta _0^I}.$$ (1) The presence of such a large phase–shift difference also signals a large dispersive FSI effect in the moduli of the isospin amplitudes, since their imaginary and real parts are related by analyticity and unitarity. The size of the FSI effect can be already roughly estimated at one loop in Chiral Perturbation Theory (ChPT), where the rescattering of the two pions in the final state produces an enhancement of about $`40\%`$ in the $`A_0`$ amplitude $`^{\mathrm{?},\mathrm{?},\mathrm{?}}`$. However, the fact that the one loop calculation still underestimates the observed $`\delta _0^0`$ phase shift indicates that a further enhancement should be produced by higher orders. It is then clear that FSI contributions should be included and their effect resummed in the description of $`K2\pi `$ decays. In addition, the rescattering of the two pions in the final state is a purely long–distance mechanism, which is fully decoupled from the production mechanism of the two pions in the decay process. As a consequence, FSI effects do not introduce any dependence on short–distance quantities (i.e. they do not carry any dependence on the factorization scale in the OPE description of $`K2\pi `$ amplitudes). Despite the importance of FSI in $`K2\pi `$ decays has been known for more than a decade, most of the Standard Model predictions of $`\epsilon ^{}/\epsilon `$ $`^{\mathrm{?},\mathrm{?}}`$ did not include those contributions and failed to reproduce the experimental measurements $`^\mathrm{?}`$. Lattice determinations of $`K2\pi `$ amplitudes are still missing FSI effects, since they are obtained in a two–steps procedure where first the simpler $`K\pi `$ matrix element is measured on the lattice and second, the physical $`K2\pi `$ matrix elements are obtained by using a lowest–order ChPT relation between $`K\pi `$ and $`K2\pi `$. Neither the first nor the second step include FSI effects. On the other hand, approaches based on effective low–energy models $`^\mathrm{?}`$ or the $`1/N_c`$ expansion $`^\mathrm{?}`$ do include some one-loop corrections and find larger values for the $`A_0`$ amplitude. However, the drawback in these cases could be the possible model dependence of the matching procedure with short–distance. The approach that has been recently proposed $`^{\mathrm{?},\mathrm{?},\mathrm{?}}`$ is the Omnès approach, which permits a resummation of the universal FSI effects to all orders in ChPT. In Section 2 the general Omnès problem is formulated, while in Section 3 the Omnès problem is solved for the pion scalar form factor, a well known quantity in ChPT; this analysis clarifies the relevant properties of the Omnès solution. Finally, in Section 4 we consider the Omnès solution for the $`K2\pi `$ amplitudes which enter the prediction of $`\epsilon ^{}/\epsilon `$. The final result of an exact matching procedure with short–distance $`^\mathrm{?}`$, with the inclusion of FSI effects $`^\mathrm{?}`$ gives $$\text{Re}\left(\epsilon ^{}/\epsilon \right)\|_{SM}=(15\pm 5)\times 10^4,$$ (2) which is in good agreement with the present experimental world average $`^\mathrm{?}`$ $$\text{Re}\left(\epsilon ^{}/\epsilon \right)\|_{exp}=(19.3\pm 2.4)\times 10^4.$$ (3) ## 2 The Omnès problem Let us consider a generic amplitude (or form factor) $`A_J^I(s)`$, with two pions in the final state which have total angular momentum and isospin given by $`J`$ and $`I`$, respectively, and invariant mass $`sq^2\left(p_1+p_2\right)^2`$. The amplitude is analytic everywhere except for a cut on the real positive $`s`$ axis $`L=[4m_\pi ^2,\mathrm{})`$. Below the first inelastic threshold, only the $`2\pi `$ intermediate state contributes to the absorptive part of the amplitude and Watson’s theorem $`^\mathrm{?}`$ implies that the phase of the amplitude is equal to the phase of the $`\pi \pi `$ partial–wave scattering amplitude, so that $`\text{Im}A_J^I=(\text{Im}A_J^I)_{2\pi }`$ $`=`$ $`e^{i\delta _J^I}\mathrm{sin}\delta _J^IA_J^I=e^{i\delta _J^I}\mathrm{sin}\delta _J^IA_J^I`$ (4) $`=`$ $`\mathrm{sin}\delta _J^I\|A_J^I\|=\mathrm{tan}\delta _J^I\text{Re}A_J^I.`$ Cauchy’s theorem implies instead that $`A_J^I(s)`$ can be written as a dispersive integral along the physical cut: $$A_J^I(s)=\frac{1}{\pi }_L𝑑z\frac{\text{Im}A_J^I(s)}{zsiϵ}+\text{subtractions}.$$ (5) Inserting Eq. 4 in the dispersion relation 5, one obtains an integral equation for $`A_J^I(s)`$ of the Omnès type, which has the well–known Omnès solution $`^\mathrm{?}`$ (for $`n`$ subtractions with subtraction point $`s_0`$ outside the physical cut): $$A_J^I(s)=Q_{J,n}^I(s,s_0)\mathrm{exp}\left\{I_{J,n}^I(s,s_0)\right\},$$ (6) where $$I_{J,n}^I(s,s_0)\frac{(ss_0)^n}{\pi }_{4m_\pi ^2}^{\mathrm{}}\frac{dz}{(zs_0)^n}\frac{\delta _J^I(z)}{zsiϵ}$$ (7) and $$\mathrm{log}\left\{Q_{J,n}^I(s,s_0)\right\}\underset{k=0}{\overset{n1}{}}\frac{(ss_0)^k}{k!}\frac{d^k}{ds^k}\mathrm{log}\left\{A_J^I(s)\right\}\|_{s=s_0},(n1),$$ (8) with $`Q_{J,0}^I(s,s_0)1`$. The dispersive integral $`I_{J,n}^I(s,s_0)`$ is uniquely determined up to a polynomial ambiguity (that does not produce any imaginary part of the amplitude), which depends on the number of subtractions and the subtraction point. The simple iterative relation for the real part of $`I_{J,n}^I(s,s_0)`$ $$\text{Re}I_{J,n}^I(s,s_0)=\text{Re}I_{J,n1}^I(s,s_0)(ss_0)^{n1}\underset{ss_0}{lim}\frac{\text{Re}I_{J,n1}^I(s,s_0)}{(ss_0)^{n1}},$$ (9) shows that only a polynomial part of $`I_{J,n}^I(s,s_0)`$ does depend on the subtraction point $`s_0`$ and the number of subtractions $`n`$, while the non–polynomial part of $`I_{J,n}^I(s,s_0)`$, the one containing the infrared chiral logarithms, is universal (i.e. $`s_0`$ and $`n`$ independent). Thus, the Omnès solution predicts the chiral logarithmic corrections in a universal way and provides their exponentiation to all orders in the chiral expansion. The polynomial ambiguity of $`I_{J,n}^I(s,s_0)`$ and the subtraction function $`Q_{J,n}^I(s,s_0)`$ can be fixed, at a given order in the chiral expansion, by matching the Omnès formula (6) with the ChPT prediction of $`A_J^I(s)`$. It remains a polynomial ambiguity at higher orders. Notice that in the presence of a zero of the amplitude the Omnès solution can be found for the factorized amplitude $`\overline{A_J^I}(s)`$, such that $`A_J^I(s)=(s\zeta )^p\overline{A_J^I}(s)`$, where $`\zeta `$ is a zero of order $`p`$. ## 3 The scalar pion form factor The scalar pion form factor is known up to two loops in ChPT $`^\mathrm{?}`$ and it is a useful quantity to understand the details of the Omnès solution in the case $`I=0`$ and $`J=0`$. It is defined by the matrix element of the $`SU(2)`$ quark scalar density $`\pi ^i(p^{})\|\overline{u}u+\overline{d}d\|\pi ^k(p)\delta ^{ik}F_S^\pi (t)`$. At low momentum transfer, ChPT provides a systematic expansion of $`F_S^\pi (t)`$ in powers of $`t(p^{}p)^2`$ and the light quark masses $`^{\mathrm{?},\mathrm{?}}`$: $$F_S^\pi (t)=F_S^\pi (0)\left\{1+g(t)+O(p^4)\right\},$$ (10) where the $`O(p^2)`$ correction $`g(t)`$ contains contributions from one-loop diagrams and tree–level terms of the $`O(p^4)`$ ChPT lagrangian. It is given by $`^{\mathrm{?},\mathrm{?}}`$ ($`ff_\pi =92.4`$ MeV): $`g(t)`$ $`=`$ $`{\displaystyle \frac{t}{f^2}}\{(1{\displaystyle \frac{M_\pi ^2}{2t}})\overline{J}_{\pi \pi }(t)+{\displaystyle \frac{1}{4}}\overline{J}_{KK}(t)+{\displaystyle \frac{M_\pi ^2}{18t}}\overline{J}_{\eta \eta }(t)+4(L_5^r+2L_4^r)(\mu )`$ (11) $`+{\displaystyle \frac{5}{4(4\pi )^2}}(\mathrm{ln}{\displaystyle \frac{\mu ^2}{M_\pi ^2}}1){\displaystyle \frac{1}{4(4\pi )^2}}\mathrm{ln}{\displaystyle \frac{M_K^2}{M_\pi ^2}}\}.`$ The counterterms $`L_4^r,L_5^r`$ from the $`O(p^4)`$ lagrangian are kept in the numerical analysis at the standard reference value $`\mu =M_\rho `$, where $`^\mathrm{?}`$ $`[L_5^r+2L_4^r](M_\rho )=(0.8\pm 1.1)\times 10^3`$. The functions $`\overline{J}_{\pi \pi }(t)`$, $`\overline{J}_{KK}(t)`$ and $`\overline{J}_{\eta \eta }(t)`$ $`^{\mathrm{?},\mathrm{?}}`$ are ultraviolet finite and, together with the logarithms, they are produced by the one-loop exchange of $`\pi \pi `$, $`K\overline{K}`$ and $`\eta \eta `$ intermediate states. Notice that at values of $`t`$ such that $`t4M_P^2`$ $$\overline{J}_{PP}(t)=\frac{1}{(4\pi )^2}\left[\frac{1}{6}\frac{t}{M_P^2}+\frac{1}{60}\frac{t^2}{M_P^4}+\mathrm{}\right],$$ (12) implying that, below the $`P\overline{P}`$ threshold, $`\overline{J}_{PP}(t)`$ has a very smooth behaviour and it is strongly suppressed. In the case of the pion scalar form factor this means that at values of $`t4M_K^2,4M_\eta ^2`$ the one-loop functions $`\overline{J}_{KK}(t)`$ and $`\overline{J}_{\eta \eta }(t)`$ only give small analytic corrections, which are numerically negligible with respect to the rest of the one–loop corrections. Let us consider now the Omnès solution for $`F_S^\pi (t)`$ and fix the subtraction polynomial by performing a matching with the one-loop ChPT result. This implies at the subtraction point $`t_0`$ $$F_S^\pi (t)=F_S^\pi (t_0)\mathrm{\Omega }_0(t,t_0)F_S^\pi (0)\left\{1+g(t_0)\right\}\mathrm{\Omega }_0(t,t_0).$$ (13) Thus, knowing the form factor at some low–energy subtraction point $`t_0`$, where the momentum expansion can be trusted, the Omnès factor $`\mathrm{\Omega }_0(t,t_0)`$ provides an evolution of the result to higher values of $`t`$, through the exponentiation of infrared effects related to FSI. The once–subtracted solution reads: $$\mathrm{\Omega }_0^{(1)}(t,t_0)=\mathrm{exp}\left\{\frac{tt_0}{\pi }_{4M_\pi ^2}^{\overline{z}}\frac{dz}{zt_0}\frac{\delta _0^0(z)}{ztiϵ}\right\}\mathrm{}_0^{(1)}(t,t_0)e^{i\delta _0^0(t)},$$ (14) where the integral has been split into its real and imaginary part, making explicit that the phase of the Omnès factor is just the original phase-shift $`\delta _0^0(t)`$, while $`\mathrm{}_0^{(1)}(t,t_0)`$ is its corresponding dispersive factor. The integral has been cut at the upper edge $`\overline{z}`$, which represents the first inelastic threshold ($`\overline{z}=1`$ GeV<sup>2</sup>). In Table 1 the resulting value of $`\|F_S^\pi (M_K^2)/F_S^\pi (0)\|`$ for different subtraction points $`t_0=0,M_\pi ^2,\mathrm{\hspace{0.17em}2}M_\pi ^2,\mathrm{\hspace{0.17em}3}M_\pi ^2,\mathrm{\hspace{0.17em}4}M_\pi ^2`$ and $`M_K^2`$ and at $`t=M_K^2`$ is shown together with the dispersive part of the once–subtracted Omnès integral $`\mathrm{}_0^{(1)}(t,t_0)`$ and the one loop function $`g(t_0)`$. Notice that the Omnès factor is not defined for $`t_0=M_K^2`$, because it lies above the threshold of the non–analyticity cut; however, by its definition in Eq. (13), $`\mathrm{\Omega }(M_K^2,t_0=M_K^2)=1`$ holds. The ChPT calculation of $`F_S^\pi (t_0)`$ is obviously better at lower values of $`t_0`$ where the one-loop correction $`g(t_0)`$ is smaller. At $`t_0=4M_\pi ^2`$ a sizable 26% effect is already found, while at $`t_0=M_K^2`$ (the point chosen in the discussion of the Omnès factor in a recent paper $`^\mathrm{?}`$) the correction is so large than one should worry about higher–order contributions. The Omnès exponential allows to predict $`F_S^\pi (M_K^2)`$ in a much more reliable way, through the evolution of safer results at lower $`t_0`$ values. In Table 2 the dependence of the Omnès integral on the upper edge $`\overline{z}`$ is shown. From those results one can conclude that cutting the integral at the first inelastic threshold is actually producing an underestimate of the complete FSI effect. The sensitivity of the Omnès integral to the high–energy region is reduced by considering a twice–subtracted Omnès solution $`^\mathrm{?}`$. Since chiral corrections are smaller at lower values of the subtraction point, values of the Omnès factor at low $`t_0`$ should be trusted because less sensitive to higher order corrections. Based also on the twice–subtracted result $`^\mathrm{?}`$ one can conclude that the true value of $`\|F_S^\pi (M_K^2)/F_S^\pi (0)\|`$ is in the range 1.5 to 1.6. Taking the experimental phase-shift uncertainties into account (see Figure (1) for the details), the result is: $$\|F_S^\pi (M_K^2)/F_S^\pi (0)\|=\mathrm{\hspace{0.17em}1.5}\pm 0.1.$$ (15) ## 4 Final State Interactions in $`\epsilon ^{}/\epsilon `$ The analysis of the Omnès solution for the scalar pion form factor has clarified two main points. First, the Omnès solution given by the product of the polynomial amplitude times the Omnès factor is independent of the subtraction point as it has to be. Second, the Omnès exponential allows to predict the physical quantity in a much more reliable way, through the evolution of safer results at lower values of the subtraction point. In analogy to the scalar pion form factor, one can derive the Omnès solution for any $`K2\pi `$ amplitude, both CP–conserving and CP–violating (the presence of a CP–violating weak phase does not modify the Omnès derivation, being such a phase of short–distance origin $`^\mathrm{?}`$). At lowest order in the chiral expansion, the most general effective bosonic Lagrangian, with the same $`SU(3)_LSU(3)_R`$ transformation properties as the short–distance Lagrangian, contains three terms: $`_2^{\mathrm{\Delta }S=1}`$ $`=`$ $`{\displaystyle \frac{G_F}{\sqrt{2}}}V_{ud}^{}V_{us}^{}\{g_8\lambda L_\mu L^\mu +g_{27}(L_{\mu 23}L_{11}^\mu +{\displaystyle \frac{2}{3}}L_{\mu 21}L_{13}^\mu ).`$ (16) $`+2e^2f^6g_{EM}\lambda U^{}𝒬U\}+\text{h.c.}.`$ The flavour–matrix operator $`L_\mu =if^2U^{}D_\mu U`$ represents the octet of $`VA`$ currents at lowest order in derivatives, where $`U=expi\sqrt{2}\varphi /f`$ is the exponential representation of the light pseudoscalar meson field with $`\varphi `$ the flavour octet matrix. $`𝒬=\mathrm{diag}(\frac{2}{3},\frac{1}{3},\frac{1}{3})`$ is the quark charge matrix, $`\lambda (\lambda ^6i\lambda ^7)/2`$ projects onto the $`\overline{s}\overline{d}`$ transition \[$`\lambda _{ij}=\delta _{i3}\delta _{j2}`$\] and $`A`$ denotes the flavour trace of $`A`$. At generic values of the squared centre–of–mass energy $`s=(p_{\pi 1}+p_{\pi 2})^2`$, the $`I=0,2`$ amplitudes generated by the lowest–order lagrangian in Eq. 16 are given by $`A_0`$ $`=`$ $`{\displaystyle \frac{G_F}{\sqrt{2}}}V_{ud}V_{us}^{}\sqrt{2}f\left\{\left(g_8+{\displaystyle \frac{1}{9}}g_{27}\right)(sM_\pi ^2){\displaystyle \frac{4}{3}}f^2e^2g_{EM}\right\},`$ $`A_2`$ $`=`$ $`{\displaystyle \frac{G_F}{\sqrt{2}}}V_{ud}V_{us}^{}{\displaystyle \frac{2}{9}}f\left\{5g_{27}(sM_\pi ^2)6f^2e^2g_{EM}\right\}.`$ (17) In the absence of $`e^2g_{EM}`$ corrections, the tree–level isospin amplitudes have a zero at $`s=M_\pi ^2`$, because the on-shell amplitudes should vanish in the SU(3) limit $`^\mathrm{?}`$. This is not the case for the matrix elements of the electroweak penguin operator $`Q_8`$, whose lowest–order realization is given by the term proportional to $`e^2g_{EM}`$. Those matrix elements are constant (of order $`e^2p^0=p^2`$ in the chiral power counting) at the lowest order in ChPT. For all the cases one can write a once–subtracted Omnès solution for the on–shell physical amplitudes $`^{\mathrm{?},\mathrm{?}}`$ in the form $$𝒜_I(M_K^2)=a_I(M_K^2,s_0)\mathrm{\Omega }_I^{(1)}(M_K^2,s_0).$$ (18) The amplitude $`a_I(M_K^2,s_0)`$ depends on which weak effective operator is mediating the corresponding $`K2\pi `$ amplitude, while the once–subtracted Omnès factor $`\mathrm{\Omega }_I^{(1)}(M_K^2,s_0)`$ is universal, i.e. the same for the pion scalar form factor $`F_S^\pi (s)`$ and the amplitude $`𝒜_0(s)`$ (this is in principle no more true for the twice–subtracted factor that depends on the derivative of the function itself). Moreover, taking a low subtraction point where higher–order corrections are very small $`^\mathrm{?}`$, one can just multiply the tree–level formulae in Eq. 17 with the experimentally determined Omnès exponential. The results are $`^\mathrm{?}`$<sup>b</sup><sup>b</sup>bThese values update earlier estimates of $`\mathrm{}_2^{(1)}(M_K^2,M_\pi ^2)`$ $`^{\mathrm{?},\mathrm{?}}`$. The correction factors $`\mathrm{}_I^{(1)}`$ were also considered in an estimate of $`\epsilon ^{}/\epsilon `$ within the $`SU(2)SU(2)U(1)`$ model of CP violation $`^\mathrm{?}`$. $$\mathrm{}_0(M_K^2,0)=1.5\pm 0.1\mathrm{}_2(M_K^2,0)=0.92\pm 0.06,$$ (19) where the subtraction point $`s_0=0`$ has been chosen. How the proper inclusion of FSI effects drastically modify the Standard Model prediction of $`\epsilon ^{}/\epsilon `$ has been already explained $`^\mathrm{?}`$. To obtain a complete Standard Model prediction for $`\epsilon ^{}/\epsilon `$ an exact matching procedure has been proposed $`^\mathrm{?}`$. It is inspired by the large–$`N_c`$ expansion, but only at scales below the charm quark mass $`\mu m_c`$ (where the logarithms that enter the Wilson coefficients are small). FSI effects, which are next–to–leading in the $`1/N_c`$ expansion but numerically relevant, are taken into account through the multiplicative factors $`\mathrm{}_I(M_K^2,0)`$ while avoiding any double counting. The general formula for $`\epsilon ^{}/\epsilon `$ can be written as follows $$\text{Re}\frac{\epsilon ^{}}{\epsilon }=\frac{\omega }{\sqrt{2}\epsilon }\frac{1}{\text{Re}A_0}\left(\frac{1}{\omega }\text{Im}A_2\text{Im}A_0\right),$$ (20) where $`\omega =\text{Re}A_2/\text{Re}A_0=1/22.2`$ is the inverse of the CP–conserving $`\mathrm{\Delta }I=1/2`$ ratio. The CP–conserving quantities $`\omega `$ and $`\text{Re}A_0`$ are taken from the experiment, while the CP–violating terms $`\text{Im}A_0`$ and $`\text{Im}A_2`$ are calculated theoretically. The indirect CP violation parameter $`\epsilon `$ can be either taken from the experiment or evaluated theoretically $`^\mathrm{?}`$. Each contribution to $`\text{Im}A_0`$ and $`\text{Im}A_2`$ will now contain the FSI effect through the corresponding dispersive factor $`\mathrm{}_I(M_K^2,0)`$ with $`I=0`$ or 2 which was not taken into account in the previous Standard Model predictions of $`\epsilon ^{}/\epsilon `$. The result $`^\mathrm{?}`$ $$\text{Re}\left(\epsilon ^{}/\epsilon \right)\|_{SM}=(15\pm 5)\times 10^4,$$ (21) has an uncertainty which is dominated by the large–$`N_c`$ based matching procedure. The prediction is within one sigma respect to the present experimental world average $`^\mathrm{?}`$ $$\text{Re}\left(\epsilon ^{}/\epsilon \right)\|_{exp}=(19.3\pm 2.4)\times 10^4,$$ (22) and provides an enhancement of about a factor of two respect to the previous short–distance based Standard Model predictions of $`\epsilon ^{}/\epsilon `$ $`^{\mathrm{?},\mathrm{?}}`$. ## Acknowledgments I warmly thank my collaborators Antonio Pich and Ignazio Scimemi and the organizers of the conference. This work has been supported by the Ministerio de Educación y Cultura (Spain) and in part by the European Union TMR Network EURODAPHNE (Contract No. ERBFMX-CT98-0169). ## References
warning/0007/cond-mat0007337.html	ar5iv	text	# Electron-electron interactions in graphene sheets ## I Introduction. Recent experiments report the existence of ferromagnetic and superconducting fluctuations in graphite at unexpectedly high temperatures ($`T100300`$K). The coexistence of both types of fluctuations suggests a common electronic origin for them. Motivated by these observations, we present here a study of the possible electronic instabilities of a single graphene sheet. Isolated graphene has the convenient property that the electronic states near the Fermi level can be described in simple terms. By symmetry, the lower and upper bands touch at the corners of the hexagonal Brillouin zone. Near these points, the dispersion relation is isotropic and linear, $`ϵ_\stackrel{}{𝐤}=v_F\|\stackrel{}{𝐤}\|`$, where $`v_F`$ is the Fermi velocity. The density of states at the Fermi level is strictly zero, and it rises linearly in energy. An effective long wavelength description of these electronic states can be written in terms of the Dirac equation in two dimensions (see below). The fact that a single graphene sheet is a semimetal modifies significantly the screening of the Coulomb interaction. An effective low energy hamiltonian can be written, which can be treated by Renormalization Group methods. It can be shown rigourously that the Coulomb interaction is a marginal interaction, which scales to zero at low energies or long wavelengths. At intermediate scales, however, the quasiparticle lifetime does not follow the usual $`ϵ^2`$ dependence of Landau’s theory of a Fermi liquid, but scales as $`\|ϵ\|`$, in agreement with experiments. The RG approach is, in principle, valid in the weak coupling regime, ($`e^2/(ϵ_0v_F)1`$, where $`e`$ is the electric charge and $`ϵ_0`$ is the dielectric constant. By using a RPA summation of diagrams, it can be shown that the low energy properties are not changed throughout the entire range of couplings. The previous work mentioned earlier analyzed the the small momentum scattering due to the long range Coulomb interaction, as it is the only one which leads to logarithmically divergent perturbative corrections. Some electronic instabilities, like anisotropic superconductivity, requires the existence of short range interactions with significant strength at finite wavevectors. We analyze in this work the role of these interactions in inducing instabilities of the electronic system. The next section describes the model. Then, the Renormalization Group equations for the different iteractions are written. In section IV, the role of topological disorder is analyzed, as it can lead to changes in the density of states which modify the scaling equations obtained earlier. The main conclusions are presented in section V. ## II The model. ### A Intralayer couplings. We analyze the low energy properties of a graphene sheet. We will only consider the modifications due to interactions and disorder in the low energy properties of the system. Thus, we need to describe the low energy electronic states. A graphene sheet has an hexagonal symmetry with two atoms per unit cell. The carbon atoms have four valence orbitals. Three of them build the sp<sup>2</sup> bonds which give rigidity to the structure. The third orbital gives rise to the valence and conduction bands. These bands touch at the two inequivalent corners of the Brillouin zone (see Fig.). From symmetry considerations, these bands are isotropic, and depend linearly on the wavevector. It can be shown that, in the long wavelength limit, the electronic wavefunctions near the corners of the Brillouin Zone are well described in terms of the two dimensional Dirac equation. Each of the two inequivalent points requires two Dirac spinors, each of them with its spin index. In the long wavelength limit, the The Fermi velocity, $`v_F`$, can be expressed in terms of the matrix elements between nearest neighbor $`\pi `$ orbitals, $`t`$, as $`v_F=(3ta)/2`$, where $`a`$ is the C-C distance. Because of the collapse of the Fermi surface to isolated points, the kinematics are much simpler than the corresponding analysis for two “hot spots ” in a square lattice. \[The hamiltonian is: $``$ $`=`$ $`{\displaystyle \underset{i,s}{}}\mathrm{}v_F{\displaystyle d^2r\overline{\mathrm{\Psi }}_{i,s}(\stackrel{}{r})(i\sigma _x_x+i\sigma _y_y)\mathrm{\Psi }_{i,s}(\stackrel{}{r})}+`$ (1) $`+`$ $`{\displaystyle \underset{i,i^{};s,s^{}}{}}{\displaystyle \frac{e^2}{2ϵ_0}}{\displaystyle d^2r_1d^2r_2\frac{\overline{\mathrm{\Psi }}_{i,s}(\stackrel{}{r}_1)\mathrm{\Psi }_{i,s}(\stackrel{}{r}_1)\overline{\mathrm{\Psi }}_{i^{},s^{}}(\stackrel{}{r}_2)\mathrm{\Psi }_{i^{},s^{}}(\stackrel{}{r}_2)}{\|\stackrel{}{r}_1\stackrel{}{r}_2\|}}+`$ (2) $`+`$ $`{\displaystyle \underset{s,s^{};i,i^{}}{}}g_{i,s;i^{},s^{}}{\displaystyle d^2r\overline{\mathrm{\Psi }}_{i,s}(\stackrel{}{r})\mathrm{\Psi }_{i,s}(\stackrel{}{r})\overline{\mathrm{\Psi }}_{i^{},s^{}}(\stackrel{}{r})\mathrm{\Psi }_{i^{},s^{}}(\stackrel{}{r})}+`$ (3) $`+`$ $`{\displaystyle \underset{s,s^{};i,i^{}}{}}\overline{g}_{i,s;i^{},s^{}}{\displaystyle d^2r\overline{\mathrm{\Psi }}_{i,s}(\stackrel{}{r})\stackrel{}{\sigma }\mathrm{\Psi }_{i,s}(\stackrel{}{r})\overline{\mathrm{\Psi }}_{i^{},s^{}}(\stackrel{}{r})\stackrel{}{\sigma }\mathrm{\Psi }_{i^{},s^{}}(\stackrel{}{r})}`$ (4) \] where $`\sigma _x`$ and $`\sigma _y`$ are $`2\times 2`$ Pauli matrices. We have separated the long wavelength part of the Coulomb interaction from other possible short range interactions. The couplings, $`g_{i,i^{};s,s^{}}`$ can be classified in an analogous way as in one dimension. The possible scattering processes are shown in Fig.. Because of the linear dispersion of the electronic states, we can use $`v_F`$ to transform time scales into length scales. Then, we can express the dimensions of all physical quantities in terms of lengths. Within this convention, we find that the dimension of the electronic fields is $`[\mathrm{\Psi }]=l^1`$, where $`l`$ defines a length. A naive power counting analysis shows that the Coulomb potential defines a dimensionless, marginal coupling, while the $`g`$’s scale as $`l`$, and are irrelevant at low energies. This effect can be traced back to the vanishing density of states at the Fermi level. When a single Hubbard intrasite repulsion $`U`$ is considered, all interactions between electrons of opposite spin in eq. {4} are equal to $`U\mathrm{\Omega }`$, where $`\mathrm{\Omega }`$ is the area of the unit cell, and the interactions between electrons of parallel spin are zero. ### B Interlayer couplings. So far, we have restricted our analysis to processes within an isolated graphene sheet. Neighboring layers are always coupled by the Coulomb interaction. In the following, we will neglect interlayer hopping, so as to be able to describe the electronic levels in terms of the Dirac equation, but we include the effects of the long range Coulomb interactions between layers. The interlayer couplings give rise to the screening of the bare intralayer electron-electron interaction. We will treat these effects within the RPA, as depicted in Fig., following the analysis in. \[The intralayer interaction becomes: $$v_{scr}(\omega ,\stackrel{}{𝐪})=\frac{2\pi e^2}{ϵ_0\|\stackrel{}{𝐪}\|}\frac{\mathrm{sinh}(\|\stackrel{}{𝐪}\|d)}{\sqrt{\left[\mathrm{cosh}(\|\stackrel{}{𝐪}\|d)+\frac{2\pi e^2}{ϵ_0\|\stackrel{}{𝐪}\|}\mathrm{sinh}(\|\stackrel{}{𝐪}\|d)\chi _0(\omega ,\stackrel{}{𝐪})\right]^21}}$$ (5) \] where $`d`$ is the distance between layers, and $`\chi _0`$ is the electron susceptibility of a single layer, given by: $$\chi _0(\omega ,\stackrel{}{𝐪})=\frac{\stackrel{}{𝐪}^2}{32\pi \sqrt{v_F^2\stackrel{}{𝐪}^2\omega ^2}}$$ (6) The interlayer interactions are only effective when $`\|\stackrel{}{𝐪}\|d1`$. Hence, if the lattice constant $`a`$ is such that $`ad`$, they do not affect significantly the couplings between electronic states in different Fermi points. ## III Scaling analysis. In it was shown that the electrostatic coupling, defined as $`e^2/(ϵ_0v_F)`$, scales towards zero at low energies, for all values of the interaction. On the other hand, the existence of scattering processes between the two inequivalent Fermi points can lead to instabilities at intermediate couplings. Different combinations of couplings lead to each instability. The system becomes ferromagnetic for sufficiently large values of $`g_{\mathrm{intra}}+g_{\mathrm{inter}}g_{\mathrm{intra}}g_{\mathrm{inter}}`$, where the subscripts $``$ and $``$ denote the relative orientation between spins. An antiferromagnetic instability is driven by $`\overline{g}_{\mathrm{intra}}+\overline{g}_{\mathrm{inter}}\overline{g}_{\mathrm{intra}}\overline{g}_{\mathrm{inter}}`$. The superconducting phases can be s and p wave, depending on the relative phase of the gap at the two inequivalent points. However, for each $`\stackrel{}{𝐤}`$ near the Fermi points, there are two electronic states, so that an additional index can be defined in the superconducting order parameter. Writing these two states as a two component spinor, we can write, in general: $$\mathrm{\Delta }_\stackrel{}{𝐤}=\mathrm{\Psi }_{A,,\stackrel{}{𝐤}}\left(a+\stackrel{}{𝐛}\stackrel{}{\sigma }\right)\mathrm{\Psi }_{B,,\stackrel{}{𝐤}}$$ (7) where $`a`$ and $`\stackrel{}{𝐛}`$ are constants. When the interaction is repulsive, the p-wave symmetry is favored ($`\mathrm{\Delta }_\stackrel{}{𝐤}=\mathrm{\Delta }_\stackrel{}{𝐤}`$), as in a two dimensional electron system with two inequivalent van-Hove singularities at the Fermi level. The corresponding coupling is $`g_{\mathrm{inter}}+\overline{g}_{\mathrm{inter}}g_{\mathrm{exchange}}\overline{g}_{\mathrm{exchange}}`$. The diagrams which define the flow of these couplings are depicted in Fig.. The corresponding equations for the dimensionless vertices, $`\stackrel{~}{\mathrm{\Gamma }}`$’s, can be written as: $`{\displaystyle \frac{\stackrel{~}{\mathrm{\Gamma }}_{\mathrm{inter}}}{\mathrm{log}(\mathrm{\Lambda })}}`$ $`=`$ $`d_{\stackrel{~}{\mathrm{\Gamma }}}\stackrel{~}{\mathrm{\Gamma }}_{\mathrm{inter}}\stackrel{~}{\mathrm{\Gamma }}_{\mathrm{inter}}^2\stackrel{~}{\mathrm{\Gamma }}_{\mathrm{exchange}}^2`$ (8) $`{\displaystyle \frac{\stackrel{~}{\mathrm{\Gamma }}_{\mathrm{exchange}}}{\mathrm{log}(\mathrm{\Lambda })}}`$ $`=`$ $`d_{\stackrel{~}{\mathrm{\Gamma }}}\stackrel{~}{\mathrm{\Gamma }}_{\mathrm{exchange}}2\stackrel{~}{\mathrm{\Gamma }}_{\mathrm{exchange}}\stackrel{~}{\mathrm{\Gamma }}_{\mathrm{inter}}`$ (9) where we are omitting spin and flavor indices for simplicity, and $`d_{\stackrel{~}{\mathrm{\Gamma }}}`$ is the (anomalous) dimension of the vortex, which includes, among others, the effects of the wavefunction renormalization of the fields. To lowest order, $`d_{\stackrel{~}{\mathrm{\Gamma }}}=1`$. The first term in the r. h. s. of eqs. is linear, and it is absent in the flow of the couplings in the Cooper channel in a conventional metal. It reflects the irrelevance of these couplings in a semimetal. The flow in this channel becomes relevant if $`\stackrel{~}{\mathrm{\Gamma }}_{\mathrm{exchange}}\stackrel{~}{\mathrm{\Gamma }}_{\mathrm{inter}}`$ and the values of the $`\stackrel{~}{\mathrm{\Gamma }}`$’s are of order unity. Note that the cutoff is assumed to be $`\mathrm{\Lambda }v_F/a`$, where $`a`$ is a length of the order of the lattice constant. The dimensionful inter-Fermi points and exchange couplings induced by the Coulomb interactions are $`g_ie^2/(ϵ_0a)`$. Hence, the bare vortices, $`\stackrel{~}{\mathrm{\Gamma }}_0e^2/(ϵ_0v_F)`$. For reasonable values of $`ϵ_048`$, this combination is, indeed, of order unity. ## IV Influence of disorder. ### A Topological disorder. The formation of pentagons and heptagons in the lattice, without affecting the threefold coordination of the carbon atoms, lead to the warping of the graphene sheets, and are responsible for the formation of curved fullerenes, like C<sub>60</sub>. They can be viewed as disclinations in the lattice, and, when circling one such defect, the two sublattices in the honeycomb structure are exchanged (see Fig.). The two fermion flavors defined in eq.{4} are also exchanged when moving around such a defect. The scheme to incorporate this change in a continuum description was discussed in. The process can be described by means of a non Abelian gauge field, which rotates the spinors in flavor space. The vector potential is that of a vortex at the position of the defect, and the flux is $`\pm \pi /2`$. Dislocations can be analyzed in terms of bound disclinations, that is, a pentagon and an heptagon located at short distances, which define the Burgers vector of the dislocation. Thus, the effect of a dislocation on the electronic levels of a graphene sheet is analogous to that of the vector potential arising from a vortex-antivortex pair. We can extend this description, and assume that a lattice distortion which rotates the lattice axis can be parametrized by the angle of rotation, $`\theta (\stackrel{}{𝐫})`$, of the local axes with respect to a fixed reference frame. Then, this distortion induces a gauge field such that: $$\stackrel{}{𝐀}(\stackrel{}{𝐫})=3\theta (\stackrel{}{𝐫})\left(\begin{array}{cc}0& i\\ i& 0\end{array}\right)$$ (10) Thus, a random distribution of topological defects can be described by a (non abelian) random gauge field. The nature of the electronic states derived from the two dimensional Dirac equation in the presence of a gauge field with gaussian randomness has received a great deal of attention, as it also describes the effects of disorder in integer quantum Hall transitions. The disorder is defined by a single dimensionless quantity, $`\mathrm{\Delta }`$, which is proportional to the average fluctuations of the field: $$\stackrel{}{𝐀}(\stackrel{}{𝐫})\stackrel{}{𝐀}(\stackrel{}{𝐫}^{})=\mathrm{\Delta }\delta ^2(\stackrel{}{𝐫}\stackrel{}{𝐫}^{})$$ (11) It is known that $`\mathrm{\Delta }`$ gives rise to a marginal perturbation, which modifies the dimensions of the fermion fields and enhances the density of states at low energies. A variety of analytical and numerical techniques has been used to study this problem. We will follow the Renormalization Group scheme presented in. We first analyze the statistical properties of the gauge field induced by topological defects. Let us assume that the graphene sheet is warped, and that there is a random distribution of pentagons and heptagons, with density $`n_0`$ and average distance equal to $`l_0=n_0^{1/2}`$. The fluctuations in the gauge field induced by this distribution at a given point can be calculated by considering the effect of all defects located at distances between $`r`$ and $`r+dr`$ (see Fig.), where $`rl_0`$. The number of defects of each type is $`2\pi rdrn_0`$. The angle, $`\varphi `$, which defines their position is a random variable. The contribution to the x-component of the gauge field from these vortices is: $`A_x^2(\stackrel{}{𝐫}=0)`$ $`=`$ $`\left({\displaystyle \frac{\mathrm{\Phi }_0}{r}}\right)^2\left[{\displaystyle \underset{i}{}}\mathrm{cos}(\theta _i)\right]^2`$ (12) $`=`$ $`\left({\displaystyle \frac{\mathrm{\Phi }_0}{r}}\right)^2{\displaystyle \frac{1}{2}}\mathrm{\hspace{0.17em}\hspace{0.17em}2}\pi n_0rdr`$ (13) where $`\mathrm{\Phi }_0`$ is the flux associated to a single vortex, and there is a similar equation for $`A_y(\stackrel{}{𝐫}=0)`$. We now must integrate this value from $`l_0`$ to $`R`$, where $`R`$ is the radius of the sample. We obtain: $$\|\stackrel{}{𝐀}(\stackrel{}{𝐫}=0)\|^2=2\pi n_0\mathrm{\Phi }_0^2\mathrm{log}\left(\frac{R}{l_0}\right)$$ (14) We can assume that the vector potential at positions separated by distances greater than $`l_0`$ are not correlated. Then, from eq.{11}, we find: $$\mathrm{\Delta }=2\pi \mathrm{\Phi }_0^2\mathrm{log}\left(\frac{R}{l_0}\right)$$ (15) which diverges slowly with the size of the system. The previous estimate assumed that the layers had a significant amount of curvature at distances smaller than $`l_0`$. We can alternatively assume that pentagons and heptagons are bound in dislocations with average distance $`b`$. The vector field of a vortex-antivortex dipole decays as $`r^2`$. A similar analysis to the one leading to eq.{15} gives: $$\mathrm{\Delta }\mathrm{\Phi }_0^2n_{disl}b^2$$ (16) where $`n_{disl}`$ is the density of dislocations. We will now assume that random fields induced by topological defects have the same statistical properties to those with gaussian disorder with the same value of $`\mathrm{\Delta }`$, which is the second moment of the distribution in both cases. Then, we can perform the Renormalization Group analysis discussed in. To lowest order, we find an interaction between fermion fields in different replicas of the type: $`S_{int}`$ $`=`$ $`\mathrm{\Delta }{\displaystyle \underset{m,n}{}}{\displaystyle \left[\overline{\mathrm{\Psi }}_A(\stackrel{}{𝐫},t_1)\mathrm{\Psi }_B(\stackrel{}{𝐫},t_1)\right]_m}`$ (17) $`\times `$ $`\left[\overline{\mathrm{\Psi }}_B(\stackrel{}{𝐫},t_2)\mathrm{\Psi }_A(\stackrel{}{𝐫},t_2)\right]_ndt_1dt_2d\stackrel{}{𝐫}`$ (18) where $`m`$ and $`n`$ are replica indices. This interaction leads to a logarithmically divergent self energy, which can be interpreted as a renormalization of the density of states. We can include the corrections induced by the self energy in a renormalization of the wave function, giving rise to a change in the scaling dimension of the fields: $$2d_\mathrm{\Psi }1=1\frac{\mathrm{\Delta }}{\pi }$$ (19) This expression has to be inserted in eq.{9}, modifying the flow of the couplings. The same result can be reached by analyzing the self energy corrections using standard techniques in the study of disordered electrons in arbitrary dimensions. To lowest order, the first correction to the Green’s function is shown in Fig.. This diagram leads to a self energy: $`\mathrm{\Sigma }(\stackrel{}{𝐫},\stackrel{}{𝐫^{}},\omega )`$ $``$ $`G_0(\stackrel{}{𝐫}\stackrel{}{𝐫^{}},\omega )\stackrel{}{𝐀}(\stackrel{}{𝐫})\stackrel{}{𝐀}(\stackrel{}{𝐫^{}})+\mathrm{}`$ (20) $`=`$ $`\mathrm{\Delta }G_0(\stackrel{}{𝐫}\stackrel{}{𝐫^{}},\omega )\delta ^2(\stackrel{}{𝐫}\stackrel{}{𝐫^{}})+\mathrm{}`$ (21) where $`G_0`$ is the unperturbed Green’s function. The real part of $`G_0`$ behaves as $`G_0\omega \mathrm{log}(\mathrm{\Lambda }/\omega )`$. Finally: $$2d_\mathrm{\Psi }1=1\frac{}{\mathrm{log}\mathrm{\Lambda }}\left(\frac{\mathrm{\Sigma }}{\omega }\right)$$ (22) The previous perturbative analysis can be generalized to arbitrary couplings, by mapping the non interactiong fermion problem in two spatial dimensions onto an interacting problem in 1+1 dimensions. At energies below a scale $`\lambda \mathrm{\Lambda }\mathrm{exp}[\pi /(2\mathrm{\Delta })]`$, the backscattering between the two Fermi points leads to a scaling dimension which is independent of the disorder, $`d_\mathrm{\Psi }=1/7`$. ### B Substitutional and site disorder. It can be shown that substitutional and site disorder can be incorporated into the Dirac equation through a change in the local chemical potential and the appearance of a mass term. Disorder of these types, with a gaussian distribution, defines a marginally relevant perturbation. Within the perturbative RG scheme described in the previous subsection, it can be shown that this perturbation leads to logarithmic corrections to the site-diagonal self energy, which can be incorporated into a renormalization of the wavefunction. Moreover, deviations from a gaussian distribution are relevant perturbations, which modify the results. Thus, while to lowest order substitutional disorder shows similar characteristics as topological disorder, higher order corrections lead to significant modifications, which, in addition, depend on the type of disorder. For instance, a sharp divergence of the density of states has been found, or a suppression of the density of states at low energies. In graphite, we do not expect a high concentration of charged impurities, which will lead to a strong site disorder. Randomness in bond lengths leads to non diagonal disorder, which can be included in the topological disorder discussed in the previous subsection. Hence, we expect diagonal disorder in pure graphite to be small, leading to minor corrections to the dependence of the density of states on energy, even when non perturbative terms are included. ## V Discussion. ### A Other effects not included in the model. We have neglected the effects due to phonons, although, in principle, they can be incorporated into the framework used here. Our main purpose is the study of instabilities towards ground states which exhibit magnetism or anisotropic superconductivity. We assume that the electron-phonon interaction will not change qualitatively the possible existence of these instabilities. We have also not consider the interlayer hopping, $`t_{}`$. Within the RG scheme, coherent interlayer hopping is a relevant perturbation, leading to three dimensional behavior at low energies or temperatures. On the other hand, due to the vanishing of the density of states of a graphene layer, incoherent hopping between layers is irrelevant (note that it is a marginal perturbation in systems with a finite density of states). In the presence of coherent interlayer hopping, our analysis is valid only at scales higher than $`t_{}`$, which has been estimated, by band structure calculations to be $`t_{}0.27`$eV. This bare value will be reduced by the many body effects, and the wave function renormalization considered here. However, in a perfect system, the validity of our calculations are limited to a range between $`t2.4`$eV and the renormalized value of $`t_{}`$. The coherent interlayer hopping can modify our results in various ways: i) The coupling between layers induces a crossover to 3D behavior, enhancing the 2D instabilities discussed here. ii) The dispersion of the electronic bands in the third dimension leads to the existence of small electron and hole pockets, increasing the density of states. If the couplings are not modified, this finite density of states will also strenghten the instabilities. ii) The density of states at the Fermi level induces metallic screening, and changes the interactions at low energies. It is unclear to us how our results are modified in case iii). Our calculations have a wider range of validity in the presence of disorder, where coherent hopping over distances longer than the electronic mean free path is suppressed. As mentioned earlier, incoherent local hopping can be considered an irrelevant perturbation which should not modify qualitatively the results presented here. ### B Analysis of the couplings. Our analysis considers the role of electron-electron interactions in a graphene layer. Spin dependent interactions, like a Hubbard on site term, naturally lead to magnetic phases. In the absence of disorder, a minimum value for the Hubbard repulsion is required before the onset of antiferromagnetism, in agreement with the analysis presented here. This phase, however, lacks experimental confirmation. It is also known that, within the Hartree-Fock approximation, a nearest neighbor repulsion, $`V`$, induces a charge density wave ground state, if $`U3V<0`$, and $`U`$ and $`V`$ are sufficiently large. In addition, there is a region in the phase diagram where $`U`$ and $`V`$ almost cancel, leading to a paramagnetic ground state. Realistic values of these parameters sugest that a graphene layer lies in this region. It is reasonable that longer range correlations can make this state unstable. These calculations do not consider longer range interactions. For decoupled graphene layers, the vanishing of the density of states at the Fermi level leads to the absence of metallic screening, so that spin independent, long range interactions are expected. ### C Low temperature phases. We have considered the possibility of ferro- and antiferomagnetism, and p wave superconductivity as the most likely low temperature phases. The competition between them depends on the spin dependence of the interactions. Spin independent couplings favor superconductivity, while a strong spin dependence, like the on site repulsion of the Hubbard model, will lead to a magnetic ground state. Finally, the relative stability of ferro- and antiferromagnetism depends, among other things, on the existence of an underlying bipartite lattice. In the presence of a sufficiently strong topological disorder, we expect that ferromagnetism will prevail over antiferromagnetism, as the existence of pentagons and heptagons leads to the frustration of antiferromagnetic order. The same argument can be applied to the charge density wave state considered in. A detailed study of the competition between ferromagnetism and p-wave superconductivity lies beyond the scope of this work. It depends on the balance between the on site, spin dependent interactions, and the longer range, spin independent couplings. Ferromagnetism is favored by the existence of a sufficiently strong forward scattering between electrons of opposite spin, at momentum transfer $`\stackrel{}{𝐪}0`$. This coupling depends on the nature of the screening, which, in turn, depends on the density of states near the Fermi level, and on the degree of disorder. On the other hand, if the main interactions are spin independent, ferromagnetism will be suppressed, and the leading instability is p-wave superconductivity. ### D General features of the possible superconducting instability. In the following, we will focus discuss some qualitative features of the superconducting transition. A quatitative estimate of the critical temperature is beyond the scope of our RG scheme, although we can discuss the dependence of $`T_c`$ on various quantities. It is first interesting to note that superconductivity at low temperatures was observed in graphite intercalation compounds. The origin of this superconductivity is not completely understood. The critical field shows an anomalous dependence on temperature, unlike in conventional s-wave superconductors. This dependence has been explained in terms of a two band model. This model is similar to the two point model discussed here, except that the two bands considered in correspond to a carbon and a dopand band. The temperature dependence of the critical field should be, however, similar in the two cases. The critical temperature at which an instability described by eq.{9} sets in is: $$T_c=\mathrm{\Lambda }\left(\frac{\stackrel{~}{\mathrm{\Gamma }}_0d_{\stackrel{~}{\mathrm{\Gamma }}}}{\stackrel{~}{\mathrm{\Gamma }}_0}\right)^{\frac{1}{d_{\stackrel{~}{\mathrm{\Gamma }}}}}$$ (23) where $`\stackrel{~}{\mathrm{\Gamma }}`$ is the appropiate vortex required to drive the instability. There is a transition if $`\stackrel{~}{\mathrm{\Gamma }}_0>\stackrel{~}{\mathrm{\Gamma }}_c=d_{\stackrel{~}{\mathrm{\Gamma }}}`$. For $`d_{\stackrel{~}{\mathrm{\Gamma }}}=0`$, this expression reduces to the usual BCS formula, $`T_c=\mathrm{\Lambda }\mathrm{exp}(1/\stackrel{~}{\mathrm{\Gamma }}_0)`$, and $`\stackrel{~}{\mathrm{\Gamma }}_c=0`$. The disorder influences the scaling of the fermion fields, $`d_\mathrm{\Psi }`$, which, in turn, modify $`d_{\stackrel{~}{\mathrm{\Gamma }}}`$: $$d_{\stackrel{~}{\mathrm{\Gamma }}}=4d_\mathrm{\Psi }3=1\frac{2\mathrm{\Delta }}{\pi }$$ (24) where $`\mathrm{\Delta }`$ is given in eq.{15} or eq.{16}. The critical temperature depends exponentially on the disorder. The expression in eq.{23} is only valid if $`T_cv_F/d`$, where $`d`$ is the typical distance above which eq.{15} or eq.{16} hold. We can make a simple estimate of the role of disorder by assuming that, for certain average separation between defects, $`l_0`$, $`d_{\stackrel{~}{\mathrm{\Gamma }}}=0`$, and the value of the critical temperature is $`T_c^{max}`$. Then, if the disorder is reduced, we expand on $`d_{\stackrel{~}{g}}1`$, and we obtain: $`T_c^0`$ $``$ $`\mathrm{\Lambda }e^{\frac{1}{\stackrel{~}{\mathrm{\Gamma }}_0}}e^{\frac{d_{\stackrel{~}{\mathrm{\Gamma }}}}{2\stackrel{~}{\mathrm{\Gamma }}_0^2}}`$ (25) $``$ $`T_c^{max}e^{k\frac{ll_0}{l_0}}`$ (26) where $`k\stackrel{~}{\mathrm{\Gamma }}_0^2`$ is a numerical constant and $`l`$ is the average distance between defects. The superscript 0 stands for the fact that frustration effects in the superconducting phase are not considered (see below). Finally, we can get a rough estimate for $`l_0`$ by considering that a sufficiently large concentration of defects leads to pair breaking and reduces $`T_c`$ in an anisotropic superconductor. The reduction of $`T_c`$ is given, approximately, by: $$T_cT_c^0\left(1c\frac{\xi _0^2}{l_0^2}\right)$$ (27) where $`\xi _0=v_F/T_c^0`$ is the coherence length of the superconductor, and $`c`$ is a constant of order unity. Hence, the optimal concentration of defects will be in the range $`l_0\xi _0`$. Assuming that $`T_c^{max}300`$K, this estimate gives for the mean distance between defects $`l_030100`$Å. ### E Origin of disorder in graphene sheets. It is known that electronic properties of graphite, like the resistivity, are sample dependent, and localization effects due to disorder have been observed. As discussed in section IV, the effect of topological disorder depends on whether the graphene sheets present a finite density of disclinations, leading to corrugated and warped surfaces, or the main source of disorder is due to dislocations. Aggragations of graphite nanoparticles of polyhedron shapes, whose curvature is not completely characterized are discussed in. Warped layers, with curved regions which are reminiscent of the spherical fullerenes have been observed. These structures seem similar to proposed models of negatively curved graphene layers. Theoretically, these compounds (schwarzites) are supposed to be very stable, and contain a macroscopic fraction of heptagonal rings. A material with these characteristics is probably best described by a random distribution of disclinations, with mean separation equal to a few lattice spacings. Calculations of the electronic density of states of the model proposed in show that it loses the semimetallic properties of graphite, in agreement with the discussion here. Compounds with these characteristics can be good candidates for intrinsic p-wave superconductivity. From the difference between eqs.{15} and {16}, it is clear that a non corrugated graphene sheet has a much lower density of states than a significantly warped one, and a reduced tendency towards electronic instabilities. In highly disordered graphite, however, it is possible that regions with different degrees of corrugation coexist giving rise to the behavior reported in. ## VI Acknowledgements. We are thankful to M. P. López-Sancho, F. Batallán and P. Esquinazi for helpful discussions. Financial support from MEC (Spain) through grant PB96/0875 and CAM (Madrid) through grant 07/0045/98 are gratefully acknowledged.
warning/0007/gr-qc0007068.html	ar5iv	text	# SOME HIGHER DIMENSIONAL VACUUM SOLUTIONS ## 1 Introduction In general theory of relativity there exist several solution generating techniques for vacuum and electrovacuum Einstein field equations , . These techniques basically give constructions of metrics from the known metrics. Recently , we have given a direct construction of the metrics of the $`2N`$ dimensional Ricci flat geometries from the two dimensional minimal surfaces in a pseudo Euclidean three geometry. In this work we present a procedure to obtain solutions to some higher dimensional Ricci flat field equations from some dimensional Ricci flat metrics. We show that starting from Ricci flat metric of a four dimensional geometry admitting two Killing vector fields it is possible to generate a whole class $`2N`$ dimensional Ricci flat metrics. Here, in general, both the four dimensional and $`2N`$ dimensional geometries have arbitrary signatures. Among these there are some geometries have physical importance in general theory of relativity and also in low energy limit of string theory. For example, If the four dimensional geometry describes the colliding gravitational plane wave geometry then the $`2N`$ dimensional geometry , for all $`N>2`$, describes colliding vacuum gravitational plane waves in higher dimensional Einstein theory. We give direct construction of the $`2N`$ dimensional metrics from the four dimensional Ricci flat metrics. As an explicit example we give a higher dimensional extension of the Szekeres colliding vacuum gravitational plane wave metrics. The singularity structure of these higher dimensional solutions is examined by using the curvature invariant. It is shown that the singularity becomes weaker or stronger depending upon the parameters of the solution. Hence the singularity character of the solution may change with the increasing number of dimensions. Let $`M`$ be a $`2N=2+2n`$ dimensional manifold with a metric $`ds^2`$ $`=`$ $`g_{\alpha \beta }dx^\alpha dx^\beta `$ (1) $`=`$ $`g_{ab}(x^c)dx^adx^b+H_{AB}(x^c)dy^Ady^B,`$ where $`x^\alpha =(x^a,y^A)`$ , $`x^a`$ denote the local coordinates on a 2-dimensional manifold and $`y^A`$ denote the local coordinates on $`2n`$-dimensional manifold and $`a,b=1,2`$ ,$`A,B=1,2,\mathrm{},2n`$. The Christoffel symbols of the metric $`g_{\alpha \beta }`$ are given by $`\mathrm{\Gamma }_{Ba}^A`$ $`=`$ $`{\displaystyle \frac{1}{2}}H^{AD}H_{DB,a},\mathrm{\Gamma }_{AB}^a={\displaystyle \frac{1}{2}}g^{ab}H_{AB,b},\overline{\mathrm{\Gamma }}_{bc}^a=\mathrm{\Gamma }_{bc}^a,`$ (2) $`\mathrm{\Gamma }_{BD}^A`$ $`=`$ $`\mathrm{\Gamma }_{ab}^A=\mathrm{\Gamma }_{AB}^a=0,`$ (3) where the $`\mathrm{\Gamma }_{bc}^a`$ are the Christoffel symbols of the 2-dimensional metric $`g_{ab}`$. The components of the Riemann tensor are given by $$R_{\beta \gamma \sigma }^\alpha =\mathrm{\Gamma }_{\beta \gamma ,\sigma }^\alpha \mathrm{\Gamma }_{\beta \sigma ,\gamma }^\alpha +\mathrm{\Gamma }_{\rho \gamma }^\alpha \mathrm{\Gamma }_{\beta \sigma }^\rho \mathrm{\Gamma }_{\rho \sigma }^\alpha \mathrm{\Gamma }_{\beta \gamma }^\rho .$$ (4) The components of the Ricci tensor are $`_{ab}`$ $`=`$ $`R_{a\alpha b}^\alpha `$ (5) $`=`$ $`R_{ab}+{\displaystyle \frac{1}{4}}tr(_aH^1_bH)_a_blog\sqrt{detH},`$ $`_{AB}`$ $`=`$ $`{\displaystyle \frac{1}{2}}(g^{ab}H_{AB,b})_{,a}{\displaystyle \frac{1}{2}}g^{ab}H_{AB,b}[{\displaystyle \frac{(\sqrt{detg})_{,a}}{\sqrt{detg}}}+{\displaystyle \frac{(\sqrt{detH})_{,a}}{\sqrt{detH}}}]`$ (6) $`+`$ $`{\displaystyle \frac{1}{2}}g^{ab}H_{EA,b}H^{ED}H_{DB,a},`$ $`_{aA}`$ $`=`$ $`0,`$ (7) where $`R_{ab}`$ is the Ricci tensor of the 2-dimensional metric $`g_{ab}`$. ## 2 Ricci flat geometries The Ricci flat conditions or the vacuum Einstein field equations are given by $$_a[\sqrt{detHg}g^{ab}H^1_bH]=0,$$ (8) $$R_{ab}+\frac{1}{4}tr(_aH^1_bH)_a_blog\sqrt{detH}=0,$$ (9) where $`H`$ is a $`2nx2n`$ matrix of $`H_{AB}`$ and $`H^1`$ is its inverse and $``$ is the covariant differentiation with respect to the connection $`\mathrm{\Gamma }_{bc}^a`$ (or with respect to metric $`g_{ab}`$). We may rewrite the 2-dimensional metric as $$g_{ab}=e^M\eta _{ab},$$ (10) where $`\eta `$ is the metric of flat 2-geometry with arbitrary signature ($`0`$ or $`\pm 2`$ ) and the function $`M`$ depends on the local coordinates $`x^a`$. The corresponding Ricci tensor and the Christoffel symbol are $`R_{ab}`$ $`=`$ $`{\displaystyle \frac{1}{2}}(_\eta ^2M)\eta _{ab},`$ $`\mathrm{\Gamma }_{ba}^c`$ $`=`$ $`{\displaystyle \frac{1}{2}}[M_{,b}\delta _a^cM_{,c}\delta _b^a+M_{,d}\eta ^{cd}\eta _{ab}].`$ (11) Now let $`H`$ be a block diagonal matrix of $`H_{AB}`$ and each block is a $`2x2`$ matrix $$\left(\begin{array}{cccc}ϵ_1e^{u_1}h_1& & & \\ & \mathrm{}& & \\ & & \mathrm{}& \\ & & & ϵ_ne^{u_i}h_i\end{array}\right)$$ with $`deth_i=1`$ and $`ϵ_i=\pm 1`$ for all $`i=1,2,\mathrm{},n`$. Then $$tr(_aH^1_bH)=2\underset{i=1}{\overset{n}{}}_au_i_bu_i+tr\underset{i=1}{\overset{n}{}}_ah_i^1_bh_i$$ (12) and $$detH=e^{2U},\underset{i=1}{\overset{n}{}}u_i=U.$$ (13) With the above anzats we can write the higher dimensional vacuum field equations as $`{\displaystyle \frac{1}{2}}_\eta ^2M\eta _{ab}U_{,ab}{\displaystyle \frac{1}{2}}[M_{,a}U_{,b}+M_{,b}U_{,a}M_{,d}U_,^d\eta _{ab}]`$ $`{\displaystyle \frac{1}{2}}{\displaystyle \underset{i=1}{\overset{n}{}}}_au_i_bu_i+{\displaystyle \frac{1}{4}}tr{\displaystyle \underset{i=1}{\overset{n}{}}}_ah_i^1_bh_i=0`$ (14) and $`_a[\eta ^{ab}e^U_bu_i]=0,`$ (15) $`_a[\eta ^{ab}e^Uh_i^1_bh_i]=0,`$ (16) where there is no sum over $`i`$ (for all $`i=1,2,\mathrm{}n`$). ## 3 Four dimensional geometries We first consider the four dimensional case ($`n=1`$). We distinguish the metric functions of the four dimensional case from the higher dimensional ($`n>1`$) metric functions by letting $$M=,U=𝒰,h=h_0.$$ (17) Since there are infinitely many possible solutions of the vacuum four dimensional Ricci flat equations we shall denote $`_i,h_{0i}`$ , $`i=1,2,\mathrm{},m`$ to distinguish this difference. We label all these different solutions by putting a subscript $`i=1,2,\mathrm{},m`$. Any two different solutions either have different analytic forms or have the same analytic forms but with different integration constants. We assume that all these different solutions have the same metric function $`𝒰`$. By this choice we loose no generality because it is a matter of choosing a proper coordinate system. The field equations are $`{\displaystyle \frac{1}{2}}(_\eta ^2_i)\eta _{ab}𝒰_{,ab}{\displaystyle \frac{1}{2}}[_{i,a}𝒰_{,b}+_{i,b}𝒰_{,a}_{i,d}𝒰_,^d\eta _{ab}]`$ (18) $``$ $`{\displaystyle \frac{1}{2}}_a𝒰_b𝒰+{\displaystyle \frac{1}{4}}tr(_ah_{0i}^1_bh_{0i})=0,`$ and $`_a[\eta ^{ab}e^𝒰_b𝒰]=0,`$ (19) $`_a[\eta ^{ab}e^𝒰h_{0i}^1_bh_{0i}]=0.`$ (20) For each $`i=1,2,\mathrm{},m`$ where $`m`$ is an arbitrary integer, each triple $$(_i,h_{0i},𝒰)$$ form a solution to the four dimensional vacuum field equations and we assume that the function $`𝒰`$, for all these different solutions, be the same. ## 4 Higher dimensional Ricci flat geometries We start with the assumptions that $`U=𝒰`$ where the function $`U`$ is defined in (13) , $`h_i=h_{oi}`$ and $`m=n`$ and using (18) into (14) we get $`{\displaystyle \frac{1}{2}}_\eta ^2(M\stackrel{~}{M})\eta _{ab}+(n1)𝒰_{,ab}{\displaystyle \frac{1}{2}}[(M\stackrel{~}{M})_{,a}𝒰_{,b}`$ (21) $`+`$ $`(M\stackrel{~}{M})_{,b}𝒰_{,a}(M\stackrel{~}{M})_{,d}𝒰_,^d\eta _{ab}]{\displaystyle \frac{1}{2}}{\displaystyle }_{i=1}^n_au_i_bu_i`$ $`+`$ $`{\displaystyle \frac{1}{2}}n_a𝒰_b𝒰=0,`$ where $`_{i=1}^n_i=\stackrel{~}{M}`$. Define $`M\stackrel{~}{M}=\overline{M}`$, the above equation can be written as $`{\displaystyle \frac{1}{2}}(_\eta ^2\overline{M})\eta _{ab}+(n1)𝒰_{,ab}{\displaystyle \frac{1}{2}}[\overline{M}_{,a}𝒰_{,b}+\overline{M}_{,b}𝒰_{,a}`$ $`\overline{M}_{,d}𝒰_,^d\eta _{ab}]{\displaystyle \frac{1}{2}}{\displaystyle }_{i=1}^n_au_i_bu_i+{\displaystyle \frac{1}{2}}n_a𝒰_b𝒰=0.`$ (22) We assume that $`𝒰,h_{0i}`$ for $`i=1,2,\mathrm{},n`$ are given functions of $`x^a`$. Hence given $`𝒰`$ we can solve (15) for $`u_i`$ with $`i=1,2,\mathrm{},n`$, or $$_\eta ^2u_i+\eta ^{ab}𝒰_{,a}u_{i,b}=0.$$ (23) Then inserting $`𝒰,u_i`$ and $`h_{oi}`$ in (22) we solve the function $`\overline{M}`$. Then we have the following theorem. Theorem: If $`𝒰,h_{oi}`$ and $`_i`$ , for each $`i=1,2,\mathrm{},n`$, form a solution to the four dimensional Ricci flat field equations for the metric $$ds^2=e^_i\eta _{ab}dx^adx^b+e^𝒰(h_{0i})_{ab}dy^ady^b,i=1,2,\mathrm{},n,$$ (24) where $`_i=_i(x^a)`$, $`𝒰=𝒰(x^a)`$, and $`h_{0i}=h_{0i}(x^a)`$, then the metric of $`2n+2`$ dimensional geometry defined below $$ds^2=e^M\eta _{ab}dx^adx^b+\underset{i=1}{\overset{n}{}}ϵ_ie^{u_i}(h_{0i})_{ab}dy_i^ady_i^b,$$ (25) solves the Ricci flat equations, where $`ϵ_i=\pm 1`$, $`M=\overline{M}+\stackrel{~}{M}`$, $`\stackrel{~}{M}=_{i=1}^n_i`$ , $`\overline{M}`$ solves (22) and $`u_i`$ solve (23). Here the local coordinates of the $`2n+2`$ dimensional geometry are given by $`x^\alpha =(x^a,y_1^a,y_2^a,\mathrm{},y_n^a)`$. We shall now consider some examples which will be obtained by the application of the theorem. We shall consider the case which has a physical importance as far as the Einstein’s theory of general relativity is concerned. We let $`ϵ_i=1`$ for all $`i=1,2,\mathrm{},n`$ and $$\eta =\left(\begin{array}{cc}0& 1\\ 1& 0\end{array}\right),x^1=u,x^2=v,$$ then the equations in (22) become $`_u\overline{M}_u𝒰`$ $`=`$ $`(n1)_{uu}𝒰{\displaystyle \frac{1}{2}}{\displaystyle \underset{i=1}{\overset{n}{}}}(_uu_i)^2+{\displaystyle \frac{n}{2}}(_u𝒰)^2,`$ (26) $`_v\overline{M}_v𝒰`$ $`=`$ $`(n1)_{vv}𝒰{\displaystyle \frac{1}{2}}{\displaystyle \underset{i=1}{\overset{n}{}}}(_vu_i)^2+{\displaystyle \frac{n}{2}}(_v𝒰)^2,`$ (27) where the $`(uv)`$ component of (22) is identically satisfied by virtue of the equations (26), (27), (23) and (19). The above equations remind us the construction of the solutions of the Einstein -Maxwell-massless scalar field equations from the metrics of the Einstein- Maxwell spacetimes . Eq.(23) becomes $$2u_{i,uv}+𝒰_{,u}u_{i,v}+𝒰_{,v}u_{i,u}=0.$$ (28) Hence for all $`n>1`$ to find a solution of higher dimensional colliding gravitational vacuum plane waves we have to solve the above equations (26)-(28) for $`\overline{M}`$ and $`u_i,i=1,2,\mathrm{},n`$. We shall now make a further assumption which solves (28) identically. Let $`u_i=m_i𝒰`$ where $`m_i`$, ($`i=1,2,\mathrm{},n`$) are real constants satisfying only the condition $$\underset{i=1}{\overset{n}{}}m_i=1,$$ (29) otherwise they are arbitrary. Then the solution of (26) and (27) can be found as $$e^{\overline{M}}=(f_ug_v)^{n+1}(f+g)^{\frac{1}{2}(m^2+n2)}.$$ (30) Here we took $$e^𝒰=f(u)+g(v),$$ (31) which is the general solution of (19) where $`f(u)`$ and $`g(v)`$ are arbitrary (differentiable) functions of $`u`$ and $`v`$ respectively and $$\underset{i=1}{\overset{n}{}}(m_i)^2=m^2.$$ (32) Hence according to our theorem given above this completes the construction of the metric of the corresponding vacuum spacetimes of dimension $`2n+2`$. Given any four dimensional metric of colliding vacuum gravitational plane wave geometry (see for this subject in detail) we have their extensions to higher dimensions for arbitrary $`n`$ without solving any further differential equations. Sometimes to avoid some undesired singularities on the whole $`2n+2`$ dimensional geometry it may be necessary to keep all the integration constants of the original four dimensional metric variables $`(_i,𝒰,h_{0i})`$. The boundary conditions discussed in and in (chapter 7, pages 46-47) of the four dimensional metrics should be used for the functions $`_i`$ to make them continuous across the boundaries $`u=0,v=0`$. Rather we have to use them to make the $`2n+2`$ dimensional metric function $`M`$ to be continuous across these boundaries. ## 5 Higher dimensional Szekeres solution For illustration let us take the Szekeres solutions , (which contains the Khan-Penrose solution as a special case) as the four dimensional vacuum solutions. They are given by $$ds^2=2e^_idudv+e^{𝒰V_i}dx^2+e^{𝒰+V_i}dy^2,i=1,2,\mathrm{},n$$ (33) where $`V_i=2k_i\mathrm{tanh}^1\left({\displaystyle \frac{\frac{1}{2}f}{\frac{1}{2}+g}}\right)^{\frac{1}{2}}2\mathrm{}_i\mathrm{tanh}^1\left({\displaystyle \frac{\frac{1}{2}g}{\frac{1}{2}+f}}\right)^{\frac{1}{2}},`$ (34) $`_i=\mathrm{log}(c_if_uh_v){\displaystyle \frac{1}{2}}(k_i^2+\mathrm{}_i^2+2k_i\mathrm{}_i1)\mathrm{log}(f+g)`$ $`+{\displaystyle \frac{k_i^2}{2}}\mathrm{log}({\displaystyle \frac{1}{2}}f)+{\displaystyle \frac{\mathrm{}_i^2}{2}}\mathrm{log}({\displaystyle \frac{1}{2}}g)+{\displaystyle \frac{\mathrm{}_i^2}{2}}\mathrm{log}({\displaystyle \frac{1}{2}}+f)+{\displaystyle \frac{k_i^2}{2}}\mathrm{log}({\displaystyle \frac{1}{2}}+g)`$ $`+2k_i\mathrm{}_i\mathrm{log}\left(\sqrt{{\displaystyle \frac{1}{2}}f}\sqrt{{\displaystyle \frac{1}{2}}g}+\sqrt{{\displaystyle \frac{1}{2}}+f}\sqrt{{\displaystyle \frac{1}{2}}+g}\right),`$ (35) where $`k_i`$, $`\mathrm{}_i`$, and $`c_i`$ are constants for all $`i=1,2,\mathrm{},n`$, and $$f=\frac{1}{2}(e_1u)^{n_1},g=\frac{1}{2}(e_2v)^{n_2}.$$ (36) Here $`e_1,e_2,n_12`$, and $`n_22`$ are also arbitrary constants. To avoid the discontinuity of the function $`e^_i`$ along the boundaries $`u=0`$ and $`v=0`$ some relations among $`k_i,\mathrm{}_i`$ and $`n_1,n_2`$ are needed. We shall not set these relations, because in our case the continuity of the function $`e^M`$ is important. For this purpose we give similar relations among these constants. Let us first define $$k^2=\underset{i=1}{\overset{n}{}}k_i^2,\mathrm{}^2=\underset{i=1}{\overset{n}{}}\mathrm{}_i^2,s=\underset{i=1}{\overset{n}{}}k_i\mathrm{}_i,$$ (37) and let $$k^2=2(1\frac{1}{n_1}),\mathrm{}^2=2(1\frac{1}{n_2}),$$ (38) where $`n_12,n_22`$. We observe that the constants $`k`$ and $`\mathrm{}`$ are restricted to the range satisfying $$1k^2<2,1\mathrm{}^2<2.$$ It is now easy to calculate $`M`$ which is continuous across the boundaries $`u=0`$ and $`v=0`$ (by virtue of the conditions (38)). It reads $$e^M=\frac{(f+g)^{\frac{(k^2+\mathrm{}^2+m^2+2s2)}{2}}}{(\frac{1}{2}+f)^{\frac{k^2}{2}}(\frac{1}{2}+g)^{\frac{\mathrm{}^2}{2}}\left(\sqrt{\frac{1}{2}f}\sqrt{\frac{1}{2}g}+\sqrt{\frac{1}{2}+f}\sqrt{\frac{1}{2}+g}\right)^{2s}}.$$ (39) We also set $`\mathrm{\Pi }_{i=1}^nc_i=(e_1e_2n_1n_2)^1`$. Hence the metric of the $`2n+2`$ dimensional spacetime becomes $$ds^2=2e^Mdudv+\underset{i=1}{\overset{n}{}}(f+g)^{m_i}(e^{V_i}dx_i^2+e^{V_i}dy_i^2),$$ (40) where $`m_i,i=1,2,\mathrm{},n`$ are constants with the condition given in (29) and $`V_i`$’s are given in (34). Here $`x_1=x,y_1=y`$. When $`n=1`$ we have $`m_1=1`$, $`m=1`$ , $`s=k\mathrm{}`$ which corresponds to the four dimensional case. ## 6 Curvature singularities Next we calculate the curvature invariant of the metric (1). The components of the Riemannian tensor are: $`R_{Bab}^A`$ $`=`$ $`\mathrm{\Gamma }_{Bb,a}^A\mathrm{\Gamma }_{Ba,b}^A+\mathrm{\Gamma }_{Da}^A\mathrm{\Gamma }_{Bb}^D\mathrm{\Gamma }_{Db}^A\mathrm{\Gamma }_{Ba}^D,`$ $`R_{abB}^A`$ $`=`$ $`\mathrm{\Gamma }_{aB,b}^A+\mathrm{\Gamma }_{Db}^A\mathrm{\Gamma }_{aB}^D\mathrm{\Gamma }_{cB}^A\mathrm{\Gamma }_{ab}^c,`$ $`R_{bAB}^a`$ $`=`$ $`\mathrm{\Gamma }_{DA}^a\mathrm{\Gamma }_{bB}^D\mathrm{\Gamma }_{EB}^a\mathrm{\Gamma }_{bA}^E,`$ $`R_{bcd}^a`$ $`=`$ $`\mathrm{\Gamma }_{bd,c}^a\mathrm{\Gamma }_{bc,d}^a+\mathrm{\Gamma }_{ec}^a\mathrm{\Gamma }_{bd}^e\mathrm{\Gamma }_{ed}^a\mathrm{\Gamma }_{bc}^e,`$ $`R_{BDE}^A`$ $`=`$ $`\mathrm{\Gamma }_{aD}^A\mathrm{\Gamma }_{BE}^a\mathrm{\Gamma }_{aE}^A\mathrm{\Gamma }_{BD}^a,`$ $`R_{BDb}^A`$ $`=`$ $`0,R_{abc}^A=0.`$ The curvature invariant is defined by $$I=R^{\mu \nu \alpha \beta }R_{\mu \nu \alpha \beta }.$$ (41) This can be written as $$I=R^{abcd}R_{abcd}+R^{ABDE}R_{ABDE}+2R^{ABab}R_{ABab}+4R^{aAbB}R_{aAbB},$$ (42) where $`R^{abcd}R_{abcd}`$ $`=`$ $`R^2,`$ $`R^{ABCD}R_{ABCD}`$ $`=`$ $`{\displaystyle \frac{1}{8}}g^{ab}g^{cd}[tr(_cH^1_aH)tr(_dH^1_bH)`$ $``$ $`tr(_cH^1_bH_dH^1_aH)],`$ $`R^{ABab}R_{ABab}`$ $`=`$ $`{\displaystyle \frac{1}{8}}g^{ab}g^{cd}[tr(_aH^1_dH_cH^1_bH)`$ $``$ $`tr(_bH^1_cH_aH^1_dH)],`$ $`R^{aAbB}R_{aAbB}`$ $`=`$ $`{\displaystyle \frac{1}{4}}g^{ad}g^{eb}tr(H^1_a_bHH^1_d_eH)`$ $`+`$ $`{\displaystyle \frac{1}{4}}g^{ad}g^{eb}tr(H^1_a_bHH^1_dHH^1_eH)`$ $`+`$ $`{\displaystyle \frac{1}{16}}g^{ad}g^{eb}tr(H^1_bHH^1_dHH^1_aHH^1_eH).`$ We may , in general, discuss the singularity structure of colliding gravitational plane waves in $`2n+2`$ dimensions, but the higher dimensional Szekeres vacuum solutions give the similar feature of this problem. First of all the solutions have delta function curvature singularities across the boundaries $`u=0,v=0`$ or $`f=\frac{1}{2}`$ and $`g=\frac{1}{2}`$ when $`n_1=n_2=2`$. For other values of $`n_1>2`$ and $`n_2>2`$ curvature has Heaviside step function discontinuity across these boundaries. In addition to these discontinuities across the boundaries the spacetime has essential singularity on the surface $`f(u)+g(v)=0`$. For this purpose we shall find the form of the curvature invariant $`I`$ as $`f+g0`$ which is the singular surface for the four dimensional case. We find that $$I(f_ug_v)^2(f+g)^\mu ,$$ (43) where $`\mu =k^2+\mathrm{}^2+m^2+2s+2`$. For the four dimensional case ($`n=1`$) let us choose $`k=\overline{k}_1,\mathrm{}=\overline{\mathrm{}}_1`$ , $`m_1=1`$, and $`m^2=1`$. Hence in this case $`\mu =\overline{k}_1^2+\overline{\mathrm{}}_1^2+2\overline{k}_1\overline{\mathrm{}}_1+3`$. We have both $`1k^2<2,1\mathrm{}^2<2`$ and $`1\overline{k}_1^2<2,1\overline{\mathrm{}}_1^2<2`$. Hence the constant $`m`$ plays an important role in the higher dimensional metrics. On the constants $`m_i,i=1,2,\mathrm{},n`$ we have the only restriction (29). Hence as $`f+g0`$ we get $$\frac{I_{2n+2}}{I_4}(f+g)^{1m^22s+2\overline{k}_1\overline{\mathrm{}}_1}.$$ Here we have made use of conditions (38) for $`k`$ and $`\mathrm{}`$ and exactly similar conditions on $`\overline{k}_1`$ and $`\overline{\mathrm{}}_1`$ which implies that $`k^2=\overline{k}_1^2=2(1\frac{1}{n_1})`$ and $`\mathrm{}^2=\overline{\mathrm{}}_1^2=2(1\frac{1}{n_2})`$. This means that the singularity structure in the higher dimensional spacetimes can be made weaker and stronger then the four dimensional cases by choosing the constants $`m_i,k_i`$ and $`\mathrm{}_i`$ properly. We have enough freedom to do this for higher values of $`n`$. ## 7 Conclusion We have studied the some Ricci flat geometries with arbitrary signatures. We proved a theorem saying that to all Ricci flat metrics of four dimensional pseudo Riemannian geometries admitting two Killing vector fields there corresponds a class of Ricci flat metrics for some $`2n+2`$ dimensional pseudo Riemannian geometries . As an application we presented an explicit construction $`2n+2`$ dimensional metrics of colliding gravitational wave spacetimes from a given four dimensional metrics. We gave a higher dimensional generalization of the Szekeres metrics and discussed singularity structure of the corresponding spacetimes. Further construction of higher dimensional colliding gravitational plane wave metrics will be communicated elsewhere . A possible extension of our work to low energy limit of string theory is possible for an arbitrary $`n`$. Another application of our approach presented here may be done to the colliding gravitational plane wave problem for the Einstein-Maxwell- Dilaton field equations . This work is partially supported by the Scientific and Technical Research Council of Turkey (TUBITAK) and by Turkish Academy of Sciences (TUBA).
warning/0007/cond-mat0007037.html	ar5iv	text	# External voltage sources and Tunneling in quantum wires. ## I Introduction. Tunneling experiments are one of the most efficient probes of the physics of Luttinger liquids, which is expected to describe the properties of one dimensional conductors. The case of spinless Luttinger liquids has already been extensively studied, both theoretically and experimentally, in the context of edge states in a fractional quantum Hall bar, where in particular, shot noise measurements have led to the observation of fractional charge carriers . The full cross-over between the weak and strong backscattering regimes has also been studied : it exhibits in particular a duality between Laughlin quasi particles and electrons that is the result of the strong interactions in the system, and, ultimately, of integrability. From a theoretical point of view, it must be stressed that crossovers in this type of problems can only be properly studied with non perturbative methods anyway. In fact, for the physics out of equilibrium, which plays a crucial role in the shot noise experiments for instance, numerical simulations don’t even seem to be available. Other one dimensional conductors where Luttinger liquid physics could be observed include carbon nanotubes , or quantum wires in semiconductor heterostructures . A key question for the latter examples is how to describe the application of an external voltage. In the fractional quantum Hall case, this turned out to be easy because the left and right moving excitations are physically separated (the Luttinger liquid is really the “sum” of two independent chiral ones), and put at a different chemical potential by the applied voltage. This will not be the case in a real quantum wire, where various charging effects have to be taken into account. The matter led to some active debating , and now seems quite settled. We follow here the approach of , which easily allows the inclusion of an impurity. We thus consider a gated quantum wire coupled adiabatically to 2D or 3D reservoirs. As in Landauer-Buttiker’s approach for non interacting electrons ,, these reservoirs are assumed to be “ideal”, and merely are there to inject bare densities of left and right movers in the wire. The interactions in the wire lead to the appearance of a non trivial electrostatic potential, and, in turn, to a renormalized charge density in the wire, in the absence of impurity. When the impurity is present, there is in addition a non trivial spreading of the charges along the wire. The key ingredient in the analysis of is the equivalent of Poisson’s equation, which becomes a relation between the electrostatic potential $`\phi `$ and the charge density: $`e\phi =u_0\rho `$. Here, $`u_0`$ is related to the Luttinger liquid constant by $`g=(1+u_0/\pi \mathrm{}v_F)^{1/2}`$. The electrostatic potential in turn shifts the band bottom, and thus the total density. There follows a relation between the bare injected densities and the true densities : $`\rho _R^0`$ $`=`$ $`{\displaystyle \frac{g^2+1}{2}}\rho _R+{\displaystyle \frac{g^21}{2}}\rho _L`$ (1) $`\rho _L^0`$ $`=`$ $`{\displaystyle \frac{g^21}{2}}\rho _R+{\displaystyle \frac{g^2+1}{2}}\rho _L.`$ (2) As for the bare densities themselves, they are related with the external voltage sources $`\rho _R^0(L/2)`$ $`=`$ $`{\displaystyle \frac{eU}{4\pi \mathrm{}v_F}}`$ (3) $`\rho _L^0(L/2)`$ $`=`$ $`{\displaystyle \frac{eU}{4\pi \mathrm{}v_F}}.`$ (4) The hamiltonian including the impurity term reads then, after bosonization $$H=\frac{\mathrm{}v}{8\pi }𝑑x\left[\left(_x\varphi _R\right)^2+\left(_x\varphi _L\right)^2\right]+\lambda \mathrm{cos}\left[\sqrt{g}\left(\varphi _R\varphi _L\right)\right](0),$$ (5) where $`v=\frac{v_F}{g}`$ is the sound velocity. To proceed, one defines odd and even combinations of the bosonic field. Only the even field interacts with the outside potential, and gives rise to a current. Setting $$\varphi _{e,o}=\frac{1}{\sqrt{2}}\left[\varphi _R(x)\varphi _L(x)\right],$$ (6) the hamiltonian of interest is $$H_e=\frac{\mathrm{}v}{8\pi }𝑑x\left(_x\varphi _e\right)^2+\lambda \mathrm{cos}\left(\sqrt{2g}\varphi _e\right)(0),$$ (7) where $`\varphi _e`$ is a pure right moving field. In these new variables, the boundary conditions (4) read $$\left(g^1+1\right)\rho _e(L/2)\left(g^11\right)\rho _e(L/2)=\sqrt{\frac{g}{2}}\frac{eU}{\pi \mathrm{}v_F}.$$ (8) In going from (2) to (8), the relation $`\rho _{R,L}=\frac{\sqrt{g}}{4\pi }_x\left[\varphi _R\varphi _L\pm \frac{1}{g}\left(\varphi _R+\varphi _L\right)\right]`$, that follows from bosonization, has been used. We also have defined $`\rho _{e,o}=\frac{1}{2\pi }_x\varphi _{e,o}`$. Finally, a mistake in was corrected (see ). Our goal is to compute the current $`I`$ flowing through the system as a function of the applied voltage $`U`$. In , this was accomplished in the case $`g=\frac{1}{2}`$, using a mapping on free fermions. In this paper, we shall solve the problem for general values of $`g`$ using integrability of the boundary sine-Gordon model ,. This paper can be considered as a sequel - and to some extent a correction - to the work , where the charging effects were not yet fully understood. It is also an extension of the short letter . ## II General formalism First, we set $`e=v=\mathrm{}=1`$ (so $`v_F=g`$). To treat the interaction term at $`x=0`$ in an integrable way, one needs to chose an appropriate basis for the bulk, massless, right moving excitations, which obey $`e=p`$. For $`g`$ generic, the basic excitations can be kinks or antikinks – carrying a $`\rho _e`$ charge equal to $`\pm 1`$ – and breathers. In the following we shall often restrict for technical simplicity to $`g=\frac{1}{t}`$, $`t`$ an integer. There are then $`t2`$ breathers. We shall parametrize the energy of the excitations with rapidities, $`e_j=m_je^\theta `$. Here $`m_j`$ is a parameter with the dimension of a mass; for kink and antikink, $`m_\pm =\mu `$, while for breathers, $`m_j=2\mu \mathrm{sin}\frac{j\pi }{2(t1)}`$, $`j=1,\mathrm{},t2`$. The value of $`\mu `$ is of course of no importance since the theory is massless, and in the following we shall simply set it equal to unity. The massless excitations enjoy factorized scattering in the bulk. At a temperature $`T`$, and with a choice of chemical potentials, they have densities given by solutions of the thermodynamic Bethe ansatz equations, which we shall generically denote by $`\sigma _j`$ (not to be confused with charge densities). The key point is that these excitations have also a factorized scattering through the impurity, described by a transmission matrix $`T_{\pm \pm }`$. This matrix depends on the ratio of the energy of incident particles to a characteristic energy scale $`T_B`$. In the following, it is useful to parametrize $`T_B=e^{\theta _B}`$. The modulus square of the transmission matrix have very simple expressions; we recall that $$\|T_{++}\|^2=\frac{e^{2\left(\frac{1}{g}1\right)(\theta \theta _B)}}{1+e^{2\left(\frac{1}{g}1\right)(\theta \theta _B)}}.$$ (9) Finally, we also recall how $`T_B`$ is related with the bare coupling $`\lambda `$ : $$T_B=\left(2\mathrm{sin}\pi g\right)^{\frac{1}{1g}}\frac{\mathrm{\Gamma }\left(\frac{g}{2(1g)}\right)}{\sqrt{\pi }\mathrm{\Gamma }\left(\frac{1}{2(1g)}\right)}\left[\lambda \mathrm{\Gamma }(1g)/2\right]^{1/(1g)}.$$ (10) To proceed, we start by expressing the boundary conditions in terms of the massless scattering description: $`\rho _e(L/2)`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{2g}}}{\displaystyle _{\mathrm{}}^{\mathrm{}}}\left(\sigma _+\left\|T_{++}\right\|^2+\left\|T_+\right\|^2\sigma _{}\left\|T_{}\right\|^2\sigma _{}\left\|T_+\right\|^2\sigma _+\right)𝑑\theta `$ (11) $`=`$ $`{\displaystyle \frac{1}{\sqrt{2g}}}{\displaystyle _{\mathrm{}}^{\mathrm{}}}\left(\sigma _+\sigma _{}\right)\left(\left\|T_{++}\right\|^2\left\|T_+\right\|^2\right)𝑑\theta .`$ (12) Here, $`\sigma _\pm `$ are the densities of kinks and antikinks; one has $`\sigma _\pm =nf_\pm `$ where the pseudo energies $`ϵ_\pm `$ are equal and satisfy $`n=\frac{1}{2\pi }\frac{d}{d\theta }ϵ_\pm `$, $`n=\sigma +\sigma ^h`$ the total density of states of kinks or antikinks (the factor $`\frac{1}{\sqrt{2g}}`$ occurs because it is the electric charge $`\frac{1}{2\pi }_x\varphi _e`$ associated with the fundamental kinks of the problem). The $`ϵ`$’s follow from the solution of the TBA system of equations $$ϵ_j=T\underset{k}{}N_{jk}\frac{s}{2\pi }\mathrm{ln}\left(1+e^{\frac{ϵ_k\mu _k}{T}}\right),$$ (13) where $`s(\theta )=\frac{t1}{\mathrm{cosh}((t1)\theta )}`$, $`g=\frac{1}{t}`$, and $`N_{jk}`$ is the incidence matrix of the following TBA diagram $`+`$ $``$ $`/`$ $`\backslash `$ $`12t3`$ $``$——$``$——$``$——$``$——$``$ $`t2`$ The equations (13) have to be supplemented by asymptotic conditions $`ϵ_jm_je^\theta `$ as $`\theta \mathrm{}`$. In (13), the chemical potential vanishes for all the breathers which have no $`U(1)`$ charge. For the kinks and antikinks, $`\mu _\pm =\frac{W}{2}`$, where $`W`$ has to be determined self-consistently (the logic here is that the external potential and the temperature determine uniquely the average densities everywhere in the quantum wire. As always in macroscopic statistical mechanics, this can be described instead by a distribution with fixed chemical potentials, which is exactly what the TBA allows one to handle. By $`U(1)`$ symmetry, it is known in advance that only the kinks and antikinks have a non vanishing chemical potential $`\mu _\pm =\frac{W}{2}`$ ). The filling fractions read then $$f_\pm =\frac{1}{1+e^{(ϵW/2)/T}}.$$ (14) The charge density on the left side of the impurity reads simply $`\rho _e(L/2)=\frac{1}{\sqrt{2g}}(\sigma _+\sigma _{})𝑑\theta `$ (it can be simply reexpressed in terms of $`W`$: $`\rho _e(L/2)=\sqrt{\frac{g}{2}}\frac{W}{2\pi }`$), so the boundary conditions equation (4) reads $$\left(\left\|T_{++}\right\|^2+\frac{1}{g}\left\|T_+\right\|^2\right)(\sigma _+\sigma _{})𝑑\theta =\frac{U}{2\pi }.$$ (15) The other key equation in the solution of the problem follows from the charge density drop across the barrier $$\mathrm{\Delta }\rho =\rho (x<0)\rho (x>0)=g\frac{V}{\pi }.$$ (16) Here, $`\rho =\rho _R+\rho _L`$, and $`V`$ is the four terminal voltage (that is, the voltage difference measured by weakly coupled reservoirs on either side of the impurity; it consists of an electrostatic potential drop, plus an electrochemical contribution). By following the previous transformations, one finds that $`\mathrm{\Delta }\rho =\mathrm{\Delta }(\sigma _+\sigma _{})`$, and thus (16) reads, $$\left\|T_+\right\|^2(\sigma _+\sigma _{})𝑑\theta =g\frac{V}{2\pi }.$$ (17) Finally, the tunneling current $`I=\frac{UV}{2\pi }`$ reads, from (16) and (15) $$I=\left\|T_{++}\right\|^2(\sigma _+\sigma _{})𝑑\theta .$$ (18) If $`T/T_B`$ or $`U/T_B`$ are large (the high energy, or weak backscattering limit), the solution of (15) is $`(\sigma _+\sigma _{})𝑑\theta \frac{U}{2\pi }`$, and thus from (18), $`I(\sigma _+\sigma _{})𝑑\theta =\frac{U}{2\pi }`$. This, once physical units are reinstated, reads $`I=\frac{e^2}{h}U`$, the expected formula for a spinless quantum wire. From the foregoing system of equations, it is now easy to deduce the following identity giving the parameter $`W`$ in terms of the physical voltage and current $$U=2\pi \left(1\frac{1}{g}\right)I+W.$$ (19) The following relation is also quite useful: $$V=W\frac{2\pi }{g}I.$$ (20) ## III Results The limit $`g1`$, which describes non interacting electrons, is very simple. In that case indeed, the $`T`$ matrix elements become rapidity independent, and the system of equations can readily be solved to give $`V=\left\|T_+\right\|^2U`$, $`I=\left\|T_{++}\right\|^2\frac{U}{2\pi }`$. Here, the transmission probability is not trivial in general, since, as $`g1`$, $`\theta _B`$ has to diverge to ensure a finite value of the bare coupling $`\lambda `$ . The system of equations determining $`I`$ can also be solved easily in the “classical limit” $`g0`$, where (this is detailed some more in the appendix) $$I2g\frac{T}{2\pi }\frac{\mathrm{sinh}(W/2T)}{I_{iW/2\pi T}(2x)I_{iW/2\pi T}(2x)},x=\frac{T_B}{4T},$$ (21) $`I`$ are the usual Bessel functions, and $`W`$ follows from (19). Closed form results can also be obtained for $`g=\frac{1}{2}`$ (see below); besides, except at $`T=0`$, one has to resort to a numerical solution of the TBA equations. To tackle the physics of this problem as $`g`$ varies, we consider first the linear conductance at temperature $`T`$. In the limit $`U0`$, the foregoing system of equations can easily be solved by linearization, giving rise to $$G=\frac{1}{2\pi }\frac{\left\|T_{++}\right\|^2\frac{d}{d\theta }\left(\frac{1}{1+e^{ϵ/T}}\right)𝑑\theta }{\left(\left\|T_{++}\right\|^2+\frac{1}{g}\left\|T_+\right\|^2\right)\frac{d}{d\theta }\left(\frac{1}{1+e^{ϵ/T}}\right)𝑑\theta }=\frac{1}{2\pi }\left[G_0+\left(1\frac{1}{g}\right)G_0\right],$$ (22) where $`G_0`$ is the linear conductance in the quantum Hall effect problem (the numerator of this equation). One of the roles of the denominator is to renormalize the conductance from $`g`$ to unity in the UV region. In the case $`g=\frac{1}{2}`$, equation (22) can be evaluated in closed form to give $$G=\frac{1}{2\pi }\frac{1\frac{T_B}{2\pi T}\mathrm{\Psi }^{}\left(\frac{1}{2}+\frac{T_B}{2\pi T}\right)}{1+\frac{T_B}{2\pi T}\mathrm{\Psi }^{}\left(\frac{1}{2}+\frac{T_B}{2\pi T}\right)},$$ (23) where $`\mathrm{\Psi }`$ is the digamma function. For values $`g=\frac{1}{t}`$, $`t`$ an integer, $`G`$ is easily determined numerically by solving the system of TBA equations (13), and plotting the soliton pseudo energy back into (22). Curves for various values of $`g`$ are shown in Fig. 1; features entirely similar to those in are observed, although all the curves now converge to the same value in the high temperature limit, in contrast with the quantum Hall edges case. The effect of the impurity is considerably amplified as $`g`$ gets smaller, with $`G`$ getting a discontinuity in the weak back scattering limit as $`g0`$. Indeed, letting $`U0`$ in (19), one finds $$G=\frac{I}{U}\frac{1}{2\pi }\frac{1}{\left(1\frac{1}{g}\right)+\frac{1}{g}I_0^2(2x)}.$$ (24) As $`g0`$, $`G`$ thus becomes a step function, jumping from $`\frac{1}{2\pi }`$ to $`0`$ as soon as $`T_B`$ ($`T_B=2\lambda `$ for $`g=0`$) is turned on, for any temperature. Another simple limit to study is the case $`T=0`$, where results are far more intriguing. Consider first the classical limit: as $`W`$ is sweeped, one finds that $`I`$ vanishes while $`U`$ increases up to $`\pi T_B`$, then goes back to zero, beyond which $`I`$ increases like $`I=\frac{U}{2\pi }`$. In other words, the system behaves either like a perfect insulator, or like a perfect conductor! This very singular behavior is the $`g0`$ limit of a multivalued $`IU`$ characteristics with regions of negative differential conductance , that we now study in more details. Indeed, the TBA equations can be solved in closed form in the limit $`T0`$ . In that limit, $`\sigma _{}=0`$, the integrals run only from $`\mathrm{}`$ to a cut off (Fermi) rapidity $`A`$, and $`\sigma _+=n`$ follows from the solution of the integral equation $$n(\theta )_{\mathrm{}}^A\mathrm{\Phi }(\theta \theta ^{})n(\theta ^{})𝑑\theta ^{}=\frac{e^\theta }{2\pi },$$ (25) while $`A`$ is determined by the condition that $`ϵ_+^h(A)=0`$, where $$ϵ_+^h(\theta )_{\mathrm{}}^A\mathrm{\Phi }(\theta \theta ^{})ϵ_+^h(\theta ^{})𝑑\theta ^{}=\frac{W}{2}e^\theta .$$ (26) In that equation, $`\mathrm{\Phi }`$ is the derivative of the log of the kink kink $`S`$ matrix $$\mathrm{\Phi }(\theta )=_{\mathrm{}}^{\mathrm{}}e^{i\omega \theta }\frac{\mathrm{sinh}\pi \left(\frac{2g1}{2(1g)}\right)\omega }{2\mathrm{cosh}\frac{\pi \omega }{2}\mathrm{sinh}\frac{\pi g\omega }{2(1g)}}\frac{d\omega }{2\pi }.$$ Since $`W`$ determines $`A`$ uniquely (one finds $`e^A=\frac{W}{2}\frac{G_+(0)}{G_+(i)}`$, where the propagators $`G`$ are defined below), in what follows we will consider instead $`A`$ as the unknown when $`T=0`$. After a few rearrangements, the relevant equations read now (we still set $`g=\frac{1}{t}`$, although $`t`$ does not have to be an integer here)) $$_{\mathrm{}}^An(\theta )\frac{t+e^{2(t1)(\theta \theta _B)}}{1+e^{2(t1)(\theta \theta _B)}}𝑑\theta =\frac{U}{2\pi },$$ (27) and $$I=_{\mathrm{}}^An(\theta )\frac{e^{2(t1)(\theta \theta _B)}}{1+e^{2(t1)(\theta \theta _B)}}𝑑\theta .$$ (28) The density $`n(\theta )`$ can be computed as a power series in the weak and strong backscattering limits, giving rise to expansions for the current and the boundary conditions. In the strong backscattering case one finds : $$I=\frac{G_+(i)}{G_+(0)}\frac{e^A}{\pi }\underset{n=1}{\overset{\mathrm{}}{}}(1)^{n+1}\frac{\sqrt{\pi }\mathrm{\Gamma }(nt)}{2\mathrm{\Gamma }(n)\mathrm{\Gamma }\left(\frac{3}{2}+n(t1)\right)}\left(e^{A+\mathrm{\Delta }\theta _B}\right)^{2n(t1)},$$ (29) while the boundary condition reads $$2\frac{G_+(i)}{G_+(0)}e^A(t1)\frac{G_+(i)}{G_+(0)}e^A\underset{n=1}{\overset{\mathrm{}}{}}(1)^{n+1}\frac{\sqrt{\pi }\mathrm{\Gamma }(nt)}{\mathrm{\Gamma }(n)\mathrm{\Gamma }\left(\frac{3}{2}+n(t1)\right)}\left(e^{A+\mathrm{\Delta }\theta _B}\right)^{2n(t1)}=U.$$ (30) In the weak backscattering limit instead, one finds $$I=\frac{G_+(i)}{G_+(0)}\frac{e^A}{\pi t^2}\left[t\underset{n=1}{\overset{\mathrm{}}{}}(1)^{n+1}\frac{\sqrt{\pi }\mathrm{\Gamma }(n/t)}{2\mathrm{\Gamma }(n)\mathrm{\Gamma }\left(\frac{3}{2}+n(\frac{1}{t}1)\right)}\left(e^{A+\mathrm{\Delta }\theta _B}\right)^{2n(\frac{1}{t}1)}\right],$$ (31) where $$\frac{2}{t}\frac{G_+(i)}{G_+(0)}e^A\frac{1}{t}\left(\frac{1}{t}1\right)\frac{G_+(i)}{G_+(0)}e^A\underset{n=1}{\overset{\mathrm{}}{}}(1)^{n+1}\frac{\sqrt{\pi }\mathrm{\Gamma }(n/t)}{\mathrm{\Gamma }(n)\mathrm{\Gamma }\left(\frac{3}{2}+n(\frac{1}{t}1)\right)}\left(e^{A+\mathrm{\Delta }\theta _B}\right)^{2n\left(\frac{1}{t}1\right)}=U.$$ (32) Here we have introduced the notations $$G_+(\omega )=\sqrt{2\pi t}\frac{\mathrm{\Gamma }\left(i\omega \frac{t}{2(t1)}\right)}{\mathrm{\Gamma }\left(\frac{1}{2}i\frac{\omega }{2}\right)\mathrm{\Gamma }\left(i\omega \frac{1}{2(t1)}\right)}e^{i\omega \mathrm{\Delta }},$$ (33) where $$\mathrm{\Delta }=\frac{1}{2}\mathrm{ln}(t1)\frac{t}{2(t1)}\mathrm{ln}t.$$ (34) In terms of the auxiliary variable $`W`$, the strong and weak backscattering expansions have matching radius of convergence: either one of them is always converging, and both are at the matching value $`\frac{W}{T_B^{}}e^\mathrm{\Delta }=1`$, where the parameter $`T_B^{}`$ is defined as $$T_B^{}=2T_Be^\mathrm{\Delta }\frac{G_+(i)}{G_+(0)}.$$ (35) The series can be summed up in the case $`g=\frac{1}{2}`$ to give $$\mathrm{tan}\frac{U2\pi I}{2}=\frac{U+2\pi I}{2}.$$ (36) There is a rich physical behavior hidden in these equations. To investigate it, consider first the behavior of physical quantities as a function of $`W`$. Curves representing $`U`$ and $`\frac{2\pi }{g}I`$ as a function of $`W`$ for various $`t`$ are given in Fig. 2 and Fig. 3. As $`g0`$, the current in the strong backscattering expansion is exactly $`0`$. In the weak backscattering expansion meanwhile, it reads $$\frac{2\pi I}{g}\left(W^2\pi ^2T_B^2\right)^{1/2}$$ hence exhibits a square root singularity at finite value of $`W`$ (we note that the latter expression can also be obtained directly from the result (21) by using the uniform asymptotic expansion of Bessel functions for large orders : $$I_\nu (\mu z)\frac{1}{\sqrt{2\pi \nu }}\frac{e^{\nu \eta }}{(1+z^2)^{1/4}},$$ where $`\eta =\sqrt{1+z^2}+\mathrm{ln}\frac{z}{1+\sqrt{1+z^2}}`$). When $`t`$ is varied, the current evolves from this singular behavior to the simple characteristics $`I=\frac{W}{4\pi }`$ as $`g1`$ (this is easily seen from the integral representations of $`I`$ and $`U`$: and an artifact of the variable $`T_B`$ used throughout, that would have to be rescaled appropriately in that limit to give a non trivial $`IU`$ relation ). At fixed $`g1`$, $`I\frac{W}{2\pi }`$ at large $`W`$. As $`g0`$, $`U`$ in the strong backscattering expansion is simply equal to $`W`$, while in the weak backscattering expansion it reads $$UW\left(W^2\pi ^2T_B^2\right)^{1/2}.$$ As $`g1`$ meanwhile, $`UW`$. When $`g`$ varies, $`U`$ interpolates between these two limiting behaviors, and stops having a (local) maximum around $`t4.83`$. The fact that $`U`$ can decrease as $`W`$ increases is a direct consequence of the physics in this system. The density on the left, $`\rho _e(L/2)W`$. An increase in $`W`$ increases the left density, but it also increases the right density, since particles being more energetic, more of them go across the impurity. $`U`$ is a non trivial function of the densities on either side of the impurity, as given by (8). For $`g`$ large, $`U`$ behaves essentially as the sum of the densities in $`\pm L/2`$, thus increases when $`W`$ increases. However, when $`g0`$, $`U`$ gets dominated by the difference of the densities, and if enough particles go across, it can well decrease when $`W`$ increases. This effect is directly related to the fact that the differential conductance $`2\pi \frac{dI}{dW}`$ does, for $`g<\frac{1}{2}`$, actually get larger than $`g`$ for finite values of $`W`$ an effect first observed in (see Fig. 4). Consider now $`I`$ as a function of $`U`$: clearly, the existence of a maximum in the curve $`U(W)`$ will lead to an S-shaped $`I(U)`$. More precisely, consider first the case $`g0`$. Suppose we increase $`W`$ starting from $`0`$. According to Fig. 2,$`U`$ first increases up to $`\pi T_B`$, then decreases back to zero. $`W`$ being still finite, $`I`$ vanishes identically, since it has an overall factor of $`g`$. Going now to the regime where $`W`$ becomes infinite, $`UW`$, and $`I\frac{W}{2\pi }\frac{U}{2\pi }`$: the system has switched from being a perfect insulator to being a perfect conductor! This is easy to understand in more physical terms: as $`g0`$, the kinetic term dominates the Lagrangian, and one might expect that the impurity is essentially invisible. However, as $`g0`$, there is the possibility that a charge density wave might form, getting pinned down by an infinitesimal potential, and leading to a perfect insulator . This effect is stable against quantum fluctuations, and for $`g`$ approximately smaller than $`g=.2`$, a “loop” keeps being observed in the $`IU`$ characteristics. That the current is not a single valued function of $`U`$ in the region of small voltages, leads to the prediction of hysteresis and bistability in the strongly interacting, out of equilibrium regime. Although the present calculation is valid only in the scaling regime, this qualitative aspect should survive beyond it. The loop is also stable against thermal fluctuations: as is illustrated in Fig. 5 for the case $`t=6`$, it only disappears at a finite temperature $`T_c`$ which depends on $`g`$. A semi classical approximation gives $`T_c=T_B\sqrt{\frac{(1g)}{16g}}`$: this formula is not quite correct for values of $`g.2`$, but becomes increasingly good as $`g0`$. It is quite difficult numerically to determine $`T_c`$ with a good accuracy: a reasonable estimate of this curve is given in Fig. 6. ## IV Duality For the problem of tunneling between quantum Hall edges, a striking duality between the weak and strong backscattering limits was uncovered in at $`T=0`$, and further generalized to any $`T`$ . The meaning of this duality was that, while the hamiltonian describing the vicinity of the weak backscattering limit is given by (7), the one describing the vicinity of the strong backscattering limit can be reduced, as far as the DC current is concerned, to an expression identical with (7), up to the replacement of the coupling $`\lambda `$ by a dual coupling $`\lambda _d`$, together with the exchange $`g\frac{1}{g}`$. As a result, a duality relation for the current followed $$I(\lambda ,U,g)=\frac{gU}{2\pi }gI(\lambda _d,gU,\frac{1}{g}).$$ (37) Here, the dual coupling $`\lambda _d`$ reads $$\lambda _d=\frac{1}{\pi g}\mathrm{\Gamma }\left(\frac{1}{g}\right)\left[\frac{g\mathrm{\Gamma }(g)}{\pi }\right]^{\frac{1}{g}}\lambda ^{\frac{1}{g}}.$$ (38) The relation (38) follows from keeping the parameter $$T_B^{\prime \prime }\frac{T_B^{}}{\sqrt{t}},$$ (39) constant<sup></sup><sup></sup>*In , the duality relation was initially written at constant $`T_B^{}`$. While the identities in are algebraically correct, it is really $`T_B^{\prime \prime }`$ that has to be kept constant, since the applied voltage is not left invariant in the duality transformation. while letting $`g\frac{1}{g}`$, and using the relation (10) between $`T_B`$ and the bare coupling in the tunneling hamiltonian. For pedagogical purposes, it is probably wise to explain a little more explicitly what the duality means. Consider thus a hypothetical current defined non perturbatively by the expression $$I=\frac{1}{x^2+g^2}.$$ (40) It obeys the following duality relation $$I(\frac{1}{x},\frac{1}{g})=g^2g^4I(x,g).$$ (41) Suppose now we did not know the non perturbative expression, but had only access to the small x expansion $$I=\frac{1}{g^2}\underset{n=0}{\overset{\mathrm{}}{}}(1)^n\left(\frac{x^2}{g^2}\right)^n,$$ (42) and the large x one $$I=\frac{1}{x^2}\underset{n=0}{\overset{\mathrm{}}{}}(1)^n\left(\frac{g^2}{x^2}\right)^n.$$ (43) The duality (41) could then be deduced from the expansions by say starting from the small $`x`$ one, setting $`x=\frac{1}{x^{}},g=\frac{1}{g^{}}`$, and comparing the new expression with the large $`x`$ expansion. What was done in was to find a similar duality only based on the weak and strong backscattering expansions (a non perturbative expression for the current was found much later ). It is interesting to examine what does remain of this duality in the present case. The IR hamiltonian will behave similarly to the case of tunneling between quantum Hall edges, since it is entirely determined by the large $`\lambda `$ behavior, and has no relation with the way the voltage is taken into account. This means that the parameter $`T_B^{\prime \prime }`$ still has to be kept constant in whatever duality symmetry one is looking for. There is a quick way to proceed assuming from the relation (37), which becomes here $$I(\lambda ,W,g)=\frac{gW}{2\pi }gI(\lambda _d,gW,\frac{1}{g}).$$ (44) Using this, together with the relation (19), one finds the additional relation $$U(\lambda ,W,g)=U(\lambda _d,gW,\frac{1}{g}).$$ (45) From this it follows that $$I(\lambda ,U,g)=\frac{U}{2\pi }I(\lambda _d,U,\frac{1}{g}).$$ (46) For completeness, we can also give a direct proof of this relation. It is convenient first to put the equations in a more compact form, namely $`\mathrm{\Lambda }_s\left[1(t1){\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}\alpha _n\mathrm{\Lambda }_s^{2n(t1)}\right]=u_s`$ (47) $`i_s(t,u_s)=\mathrm{\Lambda }_s{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}\alpha _n\mathrm{\Lambda }_s^{2n(t1)},`$ (48) for the strong backscattering limit, and $`{\displaystyle \frac{\mathrm{\Lambda }_w}{t}}\left[1\left({\displaystyle \frac{1}{t}}1\right){\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}\beta _n\mathrm{\Lambda }_w^{2n(\frac{1}{t}1)}\right]=u_w`$ (49) $`i_w(t,u_w)={\displaystyle \frac{1}{t^2}}\mathrm{\Lambda }_w\left[t{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}\beta _n\mathrm{\Lambda }_w^{2n(\frac{1}{t}1)}\right],`$ (50) for the weak backscattering limit. In (48),(50) $`\alpha _n`$ $`=`$ $`{\displaystyle \frac{\sqrt{\pi }}{2}}(1)^{n+1}2^{n(t1)}{\displaystyle \frac{\mathrm{\Gamma }(nt)}{\mathrm{\Gamma }(n)\mathrm{\Gamma }(\frac{3}{2}+n(t1))}}`$ (51) $`\beta _n`$ $`=`$ $`{\displaystyle \frac{\sqrt{\pi }}{2}}(1)^{n+1}2^{n\left(\frac{1}{t}1\right)}{\displaystyle \frac{\mathrm{\Gamma }(n/t)}{\mathrm{\Gamma }(n)\mathrm{\Gamma }(\frac{3}{2}+n(\frac{1}{t}1))}}=\alpha _n\left({\displaystyle \frac{1}{t}}\right)`$ (52) $`i_s=i_w=\sqrt{{\displaystyle \frac{2}{t}}}{\displaystyle \frac{\pi I}{T_B^{\prime \prime }}}`$ , $`u_s=u_w=\sqrt{{\displaystyle \frac{2}{t}}}{\displaystyle \frac{U}{2T_B^{\prime \prime }}}.`$ (53) To match with our previous notations, $`\mathrm{\Lambda }=G_+(i,t)\frac{e^A}{T_B^{\prime \prime }}`$; however, $`\mathrm{\Lambda }`$ in the foregoing equations is determined by the external voltage, and no reference to $`e^A`$ or $`T_B^{\prime \prime }`$ are necessary in its definition. It follows from (48) and (50) that $$i_s(t,u)=\frac{1}{t}\mathrm{\Lambda }(\frac{1}{t},tu_w)\frac{1}{t^2}i_w(\frac{1}{t},tu),$$ (55) where the parameter $`\mathrm{\Lambda }`$ is the same in both $`i_s`$ and $`i_w`$. Of course, the current is an analytical function of the applied voltage, independent of whether one considers the weak or strong backscattering expansions, so the labels $`s,w`$ can actually be suppressed from the equations. It follows that, going back to physical variables, $$I(\lambda ,U,g)=\frac{1}{2\pi }W(\frac{1}{g},U)gI(\lambda _d,U,\frac{1}{g}).$$ (56) Now, $`W`$ in turn can be expressed in terms of $`U,I`$, using the relation (19), reproducing (46). The relation between the current and the applied voltage is implicit in the foregoing equations. It can, however, be made explicit by elimination of the parameter $`\mathrm{\Lambda }`$, and we quote here the lowest orders for completeness. In the weak backscattering limit one has $`i`$ $`=`$ $`{\displaystyle \frac{1}{t}}\beta _1(tu)^{2(\frac{1}{t}1)+1}`$ (58) $`\left[{\displaystyle \frac{1}{t^3}}(t1)(t2)\beta _1^2{\displaystyle \frac{1}{t}}\beta _2\right](tu)^{4(\frac{1}{t}1)+1}+\mathrm{}`$ and in the strong backscattering limit $`i`$ $`=`$ $`\alpha _1u^{2(t1)+1}+`$ (61) $`\left[(t1)(2t1)\alpha _1^2+\alpha _2\right]u^{4(t1)+1}+\mathrm{}`$ Meanwhile, the parameter $`\mathrm{\Lambda }`$ can also be expanded, say in the weak backscattering limit: $`\mathrm{\Lambda }`$ $`=`$ $`\left({\displaystyle \frac{1}{t}}1\right)\beta _1(tu)^{2(t1)+1}+`$ (64) $`\left[(t1)(2t1)\alpha _1^2+\alpha _2\right]u^{4(t1)+1}+\mathrm{}`$ One can directly check the duality relation (55) on these formulas. Notice that despite the more complex physics, which now involves screening, the exponents of the weak and strong backscattering expansions are the same than in the fractional quantum Hall case. Finally, the duality was extended to finite temperatures in , , meaning that formula (37) holds at finite temperature. Since (19) is still true too, the formula (46) extends to finite temperature as well. ## V Conclusions This paper hopefully solves the tunneling problem with a proper treatment of the coupling to the reservoirs, hence completing and correcting . We have only treated here the spinless case, but the method extends straightforwardly to the spinfull case, at least when the spin isotropy is not broken, and the problem maps onto a super symmetric boundary sine-Gordon model The duality we observed does raise interesting physical questions, in particular concerning the nature of the “charges” that tunnel in the weak backscattering limit. We hope to get back to this issue with computations of the DC shot noise. Acknowledgments: We thank R. Egger and H. Grabert for an earlier collaboration on part of this material, for communicating the results of before publication, and for many illuminating discussions. This work was supported by the DOE and the NSF (under the NYI program). ## A Semi-classical computations In studying the classical limit, one usually concentrates on the behavior of $`ϵ_j`$ for $`j`$ finite while $`g0`$, that is $`t\mathrm{}`$ . This is not sufficient in the study of transport properties, where the knowledge of $`ϵ_\pm `$, that is pseudoenergies for nodes at the other end of the diagram, are required. The necessary analysis is a bit more complicated then. First, it is convenient to introduce the new quantity $`Y_j(\theta )e^{ϵ_j(\theta )/T}`$, and to recast the TBA system, using the identity $`s\left(\theta +\frac{i\pi }{2(t1)}\right)+s\left(\theta \frac{i\pi }{2(t1)}\right)=2\pi \delta (\theta )`$, into $$Y_j\left(\theta +\frac{i\pi }{2(t1)}\right)Y_j\left(\theta \frac{i\pi }{2(t1)}\right)=\left[1+Y_{j+1}(\theta )\right]\left[1+Y_{j1}(\theta )\right]$$ (A1) In the limit where $`g0`$, we introduce new variables $`s\frac{j}{t}`$, $`\alpha =\frac{2\theta }{\pi }`$, and $`e^\chi \frac{e^ϵ}{t^2}`$, and expand the left and right hand sides of equation (A1) to obtain the Liouville equation $$\left(_s^2+_\alpha ^2\right)\chi =2e^\chi $$ (A2) The general solution of this equation that is relevant here is This is of the general form of solution $`e^\chi =\frac{(1A(z)B(\overline{z}))^2}{4A\overline{B}}`$ for the equation $`\overline{}\chi =\frac{1}{2}e^\chi `$, where $`A=\frac{J_\rho }{J_\rho }(e^z)`$, $`B=\frac{J_\rho }{J_\rho }(e^{\overline{z}})`$. $$e^\chi =\frac{1}{\left(2i\mathrm{sin}\pi \rho \right)^2}\left\{J_\rho \left[e^{\frac{\pi }{2}(\alpha +is)\mathrm{ln}(2T)}\right]J_\rho \left[e^{\frac{\pi }{2}(\alpha is)ln(2T)}\right](\rho \rho )\right\}^2$$ (A3) where $`J_\rho `$ are the usual Bessel functions, $`\rho =\frac{iW}{2\pi T}`$. The freedom in the arguments of the Bessel functions $`\alpha +is\lambda (\alpha \alpha _o+i(ss_0))`$ has been resolved by matching with the asymptotic boundary conditions $`ϵ_j2\mathrm{sin}\left(\frac{j\pi }{2(t1)}\right)e^\theta `$ as $`\theta \mathrm{}`$. As for the index of the Bessel functions, it is obtained by matching against the result at low energies: $$e^{ϵ_j(\mathrm{})/T}=\left[\frac{\mathrm{sinh}(j+1)W/2tT}{\mathrm{sinh}W/2tT}\right]^21$$ We can now compute $`ϵ_{t2}`$ by setting $`s=1`$ in the solution (A3): one finds $$e^{\chi (\alpha ,1)}=\left[J_\rho J_\rho \left(ie^{\frac{\pi }{2}\alpha \mathrm{ln}(2T)}\right)\right]^2$$ It follows that $$e^{ϵ_\pm (\theta )/T}=tI_\rho \left(\frac{e^\theta }{2T}\right)I_\rho \left(\frac{e^\theta }{2T}\right)$$ (A4) The current on the other hand reads $`I`$ $`={\displaystyle _{\mathrm{}}^{\mathrm{}}}\|T_{++}\|^2\left(\sigma _+\sigma _{}\right)𝑑\theta `$ $`={\displaystyle \frac{T}{2\pi }}{\displaystyle _{\mathrm{}}^{\mathrm{}}}𝑑\theta {\displaystyle \frac{1}{1+e^{2(t1)(\theta \theta _B)}}}{\displaystyle \frac{d}{d\theta }}\mathrm{ln}{\displaystyle \frac{1+e^{W/2T}e^{ϵ/T}}{1+e^{W/2T}e^{ϵ/T}}}`$ (A5) In the limit $`t\mathrm{}`$, this becomes then $$I=\frac{T}{2\pi }2\mathrm{sinh}(W/2T)e^{ϵ_\pm (\theta _B)/T}$$ (A6) Replacing $`ϵ_\pm `$ by his classical expression reproduces then the result (21). ## B Low temperature expansion. The remarkable relation $$I(W,T)=I(W,T=0)+\frac{\pi ^2T^2t}{3}\frac{d^2I}{dW^2}(W,T=0)$$ (B1) was initially discovered, following a Keldysh expansion of the left and right hand sides, in the context of dissipative quantum mechanics in . In (B1), $`W`$ is the chemical potential defined in the text - it would coincide with the Hall voltage $`V`$ in the context of the fractional quantum Hall effect . We shall now prove that the current obtained from the TBA does satisfy this relation indeed: as (B1) involves out of equilibrium quantities and the temperature, it provides a very non trivial verification that a Landauer Buttiker type approach can safely be applied to integrable quasi particles. To start, we recall the general expression for the current (18) $$I=\frac{1}{2\pi }_{\mathrm{}}^{\mathrm{}}𝑑\theta \frac{dϵ}{d\theta }\left(\frac{1}{1+e^{(ϵW/2)/T}}\frac{1}{1+e^{(ϵ+W/2)/T}}\right)\frac{1}{1+e^{2(t1)(\theta \theta _B)}}$$ (B2) where $`ϵ`$ itself is a function of $`T`$. Recall also the value $$e^{ϵ(\theta =\mathrm{},T)/T}=\frac{\mathrm{sinh}(t1)W/2tT}{\mathrm{sinh}W/2tT}$$ (B3) We will only be interested in the terms of order $`T`$ and $`T^2`$ in the current: we can therefore drop exponentially small contributions, which makes matters considerably simpler. For instance, only the first term in (B2) contributes, and the value of $`ϵ(\mathrm{},T)`$ coincides at this order with its value for $`T=0`$, $`ϵ(\mathrm{},0)ϵ_{min}=\frac{t2}{2t}W`$. To proceed, we consider the first term in (B2) and assume first that $`ϵ(\theta )`$ takes its $`T=0`$ value. The finite $`T`$ corrections (we denote them by $`\delta I^{(1)}`$) then entirely arise from a simple generalization of Sommerfeld’s expansion in the case of free electrons. We use here the same notations as in the appendix of . Introducing the function $$H(ϵ)=\frac{1}{1+\left[\frac{T_B}{e^{\theta (ϵ)}}\right]^{2(t1)}}$$ (B4) we find $`I`$ $`=`$ $`{\displaystyle \frac{1}{2\pi }}{\displaystyle \frac{1}{1+e^{(ϵ_{min}W/2)/T}}}{\displaystyle _{ϵ_{min}}^{\frac{W}{2}}}𝑑ϵ^{}H(ϵ^{})`$ (B5) $`+`$ $`{\displaystyle \frac{1}{2\pi }}{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{1}{n!}}{\displaystyle \frac{d^{n1}}{dϵ^{n1}}}H\|_{ϵ=W/2}{\displaystyle _{ϵ_{min}}^{\mathrm{}}}(ϵ{\displaystyle \frac{W}{2}})^n\times {\displaystyle \frac{d}{dϵ}}{\displaystyle \frac{1}{1+e^{(ϵW/2)/T}}}`$ (B6) Since we neglect exponentially small terms, we can neglect the filling fraction in the first prefactor, and replace the bound of integration in the integral by $`\mathrm{}`$, using the fact that $`ϵ_{min}<\frac{W}{2}`$. It follows similarly that only terms with $`n`$ even contribute to the series, and therefore, to leading order, $$\delta I^{(1)}=\frac{1}{2\pi }_{ϵ_{min}}^{W/2}𝑑ϵ^{}H(ϵ^{})+a_1\frac{T^2}{2\pi }\frac{d}{dϵ}H\|_{ϵ=W/2}$$ (B7) The first term is nothing but $`I(W,T=0)`$. As for the second, $`a_1`$ is the standard constant of the Sommerfeld expansion $$a_1=_{\mathrm{}}^{\mathrm{}}\frac{ϵ^2}{2!}\times \frac{d}{dϵ}\frac{1}{1+e^ϵ}dϵ=\frac{\pi ^2}{6}$$ (B8) At the order we are working, we finally obtain $$\delta I^{(1)}(T)=T^2\frac{\pi }{12}\left(\frac{dϵ}{d\theta }\|_{\theta =A}\right)^1\frac{dH}{d\theta }\|_{\theta =A}$$ (B9) where $`A`$ is the Fermi momentum introduced in the text. One has on the other hand $$\frac{dH}{d\theta }=\frac{t1}{2\mathrm{cosh}^2(t1)(A\theta _B)}$$ To proceed, we must also take into account the changes of $`ϵ`$ with temperature in the initial expression of the current. The leading order correction turns out to be of order $`T^2`$ then: this gives a second contribution $`\delta I^{(2)}`$ to the change of the current, and shows that there are no crossed terms to this order. Neglecting the exponentially small terms as before, the TBA equations for $`ϵ`$ do not need the introduction of other pseudo energies and read $$ϵ(\theta )=e^\theta T_{\mathrm{}}^{\mathrm{}}\mathrm{\Phi }(\theta \theta ^{})\mathrm{ln}\left(1+e^{(ϵ(\theta ^{})W/2)/T}\right)𝑑\theta ^{}$$ (B10) Integrations by part and Sommerfeld expansion give, as in the study of $`I^{(1)}`$, a leading correction going as $`T^2`$. We can thus write $`ϵ(\theta ,T)=ϵ(\theta ,T=0)+T^2\delta ϵ`$, where we find $$\delta ϵ(\theta )_{\mathrm{}}^A\varphi (\theta \theta ^{})\delta ϵ(\theta ^{})𝑑\theta ^{}=a_1T^2\left(\frac{dϵ}{d\theta }\|_{\theta =A}\right)^1\varphi (\theta A)$$ (B11) This equation is solved by introducing the operator $`L`$ of . Calling the integral operator on the left of (B11) $`\widehat{I}\widehat{K}`$ (where $`\widehat{I}`$ is the identity), one has $`\widehat{I}+\widehat{L}=\frac{\widehat{I}}{\widehat{I}\widehat{K}}`$. Using that $`\left(\widehat{I}+\widehat{K}\right)\varphi =L`$, it follows that $$\delta ϵ(\theta )=a_1T^2\left(\frac{dϵ}{d\theta }\|_{\theta =A}\right)^1L(\theta ,A)$$ (B12) Using the value $$\frac{dϵ}{d\theta }\|_A=\frac{W}{\sqrt{2t}}$$ (B13) determined from , we find therefore $$ϵ(\theta ,T)=ϵ(\theta ,T=0)T^2\frac{\pi ^2}{3W\sqrt{2/t}}L(\theta ,A)$$ (B14) Of course, the operator $`L`$ can be made explicit: $$L(\theta ,\theta ^{})=L(\theta ^{},\theta )=\varphi (\theta \theta ^{})+_{\mathrm{}}^A\varphi (\theta \theta ^{\prime \prime })\varphi (\theta ^{\prime \prime }\theta ^{})𝑑\theta ^{\prime \prime }+\mathrm{}$$ (B15) The quantity $`ϵ`$ we use here is related with another quantity $`ϵ_+^h`$ introduced in the main text (26), and studied in great details in , by $`ϵ=\frac{W}{2}ϵ_+^h`$. In the latter reference, the following identity is established: $$L(\theta ,A)=\sqrt{2t}W\frac{d^2ϵ}{dW^2}.$$ (B16) Using this and integrating by parts, we find $$\delta I^{(2)}(T)=T^2\frac{\pi }{6W}\sqrt{\frac{t}{2}}_{\mathrm{}}^A𝑑\theta L(\theta ,A)\frac{dH}{d\theta }$$ (B17) So collecting all terms, $$I(T)=I(T=0)+T^2\frac{\pi }{6W}\sqrt{\frac{t}{2}}\left[\frac{dH}{d\theta }\|_A+_{\mathrm{}}^AL(\theta ,A)\frac{dH}{d\theta }𝑑\theta \right]$$ (B18) To conclude, we now turn to derivatives of the current with respect to $`W`$ at vanishing temperature. The current is usually written as $$I(T=0)=_{\mathrm{}}^A\rho (\theta )H(\theta )𝑑\theta $$ (B19) where the density $`\rho `$ is given by $`\rho =\frac{1}{2\pi }\frac{dϵ_+^h}{d\theta }`$. Using integration by parts, one has $$\frac{dI}{dW}=\frac{1}{2\pi }_{\mathrm{}}^A\frac{dϵ_+^h}{dW}\frac{dH}{d\theta }𝑑\theta $$ (B20) Taking another derivative, using (B13) and (B16), one finds $$\frac{d^2I}{dW^2}=\frac{1}{2\pi W}\sqrt{\frac{1}{2t}}\left[\frac{dH}{d\theta }\|_A+_{\mathrm{}}^AL(\theta ,A)\frac{dH}{d\theta }𝑑\theta \right]$$ (B21) and thus, comparing with (B18) $$I(W,T)=I(W,T=0)+t\frac{\pi ^2T^2}{3}\frac{d^2I}{dW^2}(W,T=0)$$ (B22) (this, up to exponentially small terms and higher order analytical terms), thus proving the identity. As commented in the main text and in , the differential conductance for $`g<\frac{1}{2}`$ is negative for large enough $`W/T_B`$ (this result does not rely on the Bethe ansatz, and is a simple consequence of the non linear $`IW`$ curve present in the Luttinger liquid). It follows from (B1) that for such values of $`g`$, the current in the fractional quantum Hall problem diminishes when $`T`$ is increased from $`T=0`$, provided $`W/T_B`$ is large enough. This is a rather counterintuitive phenomenon: a priori, one expects that, the larger $`T`$, the more energy there is, and therefore the less important the backscattering should be. Of course, the current depends on more complex details than the overall energy, and it is well possible that $`W,T`$, and the non trivial interactions produce an overall less efficient population of quasi-particles, even though $`T`$ is increased. Notice that the current can also decrease when $`T`$ is turned on now at fixed $`U`$, as is clear on figure 5. To conclude, observe that, using (B1) together with the duality relation at $`T=0`$, the same relation is found to hold to order $`T^2`$, in agreement with the fact that the duality relation should actually hold at any temperature.
warning/0007/hep-th0007141.html	ar5iv	text	# 1 Introduction ## 1 Introduction Various properties of $`D`$-branes in flat backgrounds are now well understood from the sigma model approach as well as from the exact conformal field theory (CFT) approach. In the former one, a $`D`$-brane is a submanifold of the target space on which the boundary of the worldsheet is lying. By construction, geometrical data such as the position and the shape of the brane are obvious. In the latter case, we have a boundary CFT and a $`D`$-brane is described by the boundary state. The geometrical data of branes are encoded in the boundary states and can be retrieved by acting the string coordinate on the states. In the case of curved backgrounds, however, this correspondence between the geometry of $`D`$-branes and the boundary states is not so straightforward since we do not know the precise relation between the exact CFT and the target space. Even if we can construct a boundary state subject to an appropriate boundary condition, we are left with the problem to extract the geometrical information from the resulting state. The $`D`$-branes in group manifolds have recently attracted much attention . They give us an example of curved branes in the non-trivial backgrounds. The corresponding worldsheet theory is the Wess-Zumino-Witten (WZW) model and is exactly solvable. We can therefore take both approaches of the sigma model and the exact CFT to analyze the branes. A group manifold is a good example to study the geometrical interpretation of $`D`$-branes. <sup>1</sup><sup>1</sup>1There are also several works studying the case of the Calabi-Yau manifold . In the WZW model on the group manifold $`G`$, we have the $`G\times G`$ symmetry of the left- and the right-translations. Correspondingly, we have the left- and the right-moving current, $`J(z)`$ and $`\stackrel{~}{J}(\overline{z})`$, respectively. The gluing condition that preserves the diagonal part of $`G\times G`$ takes the following form $$J+\stackrel{~}{J}=0.$$ (1.1) This condition implies that the worldvolume of the $`D`$-brane coincides with a conjugacy class of $`G`$ . In exact CFT, one can solve the same problem to obtain the boundary states satisfying the above condition . Since these two approaches treat the same object, we expect that it is possible to relate the boundary states with the conjugacy class of $`G`$. Although there is an argument based on the wave function of the string zero modes, a more direct correspondence including the oscillator modes is desirable. In this paper, we study the above problem of the relation between the geometry of $`D`$-branes and the boundary states for the case of $`G=SU(2)`$, focusing on the construction of boundary states in terms of group variables. We treat directly the left- and the right-moving group variables, $`g_L(z)`$ and $`g_R(\overline{z})`$, rather than the currents $`J(z)`$ and $`\stackrel{~}{J}(\overline{z})`$. By using the group variables, the geometrical meaning of the boundary state is manifest. This paper is organized as follows. In the next section, we review some of the known results about the $`D`$-brane in the $`SU(2)`$ group manifold. We also discuss the structure of the wave function for the boundary states found by Cardy . In Section 3, we propose the matching condition of the left- and the right-moving group variables corresponding to the $`D`$-brane wrapped around the conjugacy class. We then construct the boundary states which satisfy the matching condition using the free field realization . We require invariance of the states under the Weyl group of the current algebra, and show that the resulting states coincide with Cardy’s states. This fact clarifies the geometrical meaning of Cardy’s states. The final section is devoted to discussions. ## 2 $`D`$-brane in the $`SU(2)`$ group manifold In this section, we briefly review some properties of the $`D`$-branes in the WZW model. We first recall some basic facts about the functions on a group manifold. Let $`(\pi ,V_\pi )`$ be a unitary irreducible representation of a compact group $`G`$ and take $`\{\|m\}`$ to be an orthonormal basis of $`V_\pi `$. Then, the matrix element $`\pi _{mn}`$ is written as $`\pi _{mn}(g)`$ $`=m\|\pi (g)\|n,gG,`$ (2.1) or equivalently, $`\pi (g)\|n`$ $`=\|m\pi _{mn}(g).`$ (2.2) The set $`\{\pi _{mn}\}`$ form a basis of $`L^2(G)`$, the space of all square integrable functions on $`G`$. They are orthogonal to each other <sup>2</sup><sup>2</sup>2Here, $`\overline{\pi }`$ stands for the complex conjugate of $`\pi `$., $$_G𝑑g\overline{\pi _{ij}(g)}\pi _{kl}^{}(g)=\{\begin{array}{cc}0\hfill & \text{if }\pi \pi ^{},\hfill \\ \frac{1}{\text{dim}\pi }\delta _{ik}\delta _{jl}\hfill & \text{if }\pi =\pi ^{},\hfill \end{array}$$ (2.3) which is known as Schur’s orthogonality relation. We denote the conjugacy class including an element $`t`$ as $`𝒞(t)`$, $$𝒞(t)=\{gtg^1,gG\}.$$ (2.4) A function $`\psi (x)`$ invariant under the adjoint action $`xgxg^1`$ of $`G`$ is called a class function, since it is constant along the conjugacy class. The character $`\chi _\pi (g)`$ of the representation $`\pi `$ is defined as $$\chi _\pi (g)=\underset{V_\pi }{\mathrm{Tr}}\pi (g)=\underset{m}{}\pi _{mm}(g).$$ (2.5) One can take $`\chi _\pi `$ as an orthonormal basis of the class functions. In fact, $$_G𝑑g\overline{\chi _\pi (g)}\chi _\pi ^{}(g)=\delta _{\pi \pi ^{}},$$ (2.6) which follows from (2.3). The $`\delta `$-function $`\delta (g,g^{})`$ on $`G`$ is characterized by the equation $$f(g)=_G𝑑g^{}\delta (g,g^{})f(g^{}),fL^2(G).$$ (2.7) We can write down the $`\delta `$-function in terms of $`\pi _{mn}`$, $$\delta (g,g^{})=\underset{\pi ;m,n}{}(\text{dim}\pi )\pi _{mn}(g)\overline{\pi _{mn}(g^{})}=\underset{\pi }{}(\text{dim}\pi )\chi _\pi (gg_{}^{}{}_{}{}^{1}),$$ (2.8) where the sum is over all the unitary irreducible representations of $`G`$. Making a superposition of $`\delta `$-functions over the conjugacy class $`𝒞(t)`$, we can also write the $`\delta `$-function $`\delta _t`$ that concentrates on $`𝒞(t)`$, $$\delta _t(g)=_G𝑑g^{}\delta (g^{}tg_{}^{}{}_{}{}^{1},g)=\underset{\pi }{}\chi _\pi (t)\overline{\chi _\pi (g)}.$$ (2.9) From the left- and the right-translation on $`G`$, we obtain a natural action of $`G\times G`$ on $`L^2(G)`$, $`(L_g\psi )(x)`$ $`=\psi (g^1x),`$ (2.10) $`(R_g\psi )(x)`$ $`=\psi (xg).`$ Taking $`\psi =\overline{\pi }_{mn}`$, we obtain $`(L_g\overline{\pi }_{mn})(x)`$ $`=\overline{\pi }_{ln}(x)\pi _{lm}(g),`$ (2.11) $`(R_g\overline{\pi }_{mn})(x)`$ $`=\overline{\pi }_{ml}(x)\overline{\pi }_{ln}(g),`$ which means that $`\overline{\pi }_{mn}`$ transforms as $`\pi \times \overline{\pi }`$ of $`G\times G`$. $`L^2(G)`$ is therefore decomposed in the following form $$L^2(G)\underset{i}{}V_{\pi _i}V_{\overline{\pi _i}},$$ (2.12) where the sum is over all the unitary irreducible representations of $`G`$. The wave function of a particle on $`G`$ is an element of $`L^2(G)`$. Hence, the Hilbert space of the quantum mechanics on $`G`$ is identified with $`L^2(G)`$ and has the structure of (2.12). Using the basis given in (2.2), we can write a basis of the Hilbert space in the form of $`\|m\overline{\|n}`$. From the transformation property (2.11) of $`\pi _{mn}`$, we can identify $`\|m\overline{\|n}`$ with the wave function $`\overline{\pi }_{mn}`$, $$\overline{\pi }_{mn}\frac{1}{\sqrt{\text{dim }\pi }}\|m\overline{\|n},\|m,\|nV_\pi .$$ (2.13) The factor $`1/\sqrt{\text{dim }\pi }`$ is necessary to preserve the inner product of (2.3). Let us consider the case of string theory. In the WZW model, we have two chiral currents $`J`$ and $`\stackrel{~}{J}`$ corresponding to the left- and the right-translation on $`G`$: $`J(z)`$ $`={\displaystyle \underset{n}{}}J_n^aT^az^{n1}=kgg^1,`$ (2.14) $`\stackrel{~}{J}(\overline{z})`$ $`={\displaystyle \underset{n}{}}\stackrel{~}{J}_n^aT^a\overline{z}^{n1}=kg^1\overline{}g.`$ Here we parametrize the worldsheet by the coordinates $`(z,\overline{z})`$, and $`k`$ is the level of the model. The $`T^a`$ are generators of the Lie algebra of the group $`G`$. In the presence of $`D`$-branes, the string worldsheet has boundaries and we have to impose an appropriate gluing condition for the currents. The most natural choice is the Neumann-type <sup>3</sup><sup>3</sup>3Here we take the closed-string point of view; the boundary is placed at $`\text{Re}z=0`$. In the open-string channel, we take the boundary at $`\text{Im}z=0`$ and the Neumann boundary condition turns out to be $`J_n^a=\stackrel{~}{J}_n^a`$. $$J_n^a+\stackrel{~}{J}_n^a=0,$$ (2.15) which preserves the diagonal part of the $`G\times G`$ symmetry on the worldsheet. Since the energy-momentum tensor $`T(z)=_nL_nz^{n2}`$ of the WZW model is a quadratic form of the current $`J(z)`$, the above condition assures that half of the conformal symmetry is also preserved: $$L_n\stackrel{~}{L}_n=0.$$ (2.16) Hence, the gluing condition (2.15) is compatible with the conformal invariance. As is shown in , the Neumann-type condition (2.15) implies that the boundary of the worldsheet is constrained within one of the conjugacy classes of $`G`$, $$g(z,\overline{z})\|_{z+\overline{z}=0}𝒞(t).$$ (2.17) In other words, the worldvolume of the $`D`$-brane coincides with the conjugacy classes. In order to understand this result, let us consider the wave function $`\psi (x)`$ for the string zero mode. As eq.(2.10) shows, $`J+\stackrel{~}{J}`$ is the generator of the adjoint action $`xgxg^1`$. The gluing condition (2.15) therefore means that the wave function should obey the relation $`\psi (gxg^1)=\psi (x)`$, i.e., the wave function is a class function. Among the class functions, we have the $`\delta `$-function $`\delta _t`$ given in (2.9) that is concentrated on a specific conjugacy class $`𝒞(t)`$. If we take it as the wave function of string, the corresponding state is nothing but a $`D`$-brane wrapped around the conjugacy class $`𝒞(t)`$. For $`G=SU(2)S^3`$, a generic conjugacy class is isomorphic to a 2-sphere $`S^2`$. In addition to this, there are two conjugacy classes, $`𝒞(1)`$ and $`𝒞(1)`$, consisting of a point. We can parametrize the conjugacy classes by the element $`t=e^{i\theta \sigma ^3}`$ of the maximal torus $`TS^1`$. <sup>4</sup><sup>4</sup>4 Our convention is $`\sigma ^1=\left(\begin{array}{cc}0& 1\\ 1& 0\end{array}\right),\sigma ^2=\left(\begin{array}{cc}0& i\\ i& 0\end{array}\right),\sigma ^3=\left(\begin{array}{cc}1& 0\\ 0& 1\end{array}\right)`$. More precisely, what parametrizes the conjugacy class is $`T/W`$, where $`W`$ is the Weyl group of $`G`$. For $`G=SU(2)`$, $`W=_2`$ and $`t`$ takes values in $`S^1/_2`$. The parameter $`\theta [0,\pi ]`$ coincides with the latitude in $`S^3`$, where $`\theta =0`$ and $`\pi `$ correspond to the north and the south pole of $`S^3`$, respectively. From the quantization of the Dirac flux on the worldvolume, only a finite number of classes are allowed , namely $`\theta =\pi \frac{2\alpha }{k},\alpha =0,1/2,1,\mathrm{},k/2`$. We therefore have $`k1`$ 2-branes, which correspond to the ‘regular’ conjugacy classes, and two 0-branes, which are located at the north and the south pole. If we suppose that the worldvolume of the $`D`$-brane exactly coincides with the conjugacy class, the wave function of the string zero mode for the boundary state would be the $`\delta `$-function (2.9). For the $`D`$-brane at $`\theta =\pi \frac{2\alpha }{k}`$, we obtain the wave function $`\psi _\alpha ^k`$ as follows $$\psi _\alpha ^k(\theta )\delta _{t=e^{i\pi \frac{2\alpha }{k}\sigma ^3}}(e^{i\theta \sigma ^3})=\underset{j=0,1/2,1,\mathrm{}}{}\chi _j(\pi \frac{2\alpha }{k})\overline{\chi _j(\theta )}.$$ (2.18) Here, we write the $`su(2)`$ character $`\chi _j`$ of the irreducible representation with spin $`j`$ as a function of $`\theta `$ rather than the group element $`t`$, $$\chi _j(\theta )=\underset{V_j}{\mathrm{Tr}}e^{i\theta \sigma ^3}=\frac{\mathrm{sin}((2j+1)\theta )}{\mathrm{sin}\theta },$$ (2.19) where $`V_j`$ is the representation space of spin $`j`$. We can analyze the branes in $`SU(2)`$ from the point of view of the exact CFT. The WZW model for $`G=SU(2)`$ with level $`k`$ is described by a CFT with the current algebra $`\widehat{su}(2)_k`$ and the diagonal modular invariant partition function. In this CFT, there are a finite number of primary fields, which are labeled by the $`\widehat{su}(2)_k`$ integrable highest weight $`j=0,1/2,1,\mathrm{},k/2`$. The Hilbert space of the CFT therefore takes the form $$\underset{j=0,1/2,1,\mathrm{},k/2}{}\widehat{V}_j\widehat{V}_{\overline{ȷ}},$$ (2.20) where $`\widehat{V}_j`$ is the irreducible representation of $`\widehat{su}(2)_k`$ with spin $`j`$ and $`\overline{ȷ}`$ is the complex conjugate of the $`su(2)`$ representation $`j`$. The left-moving sector of string acts on $`\widehat{V}_j`$ while the right-moving one acts on $`\widehat{V}_{\overline{ȷ}}`$. This structure of the Hilbert space is analogous to the spectrum (2.12) of a particle on $`G`$. Actually, the ground states of $`\widehat{V}_j`$ transform as the representation of spin $`j`$ under the action of the $`su(2)`$ subalgebra $`J_0^a`$. They represent the wave function of the zero modes of string and we denote them as $`V_j`$. Schematically, $`\widehat{V}_j=\{J_n^a\}V_j`$. For the worldsheet with boundaries, we have to impose the gluing condition (2.15) at the boundary. The boundary states subject to the gluing condition (2.15) have been obtained by Ishibashi and are called the Ishibashi states. They are labeled by the spin $`j`$ and we denote them as $`\|j_I`$ $$\|j_I=\underset{N}{}\|j,N\overline{\|j,N},$$ (2.21) where $`\|j,N`$ is an orthonormal basis of $`\widehat{V}_j`$ and $`\overline{\|j,N}`$ is its complex conjugate. One can show that the Ishibashi states $`\|j_I`$ satisfy the following equation $${}_{I}{}^{}j\|q^{\frac{1}{2}(L_0+\stackrel{~}{L}_0\frac{c}{24})}z^{\frac{1}{2}(J_0^3\stackrel{~}{J}_0^3)}\|j^{}_{I}^{}=\delta _{jj^{}}\widehat{\chi }_j(\tau ,\nu ),$$ (2.22) We write $`q=e^{2\pi i\tau }`$, $`z=e^{2\pi i\nu }`$, and the central charge $`c`$ takes the value $`c=\frac{3k}{k+2}`$. $`\widehat{\chi }_j`$ is the character of the irreducible representation $`\widehat{V}_j`$ of $`\widehat{su}(2)_k`$, $$\widehat{\chi }_j(\tau ,\nu )=\underset{\widehat{V}_j}{\mathrm{Tr}}q^{L_0\frac{c}{24}}z^{J_0^3}=\frac{\vartheta _{2j+1,k+2}\vartheta _{2j1,k+2}}{\vartheta _{1,2}\vartheta _{1,2}}(\tau ,\nu ),$$ (2.23) where the theta function $`\vartheta _{a,b}`$ is $$\vartheta _{a,b}(\tau ,\nu )=\underset{m+\frac{a}{2b}}{}\mathrm{exp}(2\pi ib(\tau m^2+\nu m)).$$ (2.24) A generic boundary state satisfying the gluing condition (2.15) is a linear combination of the Ishibashi states. In this sense, the Ishibashi state is the building block of the boundary states. However, we can not take an arbitrary combination of them because of the constraint from the modular invariance . Suppose that we have two boundary conditions $`\alpha `$ and $`\beta `$ satisfying the gluing condition (2.15), and denote the corresponding boundary state as $`\|\alpha `$ and $`\|\beta `$. We can calculate the annulus amplitude with the boundary conditions $`\alpha `$ and $`\beta `$ in two different ways. From the closed string channel, the amplitude can be calculated as $$\alpha \|q^{\frac{1}{2}(L_0+\stackrel{~}{L}_0\frac{c}{24})}z^{\frac{1}{2}(J_0^3\stackrel{~}{J}_0^3)}\|\beta .$$ (2.25) From the open string channel, the above amplitude is the trace over the open string Hilbert space and counts the spectrum of the open string with the boundary conditions $`\alpha `$ and $`\beta `$. Since the gluing condition (2.15) preserves the $`\widehat{su}(2)_k`$ symmetry, the spectrum is a direct sum of the irreducible representations of $`\widehat{su}(2)_k`$. The annulus amplitude (2.25) should therefore be a sum of the $`\widehat{su}(2)_k`$ characters with integer coefficients. This requirement for the annulus amplitude restricts the form of the boundary states. Cardy solved this problem and obtained the allowed form of the states. We call them Cardy’s states and denote them as $`\|\alpha _C`$ $$\|\alpha _C=\underset{j}{}S_{\alpha j}\frac{1}{\sqrt{S_{0j}}}\|j_I.$$ (2.26) Here the sum is over all the integrable highest weights $`j=0,1/2,1,\mathrm{},k/2`$. $`S_{ij}`$ is the modular transformation matrix <sup>5</sup><sup>5</sup>5Here, we set $`\nu =0`$. $$\widehat{\chi }_i(1/\tau )=\underset{j}{}S_{ij}\widehat{\chi }_j(\tau ).$$ (2.27) For $`\widehat{su}(2)_k`$, it takes the following form $$S_{ij}=\sqrt{\frac{2}{k+2}}\mathrm{sin}\left(\frac{\pi (2i+1)(2j+1)}{k+2}\right).$$ (2.28) As is seen from the definition (2.26), Cardy’s states $`\|\alpha _C`$ are also labeled by the integrable highest weight $`\alpha =0,1/2,1,\mathrm{},k/2`$. Hence we have $`k+1`$ boundary states, or $`k+1`$ branes, which are subject to the gluing condition (2.15) and satisfy the modular invariance. The map (2.13) between the square integrable function and the state of quantum mechanical particle on $`G`$ enables us to read off the wave function corresponding to the boundary state. For example, the wave function for the Ishibashi state (2.21) can be obtained as follows $$\begin{array}{cc}\hfill \|j_I& =\underset{jmj}{}\|j,m\overline{\|j,m}+\text{states with oscillators}\hfill \\ & \sqrt{2j+1}\underset{jmj}{}\overline{\pi }_{mm}=\sqrt{2j+1}\overline{\chi }_j.\hfill \end{array}$$ (2.29) Here $`\|j,m`$ is the orthonormal basis of $`V_j`$ and $`m`$ is the weight $`J_0^3=m`$. This equation shows that the Ishibashi state $`\|j_I`$ corresponds to the $`su(2)`$ character $`\chi _j`$ up to normalization. Using this fact, we can obtain the wave function $`\widehat{\psi }_\alpha ^k`$ corresponding to Cardy’s state $`\|\alpha _C`$ <sup>6</sup><sup>6</sup>6The wave function for Cardy’s states is also discussed in ref.. $$\begin{array}{cc}\hfill \|\alpha _C& =\underset{j=0,1/2,1,\mathrm{},k/2}{}S_{\alpha j}\frac{1}{\sqrt{S_{0j}}}\|j_I\hfill \\ & \widehat{\psi }_\alpha ^k(\theta )\frac{S_{\alpha 0}}{\sqrt{S_{00}}}\underset{j=0,1/2,1,\mathrm{},k/2}{}\sqrt{\frac{2j+1}{[2j+1]_q}}\chi _j(\pi \frac{2\alpha +1}{k+2})\overline{\chi }_j(\theta ).\hfill \end{array}$$ (2.30) Here we have used the relations $`{\displaystyle \frac{S_{\alpha j}}{S_{\alpha 0}}}`$ $`=\chi _j(\pi \frac{2\alpha +1}{k+2}),`$ (2.31) $`{\displaystyle \frac{S_{0j}}{S_{00}}}`$ $`=\chi _j(0)=[2j+1]_q,q=e^{i\frac{2\pi }{k+2}},`$ (2.32) and the $`q`$-number $`[n]_q`$ defined by $$[n]_q=\frac{q^{\frac{n}{2}}q^{\frac{n}{2}}}{q^{\frac{1}{2}}q^{\frac{1}{2}}}.$$ (2.33) One can see that the wave function $`\widehat{\psi }_\alpha ^k`$ for Cardy’s state $`\|\alpha _C`$ has almost the same form as the wave function $`\psi _\alpha ^k`$ (2.18) obtained under the assumption that the worldvolume of the $`D`$-brane exactly coincides with the conjugacy class. The differences between these two are: (1) $`\widehat{\psi }_\alpha ^k`$ has the additional factor $`\sqrt{\frac{2j+1}{[2j+1]_q}}`$ (2) The sum over the spin $`j`$ is restricted to $`jk/2`$ for $`\widehat{\psi }_\alpha ^k`$ (3) $`k`$ and $`2\alpha `$ is shifted to $`k+2`$ and $`2\alpha +1`$, respectively, in $`\widehat{\psi }_\alpha ^k`$. Clearly, these differences disappear in the limit of $`k\mathrm{}`$ with $`\frac{2\alpha }{k}`$ fixed, since $`[n]_q`$ reduces to $`n`$ as $`q1`$. Therefore, we can regard the wave function $`\psi _\alpha ^k`$ as the $`k\mathrm{}`$ (or the classical) limit of the wave function $`\widehat{\psi }_\alpha ^k`$ for Cardy’s state. For finite $`k`$, the $`D`$-brane wrapped around the conjugacy class is described by Cardy’s state. We can consider that the difference between $`\psi _\alpha ^k`$ and $`\widehat{\psi }_\alpha ^k`$ for finite $`k`$ is the quantum effect, which vanish in the classical limit $`k\mathrm{}`$. Instead of the gluing condition (2.15), one can take a ‘twisted’ form $$J_n^a+\omega (\stackrel{~}{J}_n^a)=0,$$ (2.34) where $`\omega `$ is a Lie algebra automorphism. This includes the Dirichlet boundary condition in the case of the flat background, for which $`\omega `$ acts as a rotation of the right-moving coordinates. Since $`\omega `$ does not change the energy-momentum tensor, the conformal invariance is also preserved under the twisted gluing condition (2.34). The construction of the boundary states proceeds in the way similar to the ordinary gluing condition . For the WZW model, a natural choice for $`\omega `$ is an automorphism of the horizontal subalgebra. For such $`\omega `$, the worldvolume corresponding to the gluing condition (2.34) is a ‘twisted’ version of the conjugacy class $$𝒞^\omega (t)=\{gt\omega (g)^1,gG\}.$$ (2.35) This fact is easily understood in terms of the wave function, in the same way as the Neumann-type condition (2.15). Namely, with the gluing condition (2.34), one can show that the wave function $`\psi (x)`$ should satisfy $`\psi (gx\omega (g)^1)=\psi (x)`$, which is obviously related with the twisted conjugacy class (2.35). If we take $`\omega `$ as an inner automorphism $`\omega (\lambda )=\omega \lambda \omega ^1`$, $`C^\omega `$ is isomorphic to the ordinary conjugacy class (2.4) $$C^\omega (t)=\{gt(\omega g\omega ^1)^1,gG\}=\{g(t\omega )g^1\omega ^1,gG\}=C(t\omega )\omega ^1.$$ (2.36) On the other hand, for an outer automorphism, $`C^\omega `$ has in general a topology different from the ordinary class . One can regard this fact as a generalization of the well-known behavior of $`D`$-branes on a torus under the $`T`$-duality transformation. As an example, we take a $`T`$-duality transformation $`X_L(z)+X_R(\overline{z})X_L(z)X_R(\overline{z})`$, which acts on the current $`\stackrel{~}{J}=i\overline{}X_R`$ as an outer automorphism $`\stackrel{~}{J}\stackrel{~}{J}`$. The dimension of the $`D`$-brane worldvolume changes by one under this transformation, which shows that an outer automorphism can change the topology, the dimension in this case, of the worldvolume. ## 3 Free field realization of the boundary condition ### 3.1 Matching condition One of the characteristic features of conformal field theory in two dimensions is the existence of chiral and anti-chiral sectors commuting with each other. For a string coordinate $`X`$ of toroidal compactification, which takes values in $`S^1/`$, we have a decomposition $$X(z,\overline{z})=X_L(z)+X_R(\overline{z}).$$ (3.1) This follows from the equation of motion $`\overline{}X=0`$. Since there is no real holomorphic function except for a constant, we can not decompose $`X`$ into $`X_L`$ and $`X_R`$ within the real functions. This would be the case if we took the Minkowski metric, instead of the Euclidean metric, on the worldsheet. One can regard the boundary condition of a string as a matching condition of the left- and the right-moving sectors. Actually, the Dirichlet boundary condition $$X=X_L+X_R=a\text{(constant)}$$ (3.2) relates the left- and the right-moving coordinates at the boundary and can be considered as a matching condition of $`X_L`$ and $`X_R`$. Since the Dirichlet condition is mapped to the Neumann condition via the $`T`$-duality transformation $`X_RX_R`$, we can also regard the Neumann condition as a matching condition of the two chiral sectors. To summarize, we have two types of matching conditions for a single coordinate $`X`$: $`X_L`$ $`=X_R+a`$ $`\text{(Neumann)},`$ (3.3a) $`X_L`$ $`=X_R+a`$ $`\text{(Dirichlet)}.`$ (3.3b) From these matching conditions, one can obtain the gluing condition for the currents $`J=iX_L`$ and $`\stackrel{~}{J}=i\overline{}X_R`$. <sup>7</sup><sup>7</sup>7In this paper, we use the word ‘matching’ for the boundary condition including the chiral zero modes, while the word ‘gluing’ is used for the condition on the currents, i.e., without the zero modes. To see this, suppose a holomorphic function $`f(z)`$ and an anti-holomorphic one $`\overline{f}(\overline{z})`$ satisfying the matching condition $`f(z)=\overline{f}(\overline{z})`$ along the boundary $`z+\overline{z}=0`$. <sup>8</sup><sup>8</sup>8Note that we take the closed-string point of view, in which the boundary of the worldsheet is placed at $`\text{Re}z=0`$. Then, along the boundary, their derivatives are related as follows, $$f^{}(z)=\frac{d}{dz}f(z)=\frac{d}{dz}\overline{f}(z)=\overline{f}^{}(\overline{z}).$$ (3.4) Applying this relation to $`X_L`$ and $`X_R`$, the matching condition (3.3a) of the Neumann type implies $$J=iX_L=(i\overline{})(X_R+a)=i\overline{}X_R=\stackrel{~}{J},$$ (3.5) which is exactly the Neumann-type gluing condition. We extend this argument to the case of group manifolds. In the WZW model on a group $`G`$, the $`G`$-valued field $`g(z,\overline{z})`$ satisfies the equation of motion $`(g^1\overline{}g)=0`$, which can be solved in the form $$g(z,\overline{z})=g_L(z)g_R(\overline{z})^1.$$ (3.6) In the same way as the case of $`S^1`$, we should consider that the fields $`g_L`$ and $`g_R`$ take values in the complexification $`G^{}`$ of $`G`$. If we take the Minkowski metric on the worldsheet, it is possible to decompose $`g`$ within $`G`$. Note that this decomposition is determined up to a constant group element. In fact, $`g`$ is invariant under the substitution $`g_Lg_LM`$, $`g_Rg_RM`$, $`MG`$. Using the above decomposition (3.6) of $`g`$ in the expressions (2.14) for the currents, one obtains $`J`$ $`=kg_Lg_L^1,`$ (3.7) $`\stackrel{~}{J}`$ $`=k\overline{}g_Rg_R^1.`$ As is explained in the previous section, the gluing condition (2.15) of the Neumann type corresponds to a $`D`$-brane on the conjugacy class. More precisely, the gluing condition restricts the form of the wave function to the class function. Since the gluing condition is linear on the wave function, we can take any superposition of the class functions as the wave function. Consequently, the position of $`D`$-brane is not completely fixed by the gluing condition. In order to specify the position of $`D`$-brane, we have to treat directly the boundary condition including the zero modes, i.e., the matching condition, instead of the gluing condition of the currents. We have seen that the boundary condition in the case of $`S^1`$ can be rewritten as a matching condition of the left- and the right-moving sectors including the chiral zero modes. The boundary condition for the WZW model also admits the formulation as a matching condition. Our proposal is as follows: $$g_L=g_Rt,tG,\text{along the boundary }z+\overline{z}=0.$$ (3.8) Because of the ambiguity in the decomposition (3.6) of $`g`$, $`t`$ is determined up to a conjugation by a group element. In fact, $`t`$ transforms as $`tM^1tM`$, under the change of variables $`g_Lg_LM,g_Rg_RM,MG`$. Therefore, we can specify only the class $`𝒞(t)`$, not a single element $`t`$, in the matching condition (3.8). One can confirm that this condition reproduces the boundary condition $`g\|_{z+\overline{z}=0}𝒞(t)`$ given in (2.17). Actually, $$g=g_Lg_R^1=g_Rtg_R^1𝒞(t).$$ (3.9) The gluing condition (2.15) of the currents also follows from the matching condition (3.8): $$J=kg_Lg_L^1=k(\overline{})(g_Rt)t^1g_R^1=k\overline{}g_Rg_R^1=\stackrel{~}{J}.$$ (3.10) We can also write the twisted boundary condition $`g\|_{z+\overline{z}=0}𝒞^\omega (t)`$ in the same way: $$\omega (g_L)=g_Rt,tG,\text{along the boundary }z+\overline{z}=0.$$ (3.11) For the group element $`g`$, we obtain $$g=g_Lg_R^1=g_Lt\omega (g_L)^1𝒞^\omega (t).$$ (3.12) The currents satisfy the following equation $$\stackrel{~}{J}=k\overline{}g_Rg_R^1=k\omega (g_Lg_L^1)=\omega (J).$$ (3.13) Since $`J`$ can be written as $`_aJ^aT^a=_aJ^{\omega (a)}\omega (T^a)`$, the above equation implies $$\stackrel{~}{J}^{\omega (a)}=J^a,$$ (3.14) which is exactly the twisted gluing condition (2.34). ### 3.2 Free field realization We have seen that a Neumann-type boundary condition can be derived from the matching condition (3.8) of $`g_L`$ and $`g_R`$. We use this fact to obtain the boundary states for the $`D`$-brane wrapped around the conjugacy class of $`SU(2)`$. In order to write the boundary states for the matching condition (3.11) explicitly, we adopt here the free field realization of $`SL(2,)`$ $$g=\left(\begin{array}{cc}1& \gamma \\ 0& 1\end{array}\right)\left(\begin{array}{cc}e^\varphi & 0\\ 0& e^\varphi \end{array}\right)\left(\begin{array}{cc}1& 0\\ \overline{\gamma }& 1\end{array}\right).$$ (3.15) Note that $`\gamma ,\overline{\gamma }\text{ and }\varphi `$ are real fields for $`gSL(2,)`$. In terms of these fields, the worldsheet action $`S`$ for the $`SL(2,)`$ WZW model with level $`\stackrel{~}{k}`$ can be written as $$S=\frac{1}{4\pi }d^2z\left(\phi \overline{}\phi +\beta \overline{}\gamma +\overline{\beta }\overline{\gamma }\beta \overline{\beta }e^{2\phi /\stackrel{~}{\alpha }_+}\frac{2}{\stackrel{~}{\alpha }_+}\phi \sqrt{g}R\right),$$ (3.16) where $`\beta `$ and $`\overline{\beta }`$ are auxiliary fields conjugate to $`\gamma `$ and $`\overline{\gamma }`$, respectively. $`\phi `$ is related with $`\varphi `$ by $$\phi =\stackrel{~}{\alpha }_+\varphi ,\stackrel{~}{\alpha }_+=\sqrt{2\stackrel{~}{k}4}.$$ (3.17) For large $`\varphi `$, one can treat the screening charge perturbatively, and it is possible to consider $`(\beta ,\gamma )`$ and $`(\overline{\beta },\overline{\gamma })`$ as free fields. We therefore have two pairs of bosonic first-order systems and a free boson: $`\gamma (z)`$ $`={\displaystyle \underset{n}{}}\gamma _nz^n,`$ $`\overline{\gamma }(\overline{z})`$ $`={\displaystyle \underset{n}{}}\overline{\gamma }_n\overline{z}^n,`$ $`\beta (z)`$ $`={\displaystyle \underset{n}{}}\beta _nz^{n1},`$ $`\overline{\beta }(\overline{z})`$ $`={\displaystyle \underset{n}{}}\overline{\beta }_n\overline{z}^{n1},`$ $`\phi (z,\overline{z})`$ $`=\phi _L(z)+\phi _R(\overline{z}),`$ (3.18) $`\phi _L(z)`$ $`=x_Lip_L\mathrm{ln}z+i{\displaystyle \underset{n0}{}}{\displaystyle \frac{1}{n}}\alpha _nz^n,`$ $`\phi _R(\overline{z})`$ $`=x_Rip_R\mathrm{ln}\overline{z}+i{\displaystyle \underset{n0}{}}{\displaystyle \frac{1}{n}}\stackrel{~}{\alpha }_n\overline{z}^n.`$ These fields satisfy the following OPE, $`\phi (z,\overline{z})\phi (w,\overline{w})\mathrm{ln}\|zw\|^2,`$ (3.19) $`\beta (z)\gamma (w){\displaystyle \frac{1}{zw}},\overline{\beta }(\overline{z})\overline{\gamma }(\overline{w}){\displaystyle \frac{1}{\overline{z}\overline{w}}}.`$ The commutation relations among the modes are $$[\beta _m,\gamma _n]=\delta _{m+n},[x_L,p_L]=i,[\alpha _m,\alpha _n]=m\delta _{m+n}.$$ (3.20) We regard $`SU(2)`$ with level $`k`$ as $`SL(2,)`$ with $`\stackrel{~}{k}=k`$. We therefore obtain $$\phi =i\alpha _+\varphi ,\alpha _+=i\stackrel{~}{\alpha }_+=\sqrt{2k+4},$$ (3.21) for the case of $`SU(2)`$ instead of (3.17). One can express the currents $`J^a`$ and $`\stackrel{~}{J}^a`$ as differential operators acting on the functions of $`(\gamma ,\overline{\gamma }`$, $`\varphi )`$: $$\begin{array}{cc}\hfill J^+& =\frac{}{\gamma },\hfill \\ \hfill J^3& =\gamma \frac{}{\gamma }+\frac{1}{2}\frac{}{\varphi },\hfill \\ \hfill J^{}& =\gamma ^2\frac{}{\gamma }\gamma \frac{}{\varphi }e^{2\varphi }\frac{}{\overline{\gamma }},\hfill \end{array}\begin{array}{cc}\hfill \stackrel{~}{J}^+& =\overline{\gamma }^2\frac{}{\overline{\gamma }}+\overline{\gamma }\frac{}{\varphi }+e^{2\varphi }\frac{}{\gamma },\hfill \\ \hfill \stackrel{~}{J}^3& =\overline{\gamma }\frac{}{\overline{\gamma }}\frac{1}{2}\frac{}{\varphi },\hfill \\ \hfill \stackrel{~}{J}^{}& =\frac{}{\overline{\gamma }}.\hfill \end{array}$$ (3.22) In terms of the free fields, these currents can be written as follows $$\begin{array}{cc}\hfill J^+& =\beta ,\hfill \\ \hfill J^3& =\beta \gamma +\frac{1}{2}\alpha _+i\phi ,\hfill \\ \hfill J^{}& =\beta \gamma ^2\gamma \alpha _+i\phi k\gamma ,\hfill \end{array}\begin{array}{cc}\hfill \stackrel{~}{J}^+& =\overline{\beta }\overline{\gamma }^2+\overline{\gamma }\alpha _+i\overline{}\phi +k\overline{}\overline{\gamma },\hfill \\ \hfill \stackrel{~}{J}^3& =\overline{\beta }\overline{\gamma }\frac{1}{2}\alpha _+i\overline{}\phi ,\hfill \\ \hfill \stackrel{~}{J}^{}& =\overline{\beta }.\hfill \end{array}$$ (3.23) The Sugawara energy-momentum tensor takes the form $$T=\frac{1}{k+2}J^aJ^a=\beta \gamma \frac{1}{2}(\phi )^2\frac{1}{\alpha _+}i^2\phi .$$ (3.24) The vertex operator $`V_{j,m}`$, which has the $`su(2)`$ spin $`j`$ and $`J_0^3=m`$, can be written as $$V_{j,m}=\gamma ^{jm}e^{i\frac{2j}{\alpha _+}\phi }.$$ (3.25) This operator has the conformal dimension $`\mathrm{\Delta }_j=\frac{j(j+1)}{k+2}`$. Since we have a non-vanishing 2-point function $`V_{j1,m}(z)V_{j,m}(0)0`$, the operator $`V_{j1,m}`$ can be considered as the dual of $`V_{j,m}`$. From the expression (3.15) for $`g`$, we can read off the left- and the right-moving part of $`g`$ as follows $`g_L`$ $`=\left(\begin{array}{cc}1& \gamma \\ 0& 1\end{array}\right)\left(\begin{array}{cc}e^{\varphi _L}& 0\\ 0& e^{\varphi _L}\end{array}\right),`$ (3.26) $`g_R`$ $`=\left(\begin{array}{cc}1& 0\\ \overline{\gamma }& 1\end{array}\right)\left(\begin{array}{cc}e^{\varphi _R}& 0\\ 0& e^{\varphi _R}\end{array}\right),`$ where $`\varphi _L`$ and $`\varphi _R`$ are the left- and the right-moving part of $`\varphi `$, respectively. The left-moving part $`g_L`$ is an upper triangular matrix while $`g_R`$ is a lower triangular one. In other words, $`g_L`$ ($`g_R`$) is an element of the Borel group $`B_+`$ ($`B_{}`$) <sup>9</sup><sup>9</sup>9 Here, the Borel group $`B_+`$ is a group of all the upper triangular matrices in $`SL(2,)`$.. Since $`B_+`$ overlaps with $`B_{}`$ only at the diagonal matrices, the matching condition $`g_L=g_Rt`$ is not suitable for the free field expression (3.26). In order to find an appropriate condition, we regard $`SU(2)`$ as a subgroup of $`SL(2,)`$. This is also necessary to perform an analytic continuation from $`SU(2)`$ to $`SL(2,)`$, for which the free field realization (3.15) is introduced. In $`SL(2,)`$, we have a non-trivial involution $`g(g^{})^1`$, which reduces to a trivial one for $`SU(2)`$. Correspondingly, we have two types of extensions of the condition $`g_L=g_Rt`$ to $`SL(2,)`$: $`g_L`$ $`=g_Rt,`$ (3.27a) $`(g_L^{})^1`$ $`=g_Rt.`$ (3.27b) If we stay in $`SU(2)`$, these two conditions are identical. However, $`(g^{})^1g`$ for $`gSL(2,)`$ and the difference between these two expressions is meaningful. Here we take the latter choice (3.27b) to describe the $`D`$-brane in $`SU(2)`$. Since the involution $`g(g^{})^1`$ maps $`B_+`$ to $`B_{}`$, the condition (3.27b) can be applied to the free field expression (3.26). As noticed above, we take the free fields $`(\gamma ,\overline{\gamma },\varphi )`$ to be real. Hence, the matching condition (3.27b) can be written as follows $$\left(\begin{array}{cc}1& 0\\ \gamma & 1\end{array}\right)\left(\begin{array}{cc}e^{\varphi _L}& 0\\ 0& e^{\varphi _L}\end{array}\right)=\left(\begin{array}{cc}1& 0\\ \overline{\gamma }& 1\end{array}\right)\left(\begin{array}{cc}e^{\varphi _R+ia}& 0\\ 0& e^{\varphi _Ria}\end{array}\right).$$ (3.28) Here we write the element $`tT/W`$, which represents the conjugacy class, as $`t=\left(\begin{array}{cc}e^{ia}& 0\\ 0& e^{ia}\end{array}\right)`$, $`a[0,\pi ]`$. From this expression, the boundary condition for the free fields follows immediately $$\begin{array}{ccc}\hfill \gamma & =& \overline{\gamma },\hfill \\ \hfill \phi _L& =& \phi _R+\alpha _+a,\hfill \end{array}$$ (3.29) where we used the relation (3.21) to rewrite $`\varphi `$ with $`\phi `$. One can see that $`\phi `$ satisfies the Neumann-type matching condition (3.3a). In terms of modes, this condition can be written as $`\gamma _n\overline{\gamma }_n`$ $`=0,`$ $`x_Lx_R`$ $`=\alpha _+a,`$ (3.30) $`\beta _n+\overline{\beta }_n`$ $`=0,`$ $`\alpha _n+\stackrel{~}{\alpha }_n`$ $`={\displaystyle \frac{2}{\alpha _+}}\delta _{n,0},`$ where we denote $`p_L`$ and $`p_R`$ as $`\alpha _0`$ and $`\stackrel{~}{\alpha }_0`$, respectively. The condition for $`\beta `$ and $`\overline{\beta }`$ follows from that for $`\gamma `$ and $`\overline{\gamma }`$. The condition for $`\alpha _0`$ and $`\stackrel{~}{\alpha }_0`$ differs from the usual Neumann-type. This is because, as is seen from (3.24), $`\phi `$ has a background charge. To understand this, let us consider a current ($`W(z)`$, $`\stackrel{~}{W}(\overline{z})`$) with background charge $`Q`$, which has the following OPE with the energy-momentum tensor $`T(z)`$: $$T(z)W(w)\frac{1}{(zw)^3}(Q)+\frac{1}{(zw)^2}W(w)+\frac{1}{zw}W(w).$$ (3.31) In terms of modes, we have $$[L_m,W_n]=nW_{m+n}\frac{Q}{2}m(m+1)\delta _{m+n}.$$ (3.32) Suppose that $`W(z)`$ and its anti-holomorphic counterpart $`\stackrel{~}{W}(\overline{z})`$ satisfy the gluing condition $$W_n+\stackrel{~}{W}_n=0,n0.$$ (3.33) Assuming that the boundary condition preserves the conformal invariance, one can show $$0=[L_m\stackrel{~}{L}_m,W_m+\stackrel{~}{W}_m]=m(W_0+\stackrel{~}{W}_0Q),$$ (3.34) which means that the boundary condition consistent with the OPE (3.31) should be $$W_n+\stackrel{~}{W}_n=Q\delta _{n,0}.$$ (3.35) Substituting ($`i\phi _L`$, $`i\overline{}\phi _R`$) for ($`W,\stackrel{~}{W}`$), we obtain the boundary condition (3.30) for $`\alpha _n`$ and $`\stackrel{~}{\alpha }_n`$. The involution $`g(g^{})^1`$ acts on the element $`T`$ of the horizontal Lie algebra as $`TT^{}`$. Hence the current $`J^a`$ is mapped as follows: $`(J^+,J^3,J^{})(J^{},J^3,J^+)`$. Accordingly, from the matching condition (3.27b), we obtain the gluing condition $`J_n^+\stackrel{~}{J}_n^{}`$ $`=0,`$ (3.36) $`J_n^3\stackrel{~}{J}_n^3`$ $`=0,`$ $`J_n^{}\stackrel{~}{J}_n^+`$ $`=0.`$ Note that $`(\stackrel{~}{J}^{},\stackrel{~}{J}^3,\stackrel{~}{J}^+)`$ have exactly the same form as $`(J^+,J^3,J^{})`$ if we substitute $`(\beta ,\gamma ,\phi _L)`$ for $`(\overline{\beta },\overline{\gamma },\phi _R)`$ in (3.23). The above gluing condition therefore follows immediately from the boundary condition (3.30). ### 3.3 Boundary states Let us now describe the construction of the boundary states satisfying the boundary condition (3.30). We treat $`(\beta ,\gamma )`$ and $`\phi `$ separately, and put them together after completion of the states in each sector. We begin with the $`(\beta ,\gamma )`$-sector. The boundary condition takes the form $`\gamma _n\overline{\gamma }_n`$ $`=0,`$ (3.37) $`\beta _n+\overline{\beta }_n`$ $`=0.`$ This condition preserves the ghost number current $`(J_{\beta \gamma },\stackrel{~}{J}_{\beta \gamma })=(\beta \gamma ,\overline{\beta }\overline{\gamma })`$ except for the zero mode. Since the ghost number current has anomaly in the OPE with the energy-momentum tensor, we can apply the previous argument, in particular (3.35), to obtain the relation for the ghost numbers $$Q_{\beta \gamma }+\stackrel{~}{Q}_{\beta \gamma }=1,$$ (3.38) where $`(Q_{\beta \gamma },\stackrel{~}{Q}_{\beta \gamma })=(J_{\beta \gamma },\stackrel{~}{J}_{\beta \gamma })`$. As is well-known, the ground state of the $`(\beta ,\gamma )`$-system is labeled by the bosonic sea-level, which is called a picture. More specifically, the vacuum $`\|q`$ in the $`q`$-picture is characterized as follows $`\gamma _n\|q`$ $`=0`$ $`n`$ $`1+q,`$ (3.39) $`\beta _n\|q`$ $`=0`$ $`n`$ $`q.`$ Note that the vacuum $`\|q`$ has non-vanishing ghost number, namely, $$Q_{\beta \gamma }\|q=q\|q.$$ (3.40) Hence, the picture of the left-moving sector is related with that of the right-moving sector through eq.(3.38), and the ground state takes the form $`\|q_L\|1q_R`$. On this ground state, we can construct the boundary state satisfying the condition (3.37) as follows $$\|q_{\beta \gamma }=\mathrm{exp}[\underset{nq}{}\gamma _n\overline{\beta }_n\underset{n1+q}{}\beta _n\overline{\gamma }_n]\|q_L\|1q_R.$$ (3.41) Let us consider the $`\phi `$-sector. The boundary condition is $`x_Lx_R`$ $`=\alpha _+a,`$ (3.42) $`\alpha _n+\stackrel{~}{\alpha }_n`$ $`={\displaystyle \frac{2}{\alpha _+}}\delta _{n,0},`$ which is almost the Neumann condition except for the zero mode. We label the ground state of the oscillators $`\alpha _n`$ by the momentum $`p_L=\alpha _0`$ $`\alpha _n\|k`$ $`=0`$ $`n>0,`$ (3.43) $`p_L\|k`$ $`=k\|k.`$ It is convenient to introduce another parametrization of the states defined by $$\|n)=\|\frac{n1}{\alpha _+}.$$ (3.44) The momentum $`n`$ takes integer value since $`\|n)`$ corresponds to the vertex operator $`e^{i\frac{n1}{\alpha _+}\phi }`$ with spin $`\frac{n1}{2}`$, which should be half integer for the unitary irreducible representation. In this notation, the boundary condition $`\alpha _0+\stackrel{~}{\alpha }_0=\frac{2}{\alpha _+}`$ is solved in the form $`\|n)_L\|n)_R`$. One can see, from (3.25), that the $`su(2)`$ spin $`j`$ is related with the momentum $`n`$ as $`n=2j+1`$, and that $`\|n)`$ is dual of $`\|n)`$. The boundary state is obtained by gluing the state with spin $`j=\frac{n1}{2}`$ and its dual with spin $`j1`$. Since the condition for the oscillators is of the usual Neumann-type, we can write the boundary state $`\|n_\phi `$ in the $`\phi `$-sector as follows $$\|n_\phi =\mathrm{exp}[\underset{m>0}{}\frac{1}{m}\alpha _m\stackrel{~}{\alpha }_m]\|n)_L\|n)_R.$$ (3.45) We treat the boundary condition for the zero mode later. We combine the above results, (3.41) and (3.45), to obtain the full boundary state subject to the boundary condition (3.30), namely, $$\|n=\{\begin{array}{cc}\|n_\phi \|0_{\beta \gamma }\hfill & \text{if }n>0,\hfill \\ \|n_\phi \|1_{\beta \gamma }\hfill & \text{if }n<0.\hfill \end{array}$$ (3.46) Here we take the picture of the $`(\beta ,\gamma )`$-system as $`q=0`$ or $`1`$ according to the sign of the momentum $`n`$. With this choice of the picture, the state with positive spin $`j0`$ always appears in the $`0`$-picture while their dual with spin $`j1`$ does in the $`1`$-picture. It is helpful to write down the first several terms of $`\|n`$ and $`\|n`$: $`\|n`$ $`=\|n)_L\|n)_R\gamma _0\|n)_L\overline{\beta }_0\|n)_R+{\displaystyle \frac{1}{2}}\gamma _0^2\|n)_L\overline{\beta }_0^2\|n)_R+\mathrm{},`$ (3.47) $`\|n`$ $`=\|n)_L\|n)_R\beta _0\|n)_L\overline{\gamma }_0\|n)_R+{\displaystyle \frac{1}{2}}\beta _0^2\|n)_L\overline{\gamma }_0^2\|n)_R+\mathrm{}.`$ From this expression, one can see that the left-moving sector of $`\|n`$ is a highest-weight representation of $`su(2)`$ while that of $`\|n`$ is a lowest-weight one, <sup>10</sup><sup>10</sup>10 Note that the Fock space of the free fields forms a reducible representation of $`su(2)`$. One needs to take the BRST cohomology in order to obtain an irreducible representation . since $`\beta _0`$ is the raising operator of $`su(2)`$ (see eq.(3.23)). In other words, the choice of the picture ($`0`$ or $`1`$) corresponds to the choice of the representation (highest-weight or lowest-weight). Since the conjugacy class does not change by the action of the Weyl group $`W`$, the corresponding boundary state also should be invariant under the action of $`W`$. For $`su(2)`$, $`W=_2`$, and its non-trivial element acts on the weight $`\lambda `$ as the reflection $`\lambda \lambda `$. As we show above, the left-moving sector of the boundary state $`\|n`$ is a highest-weight representation of $`su(2)`$. Hence, the Weyl reflection of $`\|n`$ has a lowest-weight representation in the left-moving sector. If we write $`n=2j+1`$ for $`n>0`$, the highest weight of $`\|n`$ is $`j`$ while the lowest-weight of $`\|n`$ is $`j`$. Therefore, the Weyl reflection of $`\|n`$ is $`\|n`$, and the boundary state $`\|n^W`$ invariant under the Weyl group $`W`$ takes the following form $$\|n^W\|n+\|n.$$ (3.48) This state $`\|n^W`$ should be considered as a building block of the boundary state for the $`D`$-brane on the conjugacy class. We can write the states conjugate to $`\|n`$ by using the hermitian conjugate of the modes: $`\gamma _n^{}`$ $`=\gamma _n,`$ $`\beta _n^{}`$ $`=\beta _n,`$ (3.49) $`\alpha _n^{}`$ $`=\alpha _n.`$ Here, $`\gamma `$ is taken to be real. We take $`\phi `$ to be an anti-hermitian field since $`\phi `$ is related with the real boson $`\varphi `$ through $`\phi =i\alpha _+\varphi `$. Therefore the state $`\|n)`$ has non-vanishing inner product with $`\|n)`$, which we normalize as $`(n\|n)=1`$. Together with the $`(\beta ,\gamma )`$-sector, we obtain $$(n,q=1\|n,q=0)=1.$$ (3.50) The explicit form of $`n\|=\|n^{}`$ for $`n>0`$ is $$\begin{array}{cc}\hfill n\|& ={}_{L}{}^{}(n,q=1\|{}_{R}{}^{}(n,q=0\|\hfill \\ & \times \mathrm{exp}\left[\underset{m1}{}\gamma _m\overline{\beta }_m+\underset{m0}{}\beta _m\overline{\gamma }_m\underset{m>0}{}\frac{1}{m}\alpha _m\stackrel{~}{\alpha }_m\right].\hfill \end{array}$$ (3.51) We can calculate the annulus amplitude (2.25) using the boundary state (3.46) and its conjugate (3.51). The result is $$n\|q^{\frac{1}{2}(L_0+\stackrel{~}{L}_0\frac{c}{24})}z^{\frac{1}{2}(J_0^3+\stackrel{~}{J}_0^3)}\|n=\{\begin{array}{cc}\widehat{\chi }_n^0(\tau ,\nu )\hfill & \text{if }n>0,\hfill \\ \widehat{\chi }_n^1(\tau ,\nu )=\widehat{\chi }_n^0(\tau ,\nu )\hfill & \text{if }n<0.\hfill \end{array}$$ (3.52) Here we introduced the character $`\widehat{\chi }_n^q`$ of the free field Fock space $`F_n^q`$, which is freely generated from the ground state $`\|n)\|q`$ by the action of the creation modes. For the 0-picture, which corresponds to the highest-weight representation, we obtain $$\widehat{\chi }_n^0(\tau ,\nu )=\underset{F_n^0}{\mathrm{Tr}}q^{L_0\frac{c}{24}}z^{J_0^3}=\frac{q^{\frac{n^2}{4(k+2)}}z^{\frac{n}{2}}}{\vartheta _{1,2}(\tau ,\nu )\vartheta _{1,2}(\tau ,\nu )}.$$ (3.53) One can also show that $`\widehat{\chi }_n^1(\tau ,\nu )=\widehat{\chi }_n^0(\tau ,\nu )`$. Hence, the lowest-weight representation ($`1`$-picture) behaves in the character like the highest-weight representation ($`0`$-picture) with negative norm. For the $`W`$-invariant state $`\|n^W`$, the annulus amplitude takes the form $$\begin{array}{cc}\hfill {}_{}{}^{W}n\|q^{\frac{1}{2}(L_0+\stackrel{~}{L}_0\frac{c}{24})}z^{\frac{1}{2}(J_0^3+\stackrel{~}{J}_0^3)}\|n_{}^{W}& =\widehat{\chi }_n^0(\tau ,\nu )+\widehat{\chi }_n^1(\tau ,\nu )\hfill \\ & =\widehat{\chi }_n^0(\tau ,\nu )\widehat{\chi }_n^0(\tau ,\nu ).\hfill \end{array}$$ (3.54) This amplitude can be regarded as a regularized inner product of $`\|n^W`$ with itself. One can verify that, for each power of $`q`$, a finite number of states contribute to the inner product (3.54). This follows from the fact that the inner product (3.54) is written in the form of a difference of two characters $`\widehat{\chi }_n^0`$ and $`\widehat{\chi }_n^0`$. Since $`\widehat{\chi }_n^0`$ is the character of the representation with the highest-weight $`\frac{n1}{2}`$, the number of states that contributes to the lowest power of $`q`$ can be calculated as $`\frac{n1}{2}\frac{n1}{2}=n`$. This number expresses the norm of the wave function corresponding to the boundary state $`\|n^W`$. The normalized boundary state is therefore $`\frac{1}{\sqrt{n}}\|n^W`$. In order to complete the boundary state for the conjugacy class, we have to take an appropriate linear combination of the states (3.48) to form a $`\delta `$-function corresponding to the boundary condition $`x_Lx_R=\alpha _+a`$ for the zero mode of $`\phi `$. We should consider functions on $`S^1/_2`$, since $`a`$ parametrizes the position of the conjugacy classes that takes values in $`T/WS^1/_2`$. From Weyl’s integral formula, the relevant functions are the numerator of the $`SU(2)`$ character (2.19): $`\mathrm{sin}((2j+1)\theta ),j=0,1/2,1,\mathrm{}`$. These functions are orthogonal to each other with respect to the following inner product $$_0^\pi 𝑑\theta \mathrm{sin}(m\theta )\mathrm{sin}(n\theta )=\frac{\pi }{2}\delta _{m,n}.$$ (3.55) The $`\delta `$-function for these functions can be written as $$\delta (\theta ,a)=\frac{2}{\pi }\underset{n1}{}\mathrm{sin}(na)\mathrm{sin}(n\theta ).$$ (3.56) Since the norm of $`\mathrm{sin}(n\theta )`$ is independent of $`n`$, we can identify the wave function $`\mathrm{sin}(n\theta )`$ with the normalized boundary state $`\frac{1}{\sqrt{n}}\|n^W`$. If we take this $`\delta `$-function to describe the wave function of the zero modes, the boundary state for the $`D`$-brane wrapped around the conjugacy class at $`\theta =a`$ can be written as $$\|a_{\text{brane}}=\underset{n1}{}\mathrm{sin}(na)\frac{1}{\sqrt{n}}\|n^W.$$ (3.57) This should be regarded as the boundary state valid in the $`k\mathrm{}`$ limit, since the annulus amplitude (3.54) differs from the $`\widehat{su}(2)`$ character $`\widehat{\chi }_j`$ if $`k`$ is finite. Actually, one can express $`\widehat{\chi }_j`$ in terms of the free field character $`\widehat{\chi }_n^0`$: $$\widehat{\chi }_j=\underset{l}{}\widehat{\chi }_{2j+1+2(k+2)l}^0\underset{l}{}\widehat{\chi }_{2j1+2(k+2)l}^0.$$ (3.58) Hence, we obtain $`\widehat{\chi }_j\widehat{\chi }_{2j+1}^0\widehat{\chi }_{2j1}^0`$ in the limit of $`k\mathrm{}`$, which coincides with the annulus amplitude (3.54). Since this is the property that characterizes the Ishibashi state (see (2.22)), we can identify $`\|2j+1^W`$ with the $`k\mathrm{}`$ limit of the Ishibashi state $`\|j_I`$. After this identification, the boundary state (3.57) turns out to be the $`k\mathrm{}`$ limit of the Cardy’s state, for which the wave function is the classical one (2.18). The boundary state (3.57), which realizes the matching condition (3.8), correctly reproduce Cardy’s state in the limit $`k\mathrm{}`$. In order to treat the case of finite $`k`$, we need to take into account the quantum effects in the construction of the boundary states. We can do this by imposing the invariance of the boundary states under the Weyl group $`\widehat{W}`$ of $`\widehat{su}(2)`$ instead of $`W`$. The Weyl group $`\widehat{W}`$ is a semi-direct product of the Weyl group $`W`$ of $`su(2)`$ and the translation of the weight lattice. Hence, the boundary state invariant under $`\widehat{W}`$ takes the following form $$\|n^{\widehat{W}}=\underset{l}{}\|n+2(k+2)l+\underset{l}{}\|n+2(k+2)l.$$ (3.59) Here, we modify the assignment of the picture to be compatible with the action of the Weyl group $$\|n+2(k+2)l=\{\begin{array}{cc}\|n+2(k+2)l_\phi \|0_{\beta \gamma }\hfill & \text{if }0<n<k+2,\hfill \\ \|n+2(k+2)l_\phi \|1_{\beta \gamma }\hfill & \text{if }k2<n<0.\hfill \end{array}$$ (3.60) Then the annulus amplitude for $`\|n^{\widehat{W}}`$ gives the $`\widehat{su}(2)`$ character $`\widehat{\chi }_{\frac{n1}{2}}`$: $$\begin{array}{cc}\hfill {}_{}{}^{\widehat{W}}n\|q^{\frac{1}{2}(L_0+\stackrel{~}{L}_0\frac{c}{24})}z^{\frac{1}{2}(J_0^3+\stackrel{~}{J}_0^3)}\|n_{}^{\widehat{W}}& =\underset{l}{}\widehat{\chi }_{n+2(k+2)}^0(\tau ,\nu )+\underset{l}{}\widehat{\chi }_{n+2(k+2)}^1(\tau ,\nu )\hfill \\ & =\underset{l}{}\widehat{\chi }_{n+2(k+2)}^0(\tau ,\nu )\underset{l}{}\widehat{\chi }_{n+2(k+2)}^0(\tau ,\nu )\hfill \\ & =\widehat{\chi }_{\frac{n1}{2}}(\tau ,\nu ).\hfill \end{array}$$ (3.61) Hence, we can identify the $`\widehat{W}`$-invariant boundary state $`\|2j+1^{\widehat{W}}`$ with the Ishibashi state $`\|j_I`$. Since $`\|n+2(k+2)^{\widehat{W}}=\|n^{\widehat{W}}`$, the normalization factor also should have the periodicity of $`2(k+2)`$. The most simple possibility is to take $`1/\sqrt{[n]_q}`$, $`q=e^{i\frac{2\pi }{k+2}}`$, instead of $`1/\sqrt{n}`$. If we adopt this factor, the quantum boundary state for the $`D`$-brane on the conjugacy class takes the following form $$\|a_{\text{brane}}=\underset{0<n<k+2}{}\mathrm{sin}(na)\frac{1}{\sqrt{[n]_q}}\|n^{\widehat{W}}.$$ (3.62) Identifying $`\|n^{\widehat{W}}`$ with the Ishibashi state, the above state exactly coincides with Cardy’s state (2.26). ## 4 Discussion In this paper, we have constructed the boundary state for the spherical 2-brane wrapped around the conjugacy class of $`SU(2)`$ directly in terms of the group variable. The resulting state coincides with Cardy’s state. Since we have started from the geometrical setting that the worldvolume is a conjugacy class, this result clarifies the geometrical meaning of Cardy’s state. Our construction is parallel to the one for the $`D`$-brane in flat background. Namely, we have decomposed the group variable into the left- and the right-moving coordinates on the worldsheet, and rewrite the boundary condition for a string ending on the conjugacy class of $`SU(2)`$ as the matching condition of the chiral coordinates. This formulation of the problem is preferable to the ordinary boundary condition since it treats both of the chiral zero modes equally. In order to write the boundary state subject to the matching condition, we have used the free field realization of the WZW model, in which each chiral sector takes values in the Borel subgroup ($`B_+`$, $`B_{}`$) of $`SL(2,)`$. The chiral field $`g_L(z)`$ ($`g_R(\overline{z})`$) is an upper (lower) triangular matrix. We cannot simply impose the matching condition to the left and right chiral sectors. Instead, we have used the involution $`g(g^{})^1`$, which is trivial in $`SU(2)`$ but maps $`B_+`$ to $`B_{}`$. With this involution, the matching condition for the group variables gives a simple boundary condition for the free fields. As we have argued in this paper, the wave function $`\widehat{\psi }_\alpha ^k`$ for Cardy’s state takes the following form $$\widehat{\psi }_\alpha ^k(\theta )=\frac{S_{\alpha 0}}{\sqrt{S_{00}}}\underset{j=0,1/2,1,\mathrm{},k/2}{}\sqrt{\frac{2j+1}{[2j+1]_q}}\chi _j(\pi \frac{2\alpha +1}{k+2})\overline{\chi }_j(\theta ).$$ (4.1) In the limit $`k\mathrm{}`$, this wave function reduces to the $`\delta `$-function concentrated on the conjugacy class: $$\psi _\alpha ^k(\theta )=\underset{j=0,1/2,1,\mathrm{}}{}\chi _j(\pi \frac{2\alpha }{k})\overline{\chi _j(\theta )}.$$ (4.2) For finite $`k`$, however, $`\widehat{\psi }_\alpha ^k`$ is not a $`\delta `$-function in the usual sense. Since the sum is restricted to the integrable representations, the peak of $`\widehat{\psi }_\alpha ^k`$ is broadened and the worldvolume of the corresponding $`D`$-brane gets smeared. This is because the worldsheet theory is a rational CFT in which the number of primary fields is finite. Correspondingly, the Hilbert space of the wave function is finite dimensional, which suggests that the target space geometry differs from the ordinary one. In ref., the geometry behind a rational CFT is discussed in the framework of the non-commutative geometry. Since the worldvolume of the $`D`$-brane is a submanifold in the target space, we expect that the $`D`$-brane in a rational CFT also exhibits the feature of the non-commutative geometry. Actually, it is pointed out that, by calculating the algebra of functions on the worldvolume, the spherical brane in the $`SU(2)`$ WZW model is a quantized sphere, which reduces to the fuzzy sphere in the $`k\mathrm{}`$ limit. Therefore, it is natural to expect that the above wave function $`\widehat{\psi }_\alpha ^k`$ can be regarded as a generalization of the ordinary $`\delta `$-function to the case of the non-commutative geometry. As we have discussed in the last section, the factor $`[2j+1]_q`$ in $`\widehat{\psi }_\alpha ^k`$ is originated from the change of the normalization of the Ishibashi state $`\|j_I`$. This change of the normalization suggests that the inner product of the wave function is $`q`$-deformed, which may also be interpreted in terms of the non-commutative geometry. One way to understand the relation between the brane and the non-commutative geometry is to compare the field theory on the quantized sphere with the effective field theory on the worldvolume . Our boundary state is equipped with the structure of the free field resolution of the irreducible representation by imposing the invariance under the Weyl group of the current algebra. In particular, the Weyl reflection exchanges a highest-weight representation with a lowest-weight one, and we need both of them to construct the boundary state invariant under the Weyl reflection. In the calculation of the character, the lowest-weight representation behaves like the highest-weight representation with negative norm, and we reproduce the same structure as the character formula. Since our construction is geometrical, it may enable us to clarify the geometrical interpretation of the BRST cohomology in the free field realization of the current algebra. Acknowledgement The authors would like to thank M. Kato and U. Carow-Watamura for helpful discussions. H. I. would like to thank also to H. Awata, Y. Satoh, Y. Sugawara, K. Sugiyama and S.-K. Yang for discussions. This work is supported by the Grant-in-Aid of Monbusho (the Japanese Ministry of Education, Science, Sports and Culture) #09640331.
warning/0007/math0007187.html	ar5iv	text	# Variance of the spectral numbers ## 1. Introduction The spectrum of an isolated hypersurface singularity $`f:(^{n+1},0)(,0)`$ is an important discrete invariant of the singularity. Its main properties have been established by Steenbrink and Varchenko. It consists of $`\mu `$ rational numbers $`\alpha _1,\mathrm{},\alpha _\mu `$ with $`1<\alpha _1\mathrm{}\alpha _\mu <n`$ and $`\alpha _i+\alpha _{\mu +1i}=n1`$. The numbers $`e^{2\pi i\alpha _1},\mathrm{},e^{2\pi i\alpha _\mu }`$ are the eigenvalues of the monodromy. The spectral numbers come from a Hodge filtration on the cohomology of a Milnor fiber \[St1\] (cf. chapter 4) or, more instructively, from the Gauß-Manin connection of $`f`$ \[AGV\]. They satisfy a semicontinuity property for deformations of $`f`$ and are related to the signature of the intersection form. In the case of a quasihomogeneous singularity $`f`$ of weighted degree 1 with weights $`w_0,\mathrm{},w_n(0,\frac{1}{2}]`$ they can be calculated easily \[St2\]\[AGV\]: Then the Jacobi algebra $`𝒪_{^{n+1},0}/(\frac{f}{x_0},\mathrm{},\frac{f}{x_n})=:𝒪/J_f`$ has a natural grading $`𝒪/J_f=_\alpha (𝒪/J_f)_\alpha `$, and $`\mathrm{}(i\|\alpha _i=\alpha )`$ $`=`$ $`dim(𝒪/J_f)_{\alpha \alpha _1},`$ (1.1) $`\alpha _1`$ $`=`$ $`1+{\displaystyle \underset{i=0}{\overset{n}{}}}w_i.`$ (1.2) The main result of this paper is a new formula concerning the distribution of the spectral numbers. Because of the symmetry $`\alpha _i+\alpha _{\mu +1i}=n1`$ one can consider $`\frac{n1}{2}`$ as their expectation value. Then $`\frac{1}{\mu }_{i=1}^\mu \left(\alpha _i\frac{n1}{2}\right)^2`$ is their variance. ###### Theorem 1.1. In the case of a quasihomogeneous singularity the variance is $`{\displaystyle \frac{1}{\mu }}{\displaystyle \underset{i=1}{\overset{\mu }{}}}\left(\alpha _i{\displaystyle \frac{n1}{2}}\right)^2={\displaystyle \frac{\alpha _\mu \alpha _1}{12}}.`$ (1.3) ###### Conjecture 1.2. For any isolated hypersurface singularity $`{\displaystyle \frac{1}{\mu }}{\displaystyle \underset{i=1}{\overset{\mu }{}}}\left(\alpha _i{\displaystyle \frac{n1}{2}}\right)^2{\displaystyle \frac{\alpha _\mu \alpha _1}{12}}.`$ (1.4) The proof of (1.3) uses two things: 1) The deep result of K. Saito \[SK1\]\[SK3\] and M. Saito \[SM\] that the base space of a semiuniversal unfolding of an isolated hypersurface singularity $`f`$ can be equipped with the structure of a Frobenius manifold with discrete invariants related to the spectrum of $`f`$. 2) The G-function of a semisimple Frobenius manifold, which was defined by Dubrovin and Zhang \[DZ1\] and independently by Givental \[Gi\]. A more elementary and much broader version of the construction of K. Saito and M. Saito has been given in \[He4\] (chapter 6). In chapter 4 we will state the result more precisely. The definition of a Frobenius manifold is given in chapter 3. The G-function of a semisimple Frobenius manifold is a fascinating function with several origins. One is the $`\tau `$-function of the isomonodromic deformations, which are associated to such a Frobenius manifold. Another is, that in the case of a semisimple Frobenius manifold coming from quantum cohomology the G-function is the genus one Gromov-Witten potential. More remarks on this, the definition, and some properties of the G-function are given in chapter 6. In order to establish the fact that the G-function extends holomorphically over the caustic in the singularity case (Theorem 6.3), we need the socle field of a Frobenius manifold (chapter 5) and some facts on F-manifolds (chapter 2) from \[He3\]. If one forgets the metric of a Frobenius manifold one is left with an F-manifold. Theorem 1.1 is proved in chapter 7. Conjecture 1.2 is based only on a few examples. I would appreciate a proof as well as counterexamples, also an elementary proof of Theorem 1.1, and applications, for example on deformations of singularities or on their topology. ## 2. F-manifolds First we fix some notations: 1) In the whole paper $`M`$ is a complex manifold of dimension $`m1`$ (with $`m=\mu `$ in the singularity case) with holomophic tangent bundle $`TM`$, sheaf $`𝒯_M`$ of holomorphic vector fields, and sheaf $`𝒪_M`$ of holomorphic functions. 2) A $`(k,l)`$-tensor is an $`𝒪_M`$-linear map $`𝒯_M^k𝒯_M^l`$. The Lie derivative $`\mathrm{Lie}_XT`$ of it by a vector field $`X𝒯_M`$ is again a $`(k,l)`$-tensor. For example, a vector field $`Y𝒯_M`$ yields a $`(0,1)`$-tensor $`𝒪_M𝒯_M`$, $`1Y`$, with $`\mathrm{Lie}_XY=[X,Y]`$. 3) If $``$ is a connection on $`M`$ then the covariant derivative $`_XT`$ of a $`(k,l)`$-tensor by a vector field $`X`$ is again a $`(k,l)`$-tensor. As $`_XT`$ is $`𝒪_M`$-linear in $`X`$ (contrary to $`\mathrm{Lie}_XT`$) $`T`$ is a $`(k+1,l)`$-tensor. 4) A multiplication $``$ on the tangent bundle $`TM`$ of a manifold $`M`$ is a symmetric and associative $`(2,1)`$-tensor $`:𝒯_M𝒯_M𝒯_M`$. It equips each tangent space $`T_tM`$, $`tM`$, with the structure of a commutative and associative $``$-algebra. We will be interested only in a multiplication with a global unit field $`e`$. 5) A metric $`g`$ on a manifold $`M`$ is a symmetric and nondegenerate $`(2,0)`$-tensor. It equips each tangent space with a symmetric and nondegenerate bilinear form. Its Levi-Civita connection $``$ is the unique connection on $`TM`$ which is torsion free, i.e. $`_XY_YX=[X,Y]`$, and which satisfies $`g=0`$, i.e. $`Xg(Y,Z)=g(_XY,Z)+g(Y,_XZ)`$. The notion of an F-manifold was defined first in \[HM\] (cf. \[Man\] I §5). It is studied extensively in \[He3\]. ###### Definition 2.1. a) An F-manifold $`(M,,e)`$ is a manifold $`M`$ together with a multiplication $``$ on the tangent bundle and a global unit field $`e`$ such that the multiplication satisfies the following integrability condition: $`X,Y𝒯_M\mathrm{Lie}_{XY}()=X\mathrm{Lie}_Y()+Y\mathrm{Lie}_X().`$ (2.1) b) Let $`(M,,e)`$ be an F-manifold. An Euler field of weight $`c`$ is a vector field $`E𝒯_M`$ with $`\mathrm{Lie}_E()=c.`$ (2.2) An Euler field of weight 1 is simply called an Euler field. One reason why this is a natural and good notion is that any Frobenius manifold is an F-manifold (\[HM\], \[He3\] chapter 5). Another one is given in Proposition 2.2 and Theorem 2.3. ###### Proposition 2.2. (\[He3\] Prop. 4.1) The product $`(M_1\times M_2,_1_2,e_1+e_2)`$ of two F-manifolds is an F-manifold. The sum (of the lifts to $`M_1\times M_2`$) of two Euler fields $`E_i`$, $`i=1,2,`$ on $`(M_i,_i,e_i)`$ of the same weight $`c`$ is an Euler field of weight $`c`$ on $`M_1\times M_2`$. Theorem 2.3 describes the decomposition of a germ of an F-manifold. In order to state it properly we need the following classical and elementary fact: each tangent space of an F-manifold decomposes as an algebra $`(T_tM,,e)`$ uniquely into a direct sum $`(T_tM,,e)={\displaystyle \underset{k=1}{\overset{l(t)}{}}}((T_tM)_k,,e_k)`$ (2.3) of local subalgebras $`(T_tM)_k`$ with units $`e_k`$ and with $`(T_tM)_j(T_tM)_k=0`$ for $`jk`$ (cf. e.g. \[He3\] Lemma 1.1). One can obtain this decomposition as the simultaneous eigenspace decomposition of the commuting endomorphisms $`X:T_tMT_tM`$ for $`XT_tM`$. ###### Theorem 2.3. (\[He3\] Theorem 4.2) Let $`(M,,e)`$ be an F-manifold and $`tM`$. The decomposition (2.3) extends to a unique decomposition $`(M,t)={\displaystyle \underset{k=1}{\overset{l(t)}{}}}(M_k,t)`$ (2.4) of the germ $`(M,t)`$ into a product of germs of F-manifolds. These germs are irreducible germs of F-manifolds as already the algebras $`T_t(M_k)(T_tM)_k`$ are irreducible (as they are local algebras). An Euler field of weight $`c`$ decomposes accordingly. The proof in \[He3\] uses (2.1) in a way which justifies calling it integrability condition. Consider an F-manifold $`(M,,e)`$. The function $`l:M`$ defined in (2.3) is lower semicontinuous (\[He3\] Proposition 2.3). The caustic $`𝒦:=\{t\|l(t)<\text{ generic value }\}`$ is empty or a hypersurface (the proof in \[He3\] Proposition 2.4 for the case $`genericvalue=m`$ works for any generic value of $`l`$). The multiplication on $`T_tM`$ is semisimple if $`l(t)=m`$. The F-manifold is massive if the multiplication is generically semisimple. Up to isomorphism there is only one germ of a 1-dimensional F-manifold, $`(,,e)`$ with $`e=\frac{}{u}`$ for $`u`$ a coordinate on $`(,0)`$. The space of Euler fields of weight 0 is $`e`$, an Euler field of weight 1 is $`ue`$. This germ of an F-manifold is called $`A_1`$. By Theorem 2.3, any germ of a semisimple F-manifold is a product $`A_1^m`$, that means, there are local coordinates $`u_1,\mathrm{},u_m`$ with $`e_i=\frac{}{u_i}`$ and $`e_ie_j=\delta _{ij}e_i`$. They are unique up to renumbering and shift and are called canonical coordinates, following Dubrovin. The vector fields $`e_i`$ are called idempotent. Also by Theorem 2.3, then each Euler field of weight 1 takes the form $`_{i=1}^m(u_i+r_i)e_i`$ for some $`r_i`$. ###### Example 2.4. Fix $`m1`$ and $`n2`$. The manifold $`M=^m`$ with coordinate fields $`\delta _i=\frac{}{t_i}`$ and multiplication defined by $`\delta _1\delta _2`$ $`=`$ $`\delta _2,`$ (2.5) $`\delta _2\delta _2`$ $`=`$ $`t_2^{n2}\delta _1,`$ (2.6) $`\delta _i\delta _j`$ $`=`$ $`\delta _{ij}\delta _i\text{ if }(i,j)\{(1,2),(2,1),(2,2)\}`$ (2.7) is a massive F-manifold. The submanifold $`^2\times \{0\}`$ is an F-manifold with the name $`I_2(n)`$, with $`I_2(2)=A_1^2`$, $`I_2(3)=A_2`$, $`I_2(4)=B_2`$, $`I_2(5)=H_2`$, and $`I_2(6)=G_2`$. $`(M,,e)`$ decomposes globally into a product $`^2\times \times \mathrm{}\times `$ of F-manifolds of the type $`I_2(n)A_1^{m2}`$. The unit fields for the components are $`\delta _1,\delta _3,\mathrm{},\delta _m`$, the global unit field is $`e=\delta _1+\delta _3+\mathrm{}+\delta _m`$, the caustic is $`𝒦=\{t\|t_2=0\}`$. The idempotent vector fields in a simply connected subset of $`M𝒦`$ are $`e_{1/2}`$ $`=`$ $`{\displaystyle \frac{1}{2}}\delta _1\pm {\displaystyle \frac{1}{2}}t_2^{\frac{n2}{2}}\delta _2,`$ (2.8) $`e_i`$ $`=`$ $`\delta _i\text{ for }i3,`$ (2.9) canonical coordinates there are $`u_{1/2}`$ $`=`$ $`t_1\pm {\displaystyle \frac{2}{n}}t_2^{\frac{n}{2}},`$ (2.10) $`u_i`$ $`=`$ $`t_i\text{ for }i3.`$ (2.11) An Euler field of weight 1 is $`E=t_1\delta _1+{\displaystyle \frac{2}{m}}t_2\delta _2+{\displaystyle \underset{i3}{}}t_i\delta _i.`$ (2.12) The space of global Euler fields of weight 0 is $`_{i2}\delta _i`$. The classification of 3-dimensional irreducible germs of massive F-manifolds is already vast (\[He3\] chapter 20). But the classification of 2-dimensional irreducible germs of massive F-manifolds is nice (\[He3\] Theorem 12.1): they are precisely the germs at 0 for $`m=2`$ and $`n3`$ in Example 2.4 with the names $`I_2(n)`$. ## 3. Frobenius manifolds Frobenius manifolds were defined first by Dubrovin \[Du1\]. They turn up now at many places, see \[Du2\] and \[Man\] (also for more references), especially in quantum cohomology and mirror symmetry. In this paper we will only be concerned with the Frobenius manifolds in singularity theory (chapter 4). ###### Definition 3.1. A Frobenius manifold $`(M,,e,E,g)`$ is a manifold $`M`$ with a multiplication $``$ on the tangent bundle, a global unit field $`e`$, another global vector field $`E`$, which is called Euler field, and a metric $`g`$, subject to the following conditions: * the metric is multiplication invariant, $`g(XY,Z)=g(X,YZ)`$, * (potentiality) the $`(3,1)`$-tensor $``$ is symmetric (here $``$ is the Levi-Civita connection of the metric), * the metric $`g`$ is flat, * the unit field $`e`$ is flat, $`e=0`$, * the Euler field satisfies $`\mathrm{Lie}_E()=1`$ and $`\mathrm{Lie}_E(g)=Dg`$ for some $`D`$. ###### Remarks 3.2. a) Condition 2) implies (2.1) (\[He3\] Theorem 5.2). Therefore a Frobenius manifold is an F-manifold. b) The $`(3,0)`$-tensor $`A`$ with $`A(X,Y,Z):=g(XY,Z)`$ is symmetric by 1). Then 2) is equivalent to the symmetry of the $`(4,0)`$-tensor $`A`$. If $`X,Y,Z,W`$ are local flat fields then 2) is equivalent to the symmetry in $`X,Y,Z,W`$ of $`XA(Y,Z,W)`$. This is equivalent to the existence of a local potential $`\mathrm{\Phi }𝒪_M`$ with $`A(X,Y,Z)=XYZ(\mathrm{\Phi })`$ for flat fields $`X,Y,Z`$. c) $`\mathrm{Lie}_E(g)=Dg`$ means that $`E`$ is a sum of an infinitesimal dilation, rotation and shift. Therefore $`E`$ maps a flat field $`X`$ to a flat field $`_XE=[X,E]=\mathrm{Lie}_EX`$, i.e. it is a flat $`(1,1)`$-tensor, $`(E)=0`$. Its eigenvalues are called $`d_1,\mathrm{},d_m`$. Now $`\mathrm{Lie}_E()=1`$ implies $`_eE=[e,E]=e`$, and $`E\frac{D}{2}\mathrm{id}`$ is an infinitesimal isometry because of $`\mathrm{Lie}_E(g)=Dg`$. One can order the eigenvalues such that $`d_1=1`$ and $`d_i+d_{m+1i}=D`$. ## 4. Hypersurface singularities Let $`f:(^{n+1},0)(,0)`$ be a holomorphic function germ with an isolated singularity at 0 and with Milnor number $`\mu `$. An unfolding of $`f`$ is a holomorphic function germ $`F:(^{n+1}\times ^m,0)(,0)`$ with $`F\|(^{n+1}\times \{0\},0)=f`$. The coordinates on $`(^{n+1}\times ^m,0)`$ are called $`(x_0,\mathrm{},x_n,t_1,\mathrm{},t_m)`$. The germ $`(C,0)(^{n+1}\times ^m,0)`$ of the critical space is defined by the ideal $`J_F=(\frac{F}{x_0},\mathrm{},\frac{F}{x_n})`$. The projection $`pr_C:(C,0)(^m,0)`$ is finite and flat of degree $`\mu `$. The map $`𝐚:𝒯_{^m,0}`$ $``$ $`𝒪_{C,0}`$ (4.1) $`{\displaystyle \frac{}{t_i}}`$ $``$ $`{\displaystyle \frac{F}{t_i}}\|_{(C,0)}`$ (4.2) is the Kodaira-Spencer map. The unfolding is semiuniversal iff $`𝐚`$ is an isomorphism. Consider a semiuniversal unfolding. Then $`m=\mu `$, and we set $`(M,0):=(^\mu ,0)`$. The map $`𝐚`$ induces a multiplication $``$ on $`𝒯_{M,0}`$ by $`𝐚(XY)=𝐚(X)𝐚(Y)`$ with unit field $`e=𝐚^1([1])`$ and a vector field $`E:=𝐚^1([F])`$. This multiplication and the field $`E`$ were considered first by K. Saito \[SK1\]\[SK3\]. Because the Kodaira-Spencer map $`𝐚`$ behaves well under morphisms of unfoldings, the tuple $`((M,0),,e,E)`$ is essentially independent of the choices of the semiuniversal unfolding. This and the following fact are discussed in \[He3\] (chapter 16). ###### Theorem 4.1. The base space $`(M,0)`$ of a semiuniversal unfolding $`F`$ of an isolated hypersurface singularity $`f`$ is a germ $`((M,0),,e,E)`$ of a massive F-manifold with Euler field $`E=𝐚^1([F])`$. For each $`tM`$ there is a canonical isomorphism $`(T_tM,,E\|_t)({\displaystyle \underset{xSing(F_t)}{}}\text{ Jacobi algebra of }(F_t,x),\text{mult.},[F_t]).`$ (4.3) At generic points of the caustic the germ of the F-manifold is of the type $`A_2A_1^{\mu 2}`$. The base spaces of two semiuniversal unfoldings are canonically isomorphic as germs of F-manifolds with Euler fields. By work of K. Saito \[SK1\]\[SK3\] and M. Saito \[SM\] one can even construct a metric $`g`$ on $`M`$ such that $`((M,0),,e,E,g)`$ is the germ of a Frobenius manifold. The construction uses the Gauß-Manin connections for $`f`$ and $`F`$, K. Saito’s higher residue pairings, a polarized mixed Hodge structure, and results of Malgrange on deformations of microdifferential systems. A more elementary and much broader version of the construction, which does not use Malgrange’s results, is given in \[He4\]. Here we restrict ourselves to a formulation of the result. This uses the spectral numbers of $`f`$ \[St1\]\[AGV\]. Let $`f:X\mathrm{\Delta }`$ be a representative of the germ $`f`$ as usual, with $`\mathrm{\Delta }=B_\delta `$ and $`X=f^1(\mathrm{\Delta })B_\epsilon ^{n+1}^{n+1}`$ (with $`1\epsilon \delta >0`$). The cohomology bundle $`H^n=_{t\mathrm{\Delta }^{}}H^n(f^1(t),)`$ is flat. Denote by $`\mathrm{\Delta }^{\mathrm{}}\mathrm{\Delta }^{}`$ a universal covering. A global flat multivalued section in $`H^n`$ is a map $`\mathrm{\Delta }^{\mathrm{}}H^n`$ with the obvious properties. The $`\mu `$-dimensional space of the global flat multivalued sections in $`H^n`$ is denoted by $`H^{\mathrm{}}`$. Steenbrink’s Hodge filtration $`F^{}`$ on $`H^{\mathrm{}}`$ \[St1\] together with topological data yields a polarized mixed Hodge structure on it (see \[He1\]\[He4\] for definitions and a discussion of this). The spectral numbers $`\alpha _1,\mathrm{},\alpha _\mu `$ of $`f`$ are $`\mu `$ rational numbers with $`\mathrm{}(i\|\alpha _i=\alpha )=dim\mathrm{Gr}_F^{[n\alpha ]}H_{e^{2\pi i\alpha }}^{\mathrm{}}.`$ (4.4) Here $`H_{e^{2\pi i\alpha }}^{\mathrm{}}`$ is the generalized eigenspace of the monodromy on $`H^{\mathrm{}}`$ with eigenvalue $`e^{2\pi i\alpha }`$. So $`e^{2\pi i\alpha _1},\mathrm{},e^{2\pi i\alpha _\mu }`$ are the eigenvalues of the monodromy. The spectral numbers satisfy $`1<\alpha _1\mathrm{}\alpha _\mu <n`$ and $`\alpha _i+\alpha _{\mu +1i}=n1`$. Essential for understanding them and for the whole construction of the metric $`g`$ is Varchenko’s way to construct a mixed Hodge structure on $`H^{\mathrm{}}`$ with the Gauß-Manin connection of $`f`$ (\[Va\]\[AGV\], cf. also \[SchSt\]\[SM\]\[He1\]\[He4\]). It turns out that a metric $`g`$ such that $`((M,0),,e,E,g)`$ is a Frobenius manifold is in general not unique. By work of K. Saito and M. Saito each choice of a filtration on $`H^{\mathrm{}}`$ which is opposite to $`F^{}`$ (see \[SM\]\[He4\] for the definition) yields a metric which gives a Frobenius manifold structure as in Theorem 4.2. A more precise statement and a detailed proof of it is given in \[He4\] (chapter 6). ###### Theorem 4.2. One can choose a metric $`g`$ on the base space $`(M,0)`$ of a semiuniversal unfolding of an isolated hypersurface singularity $`f`$ such that $`((M,0),,e,E,g)`$ is a germ of a Frobenius manifold and $`E`$ is semisimple with eigenvalues $`d_i=1+\alpha _1\alpha _i`$ and with $`D=2(\alpha _\mu \alpha _1)`$. In fact, often one can also find metrics giving Frobenius manifold structures with $`\{d_1,\mathrm{},d_\mu \}\{1+\alpha _1\alpha _i\|i=1,\mathrm{},\mu \}`$ (\[SM\] 4.4, \[He4\] Remarks 6.7). ## 5. Socle field A Frobenius manifold has another distinguished vector field besides the unit field and the Euler field. It will be discussed in this section. We call it the socle field. It is used implicitly in Dubrovin’s papers and in \[Gi\]. Let $`(M,,e,g)`$ be a manifold with a multiplication $``$ on the tangent bundle, with a unit field, and with a multiplication invariant metric $`g`$. We do not need flatness and potentiality and an Euler field in the moment. Each tangent space $`T_tM`$ is a Frobenius algebra. This means (more or less by definition) that the splitting (2.3) is now a splitting into a direct sum of Gorenstein rings (cf. e.g. \[He3\] Lemma 1.2) $`T_tM={\displaystyle \underset{k=1}{\overset{l(t)}{}}}(T_tM)_k`$ (5.1) They have maximal ideals $`𝐦_{t,k}(T_tM)_k`$ and units $`e_k`$ such that $`e=e_k`$. They satisfy $`(T_tM)_j(T_tM)_k=\{0\}\text{ for }jk,`$ (5.2) and thus $`g((T_tM)_j,(T_tM)_k)=\{0\}\text{ for }jk.`$ (5.3) The socle $`\mathrm{Ann}_{(T_tM)_k}(𝐦_{t,k})`$ is 1-dimensional and has a unique generator $`H_{t,k}`$ which is normalized such that $`g(e_k,H_{t,k})=dim(T_tM)_k.`$ (5.4) The following lemma shows that the vectors $`_kH_{t,k}`$ glue to a holomorphic vector field, the socle field of $`(M,,e,g)`$. ###### Lemma 5.1. For any dual bases $`X_1,\mathrm{},X_m`$ and $`\stackrel{~}{X}_1,\mathrm{},\stackrel{~}{X}_m`$ of $`T_tM`$, that means, $`g(X_i,\stackrel{~}{X}_j)=\delta _{ij}`$, one has $`{\displaystyle \underset{k=1}{\overset{l(t)}{}}}H_{t,k}={\displaystyle \underset{i=1}{\overset{m}{}}}X_i\stackrel{~}{X}_i.`$ (5.5) Proof: One sees easily that the sum $`X_i\stackrel{~}{X}_i`$ is independent of the choice of the basis $`X_1,\mathrm{},X_m`$. One can suppose that $`l(t)=1`$ and that $`X_1,\mathrm{},X_m`$ are chosen such that they yield a splitting of the filtration $`T_tM𝐦_{t,1}𝐦_{t,1}^2\mathrm{}`$. Then $`g(e,X_i\stackrel{~}{X}_i)=1`$ and $`g(𝐦_{t,1},X_i\stackrel{~}{X}_i)=g(X_i𝐦_{t,1},\stackrel{~}{X}_i)=0.`$ Thus $`X_i\stackrel{~}{X}_i=\frac{1}{m}H_{t,1}`$. It will be useful to fix the multiplication and vary the metric. ###### Lemma 5.2. Let $`(M,,e,g)`$ be a manifold with multiplication $``$ on the tangent bundle, unit field $`e`$ and multiplication invariant metric $`g`$. For each multiplication invariant metric $`\stackrel{~}{g}`$ there exists a unique vector field $`Z`$ such that the multiplication with it is invertible everywhere and for all vector fields $`X,Y`$ $`\stackrel{~}{g}(X,Y)=g(ZX,Y).`$ (5.6) The socle fields $`H`$ and $`\stackrel{~}{H}`$ of $`g`$ and $`\stackrel{~}{g}`$ satisfy $`H=Z\stackrel{~}{H}.`$ (5.7) Proof: The situation for one Frobenius algebra is described for example in \[He3\] (Lemma 1.2). It yields (5.6) immediately. (5.7) follows from the comparison of (5.4) and (5.6). Denote by $`H_{op}:𝒯_M𝒯_M,XHX`$ (5.8) the multiplication with the socle field $`H`$ of $`(M,,e,g)`$ as above. The socle field is especially interesting if the multiplication is generically semisimple, that means, generically $`l(t)=m`$. Then the caustic $`𝒦=\{tM\|l(t)<m\}`$ is the set where the multiplication is not semisimple. It is the hypersurface $`𝒦=det(H_{op})^1(0).`$ (5.9) In an open subset of $`M𝒦`$ with basis $`e_1,\mathrm{},e_m`$ of idempotent vector fields the socle field is $`H={\displaystyle \underset{i=1}{\overset{m}{}}}{\displaystyle \frac{1}{g(e_i,e_i)}}e_i.`$ (5.10) It determines the metric $`g`$ everywhere because (5.10) determines the metric at semisimple points. ###### Theorem 5.3. Let $`(M,,e,g)`$ be a massive F-manifold with multiplication invariant metric $`g`$. Suppose that at generic points of the caustic the germ of the F-manifold is of the type $`I_2(n)A_1^{m2}`$. Then the function $`det(H_{op})`$ vanishes with multiplicity $`n2`$ along the caustic. Proof: It is sufficient to consider Example 2.4. A multiplication invariant metric $`g`$ is uniquely determined by the 1-form $`\epsilon =g(e,.)`$. Because of (5.7) it is sufficient to prove the claim for one metric. We choose the metric with 1-form $`\epsilon (\delta _i)=1\delta _{i1}.`$ (5.11) The bases $`\delta _1,\delta _2,\delta _3,\mathrm{},\delta _m`$ and $`\delta _2,\delta _1,\delta _3,\mathrm{},\delta _m`$ are dual with respect to this metric. Its socle field is by Lemma 5.1 $`H=2\delta _2+\delta _3+\mathrm{}+\delta _m`$ (5.12) and satisfies $`det(H_{op})=4t_2^{n2}`$. ## 6. G-function of a massive Frobenius manifold Associated to any simply connected semisimple Frobenius manifold is a fascinating and quite mysterious function. Dubrovin and Zhang \[DZ1\]\[DZ2\] called it the G-function and proved the deepest results on it. But Givental \[Gi\] studied it, too, and it originates in much older work. It takes the form $`G(t)=\mathrm{log}\tau _I{\displaystyle \frac{1}{24}}\mathrm{log}J`$ (6.1) and is determined only up to addition of a constant. First we explain the simpler part, $`\mathrm{log}J`$. Let $`(M,,e,E,g)`$ be a semisimple Frobenius manifold with canonical coordinates $`u_1,\mathrm{},u_m`$ and flat coordinates $`\stackrel{~}{t}_1,\mathrm{},\stackrel{~}{t}_m`$. Then $`J=det({\displaystyle \frac{\stackrel{~}{t}_i}{u_j}})\text{constant}`$ (6.2) is the base change matrix between flat and idempotent vector fields. One can rewrite it with the socle field. Denote $`\eta _i:=g(e_i,e_i)`$ and consider the basis $`v_1,\mathrm{},v_m`$ of vector fields with $`v_i={\displaystyle \frac{1}{\sqrt{\eta _i}}}e_i`$ (6.3) (for some choice of the square roots). The matrix $`det(g(v_i,v_j))=1`$ is constant as is the corresponding matrix for the flat vector fields. Therefore $`\text{constant}J={\displaystyle \underset{i=1}{\overset{m}{}}}\sqrt{\eta _i}=det(H_{op})^{\frac{1}{2}}.`$ (6.4) Here $`H=v_iv_i`$ is the socle field. One of the origins of the first part $`\mathrm{log}\tau _I`$ are isomonodromic deformations. The second structure connections and the first structure connections of the semisimple Frobenius manifold are isomonodromic deformations over $`^1\times M`$ of restrictions to a slice $`^1\times \{t\}`$. The function $`\tau _I`$ is their $`\tau `$-function in the sense of \[JMMS\]\[JMU\]\[JM\]\[Mal\]. See \[Sab\] for other general references on this. The situation for Frobenius manifolds is discussed and put into a Hamiltonian framework in \[Du2\] (Lecture 3), \[Man\] (II §2), and in \[Hi\]. The coefficients $`H_i`$ of the 1-form $`d\mathrm{log}\tau _I=H_idu_i`$ are certain Hamiltonians and motivate the definition of this 1-form. Hitchin \[Hi\] compares the realizations of this for the first and the second structure connections. Another origin of the whole G-function comes from quantum cohomology. Getzler \[Ge\] studied the relations between cycles in the moduli space $`\overline{}_{1,4}`$ and derived from it recursion relations for genus one Gromov-Witten invariants of projective manifolds and differential equations for the genus one Gromov-Witten potential. Dubrovin and Zhang \[DZ1\] (chapter 6) investigated these differential equations for any semisimple Frobenius manifold and found that they have always one unique solution (up to addition of a constant), the G-function. Therefore in the case of a semisimple Frobenius manifold coming from quantum cohomology, the G-function is the genus one Gromov-Witten potential. (Still I find these differential equations mysterious.) They also proved part of the conjectures in \[Gi\] concerning $`G(t)`$. Finally, they found that the potential of the Frobenius manifold (for genus zero) and the G-function (for genus one) are the basements of full free energies in genus zero and one and give rise to Virasoro constraints \[DZ2\]. Exploiting this for singularities will be a big task for the future. In chapter 7 we need only the definition of $`\mathrm{log}\tau _I`$ and the behaviour of $`G(t)`$ with respect to the Euler field and the caustic in a massive Frobenius manifold. We have to resume some known formulas related to the canonical coordinates of a semisimple Frobenius manifold (\[Du2\], \[Man\], also \[Gi\]). The 1-form $`\epsilon =g(e,.)`$ is closed and can be written as $`\epsilon =d\eta `$. One defines $`\eta _i`$ $`:=`$ $`e_i\eta =g(e_i,e)=g(e_i,e_i),`$ (6.5) $`\eta _{ij}`$ $`:=`$ $`e_ie_j\eta =e_i\eta _j=e_j\eta _i,`$ (6.6) $`\gamma _{ij}`$ $`:=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle \frac{\eta _{ij}}{\sqrt{\eta _i}\sqrt{\eta _j}}},`$ (6.7) $`V_{ij}`$ $`:=`$ $`(u_iu_j)\gamma _{ij},`$ (6.8) $`d\mathrm{log}\tau _I`$ $`:=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle \underset{ij}{}}{\displaystyle \frac{V_{ij}^2}{u_iu_j}}du_i={\displaystyle \frac{1}{2}}{\displaystyle \underset{ij}{}}(u_iu_j)\gamma _{ij}^2du_i`$ (6.9) $`=`$ $`{\displaystyle \frac{1}{8}}{\displaystyle \underset{ij}{}}(u_iu_j){\displaystyle \frac{\eta _{ij}^2}{\eta _i\eta _j}}du_i.`$ (6.10) ###### Theorem 6.1. Let $`(M,,e,E,g)`$ be a semisimple Frobenius manifold with global canonical coordinates $`u_1,\mathrm{},u_m`$. a) The rotation coefficients $`\gamma _{ij}`$ (for $`ij`$) satisfy the Darboux-Egoroff equations $`e_k\gamma _{ij}`$ $`=`$ $`\gamma _{ik}\gamma _{kj}\text{ for }kijk,`$ (6.11) $`e\gamma _{ij}`$ $`=`$ $`0\text{for }ij.`$ (6.12) b) The connection matrix of the flat connection for the basis $`v_1,\mathrm{},v_m`$ from (6.3) is the matrix $`\mathrm{\Gamma }:=(\gamma _{ij}d(u_iu_j))`$. The Darboux-Egoroff equations are equivalent to the flatness condition $`d\mathrm{\Gamma }+\mathrm{\Gamma }\mathrm{\Gamma }=0`$. c) The 1-form $`d\mathrm{log}\tau _I`$ is closed and comes from a function $`\mathrm{log}\tau _I`$. d) $`E(\eta _i)=(D2)\eta _i`$ and $`E(\gamma _{ij})=\gamma _{ij}`$. e) If the canonical coordinates are chosen such that $`E=u_ie_i`$ then the matrix $`(V_{ij})`$ is the matrix of the endomorphism $`𝒱=E\frac{D}{2}\mathrm{id}`$ on $`𝒯_M`$ with respect to the basis $`v_1,\mathrm{},v_m`$. Proof: a)+b) See \[Du2\] (pp. 200–201) or \[Man\] (I §3). c) This can be checked easily with the Darboux-Egoroff equations. d) It follows from $`\mathrm{Lie}_E(g)=Dg`$ and from $`[e_i,E]=e_i`$. e) This is implicit in \[Du2\] (pp. 200–201). One can check it with a)+b)+d). The endomorphism $`𝒱`$ is skewsymmetric with respect to $`g`$ and flat with eigenvalues $`d_i\frac{D}{2}`$; the numbers $`d_i`$ can be ordered such that $`d_1=1`$ and $`d_i+d_{m+1i}=D`$ (cf. Remark 3.2 c)). ###### Corollary 6.2. (\[DZ1\] Theorem 3) Suppose that $`E=u_ie_i`$. Then $`E\mathrm{log}\tau _I`$ $`=`$ $`{\displaystyle \frac{1}{4}}{\displaystyle \underset{i=1}{\overset{m}{}}}(d_i{\displaystyle \frac{D}{2}})^2,`$ (6.13) $`EG(t)`$ $`=`$ $`{\displaystyle \frac{1}{4}}{\displaystyle \underset{i=1}{\overset{m}{}}}(d_i{\displaystyle \frac{D}{2}})^2+{\displaystyle \frac{m(2D)}{48}}=:\gamma .`$ (6.14) Proof: $`E\mathrm{log}\tau _I`$ $`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle \underset{ij}{}}{\displaystyle \frac{u_iV_{ij}^2}{u_iu_j}}={\displaystyle \frac{1}{2}}{\displaystyle \underset{i<j}{}}V_{ij}^2`$ $`=`$ $`{\displaystyle \frac{1}{4}}{\displaystyle \underset{ij}{}}V_{ij}V_{ji}={\displaystyle \frac{1}{4}}\mathrm{trace}(V^2)`$ $`=`$ $`{\displaystyle \frac{1}{4}}{\displaystyle \underset{i=1}{\overset{m}{}}}(d_i{\displaystyle \frac{D}{2}})^2.`$ (6.4) shows $`E(J)=m\frac{D2}{2}J`$. Now (6.14) follows from the definition of the G-function. If $`M`$ is a massive Frobenius manifold with caustic $`𝒦`$, one may ask which kind of poles the 1-form $`d\mathrm{log}\tau _I`$ has along $`𝒦`$ and when the G-function extends over $`𝒦`$. All the F-manifolds $`I_2(n)`$ (cf. Example 2.4) are in a natural way (up to the choice of a scalar) equipped with a metric $`g`$, such that they get Frobenius manifolds (\[Du2\] Lecture 4, cf. \[He3\] chapter 19). These Frobenius manifolds are also denoted $`I_2(n)`$. In \[DZ1\] (chapter 6) the G-function is calculated for them with coordinates $`(t_1,t_2)`$ on $`M=^2`$ and $`e=\frac{}{t_1}`$. It turns out to be $`G(t)={\displaystyle \frac{1}{24}}{\displaystyle \frac{(2n)(3n)}{n}}\mathrm{log}t_2.`$ (6.16) Especially, for the case $`I_2(3)=A_2`$ the G-function is $`G(t)=0`$. This was checked independently in \[Gi\]. Givental concluded that in the case of singularities the G-function of the base space of a semiuniversal unfolding with some Frobenius manifold structure extends holomorphically over the caustic. This is a good guess, but it does not follow from the case $`A_2`$, because a Frobenius manifold structure on a germ of an F-manifold of type $`A_2A_1^{m2}`$ for $`m3`$ is never the product of the Frobenius manifolds $`A_2`$ and $`A_1^{m2}`$ (the numbers $`d_1,\mathrm{},d_m`$ would not be symmetric). Anyway, it is true, as the following result shows. ###### Theorem 6.3. Let $`(M,,e,E,g)`$ be a simply connected massive Frobenius manifold. Suppose that at generic points of the caustic $`𝒦`$ the germ of the underlying F-manifold is of type $`I_2(n)A_1^{m2}`$ for one fixed number $`n3`$. a) The form $`d\mathrm{log}\tau _I`$ has a logarithmic pole along $`𝒦`$ with residue $`\frac{(n2)^2}{16n}`$ along $`𝒦_{reg}`$. b) The G-function extends holomorphically over $`𝒦`$ iff $`n=3`$. Proof: Theorem 5.3 and (6.4) say that the form $`\frac{1}{24}d\mathrm{log}J`$ has a logarithmic pole along $`𝒦`$ with residue $`\frac{n2}{48}`$ along $`𝒦_{reg}`$. This equals $`\frac{(n2)^2}{16n}`$ iff $`n=3`$. So b) follows from a). It is sufficient to show a) for the F-manifold in Example 2.4, equipped with some metric which makes a Frobenius manifold out of it (we do not need an Euler field here). Unfortunately we do not have an identity for $`d\mathrm{log}\tau _I`$ as (5.7) for the socle field which would allow to consider only a most convenient metric. We use (2.5) - (2.11) and (6.5) - (6.10) and consider a neighborhood of $`0^m=M`$. Denote for $`j3`$ $`T_{1j}`$ $`:=`$ $`(u_1u_j){\displaystyle \frac{\eta _{j1}^2}{\eta _j\eta _1}}+(u_2u_j){\displaystyle \frac{\eta _{j2}^2}{\eta _j\eta _2}},`$ (6.17) $`T_{2j}`$ $`:=`$ $`(u_1u_j){\displaystyle \frac{\eta _{j1}^2}{\eta _j\eta _1}}(u_2u_j){\displaystyle \frac{\eta _{j2}^2}{\eta _j\eta _2}},`$ $`T_{12}`$ $`:=`$ $`(u_1u_2){\displaystyle \frac{\eta _{12}^2}{\eta _1\eta _2}}d(u_1u_2).`$ With $`\eta _j(0)0`$ for $`j3`$, (6.10) and (2.10) one calculates $`8d\mathrm{log}\tau _I`$ $`=`$ $`\text{holomorphic 1-form }+T_{12}`$ $`+`$ $`{\displaystyle \underset{j3}{}}T_{1j}dt_1+{\displaystyle \underset{j3}{}}T_{2j}t_2^{\frac{n2}{2}}dt_2`$ $``$ $`{\displaystyle \underset{j3}{}}T_{1j}du_j.`$ From (2.8) one obtains $`\eta _{1/2}`$ $`=`$ $`{\displaystyle \frac{1}{2}}\delta _1(\eta )\pm {\displaystyle \frac{1}{2}}\delta _2(\eta )t_2^{\frac{n2}{2}},`$ (6.19) $`\eta _1\eta _2`$ $`=`$ $`{\displaystyle \frac{1}{4}}t_2^{n+2}(\delta _2(\eta )^2+t_2^{n2}\delta _1(\eta )^2),`$ (6.20) $`\eta _{12}`$ $`=`$ $`{\displaystyle \frac{1}{4}}\delta _1\delta _1(\eta )+{\displaystyle \frac{1}{4}}{\displaystyle \frac{n2}{2}}t_2^{n+1}\delta _2(\eta ){\displaystyle \frac{1}{4}}t_2^{n+2}\delta _2\delta _2(\eta ).`$ (6.21) The vector $`\delta _2\|_0`$ is a generator of the socle of the subalgebra in $`T_0M`$ which corresponds to $`I_2(n)`$. Therefore $`\delta _2(\eta )(0)0`$. It is not hard to see with (6.19) and (2.10) that the terms $`T_{1j}`$ and $`T_{2j}t_2^{\frac{n2}{2}}`$ for $`j3`$ are holomorphic at 0. The term $`T_{12}`$ is $`T_{12}`$ $`=`$ $`{\displaystyle \frac{4}{n}}t_2^{\frac{n}{2}}{\displaystyle \frac{\eta _{12}^2}{\eta _1\eta _2}}d({\displaystyle \frac{4}{n}}t_2^{\frac{n}{2}})`$ $`=`$ $`{\displaystyle \frac{8}{n}}t_2^{n1}{\displaystyle \frac{\eta _{12}^2}{\eta _1\eta _2}}dt_2`$ $`=`$ $`{\displaystyle \frac{(n2)^2}{2n}}{\displaystyle \frac{dt_2}{t_2}}+\text{ holomorphic 1-form}.`$ This proves part a). ###### Remark 6.4. It might be interesting to look for massive Frobenius manifolds which meet the case $`n=3`$ in Theorem 6.3, but where the underlying F-manifolds are not locally products of those from hypersurface singularities. In view of \[He3\] (Theorem 16.6) the analytic spectrum $`\mathrm{Specan}(𝒯_M,)T^{}M`$ of such F-manifolds would have singularities, but only in codimension $`2`$, as the analytic spectrum of $`A_2`$ is smooth. The analytic spectrum is Cohen-Macaulay and even Gorenstein and a Lagrange variety (\[He3\] chapter 6). P. Seidel (Ecole Polytechnique) showed me a normal and Cohen-Macaulay Lagrange surface. But it seems to be unclear whether there exist normal and Gorenstein Lagrange varieties which are not smooth. ## 7. Variance of the spectrum By Theorem 6.3 the germ $`(M,0)`$ of a Frobenius manifold as in Theorem 4.2 for an isolated hypersurface singularity $`f`$ has a holomorphic G-function $`G(t)`$, unique up to addition of a constant. By Corollary 6.2 and Theorem 4.2 this function satisfies $`EG(t)={\displaystyle \frac{1}{4}}{\displaystyle \underset{i=1}{\overset{\mu }{}}}(\alpha _i{\displaystyle \frac{n1}{2}})^2+{\displaystyle \frac{\mu (\alpha _\mu \alpha _1)}{48}}=:\gamma .`$ (7.1) So it has a very peculiar strength: it gives a grip at the squares of the spectral numbers $`\alpha _1,\mathrm{},\alpha _\mu `$ of the singularity. Because of the symmetry $`\alpha _i+\alpha _{\mu +1i}=n1`$, the spectral numbers are scattered around their expectation value $`\frac{n1}{2}`$. One may ask about their variance $`\frac{1}{\mu }_{i=1}^\mu (\alpha _i\frac{n1}{2})^2`$. ###### Conjecture 7.1. The variance of the spectral numbers of an isolated hypersurface singularity is $`{\displaystyle \frac{1}{\mu }}{\displaystyle \underset{i=1}{\overset{\mu }{}}}(\alpha _i{\displaystyle \frac{n1}{2}})^2{\displaystyle \frac{\alpha _\mu \alpha _1}{12}},`$ (7.2) or, equivalently, $`\gamma 0.`$ (7.3) ###### Theorem 7.2. In the case of a quasihomogeneous singularity $`f`$ $`{\displaystyle \frac{1}{\mu }}{\displaystyle \underset{i=1}{\overset{\mu }{}}}(\alpha _i{\displaystyle \frac{n1}{2}})^2={\displaystyle \frac{\alpha _\mu \alpha _1}{12}},`$ (7.4) and $`\gamma =0.`$ (7.5) Proof: $`(𝒪/J_f,mult.,[f])(T_0M,,E\|_0)`$. Here one has $`fJ_f`$ and $`E\|_0=0`$ and therefore $`EG(t)=0`$. ###### Lemma 7.3. The number $`\gamma `$ of the sum $`f(x_0,\mathrm{},x_n)+g(y_0,\mathrm{},y_m)`$ of two singularities $`f`$ and $`g`$ satisfies $`\gamma (f+g)=\mu (f)\gamma (g)+\mu (g)\gamma (f).`$ (7.6) Proof: Let $`\alpha _1,\mathrm{},\alpha _{\mu (f)}`$ and $`\beta _1,\mathrm{},\beta _{\mu (g)}`$ denote the spectral numbers of $`f`$ and $`g`$. Then the spectrum of $`f+g`$ as an unordered tuple is \[AGV\]\[SchSt\] $`(\alpha _i+\beta _j+1\|i=1,\mathrm{},\mu (f),j=1,\mathrm{},\mu (g)).`$ (7.7) This and the symmetry of the spectra yields (7.6). ###### Remarks 7.4. a) The only unimodal or bimodal families of not semiquasihomogeneous singularities are the cusp singularities $`T_{pqr}`$ and the 8 bimodal series. The spectral numbers are given in \[AGV\]. One finds $`\gamma (T_{pqr})={\displaystyle \frac{1}{24}}(1{\displaystyle \frac{1}{p}}{\displaystyle \frac{1}{q}}{\displaystyle \frac{1}{r}})0`$ (7.8) with equality only for the simple elliptic singularities. In the case of the 8 bimodal families one obtains $`\gamma ={\displaystyle \frac{p}{48\kappa }}\left(1{\displaystyle \frac{1}{p+\kappa }}\right)0`$ (7.9) with $`\kappa :=9,7,6,6,5`$ for $`E_{3,p}`$, $`Z_{1,p}`$, $`Q_{2,p}`$, $`W_{1,p}`$, $`S_{1,p}`$, respectively, and $`\gamma ={\displaystyle \frac{p}{48\kappa }}\left(1+{\displaystyle \frac{1}{p+2\kappa }}\right)0`$ (7.10) with $`\kappa :=6,5,\frac{9}{2}`$ for $`W_{1,p}^{\mathrm{}}`$, $`S_{1,p}^{\mathrm{}}`$, $`U_{1,p}`$, respectively. b) Checking $`\gamma =0`$ for the $`A_\mu `$-singularities is easy. With Lemma 7.3 one obtains immediately $`\gamma =0`$ for all Brieskorn-Pham singularities. But this is far from a general elementary proof of Theorem 7.2 for all quasihomogeneous singularities. c) In \[SK2\] K. Saito studied the distribution of the spectral numbers and their characteristic function $`\chi _f:={\displaystyle \frac{1}{\mu }}{\displaystyle \underset{i=1}{\overset{\mu }{}}}T^{\alpha _i+1}`$ (7.11) heuristically and formulated several questions about them. The G-function might help to go on with these problems. d) In the case of a quasihomogeneous singularity with weights $`w_0,\mathrm{},w_n(0,\frac{1}{2}]`$ and degree 1 the characteristic function is $`\chi _f={\displaystyle \frac{1}{\mu }}{\displaystyle \underset{i=0}{\overset{n}{}}}{\displaystyle \frac{TT^{w_i}}{T^{w_i}1}},`$ (7.12) as is well known. It follows easily from (1.1) and (1.2). e) One can speculate that the Conjecture 7.1, if it is true, comes from a deeper hidden interrelation between the Gauß-Manin connection and polarized mixed Hodge structures. In \[He4\] (Remark 6.7 b)) an example of M. Saito (\[SM\] 4.4) is sketched which leads for the semiquasihomogeneous singularity $`f=x^6+y^6+x^4y^4`$ to Frobenius manifold structures with $`\{d_1,..,d_\mu \}\{1+\alpha _1\alpha _i\|i=1,\mathrm{},\mu \}`$. The number $`\gamma `$ in that case is $`\gamma =\frac{1}{144}<0`$ . f) In the case of the simple singularities $`A_k,D_k,E_6,E_7,E_8,`$ the parameters $`t_1,\mathrm{},t_\mu `$ of a suitably chosen unfolding are weighted homogeneous with positive degrees with respect to the Euler field. Therefore $`G=0`$ in these cases (cf. \[Gi\]).
warning/0007/cond-mat0007344.html	ar5iv	text	# Hysteretic transition from laminar to vortex shedding flow in soap films ## 1 Introduction Studies of flow behind a single cylinder have greatly contributed to our understanding of the development of complex flows like the Kármán vortex street or turbulent flows. At the first instability in such a system the laminar flow (LF) becomes time dependent and vortices appear. It has been shown that this transition to the vortex shedding phase (VS) is well described by the supercritical Hopf bifurcation. ## 2 Hysteretic Primary Instability in Soap Films Soap films have been shown to be a particularly useful for the study of two dimensional flows. Here we present measurements demonstrating that the LF$``$VS transition can be hysteretic in a (quasi-two dimensional) soap film penetrated by a glass cylinder. Our experimental setup consists of a rapidly flowing soap film formed between two vertically positioned thin nylon lines (see Fig. 1). The film is fed continuously from the top through a valve. To investigate the flow at different Reynolds numbers $`Re=\overline{V}d/\nu `$ we changed the mean velocity $`\overline{V}`$ by either opening and closing the valve at different rates or by changing the separation of the nylon lines, using computer controlled stepping motors (here $`\nu `$ is the kinematic viscosity). At the center of the parallel segment of the set-up, a glass rod penetrates the film in the $`z`$ direction. The velocity measurements were made using a dual head laser Doppler velocimeter (LDV). The fluctuating horizontal component $`V_x(t)`$ and $`\overline{V}`$ were measured simultaneously below and above the rod respectively. On increasing the flow rate a transition appears from the LF state to the VS state. Below the transition, the flow is characterized by two counter-rotating vortices underneath the rod (Fig. 2a). In the VS state these recirculating vortices peel off the rod and flow downstream. The continuously generated counter-rotating vortices form the Kármán vortex street (Fig. 2b). All experiments start with slowly increasing $`\overline{V}`$ in the LF regime. The critical velocity, where VS commences, is called $`V_c^{up}`$. After some waiting time in the VS state, $`\overline{V}`$ is slowly decreased. At $`V_c^{down}`$ the system undergoes a reverse transition, i.e. from VS into LF. This cycle was repeated several times in each run with $`V_x(t)`$ and $`\overline{V}`$ being recorded simultaneously. In order to determine the transition velocities, we have calculated the velocity probability distribution function $`P(V_x)`$ from $`V_x(t)`$ by a standard binning procedure. In Fig. 3 the magnitude of $`P(V_x,t)`$ is mapped into gray scale values and is shown as a function of $`V_x`$ and $`t`$. It can be seen that sharp changes in $`P(V_x,t)`$ precisely indicate the transition times $`t_d^{}`$ and $`t_u^{}`$ and therefore $`V_c^{down}=\overline{V}(t_d^{})`$ and $`V_c^{up}=\overline{V}(t_u^{})`$ too. It is apparent in Fig. 3 that $`V_c^{up}`$ is not equal to $`V_c^{down}`$, that is, there is no unique critical velocity for the transition. The Reynolds number is roughly 50 in the hysteretic gap. A large uncertainty in this value comes from the poorly determined two-dimensional soap film viscosity $`\nu `$, which depends on the film thickness. It is worth pointing out that if we keep the mean flow rate constant in the interval $`[V_c^{down}`$,$`V_c^{up}]`$, then the laminar state can persist for an indefinite length of time. However applying sufficiently large acoustic or pulse-like mechanical perturbations, the system could be driven into the VS state. The system remains in this state even if the perturbation is turned off. Applying similar perturbations, VS$``$LF transition was never observed at constant $`\overline{V}`$. As a result we can conclude that the observed static hysteresis is not a result of some delay in the response of the system to the bifurcation. Auxiliary experiments were also performed to exclude wetting properties and the effect of the air boundary near the film as possible sources of hysteresis. In the absence of any available theory, we consider a fifth order Landau equation $`d\stackrel{~}{v}(t)/dt=\stackrel{~}{a}\stackrel{~}{v}+2\stackrel{~}{b}v^2\stackrel{~}{v}\stackrel{~}{c}v^4\stackrel{~}{v},`$ for the complex velocity $`\stackrel{~}{v}`$=$`v_x+iv_y`$. Here all variables denoted by tilde are complex and $`v_i=V_i<V_i>_t`$ ($`i`$=$`x`$ or $`y`$). The complex velocity can also be written as $`\stackrel{~}{v}`$=$`ve^{i\varphi }`$, where $`v`$ is the amplitude. The real part of this equation describes the evolution of $`v`$. Its non-trivial positive stationary solution describes the VS state: $$v_{VS}^{}{}_{}{}^{2}=\frac{b_r}{c_r}(1+\sqrt{1+a_rc_r/b_r^2},$$ (1) where the subscript $`r`$ is used to designate the real part of complex numbers. Although the application of this model for data fitting purposes is not obvious (the relationship between the parameters $`a_r,b_r,c_r`$ and the control parameter of the experiment is unknown), typically $`a_r`$ is considered to be proportional to $`(\overline{V}V_c^{up})`$. As one can see in Fig. 4, this generic model of the hysteresis is in qualitative agreement with our observations. However none of our 3 best fits are very satisfactory. It is interesting to note that a simple three-parameter phenomenological equation $`P_0(\overline{V}V_c)+2P_1vP_2v^2=0`$ provides a surprisingly good fit to our data in the VS state (see inset of Fig. 4.). Using least square fitting to the solution of this equation provides the following result: $`v_x=0.04\pm \sqrt{\overline{V}/39.060.0113}`$, where the velocities are in units of $`m/s`$. Auxiliary experiments suggest that the hysteresis may be connected with the fact that the film may become very thin in the recirculating region. Recognizing that the viscosity of a soap film depends on its thickness, the observed hysteresis effect can be qualitatively understood; the Reynolds number can now take different values at the same value of $`\overline{V}`$, when the parameter is lowered than when it is raised. ## 3 Conclusions * We have observed unexpected hysteresis at the onset of the Kármán vortex street in a quasi two-dimensional soap film. * The fifth order amplitude equation is in qualitative agreement with our observations, but a simple phenomenological equation provides a better numerical fit to the experimental data in the vortex shedding regime. * A phenomenological picture is suggested to explain the origin of the hysteresis. This material is based upon work supported by the NATO under a Grant DGE-9804461 awarded to W.I. Goldburg and V.K. Horváth. The work was also supported by NSF grant DMR-9622699, NASA grant 96-HEDS-01-098 and by additional support from the Hungarian Science Foundation grant OTKA F17310.
warning/0007/gr-qc0007009.html	ar5iv	text	# On Killing vectors in initial value problems for asymptotically flat space-times ## 1 Introduction The most convenient way of considering the far fields of isolated gravitational systems is to use the conformal technique introduced by Penrose (see in ). In this setting one works on the conformally extended space-time manifold where points at infinity (with respect to the physical metric) are glued to the physical space-time manifold, i.e on this extended, unphysical space-time manifold they are represented by regular points. This means that one works on finite regions of the unphysical space-time, where one can use all the tools of standard, local differential geometry to perform calculations, so one avoids the determination of limits at infinity. Of course, not all type of space-times admit the construction of conformal infinities, those where the conformal extension can be performed are called asymptotically simple. Asymptotically flat are those asymptotically simple space times, where the cosmological constant vanishes. Space-times representing isolated gravitational systems are supposed to be asymptotically flat. Several well-defined initial value problems can be formulated on the extended, unphysical space-time manifold for asymptotically flat space-times, e.g. the following initial value problems were studied extensively in the literature. * In the asymptotic characteristic initial value problem the data are given on past null infinity $`𝒥^{}`$ and on an incoming null hypersurface $`𝒩`$ which intersects $`𝒥^{}`$ in a space-like surface $`𝒵`$ diffeomorphic to $`𝒮^2`$ (the problem could be analogously formulated for future null infinity $`𝒥^+`$ with an intersecting, outgoing null hypersurface, as well). * In the hyperboloidal initial value problem the data are given on a (3-dimensional) space-like hypersurface $`𝒮`$ intersecting future null infinity $`𝒥^+`$ in a space-like surface $`𝒵`$ diffeomorphic to $`𝒮^2`$. The term “hyperboloidal” comes from the fact that the physical metric on $`𝒮`$ behaves near $`𝒵`$ like that of a space with constant negative curvature. This problem is not time symmetric in the sense that the Cauchy development of a hyperboloidal hypersurface intersecting past null infinity $`𝒥^{}`$, in opposition to the problem formulated with respect to $`𝒥^+`$, does not extends up to null infinity. These initial value problems are solved, i.e. there are proved uniqueness and existence theorems for these cases (see in ,,, a review can be found in ). * The standard Cauchy problem is still not solved completely, it is not known what kind of asymptotic conditions are necessary to be imposed on the initial data in order to get smooth null infinity in the time evolution, i.e. to get asymptotically flat space-time in the sense defined by Penrose (the state of the research is reviewed in ). Working on the unphysical space-time provides some advantages even for numerical calculations, because the evolution can be calculated over a finite grid covering a conformally compactified initial space-like hypersurface (some recent results can be found in Ref. ). In this paper we want to formulate initial value problems for Killing vector fields in asymptotically flat space-times. Our results will be applicable for both of the hyperboloidal and the asymptotic characteristic initial value problems. We will formulate general (implicit) conditions on the initial data, which guarantee the existence of Killing vector fields in the time evolution. Our method is essentially the same as in , where the same problem was solved on the physical space-time manifold for all type of the initial value problems which could be relevant there (see also ). However, we will study here the above introduced asymptotic characteristic and hyperboloidal initial value problems, so we have to work in terms of the conformal quantities on the extended, unphysical space-time manifold. The scheme of our proofs is essentially the same as in , however the corresponding calculations are much more complicated. First we will discuss the problem in general, then in the appendix two examples, space-times with Klein-Gordon and Maxwell fields, will be studied in more detail. ## 2 Killing fields on the unphysical space-time In the following we will use the notation that quantities which are defined with respect to the physical space-time manifold $`(\stackrel{~}{M},\stackrel{~}{g}_{ab})`$ wear a tilde, and the indices of such (tensorial) quantities will be raced and lowered by the physical metric $`(\stackrel{~}{g}_{ab},\stackrel{~}{g}^{ab})`$. Let $`\stackrel{~}{\eta }^a`$ be a Killing vector field on the physical space-time manifold $`(\stackrel{~}{M},\stackrel{~}{g}_{ab})`$, i.e. which satisfies the equation $`_{\stackrel{~}{\eta }}\stackrel{~}{g}_{ab}=0`$. From now on $``$ will denote the Lie derivative of the corresponding quantity (in the previous case it was taken with respect to the vector field $`\stackrel{~}{\eta }^a`$). The vector field $`\stackrel{~}{\eta }^a`$ has a unique, smooth extension $`\eta ^a`$ (with $`\stackrel{~}{\eta }^a=\eta ^a\|_{\stackrel{~}{M}}`$) to the conformal space-time manifold $`(M,g_{ab},\mathrm{\Omega })`$, where $`M`$, $`\mathrm{\Omega }`$ and $`g_{ab}=\mathrm{\Omega }^2\stackrel{~}{g}_{ab}`$ denote the extended, unphysical space-time, the conformal factor (which vanishes on null infinity) and the unphysical metric, respectively. The vector field $`\eta ^a`$ is tangential to null infinity $`𝒥`$ (the symbol $`𝒥`$ will denote in this paper both of future and past null infinity, i.e. $`𝒥^+`$ and $`𝒥^{}`$, respectively), i.e. $`\eta (\mathrm{\Omega })\|_𝒥=0`$ is satisfied . On $`(M,g_{ab},\mathrm{\Omega })`$ the vector field $`\eta ^a`$ is a conformal Killing vector field, i.e. equation $$\begin{array}{ccc}_\eta g_{ab}=_a\eta _b+_b\eta _a=\eta (\omega )g_{ab}& \mathrm{with}& \omega =\mathrm{ln}(\mathrm{\Omega }^2)\end{array}$$ (2.1) is satisfied,<sup>2</sup><sup>2</sup>2It is worth emphasizing that $`\eta (\omega )`$ is a regular expression even on null infinity, where $`\mathrm{\Omega }`$ vanishes. where $`_a`$ denotes the Levi-Civita differential operator corresponding to the conformal metric $`g_{ab}`$. Substituting equation (2.1) into the definition of the curvature tensor $`_a_b\eta _c_b_a\eta _c=R_{abc}^{}{}_{}{}^{f}\eta _f`$, then contracting with the unphysical metric $`g^{ab}`$, we get the equation $$\mathrm{}\eta _a+_a\eta (\omega )+R_{a}^{}{}_{}{}^{f}\eta _f=0,$$ (2.2) where we introduced the D’Alambert operator $`\mathrm{}:=_f^f`$. The above equation is satisfied by all conformal Killing vector fields. Moreover, equation (2.2) is a linear wave equation, so prescribing suitable initial conditions we can formulate well defined initial value problems for an arbitrary vector field $`\eta _a`$ satisfying the above equation. We will show in the following that vector fields satisfying equation (2.2), provided additionally with appropriate initial data, are indeed satisfying equation (2.1) on the unphysical space-time, i.e. they are proper Killing vector fields in the physical space-time. Differentiating equation (2.2) we get after some algebra the expression $$0=\mathrm{}_a\eta _b+(_aR_{b}^{}{}_{}{}^{f}_bR_{a}^{}{}_{}{}^{f}+^fR_{ab})\eta _f+2R_{ab}^{ef}_e\eta _fR_{a}^{}{}_{}{}^{f}_f\eta _b+R_{b}^{}{}_{}{}^{f}_a\eta _f+_a_b\eta (\omega ).$$ (2.3) Introducing the tensor field $$C_{ab}=_a\eta _b+_b\eta _a\eta (\omega )g_{ab}$$ (2.4) equation (2.3) implies the expression $$0=\mathrm{}C_{ab}+2R_{ab}^{ef}C_{ef}R_{a}^{}{}_{}{}^{f}C_{fb}R_{b}^{}{}_{}{}^{f}C_{fa}+g_{ab}\mathrm{}\eta (\omega )+2_\eta R_{ab}+2_a_b\eta (\omega ).$$ (2.5) The last term of the previous equation can be rewritten as $$2_a_b\eta (\omega )=(_aC_{bf}+_bC_{af}_fC_{ab})^f\omega +_\eta (_a\omega _b\omega +2_a_b\omega )g_{ab}(^f\omega )_\eta _f\omega ,$$ (2.6) while for $`\mathrm{}\eta (\omega )`$ we can derive the equation $$\mathrm{}\eta (\omega )=C_{ab}^a^b\omega \frac{1}{2}C_{ab}(^a\omega )^b\omega +\frac{1}{3}\eta (\omega )(\stackrel{~}{R}R)+\frac{1}{3}_\eta (\stackrel{~}{R}R),$$ (2.7) where we introduced $`\stackrel{~}{R}=g^{ef}\stackrel{~}{R}_{ef}`$, while $`R`$ denotes the curvature scalar of the unphysical space-time. Deriving the above equations we used several times that $`\eta _a`$ is a solution of the wave equation (2.2). Substituting the formulae (2.6) and (2.7) into (2.5) and utilizing that $$2_\eta (R_{ab}+_a_b\omega )=_\eta \left\{2\stackrel{~}{R}_{ab}\frac{1}{3}g_{ab}(\stackrel{~}{R}R)+\frac{1}{2}g_{ab}(_f\omega )^f\omega (_a\omega )_b\omega \right\},$$ (2.8) where we have used the conformal transformation formula $$R_{ab}=\stackrel{~}{R}_{ab}+\frac{3}{\mathrm{\Omega }^2}g_{ab}(_f\mathrm{\Omega })^f\mathrm{\Omega }\frac{1}{\mathrm{\Omega }}\left\{2_a_b\mathrm{\Omega }+g_{ab}_f^f\mathrm{\Omega }\right\}$$ (2.9) for the Ricci tensor, we arrive at our evolution equation $$\begin{array}{cc}0=\hfill & \mathrm{}C_{ab}+2R_{ab}^{ef}C_{ef}R_{a}^{}{}_{}{}^{f}C_{fb}R_{b}^{}{}_{}{}^{f}C_{fa}+\left\{_aC_{bf}+_bC_{af}_fC_{ab}\right\}^f\omega \hfill \\ & +\left\{\frac{1}{2}(_f\omega )^f\omega \frac{1}{3}(\stackrel{~}{R}R)\right\}C_{ab}g_{ab}\left\{(^e\omega )^f\omega ^e^f\omega \right\}C_{ef}+2_\eta \stackrel{~}{R}_{ab}\hfill \end{array}$$ (2.10) for the tensor field $`C_{ab}`$. ## 3 Vacuum space-times Equation (2.10) is a second order, linear, hyperbolic partial differential equation for the tensor field $`C_{ab}`$, in vacuum ($`\stackrel{~}{R}_{ab}=0`$) it is additionally homogeneous. This means that the following assertion is just a simple consequence of the general existence and uniqueness theorems for wave equations (cf. Ref. ). ###### Theorem 3.1 Let $`(M,g_{ab},\mathrm{\Omega })`$ denote some conformally compactified, asymptotically flat vacuum space-time. If the vector field $`\eta _a`$ is a nontrivial solution of the evolution equation (2.2), furthermore the tensor field $`C_{ab}`$ vanishes on the initial surfaces (hypersurface) of the considered asymptotic characteristic (hyperboloidal) initial value problem, then $`\stackrel{~}{\eta }^a=\eta ^a\|_{\stackrel{~}{M}}`$ is a Killing vector field on the considered region of the physical space-time. It is worth noting that the regularity of the principal part of (2.10) allows the use of the standard energy estimate methods for proving the uniqueness of the $`\{C_{ab}0\}`$ (i.e. $`\eta ^a`$ is a conformal Killing vector) solution. Now we turn to the more general case where also matter fields are present in the space-time. First we will derive some general results, then finally we discuss the cases of massless scalar and electro-magnetic field. ## 4 Space-times with matter fields We start with some general assumption on the matter fields admitted in space-times which will be discussed in our following studies. We will suppose that the energy-impulse tensor has the structure $$\stackrel{~}{T}_{ab}=\stackrel{~}{T}_{ab}(\stackrel{~}{\mathrm{\Phi }}_A^{(i)},\stackrel{~}{}_e\stackrel{~}{\mathrm{\Phi }}_A^{(i)},\stackrel{~}{g}_{ef}),$$ (4.1) i.e. it depends on some matter fields $`\stackrel{~}{\mathrm{\Phi }}_A^{(i)}\stackrel{~}{\mathrm{\Phi }}_{a_1\mathrm{}a_n}^{(i)}`$ (where capital indexes like $`{}_{}{}^{\prime \prime }A,B,\mathrm{}^{\prime \prime }`$ are multi indexes denoting a collection $`{}_{}{}^{\prime \prime }a_{1}^{}a_2\mathrm{}^{\prime \prime }`$ of covariant indexes, while $`{}_{}{}^{\prime \prime }i_{}^{\prime \prime }`$ is just to label the several matter fields), on their first covariant derivatives and on the physical metric. The fields $`\stackrel{~}{\mathrm{\Phi }}_A^{(i)}`$ are supposed to have regular limits at null infinity $`𝒥`$, so they can be extended smoothly to well-defined tensor fields $`\mathrm{\Phi }_A^{(i)}`$ on the unphysical space-time where $`\stackrel{~}{\mathrm{\Phi }}_A^{(i)}=\mathrm{\Phi }_A^{(i)}\|_{\stackrel{~}{M}}`$ is satisfied. Supposing that the Einstein equation holds, we get an expression similar to (4.1) for the physical Ricci tensor<sup>3</sup><sup>3</sup>3It is worth remarking, that we could have started, just like in , with imposing the conditions (4.2) and (4.10), the analysis itself is independent of the exact form of the Einstein equation. $$\stackrel{~}{R}_{ab}=\stackrel{~}{R}_{ab}(\stackrel{~}{\mathrm{\Phi }}_A^{(i)},\stackrel{~}{}_e\stackrel{~}{\mathrm{\Phi }}_A^{(i)},\stackrel{~}{g}_{ef}).$$ (4.2) Equation (2.10) contains the Lie derivative of the physical Ricci tensor $$_\eta \stackrel{~}{R}_{ab}=\underset{i}{}\frac{\stackrel{~}{R}_{ab}}{\stackrel{~}{\mathrm{\Phi }}_A^{(i)}}_\eta \stackrel{~}{\mathrm{\Phi }}_A^{(i)}+\underset{i}{}\frac{\stackrel{~}{R}_{ab}}{\stackrel{~}{}_e\stackrel{~}{\mathrm{\Phi }}_A^{(i)}}_\eta \stackrel{~}{}_e\stackrel{~}{\mathrm{\Phi }}_A^{(i)}+\frac{\stackrel{~}{R}_{ab}}{\stackrel{~}{g}_{ef}}_\eta \stackrel{~}{g}_{ef}.$$ (4.3) Like the matter fields $`\stackrel{~}{\mathrm{\Phi }}_A^{(i)}`$, their Lie derivatives $`_\eta \stackrel{~}{\mathrm{\Phi }}_A^{(i)}`$ are also well-defined tensor fields on the whole unphysical space-time, more precisely $`_\eta \stackrel{~}{\mathrm{\Phi }}_A^{(i)}=_\eta \mathrm{\Phi }_A^{(i)}\|_{\stackrel{~}{M}}`$ is satisfied. This means that we can omit the tildes also from the $`\mathrm{\Phi }_A^{(i)}`$-s and the Lie derivative appearing in the second term of equation (4.3) can be rewritten as $$_\eta (\stackrel{~}{}_e\mathrm{\Phi }_{a_1\mathrm{}a_n}^{(i)})=\stackrel{~}{}_e_\eta \mathrm{\Phi }_{a_1\mathrm{}a_n}^{(i)}\underset{j=1}{\overset{n}{}}(\stackrel{~}{}_\eta \stackrel{~}{g})_{ea_jf}\stackrel{~}{g}^{fh}\mathrm{\Phi }_{a_1\mathrm{}h\mathrm{}a_n}^{(i)},$$ (4.4) where we used the abbreviation $$(\stackrel{~}{}_\eta \stackrel{~}{g})_{ea_jf}=\frac{1}{2}\left(\stackrel{~}{}_e_\eta \stackrel{~}{g}_{a_jf}+\stackrel{~}{}_{a_j}_\eta \stackrel{~}{g}_{ef}\stackrel{~}{}_f_\eta \stackrel{~}{g}_{ea_j}\right).$$ (4.5) Both of the above equations contain the Levi-Civita differential operator $`\stackrel{~}{}`$ induced by the physical metric $`\stackrel{~}{g}_{ab}`$. In order to extend these expressions into the unphysical space-time first we have to change to the operators $``$ induced by the conformal metric $`g_{ab}`$, i.e. we have to apply the conformal transformations $$\begin{array}{cc}\hfill \stackrel{~}{}_e_\eta \mathrm{\Phi }_{a_1\mathrm{}a_n}^{(i)}=& _e_\eta \mathrm{\Phi }_{a_1\mathrm{}a_n}^{(i)}+\underset{j=1}{\overset{n}{}}\widehat{\mathrm{\Gamma }}_{ea_j}^f_\eta \mathrm{\Phi }_{a_1\mathrm{}f\mathrm{}a_n}^{(i)},\hfill \\ \hfill \stackrel{~}{}_e_\eta \stackrel{~}{g}_{ab}=& \frac{1}{\mathrm{\Omega }^2}_eC_{ab}+\frac{1}{\mathrm{\Omega }^2}\left(\widehat{\mathrm{\Gamma }}_{ea}^fC_{fb}+\widehat{\mathrm{\Gamma }}_{eb}^fC_{af}\frac{2}{\mathrm{\Omega }}C_{ab}_e\mathrm{\Omega }\right),\hfill \end{array}$$ (4.6) where we used the symbols $$\widehat{\mathrm{\Gamma }}_{ab}^c=\frac{2}{\mathrm{\Omega }}\left(\delta _{(a}^c_{b)}\mathrm{\Omega }\frac{1}{2}g_{ab}g^{cd}_d\mathrm{\Omega }\right).$$ (4.7) We applied also the relation $$_\eta \stackrel{~}{g}_{ab}=\frac{C_{ab}}{\mathrm{\Omega }^2}$$ (4.8) which follows directly from the definition (2.4) of the tensor field $`C_{ab}`$. Substituting all the above-quoted formulae into expression (4.3) we get an equation with the structure $$_\eta \stackrel{~}{R}_{ab}=𝒜_{ab}(_\eta \mathrm{\Phi }_A^{(i)})+_{ab}(_e_\eta \mathrm{\Phi }_A^{(i)})+𝒞_{ab}(C_{ef})+𝒟_{ab}(_eC_{fg}),$$ (4.9) where all of $`𝒜_{ab}`$, $`_{ab}`$, $`𝒞_{ab}`$ and $`𝒟_{ab}`$ are linear, homogeneous functions in their indicated arguments. However, as we will see later on the explicit examples, some of these functions can contain also terms with negative powers of the conformal factor $`\mathrm{\Omega }`$ which vanishes on null infinity. This means that also singular terms can appear on the right hand side of (4.9). Let us suppose that the matter fields $`\stackrel{~}{\mathrm{\Phi }}_A^{(i)}=\mathrm{\Phi }_A^{(i)}\|_{\stackrel{~}{M}}`$ satisfy the field equations $$\stackrel{~}{}_a\stackrel{~}{}^a\stackrel{~}{\mathrm{\Phi }}_A^{(i)}=F_A^{(i)}(\stackrel{~}{\mathrm{\Phi }}_B^{(j)},\stackrel{~}{}_e\stackrel{~}{\mathrm{\Phi }}_B^{(j)},\stackrel{~}{g}_{ef}),$$ (4.10) where $`F_A^{(i)}`$ denote some smooth functions of the indicated arguments (the matter fields are admitted to be coupled to each other). Calculating the Lie derivative of the previous equation, then performing the same transformations as above, we can derive the evolution equations $$\mathrm{}_\eta \mathrm{\Phi }_A^{(i)}=_A^{(i)}(_\eta \mathrm{\Phi }_B^{(j)})+_A^{(i)}(_e_\eta \mathrm{\Phi }_B^{(j)})+𝒢_A^{(i)}(C_{ef})+_A^{(i)}(_eC_{fg})$$ (4.11) for the Lie derivatives of the matter fields (we already performed the conformal transformations (4.6)-(4.8), as well). The functions $`_A^{(i)}`$, $`_A^{(i)}`$, $`𝒢_A^{(i)}`$ and $`_A^{(i)}`$ are linear and homogeneous in their indicated arguments. However, their regularity, like above at (4.9), depends on the concrete physical model which is investigated. Equations (2.10) (in view of eq. (4.9)) and (4.11) compose a system of linear, homogeneous wave equations for the variables $`C_{ab}`$ and $`_\eta \mathrm{\Phi }_A^{(i)}`$. The right hand sides can contain terms which are singular on null infinity, however the principal parts are always regular. This admits us to apply the general theorems (see in ) for proving the uniqueness of the $`\{C_{ab}0`$, $`_\eta \mathrm{\Phi }_A^{(i)}0\}`$ solution. This means that the following assertion is just a simple consequence of the general theorems. ###### Theorem 4.1 Let $`(M,g_{ab},\mathrm{\Omega })`$ denote some conformally compactified asymptotically flat space-time containing some matter fields $`\mathrm{\Phi }_A^{(i)}`$ which satisfy the evolution equations (4.10). If the vector field $`\eta _a`$ is a nontrivial solution of the wave equation (2.2), furthermore $`_\eta \mathrm{\Phi }_A^{(i)}`$ and the tensor field $`C_{ab}`$ vanish on the initial surfaces (hypersurface) of the considered asymptotic characteristic (hyperboloidal) initial value problem, then $`\stackrel{~}{\eta }^a=\eta ^a\|_{\stackrel{~}{M}}`$ is a Killing vector field on the considered region of the physical space-time. In the appendix we will consider two examples, the massless scalar and the electro-magnetic field, in more detail. First, it is useful to write down the actual formulae where one can observe explicitly the nature of the singularities appearing on $`𝒥`$, caused by the $`\frac{1}{\mathrm{\Omega }}`$ terms. Secondly, the field equations for the electro-magnetic field are not automatically of the form (4.10), one have to impose suitable gauge conditions in order to apply the above general results. ## 5 Summary We have derived general necessary and sufficient initial conditions for Killing vector fields in the asymptotic characteristic and hyperboloidal initial value problems. These conditions are implicit in the sense that they have to be evaluated for the components of the vector field $`\eta ^a`$. The existence of Killing vector fields depends on the existence of $`\eta ^a0`$ solutions for the conditions derived above for the initial data. Unfortunately the evaluation of our general implicit conditions cannot be done so general as we treated the whole problem in this paper, e.g. the calculations are fundamentally different for the asymptotic characteristic and hyperboloidal initial value problems, caused by the different causal nature of the initial manifolds. However, a future work is planed for studying some applications of the introduced general assertions. Acknowledgments: I would like to thank I. R cz for reading the manuscript. This research was supported by the grant OTKA-D25135. ## Appendix A APPENDIX ### A.1. Massless scalar and electro-magnetic field Let as consider a massless scalar field $`\stackrel{~}{\mathrm{\Phi }}`$ on the physical space-time manifold $`(\stackrel{~}{M},\stackrel{~}{g}_{ab})`$ with evolution equation $$\stackrel{~}{}_a\stackrel{~}{}^a\stackrel{~}{\mathrm{\Phi }}=0,$$ (A.1) and with energy-impulse tensor $$\stackrel{~}{T}_{ab}=\stackrel{~}{}_a\stackrel{~}{\mathrm{\Phi }}\stackrel{~}{}_b\stackrel{~}{\mathrm{\Phi }}\frac{1}{2}\stackrel{~}{g}_{ab}\stackrel{~}{}_f\stackrel{~}{\mathrm{\Phi }}\stackrel{~}{}^f\stackrel{~}{\mathrm{\Phi }}.$$ (A.2) The scalar field $`\stackrel{~}{\mathrm{\Phi }}`$ is supposed to have regular limit on null infinity, so it has a unique extension $`\mathrm{\Phi }`$ (with $`\stackrel{~}{\mathrm{\Phi }}=\mathrm{\Phi }\|_{\stackrel{~}{M}}`$) which is regular on the whole unphysical space-time $`(M,g_{ab},\mathrm{\Omega })`$. Through the Einstein equations the Lie derivative of the physical Ricci tensor with respect to $`\eta ^a`$ is simply $$_\eta \stackrel{~}{R}_{ab}=8\pi \left[(_a_\eta \mathrm{\Phi })_b\mathrm{\Phi }+(_a\mathrm{\Phi })_b_\eta \mathrm{\Phi }\right].$$ (A.3) Here we already performed the conformal transformation, the above expression is written already in terms of the unphysical quantities. We can recognize that (A.3) is a completely regular expression on the whole conformal space-time manifold. We can evaluate (4.11), as well. After some longer but straightforward calculations we arrive at the equation $$0=\mathrm{}_\eta \mathrm{\Phi }(^e^f\mathrm{\Phi })C_{ef}g^{ef}^h\mathrm{\Phi }\left\{_eC_{fg}\frac{1}{2}_gC_{ef}\right\}2\frac{^e\mathrm{\Omega }}{\mathrm{\Omega }}\left\{_e_\eta \mathrm{\Phi }(^f\mathrm{\Phi })C_{ef}\right\}.$$ (A.4) Equations (2.10) (in view of (A.3)) and (A.4) constitute a linear, homogeneous system of wave equations for the variables $`C_{ab}`$ and $`_\eta \mathrm{\Phi }`$, so the following statement is just a special case of the general theorem formulated in the previous section. ###### Proposition A.1 Let $`(M,g_{ab},\mathrm{\Omega })`$ denote some conformally compactified asymptotically flat space-time containing some massless scalar field in the considered region. If the vector field $`\eta _a`$ is a nontrivial solution of the evolution equation (2.2), furthermore $`_\eta \mathrm{\Phi }`$ and the tensor field $`C_{ab}`$ vanish on the initial surfaces (hypersurface) of the considered asymptotic characteristic (hyperboloidal) initial value problem, then $`\stackrel{~}{\eta }^a=\eta ^a\|_{\stackrel{~}{M}}`$ is a Killing vector field on the considered region of the physical space-time. Now we turn to the study of the electro-magnetic field. The field equations in the physical space-time are given by $$(^{}d\stackrel{~}{F})_a=0,\stackrel{~}{F}_{ab}=(d\stackrel{~}{A})_{ab},$$ (A.5) where $`d`$ denotes the exterior differential of the corresponding quantity and the star indicates the Hodge-dual. The vector potential is considered as the restriction to $`\stackrel{~}{M}`$ of a $`\stackrel{~}{A}_a=A_a\|_{\stackrel{~}{M}}`$ one-form field $`A_a`$ which is regular on the whole conformally extended space-time manifold. The electro-magnetic field equations are conformally invariant, so the previous equations can be rewritten as $$^aF_{ab}=0,F_{ab}=_aA_b_bA_a,$$ (A.6) where we already used the conformal Levi-Civita differential operator induced by the unphysical metric $`g_{ab}`$. The energy-impulse tensor and the physical Ricci tensor, using the Einstein equations, can be written simply as $$\stackrel{~}{T}_{ab}=F_{ae}F_{bf}\stackrel{~}{g}^{ef}\frac{1}{4}\stackrel{~}{g}_{ab}F_{ce}F_{df}\stackrel{~}{g}^{cd}\stackrel{~}{g}^{ef},\stackrel{~}{R}_{ab}=8\pi \left[F_{ae}F_{bf}\stackrel{~}{g}^{ef}\frac{1}{4}\stackrel{~}{g}_{ab}F_{ce}F_{df}\stackrel{~}{g}^{cd}\stackrel{~}{g}^{ef}\right],$$ (A.7) respectively. It is easy to check that the Lie derivative (4.9) of the physical Ricci tensor now takes the form $$_\eta \stackrel{~}{R}_{ab}=\mathrm{\Omega }^2\left\{𝒜_{ab}(_\eta A_e)+𝒞_{ab}(C_{ef})\right\},$$ (A.8) where $`𝒜_{ab}`$ and $`𝒞_{ab}`$ are some regular functions, homogeneous and isotropic in their indicated arguments. The evaluation of (4.11) requires a bit more work. Calculating the Lie-derivative of the first equation from (A.6) after some lengthy but straightforward calculation we arrive at $$\begin{array}{cc}0=\hfill & \mathrm{}_\eta A_ag^{fg}\left\{^e_fA_a^e_aA_f\right\}C_{eg}+g^{gh}^fA_h\left\{_gC_{af}_fC_{ag}\right\}R_{a}^{}{}_{}{}^{g}_\eta A_g\hfill \\ & _a\left\{(_\eta +\eta (\omega ))(^fA_fA(\omega ))+g^{ef}g^{gh}(_eA_gA_e_g\omega )C_{fh}+(^f\omega )_\eta A_f\right\}.\hfill \end{array}$$ (A.9) During the derivation of the previous equation we used only identity (4.4), equation (4.8) and the evolution equation (2.2) satisfied by the vector field $`\eta _a`$. It is easy to check that in terms of the conformal quantities the Lorentz gauge condition can be rewritten as $$\stackrel{~}{}^f\stackrel{~}{A}_f=\mathrm{\Omega }^2[^fA_fA(\omega )]=0.$$ (A.10) This means that in the Lorenz gauge equation (A.9) takes a more simple form $$\begin{array}{cc}0=\hfill & \mathrm{}_\eta A_ag^{fg}\{^e_fA_a^e_aA_f\}C_{eg}g^{gh}^fA_h\{_aC_{fg}+_fC_{ag}_gC_{af}\}\hfill \\ & R_{a}^{}{}_{}{}^{g}_\eta A_gg^{fh}g^{gk}\left\{_a_hA_k_aA_h_k\omega A_h_a_k\omega \right\}C_{fg}\hfill \\ & (_a^f\omega )_\eta A_f(^f\omega )_a_\eta A_f.\hfill \end{array}$$ (A.11) This expression has already the structure of (4.11). At this point we can argue like above, i.e. equations (A.11) and (2.10) constitute a linear, homogeneous system of wave equations with a unique $`_\eta A_a0`$ and $`C_{ab}0`$ solution. So the following statement is just a special case of the general theorem of the previous section. ###### Proposition A.2 Let $`(M,g_{ab},\mathrm{\Omega })`$ denote some conformally compactified asymptotically flat space-time containing electro-magnetic field in the considered region. Let the vector potential $`\stackrel{~}{A}_a`$ is given in the Lorentz-gauge, i.e. $`^a\stackrel{~}{A}_a=0`$ satisfied. If the vector field $`\eta _a`$ is a nontrivial solution of the evolution equation (2.2), furthermore $`_\eta A_a`$ and the tensor field $`C_{ab}`$ vanish on the initial surfaces (hypersurface) of the considered asymptotic characteristic (hyperboloidal) initial value problem, then $`\stackrel{~}{\eta }_a=\eta _a\|_{\stackrel{~}{M}}`$ is a Killing vector field in the considered region of the physical space-time.
warning/0007/astro-ph0007040.html	ar5iv	text	# Decreasing Density Gradients in Circumnuclear H ii Regions of Barred Galaxies NGC 1022, 1326 & 4314 ## 1 Introduction The average density profiles of extragalactic H ii regions can be derived from their thermal radio emission. The thermal radio continuum emission of optically thin photoionized plasma with $`\tau _{ff}<1`$ has a relatively flat spectrum with S$`{}_{\nu }{}^{}\nu ^{0.1}`$, and it changes to S$`{}_{\nu }{}^{}\nu ^2`$ when the region becomes optically thick, with $`\tau _{ff}>1`$, and has a sharp boundary (e. g. Mezger, Schraml & Terzian 1967; Mezger & Henderson 1967). When the electron density varies with distance, say as a power-law with $`n_er^\omega `$, and the plasma is optically thick near the center of the emitting object (e. g. ionized stellar winds or dense photoionized molecular clouds), the spectral index varies as S$`{}_{\nu }{}^{}\nu ^\alpha `$, with $`0.1<\alpha <+2`$ for $`\omega `$ ranging from 0 to $`\mathrm{}`$ (Olnon 1975; Panagia & Felli 1975). This behavior is indeed observed in stars with extended winds (e. g. Simon et al. 1983) and in some galactic ultra-compact and super-ultra-compact H ii regions (Franco, Kurtz & Hofner 2000). In particular, the radio continuum emission of the core of galactic source G35.20–1.74 scales as S$`{}_{\nu }{}^{}\nu ^{0.6}`$, indicating that its internal density structure is proportional to $`r^2`$ (Kurtz 2000; Franco et al. 2000). Here, evidence is given that the average density profile of extragalactic H ii regions can indeed be derived from the radio continuum, and discuss the radio emission from the circumnuclear regions in three barred galaxies: NGC 1022, 1326 and 4314. Their H$`\alpha `$ and radio continuum emission at 20, 6, and 2 cm, along with CO, HI, and near IR have been reported by García-Barreto et al. (1991a,b,c, 1996). In this paper we re-analyze the radio continuum data and report the spectral indices of the radio continuum emission from several sources in the circumnuclear regions of these galaxies. Their spectral indices between 20, 6, and 2 cm, with observations at the same angular resolution, indicate contributions from both synchrotron and free-free emission. Our results indicate: 1) the existence of several circumnuclear H ii regions with radio continuum spectral indices $`\alpha _2^6>0.1`$, and 2) the spectral index between 6 and 2 cm from each of the circumnuclear H ii regions can be explained if the photoionized gas is optically thick and has a decreasing density structure with a power-law form $`n_er^\omega `$, where the exponent is in the range $`1.6<\omega <2.4`$. ## 2 The Ionized Gas in NGC 1022, NGC 1326, and NGC 4314 NGC 1022 is an SBa(r)p barred spiral galaxy located in the Cetus-Aries group of galaxies, at a distance of 18.5 Mpc (H$`{}_{0}{}^{}=75`$ km s<sup>-1</sup> Mpc<sup>-1</sup>; Tully 1988). The radio continuum emission at 20, 6, and 2 cm (with the same angular resolutions), CO (1-0) and CO (2-1) emission, and near IR with a single element detector have been reported by García-Barreto et al. (1991c). NGC 1326 is an RSBa barred spiral galaxy in the Fornax I cluster of galaxies at a distance of 16.9 Mpc (Tully 1988). Radio continuum emission at 20 cm, 6 cm, and 2 cm, CO (1-0) and CO (2-1) emission, and optical spectroscopy have been reported by García-Barreto et al. (1991b). NGC 4314 is an SB(a) barred spiral galaxy in the Coma I group of galaxies, at an adopted distance of 10 Mpc. Radio continuum emission at 20 cm, 6 cm, and 2cm, HI, CO (1-0) and CO (2-1) emission, and near IR with a single element detector have been reported by García-Barreto et al. (1991a). Images of the optical continuum in the I filter (8040 Å) and continuum-free H$`\alpha `$+\[NII\] of these three galaxies have been reported by García-Barreto et al. (1996). Here we will focus on the properties of the radio continuum emission of the different sources in the circumnuclear regions. In all three galaxies the H$`\alpha `$+\[NII\] and the radio continuum coincide spatially, indicating that the emission is associated with the star formation process. The radio continuum emission maps were obtained at the VLA with similar high angular resolution beams at 20 cm, 6 cm and 2 cm in order to do spectral index analysis of similar regions at the three wavelengths (García-Barreto et al. 1991a,b,c). The H$`\alpha `$ line emission images were obtained with a CCD camera at the 2.1m telescope in San Pedro Mártir, B.C. México (García-Barreto et al. 1996). Figure 1 is a superposition of the radio continuum emission at 2 cm on the H$`\alpha `$ emission of NGC 1022. Both the radio continuum and H$`\alpha `$ emitting regions are distributed in a similar manner: there is a bright emission region coincident with the compact nucleus, and there are two additional compact sources off-nucleus (to the north-east and slightly north-west). We have labeled them as NGC 1022:FGF 1 (nucleus), 2 (to the northeast), and 3 (to the northwest), respectively (see Figure 1 and Table 1). In the original analysis, done in 1991, only the two strongest sources, 1 and 2, were considered in the radio continuum analysis (García-Barreto et al. 1991c); however, analysis of the H$`\alpha `$ distribution suggested weak emission from a source to the NW (see Fig. 1 and García-Barreto et al. 1996), and a closer inspection of the radio continuum maps also indicated the existence of source 3 at the same location. At larger scales, Figure 2 shows that the radio continuum emission is found only in the central regions of the disk. The image shows the optical I continuum superimposed on the radio continuum at 20 cm. Notice that the position angle of the continuum emission between source 1 (the nucleus) and source 2 is almost perpendicular to the position angle of the stellar bar (P.A.$`{}_{radio}{}^{}25^{}`$ vs. P.A.$`{}_{bar}{}^{}115`$). Also, source 3 (NW) coincides with a region of distorted isophotes in the optical continuum at P.A. $`30^{}`$. Figures 3 and 4 reproduce the 2 cm radio continuum emission from the circumnuclear structures in NGC 1326 and NGC 4314. The source designations are given in Table 1. The location of these structures indicate that they are most likely the result of gas concentrations near (or at) an Inner Lindblad Resonance (ILR) due to the dynamics driven by the non-axisymmetric potential of the bar (Schwarz 1984). For instance, for a bar angular speed of 36 km s<sup>-1</sup> kpc<sup>-1</sup> in NGC 4314, the ILR could be at a distance of $`450`$ pc from the galactic center and, for a bar angular speed of 60 km s<sup>-1</sup> kpc<sup>-1</sup>, the ILR in NGC 1326 could be located between 200 and 400 pc from the center (see García-Barreto et al. 1991a,b). Gas accumulates near the resonance, massive stars are then formed and giant H ii regions are created by the strong photoionization field from these newly formed massive stars. ## 3 Spectral Index of the Radio Continuum Circumnuclear Sources We have re-done the maps (see Figs. 1, 3 & 4), and re-derived the spectral indices between 20 and 6 cm, and 6 and 2 cm. These indices were computed from the peak fluxes, determined from gaussian fits made with the task IMFIT in AIPS. In the case of NGC 1022, the linear resolution was 335 by 135 pc and the average spectral index for the compact nucleus and NE source between 6 and 2 cm are $`\alpha _2^6+0.12`$ and $`+0.15`$, respectively. In contrast, we find $`\alpha _2^6+0.9`$ for the NW source. For NGC 1326, the linear resolutions are 295 by 245 pc and the spectral index is $`\alpha _2^6+0.06`$ and for NGC 4314, the linear resolutions are 195 by 155 pc and the spectral index values are $`\alpha _2^6+0.2`$. The values for all regions are given in Table 1. Only the strongest sources, with flux densities at 2 cm larger than five times the rms noise values. are considered. Also, our observations do not resolve individual (compact or giant) H ii regions since their average size (less than 100 pc) is smaller than our resolution in all three galaxies. The spectral index between 20 and 6 cm is negative in all cases, indicating that the emission in this wavelength range has a non-thermal origin. In contrast, the spectral index from 6 to 2 cm is always positive, suggesting that this emission is dominated by thermal bremsstrahlung. This is a consequence of optically thin synchrotron radiation having $`\alpha _6^{20}0.8`$ (Niklas, Klein & Wielebinski 1997) and thermal bremsstrahlung having $`\alpha `$ between $``$0.1 and +2, depending on the optical depth (e. g. , Mezger & Henderson 1967). Clearly, the values of $`\alpha _2^6`$ for all circumnuclear sources in the three galaxies are within the range of thermal emission, $`0.1<\alpha _2^6<+2`$ (see Table 1). The total radio continuum flux at these wavelengths is the sum of synchrotron and free-free emission. However, a detailed decomposition of the fluxes obtained with similar beams for NGC 1326 by García-Barreto et al. (1991b) indicates a very small synchrotron contribution at 2 cm. A similar exercise with the other sources provides the same result. The synchrotron emission probably falls more rapidly than the free-free emission rises between 6 and 2 cm, and the positive index values are lower limits (but likely close) to the true free-free spectral indices. This is clearly seen in Figure 5, that shows $`S_\nu `$ vs $`\nu `$ for all the sources listed in Table 1: i) the emission between 20 and 6 cm falls down less rapidly than typical non-thermal emission (Niklas, Klein & Wielebinski 1997), indicating an important thermal contribution at 6 cm, and ii) the extrapolation of the non-thermal component at 2 cm is a small fraction of the actual emission. The lower limits to the average electron density values of the emitting regions are 50 cm<sup>-3</sup> for NGC 1022 (García-Barreto et al. 1991c), 8 cm<sup>-3</sup> for NGC 1326 (García-Barreto et al. 1991b), and 25 cm<sup>-3</sup> for NGC 4314 (García-Barreto et al. 1991a). These values are similar to the average electron densities, around 10 cm<sup>-3</sup>, reported for the circumnuclear starburst in NGC 1097 (Hummel, van der Hulst & Keel 1987), and to those reported for the giant H ii region W3A, within 1 and 80 cm<sup>-3</sup> (Kantharia, Anantharamaiah & Goss 1998) ## 4 Discussion The spectral indices for the circumnuclear regions in our three barred galaxies are $`\alpha _2^6>0.1`$, and they have similar spatial distributions in the H$`\alpha `$, CO and radio continuum emission (Garcia-Barreto et al. 1991a,b,c; Benedict, Smith & Kenney 1996). This indicates that massive star formation is going on in the giant molecular cloud complexes of the observed regions. Molecular cloud complexes in our galaxy display highly irregular density and velocity distributions, giving the impression of conglomerates of high density condensations, or cloud cores, interconnected by a more tenuous inter-core medium. These high density condensations seem to be the actual sites of massive star formation and they host many of the known UCH ii and SUCH ii regions (e. g. Cesaroni et al. 1999; Kurtz et al. 2000). During the formation phase of an H ii region, the radiation field creates an ionization front that evolves within the density profile of the star forming core. The initial structure and early expansion phases of the recently formed H ii region, then, are defined by the properties of the star-forming core (Franco, Tenorio-Tagle & Bodenheimer 1989, 1990). Observations of nearby cloud fragments and extinction studies in dark clouds indicate density distributions proportional to $`r^\omega `$, with $`\omega `$ ranging from 1 to 3 and having an average of $`\omega 2`$ (e. g. Arquilla & Goldsmith 1985; Gregorio Hetem, Sanzovo & Lepine 1988). For decreasing density gradients with $`\omega 1.5`$, the ionization front eventually overtakes the shock front and a large region around the core also becomes ionized. All parts of the cloud core are set into motion, sometimes driving internal shocks, and instabilities in both the ionization and shock fronts generate clumps and finger-like structures (García-Segura & Franco 1996; Franco et al. 1998; Williams 1999; Freyer, Hensler & Yorke 2000). The disruptive effects of photoionization and photodissociation first halt the star formation activity (Franco, Shore & Tenorio-Tagle 1994; Diaz-Miller, Franco & Shore 1998) and later, once a large fraction of the parental cloud is ionized, accelerate outflows in an expanding giant H ii region. The combined action of photoionization and the strong mechanical energy input from stellar winds and supernova explosions, then, eventually destroys the molecular cloud complex and creates large expanding shells (see reviews by Yorke 1986, Tenorio-Tagle & Bodenheimer 1988, and Bisnovatyi-Kogan & Silich 1995). Thus, the non-thermal and thermal radio continuum emission from the circumnuclear regions of the three barred galaxies can be viewed as resulting from the stellar energy input that is destroying the parental clouds. The negative spectral index between 20 and 6 cm (except for the compact nucleus of NGC 1022) is likely due to non-thermal emission from SN associated to the star-forming activity. The positive index between 6 and 2 cm, on the other hand, is likely due to optically thick thermal emission from the expanding H ii regions. The spectra of the free-free emission from an optically thick plasma with various decreasing density stratifications have been calculated by Olnon (1975) and Panagia & Felli (1975). The main result of these studies is that, for unresolved sources, the spectral index is in the range from -0.1 to +2, depending on the particular functional form of the density gradient and the optical depth of the region. For a power law of the form $`n_er^\omega `$, the value of the spectral index $`\alpha `$, S$`{}_{\nu }{}^{}\nu ^\alpha `$, depends on the exponent $`\omega `$ as (Olnon 1975) $$\alpha =(2\omega 3.1)/(\omega 0.5).$$ (1) For a truncated power-law (which removes the pole $`n_e\mathrm{}`$ at $`r`$0) and other functional forms for the density stratification, the formulae for the spectral index become more complicated. For simplicity, and following the results from nearby clouds, the power-law case can be used as an approximation to the plasma density stratification. Thus, the photoionized circumnuclear clouds detected in the radio continuum can be characterized by exponents in the range $`1.6<\omega <2.4`$ (the values of $`\omega `$ for all sources are listed in Table 1). It is important to emphazise, as the referee has pointed out, that these giant extragalactic H ii regions are usually composed of a collection of individual ionized cores emmbedded in a lower brightness extended region. Thus, the density gradients derived from the spectral index measurements represent an $`average`$ density stratification which may be different from the actual density profiles of the indiviual ionized cores. Summarizing, the radio continuum emission from the circumnuclear regions in the three barred galaxies NGC 1022, 1326 and 4314 show a combination of non-thermal and thermal features. The fact that all observed sources have similar properties, a negative index value between 20 and 6 cm and a positive value between 6 and 2 cm, indicates that the radio emission is mainly due to SN and H ii regions in massive star forming regions. In particular, the free-free emission of the unresolved giant H ii regions indicates density gradients shallower than $`\omega 2.5`$. This result is similar to the one reported by Franco et al. (2000) for ultracompact H ii regions, and suggests that many H ii regions, in our Galaxy and in other galaxies, are optically thick at radio wavelengths and may provide information of the density stratification of the emitting plasma. This was already hinted at the reported spectral indices greater than -0.1 in both giant and ultracompact H ii regions (Wood & Churchwell 1989; Kantharia, Anantharamaiah & Goss 1998), and suggests that further analysis of the data may provide valuable information about the properties of star forming regions. ## Acknowledgements It is pleasure to thank Stan Kurtz for many stimulating and informative discussions, and an anonymous referee for useful suggestions that helped us to improve the contents of the paper. JF acknowledges partial support by DGAPA-UNAM grant IN130698 and by a R&D CRAY Research grant. E de la F wishes to acknowledge financial support from CONACYT-México grant 124449 and DGEP-UNAM through graduate scholarships. ## References Arquilla, R. & Goldsmith, P. F. 1985, ApJ, 297, 436 Benedict, G. F., Smith, B. J. & Kenney, J. D. P. 1996, AJ, 111, 1861 Bisnovatyi-Kogan, G. S. & Silich, S. 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warning/0007/astro-ph0007074.html	ar5iv	text	# Chemical evolution using SPH cosmological simulations. I: implementation, tests and first results ## 1 Introduction In recent years, our knowledge of the high redshift Universe has increased dramatically allowing us to start constructing a picture of how the different morphological types evolve (e.g. Steidel and Hamilton 1992; Madau 1995; Lilly et al. 1995; Cowie et al. 1996; Ellis et al. 1996; Steidel et al. 1998). In particular, the comoving star formation history first depicted by Madau et al. (1996) has resulted in a very useful way of quantifying galaxy evolution, under certain hypothesis. Since star formation directly translates into metal enrichment of the interstellar medium (ISM), observations of these two processes help astronomers to constrain models of the formation of the structure. In particular, Lyman alpha forests, damped Lyman alpha systems and Lyman alpha break galaxies have all contributed to estimate the cosmic metal ejection and star formation rates (e.g., Lu et al. 1996; Pettini et al. 1997). However, we are still far from drawing a consistent picture since several points remain to be clarified. In this respect, the integration of the dust corrected cosmic star formation history of the Universe up to $`z=0`$ can account for the entire stellar mass content in spirals and spheroids at present times. However, when we look at the metal content at $`z2.5`$, only $`10\%`$ of what is expected is actually measured (Renzini 1998). Regarding the chemical properties of galaxies, most of the available observations are restricted to the Galaxy, and in particular, to the solar neighbourhood (e.g., Edvardsson et al. 1993; Gratton et al. 1996; Rocha-Pinto et al. 2000). Extragalactic observations of HII regions provide information on the chemical content in other galaxies (e.g., Pagel 1992; Garnett et al. 1995; Kennicutt and Garnett 1996; Kobulnicky and Skillman 1996). Chemical evolution models are a useful tool to attempt to study the physical processes that might determine the chemical characteristics of the different galaxies. Detailed modelling can be found in studies of the Galaxy (e.g., Ferrini et al. 1992; Tossi 1996; Chiappini, Matteucci and Gratton 1997 and references therein). These analytical models carefully treat stellar evolution. However, they cannot account for dynamical evolution, and certainly, not for hierarchical clustering. From a numerical point of view, metallicity enrichment mechanisms have been implemented in hydrodynamical simulations in different ways. The first attempts were done by Larson (1975, 1976). Other implementations came after using diverse techniques such as chemodynamical models (e.g., Burkert et al. 1992; Samland et al. 1997) which describe in more detail the interstellar medium evolution. On the other hand, this approach uses a very simple prescription for galaxy formation where the dark matter halo is either not considered at all or assumed to be static. However, there are strong evidences from observations of normal spirals that the dark matter is dynamically important within the luminous radius (e.g., Bottema 1992; Courteau, de Jong & Broeils 1996; Rhee 1996), and that the response of the dark matter to the presence of baryons affect their evolution (Blumenthal et al. 1996; Tissera & Domínguez-Tenreiro 1998) and, as a consequence, the star formation process (Mihos & Hernquist 1996; Barnes & Hernquist 1996; Tissera 2000; Navarro & Steinmetz 2000). A first approach to include chemical evolution in Smooth Particle Hydrodynamical (SPH) code is described by Steinmetz and Müller (1994, 1995) followed by Raiteri, Villata and Navarro (1996). These works run prepared-cosmological initial conditions where the formation and evolution of only one object was studied. These models have shed light on some physical mechanisms that may control metallicity in galaxies, and have also shown that hierarchical clustering scenarios may form galactic objects that resemble Milky Way-type galaxies from a chemical point of view. However, the SPH models with chemical implementations hitherto published are restricted to the Galaxy. It would be very important for the study of the formation and evolution of galaxies to be able to analyse a variety of galactic objects with different evolutionary histories. Hydrodynamical cosmological simulations are more suited to tackle this problem since the non-linear evolution of the matter is naturally accounted for, and, physical processes can be more consistently implemented. These models can provide coherent well-described environments for all objects and a complete record of their formation and evolution. The drawback is the treatment of numerical resolution effects. In this paper, we concentrate on the description of the chemical model that has been implemented in a cosmological hydrodynamical AP3M. First results on galaxy formation, global chemical properties and comparison with observations are reported. The detailed analysis of the chemical properties of the ISM and stellar population in galaxy-like objects such as abundance gradients, age-metallicity relations, etc., are given by Tissera et al. (2000, hereafter Paper II). This paper is organized as follows. Section 2 describes the star formation process and the metal enrichment implementation. In Section 3 we assess the performance of the chemical model. In Section 4 we present the first results on galaxy formation and chemical evolution. Section 5 summarizes the results. ## 2 Numerical Model We use a cosmological numerical code based on the SPH technique described by Tissera et al. (1997). The SPH algorithm has been coupled to the AP3M gravitational code (Thomas and Couchman 1992), in order to follow the gravitational and hydrodynamical evolution of particles within a cosmological context. For the sake of simplicity, and as first step in the development of this chemical cosmological code, simulations have been run considering that the gas cools down by using the approximation given by Dalgarno and McCray (1972). ### 2.1 Star formation In general, the modelling of star formation (SF) in SPH simulations is based on the Schmidt law and a series of hypothesis to select suitable SF regions. However, how it is actually implemented within each particular code depends on the different authors (e.g., Katz 1992; Navarro and White 1994; Tissera et al. 1997). In this paper, we describe a modified version of the SF implemented by Tissera et al. (1997) in order to be able to track the transformation of gas into stars in more detail, within a given gas particle. We include the SF algorithm as follows. Gas particles are eligible to form stars if they are cold ($`T<T_{}`$) and satisfy a density criterium: $`\rho _{\mathrm{gas}}>\rho _{\mathrm{crit}}`$. This density criterium arises by requiring the cooling time of a gas particle to be smaller than its dynamical time. The critical temperature $`T_{}`$ is taken as the minimum provided value by the cooling functions ($`T_{}10^4`$K). Finally, gas particles have to be part of a collapsing region. This requirement is imposed by selecting particles in a convergent flow ($`.\stackrel{}{v}<0`$). When a gas particle satisfies all these conditions, star formation occurs according to the Schmidt law, $$\frac{d\rho _{\mathrm{star}}}{dt}=c\frac{\rho _{\mathrm{gas}}}{t_{}},$$ (1) where $`c`$ is the star formation efficiency and $`t_{}`$ is a characteristic time-scale assumed to be proportional to the dynamical time of the particle ($`t_{}=t_{\mathrm{dyn}}=(3\pi /16G\rho _{\mathrm{gas}})^{1/2}`$). Then, each stellar mass formed in a particle at a certain SF episode is given by $`\mathrm{\Delta }_{\mathrm{star}}=C\rho _{\mathrm{gas}}^{3/2}\mathrm{\Delta }t`$, where $`\mathrm{\Delta }t`$ is the time step of integration ($`\mathrm{\Delta }t=1.3\times 10^7`$ yr) and $`C`$ a new SF efficiency. Note that, according to equation (1), in order to go from density to mass, the volume of the new-born stars has to be assumed. Taking into account that the process we are modelling happens within a gas particle and, that according to observations, SF occurs normally in clusters, not in isolation, we assume that the volume occupied by the fraction of new-born stars is constant for all them. Thus, it can be absorbed in the new constant, $`C`$. According to this SF scheme, in a given baryonic particle there could be several SF episodes that had occurred at different times. The gaseous mass of the baryonic particle is reduced by $`\mathrm{\Delta }_{\mathrm{star}}`$ until its gas reservoir is depleted. A minimum gas mass equal to 5 $`\%`$ of the initial gas mass component is left over in each particle. When a particle reaches this minimum mass, it is transformed completely into a star particle and hereafter behaves as collisionless matter. Each $`\mathrm{\Delta }_{\mathrm{star}}`$ formed can be followed up in time. The number of stars of a given mass within $`\mathrm{\Delta }_{\mathrm{star}}`$ is estimated by assuming an Initial Mass Function (IMF). Hence, a baryonic particle may be formed by a gaseous and stellar components in different proportions according to its history of evolution (hereafter, hybrid particle). The stellar component can be made up of different stellar populations with different ages and chemical properties, which have been formed at different SF episodes. The chemical properties of each stellar population ($`\mathrm{\Delta }_{\mathrm{star}}`$) reflect the chemical state of the ISM at the time of its formation. The decoupling between gas and stars depends on the actual rate at which stars are formed in each baryonic particle, that, on its turn, depends on each evolutionary path. Hybrid particles may introduce some numerical artifacts since the stellar populations follow the gas evolution when they should probably not. However, this is not a trivial problem that can be easily resolved. An improvement of the decoupling process is under work and will be presented in a separate paper. ### 2.2 Metal Production Metals are produced and ejected to the interstellar medium at the end of the life of stars. Most of chemical elements are ejected by Type II supernovae (SNeII) except for the iron that is mainly produced by Type I supernovae (SNeI). Particles are assumed to be initially formed by Hydrogen and Helium in primordial abundances ($`\mathrm{H}=0.75`$, $`\mathrm{He}=0.25`$). The first generations of stars with primordial abundances immediately enrich the ISM from where the new generations are born. It has to be stressed that we are not including the effects of (thermal or kinetic) energy injection into the ISM due to SN explosions. For the sake of simplicity we have splitted the treatment of the feedback problem into two stages. Firstly, we include chemical enrichment (this paper), and in a second step, we will intend to develop an energy feedback model. There have been several attempts to implement energy feedback in SPH codes by either injecting thermal (e.g., Katz 1992) or kinetic (e.g., Navarro & White 1994; Metzler & Evrard 1994; Navarro & Steinmetz 2000; Springel 2000) energies to the gas component due to SN explosions. However, these methods are still controversial leaving this problem as an open question for galaxy formation. Let us now describe the nucleosynthesis prescriptions adopted in this model: Type II SNe: We assume that stars more massive than $`8M_{}`$ end their lives as Type II SNe. In order to estimate their number, we adopt a Salpeter IMF with a lower and upper mass cut-off of $`0.1`$ and $`120M_{}`$, respectively. The IMF adopted gives the total number of SNeII formed in a certain range of stellar masses in a given $`\mathrm{\Delta }_{\mathrm{star}}`$ at a certain time. Supernovae are thought to eject their whole metal production within a few $`10^7`$ yr. In particular, we assume that their life-time is equal to the integration time-step of the simulations. For comparison, we resort to both Portinari, Chiosi and Bressan (1998, P98) and Woosley and Weaver (1995, WW95) metal ejecta models and follow the evolution of different elements according to the information provided by the authors. P98 give metal yields for stars up to $`120M_{}`$, while WW95 assume that stars larger than $`40M_{}`$ end up their lives as black holes. We consider the following elements according to each author: $`\mathrm{H},\mathrm{He}^4,\mathrm{C}^{12},\mathrm{O}^{16},\mathrm{Mg}^{24},\mathrm{Si}^{28},\mathrm{Fe}^{56}`$, for both P98 and WW95, and also, $`\mathrm{N}^{14},\mathrm{Ne}^{20},\mathrm{S}^{32},\mathrm{Ca}^{40},\mathrm{Zn}^{62}`$, for WW95. Type I SNe: Following Matteucci and Francois (1989), we assume that supernovae Ia originate from carbon deflagration in C-O white dwarfs in binary systems. It is assumed that the masses of these binary systems are likely to be in the range $`316M_{}`$. The adopted nucleosynthesis prescriptions are taken from Thielemann, Nomoto and Hashimoto (1993). Type Ib SNe are assumed to be half the total number of Type I SNe and to produce only iron ($`0.3\mathrm{M}_{}`$ per explosion). The main interest in including SNI events in the models is that they contribute with a substantial amount of iron. This element is fundamental to attempt to reproduce several observational results (see also Chiappini et al. 1997). The relative rate of SNI to SNII explosions has been observationally estimated in the solar neighbourhood and from extragalactic sources (van der Bergh 1991). These estimations suggest a range of possible values for the total SNI rate respect to that of SNII of $`2\mathrm{SNRII}/\mathrm{SNRI}3.11`$. Binary systems evolve for a certain period of time ($`t_{\mathrm{SNI}}`$) during which mass is transfered from the secondary to the primary star until the Chandrasekhar mass is exceeded and a explosion is triggered. It is generally assumed that a fair fraction of SNeI will explode after a period of $`t_{\mathrm{SNI}}10^810^9`$ yr (Greggio 1996). It is straightforward to estimate when SNeI will explode and eject metals to the neighbouring region, since the formation time of each $`\mathrm{\Delta }_{\mathrm{star}}`$, in a given baryonic particle, is known. The effects of varying both the SNRII/SNRI relative rate (hereafter, $`\mathrm{\Theta }_{\mathrm{SN}}`$) and $`t_{\mathrm{SNI}}`$ are analysed and results are confronted with observations in the following Sections. To sum up, the free parameters of our chemical model are: star formation efficiency ($`C`$), the initial mass function (IMF), its upper and lower mass cut-offs, the relative rate of different types of supernovae ($`\mathrm{\Theta }_{\mathrm{SN}}`$), the life-time of binary systems that end as SNeI ($`t_{\mathrm{SNI}}`$) and the yields. Regarding the IMF, we are going to adopt a constant and unique one throughout this paper. ### 2.3 Model for metal ejection How the chemical elements are distributed and mixed in the interstellar medium is a complex problem which is far from being solved from a theoretical point of view (e.g., Tenorio-Tagle et al. 1999). Furthermore, numerical simulations do not reach enough resolution to properly treat this small-scale mixing process together with the process of galaxy assembly. Hence, the ejection and mixing of elements have to be modelled in heuristic way. We use the SPH technique to distribute the metals within the neighbouring sphere of the $`j`$ particle where a $`\mathrm{\Delta }_{\mathrm{star}}`$ is formed. According to this technique, the value of a certain parameter at the location of $`j`$ particle can be estimated by using the information storaged in its neighbourhood, which is determined by its $`i`$ neighbouring particles within its smoothing length ($`h_j`$). Using this concept, we can define the total mass ($`M_j^k`$) of a given $`k`$ chemical element ejected by a $`j`$ particle due to SNeI or SNeII, as $$M_j^k=\underset{i=1}{\overset{n_\mathrm{v}}{}}m_i/\rho _iM_j^kW(r_ir_j,h_{ij}),$$ (2) where $`n_\mathrm{v}`$ is the number of $`i`$ neighbours of the $`j`$ particle ($`n_\mathrm{v}40`$), $`m_i`$ and $`\rho _i`$ the gas mass and density of the $`i`$ particle, respectively, $`W(r_ir_j,h_{ij})`$ and $`h_{ij}`$, the symmetrized kernel and smoothing length, respectively. In this scheme, each $`i`$ neighbouring particle gets a contribution of each metal defined by $$M_i^\mathrm{k}=m_i/\rho _iM_j^\mathrm{k}W(r_ir_j,h_{ij}).$$ (3) The $`j`$ particle where the stellar mass has just formed is also included in this process. The masses of H and He are proportionally decreased according to the metal mass received by each particle, so that its total mass is always conserved. The distribution of metals by using the SPH technique allows to spread out metals and enrich gas particles that may have not experienced SF but are close enough to other SF regions, working as an effective mixing mechanism. Note that gas particles can be enriched by more than one neighbour at each time-step. It has to be mentioned that numerical resolution would affect the mixing of metals since it also affects the determination of the neighbours. In Section 3, we will discuss this point in more detail. In the present implementation, metal mixing occurs only tided to the SF process, in the sense that, only new-born elements are distributed. One of the advantage of this implementation is that particles move according to the equations of gravitation and hydrodynamics, leaving behind the closed-box hypothesis, among others. Particles with different astrophysical and chemical properties are mixed, particularly during violent events such as interaction and mergers, so that reproducing observations becomes a more challenging task. ## 3 Tests We carry out a series of simple tests to assess the effects of both, numerical resolution and the variation of the different parameters ($`C`$, $`\mathrm{\Theta }_{\mathrm{SN}}`$, $`t_{\mathrm{SNI}}`$) on the chemical properties of baryons. We also intend to evaluate the dependence of the results on the two adopted nucleosynthesis models, P98 and WW95. For this purpose, we follow the evolution of a homogeneous gaseous sphere. The sphere is represented by $`10^3`$ gas particles initially distributed following a density profile $`\rho r^2`$, in a radius of 625 kpc, without a dark matter halo. This simple experiment gives a clear idea of how each parameter affects the chemical properties of baryons and have the advantage of a low computational cost. ### 3.1 Effects of numerical resolution Numerical problems may affect both, the process of star formation and specially the distribution of metals. With respect to the former, if dark matter haloes in galactic objects are numerically well resolved, the star formation process may not be strongly affected by the numerical resolution (see discussion in Domínguez-Tenreiro, Tissera and Sáiz 1998). This is due to the fact that dark matter determines the potential well on to which the gas settles on. If dark matter haloes are well resolved, baryons are forced to distribute adequately. In this way, the gas density profiles are well reproduced and the SF can be correctly followed (Tissera 2000). Nevertheless, the gas component has to be resolved, at least, by few hundred particles (Navarro and White 1994). In our simulations, baryonic and dark matter components are represented by particles of equal mass. Therefore, dark matter haloes are resolved by a much larger number of particles than the baryonic component. Hence, the potential wells of the larger galactic haloes are very well defined ( see Tissera and Domínguez-Tenreiro 1998). Consequently, we restrict our global analysis to galactic objects resolved with more than 250 baryonic particles. On the other hand, the radius of the neighbouring sphere in which the metals produced by the stellar component are distributed is affected by the numerical resolution of the experiment. Consequently, this problem may have a non-negligible effect on the metal distribution and the chemical properties of gas and stars, and requires a more detailed analysis. For this purpose, we have studied the evolution of two gaseous spheres without dark matter haloes. Each of them represents a system with total gaseous mass of $`1.3\times 10^{11}M_{\mathrm{}}`$ and initial radius of 615 kpc. One of the experiments (E1) resolves the sphere with $`10^3`$ particles ($`\mathrm{m}_\mathrm{p}=1.3\times 10^8M_{\mathrm{}}`$), while the second experiment (E1H) has higher numerical resolution: $`8\times 10^3`$ gas particles ($`\mathrm{m}_\mathrm{p}=1.7\times 10^7M_{\mathrm{}}`$). Since these spheres have no dark matter haloes, taking into account the former discussion, it is reasonable to expect that their star formation histories will be different. In fact, the sphere in E1H starts forming stars before its counterpart in E1. However, the effects that this earlier SF has on their metallicity is not dramatic, as it can be observed from Fig.1, where we have plotted the mean values of \[O/Fe\] vs. \[Fe/H\] for both experiments. The greatest differences are obtained for the low metallicity stars (\[Fe/H\] $`<3`$) due to the fact that star formation begins before in E1H and has a greater intensity than SF in E1. As stars with higher metallicities are formed, this difference diminishes. Note that error bars in E1H comprise the distribution of E1 for \[Fe/H\] $`>4`$ (except for the first point). The main difference observed between these two experiments is that low numerical resolution produces a reduction in the dispersion of the distribution as can be seen from the error bars in Fig.1. This fact can be understood by considering that, in the experiment with lower resolution, the neighbouring sphere ($`n_v40`$) comprises a larger volume, thus producing a more effective mixing of the metals in the gas. Conversely, when numerical resolution is increased, the new elements produced by a certain particle are distributed in a smaller volume. This leads to a less efficient mix at the scale of the system, producing an increase in the metallicity dispersion. We cannot theoretically assess at what extent this dispersion has any physical meaning since the mixing mechanisms in galaxies are not yet well understood. It might be possible that SN explosions spread metals in larger volumes than that provided by the SPH technique. This fact would produce a more uniform-metal distributions in the interstellar medium, as it actually occurs in the low numerical resolution run. Taking into account these experiments, we conclude that the main effect of using the SPH technique to distribute metals is that the better resolved objects (i.e., those with higher number of baryonic particles that, in our simulations, implies larger masses) would have a larger dispersion in their chemical properties than the smaller ones. Mean values of the quantities will be considered as adequate estimations. ### 3.2 Effects of the variation of the star formation parameters We are now going to analyse the effects that the different chemical model parameters have on the properties of the stellar populations of the spheres. As can be seen from Table 1, experiments E1, E2 and E3 differ among each other in the life-time of binary systems that end up as SNeI. The values considered are $`10^8`$, $`4\times 10^8`$ and $`10^9`$ yr, respectively. The SF efficiency and $`\mathrm{\Theta }_{\mathrm{SN}}`$ used are the same in these three experiments. The ratio \[O/Fe\] vs. \[Fe/H\] clearly illustrates the effects of varying the parameters. Fig.2 shows \[O/Fe\] vs. \[Fe/H\] for these three experiments at different stages of evolution. As can be seen from this figure, as soon as the first stars are formed, the differences among them are very important. The smaller $`t_{\mathrm{SNI}}`$ used in E1 allows a rapid production of Fe and, consequently, the number of low metallicity stars (\[Fe/H\] $`<3`$) is considerably lower than in E2 and E3, for all times. The larger $`t_{\mathrm{SNI}}`$ value adopted in E3 produces a dex difference in the ratio \[O/Fe\] compared to the values in E1 and E2 for $`t=1.13\times 10^{10}`$yr. As time goes on, all experiments reach solar values, although, the variation of $`t_{\mathrm{SNI}}`$ among them leads to appreciably different evolutionary paths. For E1 and E2, the \[O/Fe\] is above observed values for the solar neighbourhood, and the steepness of the relation is much abrupt for \[Fe/H\]$`>1`$. Experiment E1 ($`t_{\mathrm{SNI}}=10^8`$ yr) gives a more consistent relation for stars with \[O/Fe\] $`<1`$. In this case, the final shape and range of abundances values are set as soon as the first stars formed which implies that even at early stages of evolution, this combination of SN parameters can produce stellar populations with metal contents up to solar. In Fig.3, we show the same relations for experiments E4, E5 and E6. In E4 we have changed the relative ratio $`\mathrm{\Theta }_{\mathrm{SN}}`$ from 2 (in E1) to 4. Since SNRII is the fraction of stars with masses greater than $`8M_{}`$ in a certain time-step, given by the IMF adopted, an increase in the ratio $`\mathrm{\Theta }_{\mathrm{SN}}`$ implies a decrease of SNRI. The effect of the variation of this parameter gives the expected differences in the abundance tracks. Note that there is no change in the slope of the \[O/Fe\] vs. \[Fe/H\] relation, but the abundances in E4 do not get to solar values because there are not enough SNeI to produce the necessary amount of Fe. In experiment E5 we use a higher SF efficiency than that in E1. In this case, stars are formed faster and the gas is enriched very efficiently so that the new-born stars immediately evolve to higher metallicity regions. As a consequence, the low-metallicity tail in the \[O/Fe\] vs. \[Fe/H\] relation vanishes. Note that the higher the $`C`$ value used, the larger the stellar masses ($`\mathrm{\Delta }_{\mathrm{star}}`$) formed, so that the number of SF events in a given baryonic particle diminishes. This is the reason why the number of points in E5 is smaller when compared to the distribution in E1. The important aspect to remark is that, in E5, the range of metallicity covered by the stellar populations is considerably smaller. This implies that a very efficient SF process can enrich the medium to solar values very quickly so that most of stars would tend to be located in the high metallicity region. The comparison between experiments E1 and E6 clearly illustrates how the simulation results depend on the two yield models, P98 and WW95. The features of the \[O/Fe\] vs. \[Fe/H\] relation in E6 can be appreciated in the bottom raw of Fig.3. The main characteristic observed for this experiment, where P98 yields were used, is the lack of the low-metallicity tail (\[Fe/H\] $`<3`$), which can be appreciated in E1. On the other hand, the low-metallicity stars in E6 (\[Fe/H\] $`<2`$), have almost constant values of \[O/Fe\], in contrast with the results of E1, where a gradient is observed. This difference arises because P98 yields produce more iron with respect to the other elements than WW95, up to an order of magnitude more, in some cases. So, stars are rapidly brought to lower abundances ratios with respect to iron. Despite this fact, these relations are quite similar, with exception that WW95 seems to reach slightly higher metallicities values for the same model parameters at $`z=0`$. This fact implies that P98 yields for enriched stars produce, in general, more elements than those of WW95. The comparison of other chemical elements shows that the major difference is in the \[C/Fe\] vs. \[Fe/H\] relation. In Fig.4, we show this relation for experiments E1 and E6 as a function of time. As clearly seen in the case of E6, there is an excess of carbon in relation to iron for \[Fe/H\] $`>1.2`$ that produces a positive gradient. To sum up, we find that all SF and SN parameters have non-negligible effects on the chemical properties of baryons. Then, in order to choose the correct combination of SN and SF parameters, a detailed comparison with observations has to be done. ## 4 Galaxy Formation We are now interested in applying this model to the study of galaxy formation in a cosmological framework. As a first step, we look at the global properties of galaxy-like objects (GLOs) and compare them with observations. The different formation and evolutionary histories of each GLO (i.e., collapse time, merger tree, properties of progenitors, interactions, etc.) may affect their SF and chemical content in a complex way so that, even in the same experiments, GLOs may exhibit different characteristics. This fact makes of cosmological simulations a very useful tool for chemical evolution studies. The traditional model to study chemical evolution is the so-called One-Zone Simple Model based on two main assumptions: the system is isolated (i.e, no inflows or outflows) and well-mixed (i.e., instantaneous recycling), at all times (van der Bergh 1962; Schmidt 1963; Tinsley 1980). Other hypothesis are related to the initial condition of the gas, IMF and nucleosynthesis yields. We remark the first two assumptions since they are inconsistent with the formation and evolution of galaxies in a hierarchical clustering scenario. In our experiments, structures form within a cosmological model suffering physical processes such as mergers, encounters, inflows, etc., which may affect the dynamics and kinematics of the dark and baryonic matters. Although some authors have included inflows and relaxed the hypothesis of instantaneous recycling (e.g., Chiappini et al. 1997), these models are not formulated in a cosmological framework and do not include dynamical effects that may affect the SF process and the mixing of chemical elements. Regarding the IMF and initial condition of the gas, we adopt a Salpeter IMF for all times, and the gas is assumed to be initially in primordial abundances. ### 4.1 Numerical Experiments We performed SPH simulations consistent with a Cold Dark Matter (CDM) spectrum with $`\mathrm{\Omega }=1`$, $`\mathrm{\Lambda }=0`$, $`\mathrm{\Omega }_\mathrm{b}=0.1`$, and $`\sigma _8=0.67`$. We used $`N=262144`$ particles ($`M_{\mathrm{part}}=2.6\times 10^8M_{}`$) in a comoving box of length $`L=5h^1`$ Mpc ($`H_0=100h^1\mathrm{km}\mathrm{s}^1\mathrm{Mpc}^1`$, $`h=0.5`$), starting at $`z=11`$. Note that dark matter and baryonic particles have the same mass. The gravitational softening used in these simulations is 3 kpc, and the smaller smoothing length allowed is 1.5 kpc. Simulations S1 to S5 share the same initial conditions while S6 shares the SF and SN model parameters of S2, but has different random phases. Simulations include SF and metallicity effects as described in Section 2. According to the discussion carried out in the previous Section, the value of $`C`$, $`\mathrm{\Theta }_{\mathrm{SN}}`$ and $`t_{\mathrm{SNI}}`$ affect the chemical composition of the stellar and gaseous components. In order to assess the impact of these parameters on the chemical properties of galactic objects, we have performed simulations with the same initial condition but varying the model parameters (see Table 2). We also compare results from simulations where the two adopted yields, P98 and WW95, have been used. We will focus on the study of global chemical properties of the ISM and the stellar populations of GLOs, and their relation with the dynamical parameters of the objects. In order to study the properties of GLOs at $`z=0`$, we identify them at their virial radius ($`\delta \rho /\rho 200`$; White and Frenk 1991). In Table 3 we give their total dark matter ($`N_{\mathrm{dark}}`$) and baryonic ($`N_{\mathrm{bar}}`$) number particles within the virial radius and their virial circular velocity ($`V_{\mathrm{vir}}`$). Letter b in the label code of the GLO (second column, Table 3) indicates if the main baryonic system is formed by a pair of galactic objects. ¿From the set of GLOs identified, we are only going to analyse those with more than 250 baryonic particles within their virial radius. As it is well known, GLOs are formed by a dark matter halo that generally hosts a main baryonic clump and a series of satellites. All quantities measured at the virial radius are related to these complex systems. However, if we want to confront the simulated results with observations, it has to be taken into account that observed astrophysical quantities come from the luminous matter. For this purpose, we define a galactic object (GAL) as the structure determined by the main baryonic clump (including the dark matter mixed within it) hosted by a GLO. The radius that encloses $`83\%`$ of the luminous mass of an exponential disc corresponds to the isophote of 25 mag $`\mathrm{arcsec}^2`$. Assuming the mass-to-luminosity ratio to be independent of radius, we define the optical radius of a GAL as the one that encloses $`83\%`$ of its baryonic mass. All chemical and astrophysical properties will be referred to two optical radius ($`2R_{\mathrm{opt}}`$), unless otherwise stated (see Table 3). This definition allows us to carry out a more meaningful comparison with observations. In this respect, $`V_{\mathrm{opt}}`$, defined as the circular velocity at $`2R_{\mathrm{opt}}`$, is determined by the baryonic and dark matter distributions in GALs, and consequently, it is related to the physical mechanisms responsible for the concentration and distribution of the matter in the central region of a GLO (i.e., star formation, mergers, gas inflows, environment). Conversely, $`V_{\mathrm{vir}}`$ is a global parameter determined by the total potential well of the system. Recall that, in these simulations, there are three types of baryonic particles: pure gaseous, hybrid and total stellar ones. We identify those that belong to a given GLO and its GAL, and look at their chemical properties within $`2R_{\mathrm{opt}}`$ at $`z=0`$. ### 4.2 Global Chemical Properties In this Section we study the correlations between chemical and dynamical properties of the GALs, in order to explore the possible physical mechanisms that may determine the metallicity of a galaxy, and to assess the dependence on model parameters. Observationally, defining the metallicity of a galaxy is a complex matter since it depends on the type and quality of available data, the element used as the estimator, etc. (e.g., Kunth and Ostlin 1999). Moreover, observations only give information on the metallicity of certain regions within a galaxy so that they could be considered good estimators of the global metallicity only if the ISM were efficiently mixed. Let us first review the main hypotheses of the one-zone Simple Model in order to understand the differences and advantages of our chemical scheme. The two basic assumptions of the Simple Model are: a) the system is isolated and b) it is well mixed at all times. It is also generally assumed instantaneous recycling. Concerning hypothesis a), our galactic objects form in consistency with a hierarchical clustering scenario via the aggregation of substructure. At $`z=0`$ a galactic object generally consists of a dark matter halo, a main baryonic clump and a series of satellites. Even if the objects do not have nearby similar-mass objects, they are rarely isolated. Moreover, there are always both, gas infall from the dark matter haloes and encounters with satellites that may tidally induce gas inflows as have been reported in numerical (e.g., Mihos & Hernquist 1996; Tissera 2000) and observational works (Barton, Geller & Kenyon 1999). At higher $`z`$, interactions and mergers notably increase so that the hypothesis of ’closed-box’ is never valid since what is observationally identified as a galaxy is just a component of the whole system. It has also to be stressed that the star formation history is affected by the evolution of the galactic object. This evolutionary process determines the different chemical properties of the objects in our simulations (see Tissera et al. 2000 for details). Due to the mixing mechanism adopted which depends on the local gas density, and the fact that the systems are never isolated, the metallicity of the gas and the new-born stellar population is not uniform. At a given time, we found a significant spread in the values of the ISM metallicites within a given GAL (Tissera et al. 2000). These results are consistent with those from chemodynamical models (e.g., Samland et al. 1997). Regarding instantaneous recycling, we follow the evolution of the populations according to the stellar masses including supernovae I and II explosions. A consistent implementation of SNeI is performed as described in Section 2.2. Planetary nebulae (PNe) have not been included in this work. Unfortunately we cannot treat in as much detail the ISM as chemodynamical models do, but this drawback is compensated by the fact that galaxy formation is well-described according to a cosmological framework without ad-hoc hypotheses. Moreover, the coupled non-linear evolution of dark matter and baryons has non-negligible effects on the star formation (e.g., Navarro & Steinmetz 2000; Tissera et al. 2000) that is directly related to the enrichment process. We will first attempt to assess which dynamical parameters correlate with the chemical properties of the GALs. We define global quantities for the chemical content of GALs. A global metallicity ($`Z`$) is assigned to the stellar population and to the gaseous component of a GAL, taking into account all contributions from either, the stars or the gas respectively, according to $$Z_a=\frac{_{k=1}^nM_k}{M_a},$$ (4) where $`a`$ refers to the component (i.e., stars or gas), $`M_k`$ is the total mass of the $`k`$ chemical element present in the $`a`$ component, $`n`$ is the total number of $`k`$ chemical elements considered, and $`M_a`$ is the total mass of the $`a`$ component within two optical radius. The estimated $`Z_{\mathrm{star}}`$ and $`Z_{\mathrm{gas}}`$ for each GAL are listed on Table 3. We have analysed the GALs formed in simulations S2, S6 and S7. These experiments have the same star formation and cosmological model parameters but different random phases in the initial conditions. The SN parameters used in these experiments are taken from the best results given by the test runs ($`t_{\mathrm{SNI}}=10^8`$ yr, $`\mathrm{\Theta }_{\mathrm{SN}}=2`$). In Fig.5a and Fig.5c we show the global metallicities of the stellar population ($`Z_{\mathrm{star}}`$) and the gaseous component ($`Z_{\mathrm{gas}}`$) of the GALs versus their gas fractions. We find the expected trend indicating that the smaller the left-over gas, the higher the metallicity. Note that the slope of this relation for the gas and the stars is different, being steeper for the former. The averaged values of global metallicities for these runs are: $`<Z_{\mathrm{star}}/Z_{\mathrm{}}>=0.25\pm 0.05`$ and $`<Z_{\mathrm{gas}}/Z_{\mathrm{}}>=0.24\pm 0.09`$. Note that we are considering the metal content of stars and gas particles within $`2R_{\mathrm{opt}}`$ irrespectively of their particular location. These mean metallicity values cannot be directly compared to that of disk stars in the solar neighbourhood. In Fig.5b and 5d, we plot $`Z_{\mathrm{star}}`$ and $`Z_{\mathrm{gas}}`$ versus the total stellar mass $`(M_{\mathrm{star}})`$ within $`2R_{\mathrm{opt}}`$. As can be seen there is no clear trend between these parameters, albeit a weak tendency to have the higher metallicities in both, gaseous and stellar components of GALs with intermediate stellar masses: $`3\times 10^{10}M_{}`$ to $`6\times 10^{10}M_{}`$. For comparison, we have estimated these relations for our GALs assuming they have behaved according to the Simple Model. We include three cases: $`0.2Z_{}`$ (dotted-dashed lines), $`0.5Z_{}`$ (solid lines) and $`Z_{}`$ (dashed lines) <sup>1</sup><sup>1</sup>1In Fig.5 (b,d), lines represent the estimations of the Simple Model for a system with total mass $`M_{\mathrm{bar}}=10^{10}M_{\mathrm{}}`$, initially with $`M_{\mathrm{star}}=0`$ and $`Z=0`$. . It can be appreciated the significant differences between the Simple Model and the results of the numerical simulations. The slope of $`Z_{\mathrm{star}}/Z_{}`$ versus $`M_{\mathrm{gas}}/M_{\mathrm{bar}}`$ is different as well as the systematic increase of stellar metallicity as a function of the stellar mass formed in the Simple Model which contrasts with the behaviour of the numerical simulations. By inspection of the same relation for the gaseous components, we find that the Simple Model overestimates the metallicity of the galactic gaseous components for the parameters that match the chemical distribution of the stars. Hence, it seems that it is not possible to reproduce simultaneously the trends found in the stellar population and the gas of the simulated GALs with the Simple Model. This is somewhat expected since our code takes into account more complex processes (such as mergers, interactions, gas infall, etc) that are not considered in the Simple Model. We have studied the dependence of $`Z_{\mathrm{star}}`$ on $`V_{\mathrm{vir}}`$ and $`V_{\mathrm{opt}}`$ finding no significant correlations. We expected the lack of correlation with $`V_{\mathrm{vir}}`$ since it is determined by the whole gravitational bound system, while the chemical properties of the GALs are more strongly related to the fate of the baryonic matter in the internal regions. In fact, Fig.6a shows no significant trend between the stellar mass of the GALs and their virial velocity. On the contrary, there is a clear correlation of $`M_{\mathrm{star}}`$ with $`V_{\mathrm{opt}}`$ as can be seen from Fig.6b. If a universal value for the stellar mass-to-light ratio is assumed, this correlation would imply a Tully-Fisher relation similar to those found in previous works (e.g., Tissera et al. 1997; Navarro & Steinmetz 2000). Given that our GALs follow the Tully-Fisher relation, one would expect, in principle, a correlation of the stellar population metallicity with the $`V_{\mathrm{opt}}`$ which is not found. We think that this lack of correlation is due to the fact that the chemical properties of these GALs are also affected by their merger history. Violent events have a strong impact on the baryon distributions and, consequently, on the metals mixing (White 1981; Cora et al. 2000). Furthermore, these objects are continuously accreating gas that contributes with pristine material to form new stars. From these results we find that the mean metallicity of the stellar population of the GALs cannot be directly linked to the optical mass either. Note the lack of SN wind effects in our simulations, as first discussed by Dekel & Silk (1986), could strongly affect the evolution of the gaseous component of low virial mass haloes, producing a non-negligible effect on the chemical properties of these systems. We have also studied how the properties discussed above change for different nucleosynthesis yield models. We have analysed the relations shown in Fig.5 for experiment S1 which has been run with the same SF and SN parameters than those used in S2, but with the nucleosynthesis model of P98 instead of those of WW95. It can be seen in Fig.7a, a similar correlation than that shown in Fig.5a although with a shallower slope; and a lack of correlation between $`Z_{\mathrm{star}}`$ and $`M_{\mathrm{star}}`$ in Fig.7b. It can also be appreciated that global metallicities in the simulation with P98 model are higher than those in simulations using WW95 yields, with average values of $`<Z_{\mathrm{gas}}/Z_{\mathrm{}}>=0.40\pm 0.11`$ and $`<Z_{\mathrm{star}}/Z_{\mathrm{}}>=0.45\pm 0.06`$. Hence, the different yields used imply significantly different results. In order to explore the effects of changing the model parameters, $`\mathrm{\Theta }_{\mathrm{SN}},t_{\mathrm{SNI}}`$ and $`C`$, we plot in Fig.8 $`Z_{\mathrm{star}}`$ versus $`M_{\mathrm{gas}}/M_{\mathrm{bar}}`$ and $`M_{\mathrm{star}}`$ for simulations S3, S4 and S5 (see Table 2). By inspection to Fig.8a we can see that this correlation is present for all these experiments except S3. This simulation has the most efficient star formation, the largest value of $`C`$, which is an important parameter that strongly affect star formation and metallicity: for higher $`C`$ values, and keeping the SN parameters fixed, the dispersion in metallicity increases. Note however that if the rate of SNeI is decreased (larger $`\mathrm{\Theta }_{\mathrm{SN}}`$) and the $`t_{\mathrm{SNI}}`$ increased, this correlation is recovered (S4). Hence, these three parameters are relevant at determining the global chemical properties of the GALs. In the case of the relation between metallicity and luminosity (total stellar mass), the correlation is not present as it can be seen from Fig.8b. However, we cannot further study the relative importance of the model parameters unless we look into more detail to the chemical properties of the gaseous and stellar components (to be analysed in Tissera et al. 2000). Estimates of the mean $`Z_{\mathrm{star}}`$ and $`Z_{\mathrm{gas}}`$ values of GALs in each simulation (see Table 4) show that when the gaseous component is more gradually transformed into stars (S1, S2, S6, S7), the mean global metallicity of stellar populations and the ISMs at $`z=0`$ are very similar, independent of the nucleosynthesis yield models used. Conversely, when the SF efficiency is increased (S3, S4, S5), the difference between the mean $`Z_{\mathrm{star}}`$ and $`Z_{\mathrm{gas}}`$ becomes very important. In this case, most of the metals are locked into stars, regardless of the SN parameters. Hence, in our chemical model a very efficient SF process produces, on average, ISMs considerably less metal-rich than the stellar populations of the GALs. However, it has to be noted that the mixing mechanism plays a key role in determining this result. A different implementation could lead to a more efficient distribution of metals in a shorter time-scale, quickly enriching the ISMs. Nevertheless, the way chemical elements are mixed in the ISM is still a controversial question that remains to be resolved from a theoretical and observational point of view. Unfortunately, we cannot directly compare these results with those derived from analytical or chemodynamical model since the latter focus to the study of the Galaxy and do not have a sample where dependences with the dynamical parameters of the galactic objects could be studied. Raiteri et al. (1996), although describing a similar chemical model as the one studied in this paper and using the SPH technique, do not consider different galactic haloes so that we cannot compare our findings with their results. ### 4.3 Comparison with Observations Observations of galactic and extragalactic HII regions and OB associations provide information about the chemical properties of the forming stellar population and the ISM. These observations give relations for some primary elements such as S, Ne, and C, and for the so-called secondary ones, like nitrogen, as a function of the ratio O/H. In this Section, we resort to these observational results to assess the global chemical properties of the stellar populations and ISM of the simulated GALs. Concerning primary elements, Galactic and extragalactic HII regions show that the ratios (S/O) and (Ne/O) do not depend on (O/H). However, the dispersion in these ratios is quite large (Pagel 1997). The Simple Model actually predicts a similar behavior since in this scheme, the ratios between primary elements are constant. However, this model fails to reproduce the observed correlation between (C/O) vs. (O/H). A similar problem is detected for the observed (N/O) vs. (O/H) that exhibits a steeper correlation than that predicted by this model. Note that most observations are obtained from HII regions which are assumed good tracers of the metallicity of the galactic ISM. We analyse the ISMs in our GALs, which are determined by the gas particle properties within $`2R_{\mathrm{opt}}`$. The global metallicity, $`Z_{\mathrm{gas}}^k`$, for each $`k`$ chemical element in the ISM of a GAL is defined as follows, $$Z_{\mathrm{gas}}^k=\frac{_{i=1}^{\mathrm{n}_\mathrm{p}}m_i^k}{M_{\mathrm{gas}}},$$ (5) where $`\mathrm{n}_\mathrm{p}`$ is the total number of $`i`$ gas particles within $`2R_{\mathrm{opt}}`$, $`m_i^k`$ is the mass of the $`k^{th}`$ element in the $`i^{th}`$ particle and $`M_{\mathrm{gas}}`$ is the total gas mass within $`2R_{\mathrm{opt}}`$. An equivalent relation can be defined for the stellar population, $`Z_{\mathrm{star}}^k`$. In Fig.9, we plot log(S/O) for the ISM in the GALs in simulations S2, S3, S4 and S5. As it can be seen from this figure, the mean values obtained in the simulations are in very good agreement with observations (taken from Pagel 1997). The average log(S/O) for GALs shows a large dispersion that compares well with the observed values. The larger S/O ratios are obtained for the simulation with the highest SF efficiency (simulation S3). However, by changing SN parameters in order to diminish the effects of SNI explosions, and mantaining the same SF parameter in the simulation (simulation S4), we obtain substantially smaller abundance ratios and dispersions. In Fig.10, we plot log(C/O) versus log(O/H) for GALs in simulations S2, S3, S4 and S5 (WW95) and simulation S1 (P98). We include observations of HII regions (Pagel 1997). A remarkable fact that can be seen from this figure is the large difference between the results of WW95 and P98 models. GALs in S1, which are exactly equivalent to those in S2, except for the nucleosynthesis model adopted, have ratios almost half an order of magnitude larger than their WW95 counterparts, and are out of the observational range. Conversely, GALs in any of the WW95 runs have ISMs with abundances similar to observed ones. However, they do not show the gradient reported from observations of Galactic and extragalactic HII regions (e.g., Garnett et al. 1995; Kennicutt and Garnett 1996; Kobulnicky and Skillman 1996), although the simulated abundances extend only in the range $`3.8<`$log(O/H) $`<3.2`$. The simulated mean values are lower than the observed ones but it has to be recalled that we are not including PNe yields that are thought to be important contributors of C (and N). Observations of (N/O) in HII regions show that this ratio increases with (O/H) (e.g., Pagel 1992). A gradient in the secondary element is actually predicted by the Simple Model, although the steepness of the predicted relation is much larger than that actually observed in HII regions. There are several hypothesis that may explain the origin of these differences (Pagel 1997). We estimate this relation for GALs in WW95 runs. As shown in Fig.11, the simulated ISMs have abundances that are in good agreement with observations. However, we only find GALs with $`12+`$ log(O/H) $`<8.5`$, while the observed gradient in HII regions is $`12+`$ log(O/H) $`>8.5`$. We do not find GALs with average ISM metallicity corresponding to solar abundances, neither extremely low metallicity IZW18 type objects. It should be considered, however, that only massive GALs are analysed in the simulations. Another important observational correlation is that between $`12+`$ log(O/H) and the gas fraction estimated for irregular and blue compact galaxies (e.g., Axon et al. 1998). This relation can be used to assess the metal content of the ISMs in relation to the left-over gas mass of the corresponding GALs. In Fig.12, we plot $`12+`$ log(O/H) versus log $`(M_{\mathrm{bar}}/M_{\mathrm{gas}})`$ for the ISM in the simulated GALs ($`M_{\mathrm{bar}}`$ and $`M_{\mathrm{gas}}`$ are the total baryonic and gaseous mass within $`2R_{\mathrm{opt}}`$, respectively). Observations taken from Pagel (1997) have been included for comparison. The estimated abundance ratios in the models are consistent with observations. It is notable that the observed relation is well reproduced in the sense that objects with a lower gas fraction tend to have larger metallicities without the need to introduce other physical mechanisms such as SN energy injection effects to the ISM. The Simple Model predicts a decrease of the metallicity with the gas richness of the system but it fails to correctly reproduce the observational relation. ## 5 Conclusions We have implemented a chemical model in a SPH cosmological code. First results are reported together with the assessment of the effects of model parameters and numerical resolution. It is found that the major problem introduced by a low numerical resolution is the artificial smoothing of the chemical properties of the objects. However if a minimum number of baryonic particles is imposed, then average values can be considered reliable. The mean metallicity is found nearly independent of the total stellar mass of the system indicating that the effects of mergers, interactions and gas infall on the mass distribution and metal mixing are very significant. We find correlations between the stellar mass $`M_{\mathrm{star}}`$ and the virial and optical circular velocities ($`V_{\mathrm{vir}}`$, $`V_{\mathrm{opt}}`$). However, the correlation with $`V_{\mathrm{opt}}`$ is significantly tighter, consistent with the Tully-Fisher relation. Nevertheless, the global metallicity of GALs, $`Z_{\mathrm{star}}`$ shows no dependence on $`V_{\mathrm{opt}}`$, in spite of the fact that these GALs satisfy the Tully-Fisher relation and shows a strong correlation between the global metallicity of their stars and gas components with the left-over gas fraction of the systems. We only find a significant correlation between the global GALs metallicity of both stars and gas with the left-over gas fraction of the systems. An analysis of the GALs assuming they have behaved according to the one-zone Simple Model show important differences with the results of the numerical simulations. The slope of $`Z_{\mathrm{star}}/Z_{}`$ versus $`M_{\mathrm{gas}}/M_{\mathrm{bar}}`$ and the systematic increase of stellar metallicity as a function of the stellar mass formed in the Simple Model contrasts with the behaviour of the numerical simulations. We find that the Simple Model overestimates the metallicity of the galactic gaseous components if it is constrained to match the stellar chemical content. According to the Simple Model, the global metallicity of a system continuously increases with the stellar mass in disagreement with the results found for the simulated GALs that show higher metallicities for intermediate mass objects. We find that the star formation efficiency, SN model parameters and the nucleosynthesis yields significantly affect the chemical properties of the GALs. In those models where the SF process is gradual the mean stellar and gaseous metallicities are similar. The observed abundance ratios for primary and secondary elements in Galactic and extragalactic HII regions are naturally obtained. However, the ranges of the simulated global metallicities are smaller than the observed ones. Also, the relation between the (O/H) and gas fraction obtained in the numerical simulations is consistent with the observational results. The suitable agreement between the models and the observations for these relations suggests that hierarchical clustering scenarios are able to reproduce the chemical properties of galaxies. This is a very encouraging fact taken into account that galactic objects formed by the accretion and mergers of substructures. Violent events are common and ubiquitous, and can affect the dynamical evolution of the matter, regulating the SF and chemical evolution in galactic objects. We intend to improve this chemical model in the future by allowing the gaseous component to cool according to its metallicity, and a further study of the mixing process of chemical element in the ISM. It is also under study a more efficient decoupling mechanism between stars and gas that could shorten the period of hybrid state of a baryonic particle. Finally, energy feedback remains an open question that we hope to address in a future work. ## Acknowledgments We thank S. Woosley for kindly providing the yield tables and L. Portinari for clarifying some aspects of their nucleosynthesis model. We acknowledge the careful reading and useful suggestions of the anonymous referee. We also thank M. Abadi for useful discussions. P.Tissera is grateful to C. Chiappini for introductory discussion in chemical evolution during the 1999 Aspen Summer Workshop. The authors thank the hospitality of the Observatorio Astronómico Centroamericano de Suyapa while finishing the writing of this paper. P.Tissera is grateful to the Observatorio Astronómico de Córdoba and the research group IATE for allowing the use of their computational facilities. M. Mosconi thanks IAFE for their hospitality during the preparation of this work. This work has been partially supported by CONICET, CONICOR, SECYT and Fundacion Antorchas. ## Figure Captions Figure 1: Comparison of the \[O/Fe\] versus \[Fe/H\] relation obtained from the low (solid line) and high resolution tests (dashed lines). Figure 2: \[O/Fe\] vs. \[Fe/H\] for experiments E1, E2 and E3 where the life-time of binary systems has been varied: $`10^8`$ yr, $`4\times 10^8`$ yr and $`10^9`$ yr, respectively. Time $`t`$ is given in units of $`10^{10}`$ yr. Figure 3: \[O/Fe\] vs. \[Fe/H\] for experiments E4, E5 and E6 where the relative ratio of SNII/SNI ($`\mathrm{\Theta }_{\mathrm{SN}}`$), the star formation efficiency ($`C`$) and the nucleosynthesis yields have been changed with respect to E1. Time $`t`$ is given in units of $`10^{10}`$ yr. Figure 4: Comparison of the \[C/Fe\] vs. \[Fe/H\] relation for experiments E1: WW95 and E6: P98, yields. Time $`t`$ is given in units of $`10^{10}`$ yr. Figure 5: Global metallicities of the stellar population and gas component in GALs as a function of their gas fraction, $`M_{\mathrm{gas}}/M_{\mathrm{bar}}`$, (a,c), and their total stellar mass ,$`M_{\mathrm{star}}`$, (b,d) in simulations S2 (open pentagons), S6 (filled squares) and S7 (open squares). Lines represent the relations given by the Simple Model for $`0.2Z_{}`$ (dotted-dashed lines), $`0.5Z_{}`$ (solid lines) and $`Z_{}`$ (dashed lines). $`M_{\mathrm{star}}`$ is given in units of $`10^{10}M_{}`$. Figure 6: The total stellar mass of GALs ($`M_{\mathrm{star}}`$) as a function of a) the virial velocity ($`V_{\mathrm{vir}}`$) and b) the optical velocity ($`V_{\mathrm{opt}}`$) for the same GALs shown in Fig.5. Velocities are given in km$`\mathrm{s}^1`$ and $`M_{\mathrm{star}}`$ is given in units of $`10^{10}M_{}`$. Figure 7: Global metallicities of the stellar populations in GALs ($`Z_{\mathrm{star}}/Z_{}`$) in simulation S1 (P98) as a function of a) the gas fraction ($`M_{\mathrm{gas}}/M_{\mathrm{bar}}`$), and b) the total stellar mass ($`M_{\mathrm{star}}`$) of GALs. $`M_{\mathrm{star}}`$ is given in units of $`10^{10}M_{}`$. Lines represent the relations given by the Simple Model as in Fig.5. Figure 8: Global metallicities of the stellar populations ($`Z_{\mathrm{star}}/Z_{}`$) as a function of a) the gas fraction ($`M_{\mathrm{gas}}/M_{\mathrm{bar}}`$), and b) the total stellar mass ($`M_{\mathrm{star}}`$) of GALs in simulations S3 (filled pentagons), S4 (open triangles) and S5 (open stars). $`M_{\mathrm{star}}`$ is given in units of $`10^{10}M_{}`$. Figure 9: (S/O) versus (O/H) for the ISM of GALs in simulations S2, S3, S4 and S5 (see Fig.5 and 8 for feature code). Observations of HII regions have been included (small filled circles). Figure 10: (C/O) versus (O/H) for the ISM of GALs in simulations S2, S3, S4 and S5 (see Fig.5 and 8 for feature code). GALs in S1 (filled triangles) have been included. Observations of HII regions have been included (small filled circles). Figure 11: (N/O) versus (O/H) for the ISM of the GALs shown in Fig.9. Observations of HII regions have been included (small filled circles). Figure 12: Logarithm of the oxygen abundances versus the logarithm of their gas fraction for the same GALs shown in Fig.9. Observations of HII regions in blue compact and irregular galaxies from Pagel (1997) have been included (small filled circles).
warning/0007/quant-ph0007009.html	ar5iv	text	# Experimental test of non-local quantum correlation in relativistic configurations ## 1 Introduction Since the famous article by Einstein, Podolsky and Rosen (EPR) in 1935 ”quantum non-locality”, received quite a lot of attention. They described a situation where two entangled quantum systems are measured at a distance. The correlation between the data can’t be explained by local variables, as demonstrated by Bell in 1964 , although they can’t be used to communicate information faster than light. Indeed, the data on both sides, although highly correlated, is random. There is thus no obvious conflict with special relativity. In a realist’s view the correlation could be ”explained” by an action of the first measurement on the second one. This explanation is intuitive, but, if the distance between the two detection events is space-like, incompatible with relativity. This tension between quantum mechanics and relativity has long been studied by theorists, see among many others . But it clearly deserves to be analyzed experimentally and the first realization of a new kind of test is the main result of this article. Let us recall that the tension is between the collapse of the quantum state (also called ”objectification” , or ”actualization of potential properties” ) and Lorentz invariance: since the collapse instantaneously affects the state of systems composed of distance parts, it can’t be described in a covariant way. From this observation one may conclude either that there is no collapse or that this tension indicates a place to look for new physics. The assumption that there is no real collapse sounds strange to us, though, admittedly, it deserves to be developed . Anyway, in this article we follow the intuition that the tension between quantum mechanics and relativity is a guide for new physics. In order to test this tension, we design an experiment in which both quantum nonlocality and relativity play a crucial role. By quantum nonlocality we mean here measurements on two systems that are spatially separated, but still described as one global quantum object characterized by one state vector (i.e. the two systems are entangled). For relativity we like a role more prominent than mere spatial separation, as in tests of Bell inequalities. Central to relativity (at least to special relativity) is the relativity of time, which may differ between inertial frames with relative velocities. Hence, we like to have the observers of the two quantum systems not only space-like separated, but moreover in relative motion such that the chronology of the measurement events is relative to the observer: each observer in his own inertial frame performs his measurement before the other observer. In such a situation the concept of ”collapse” is even weirder: both observers equivalently claim to trigger the collapse first! Actually one can then argue, following Suarez and Scarani , that in such a situation each measurement is independent from the other and that the outcomes are uncorrelated (more precisely, that only classical correlation remain, the quantum correlation carried by the wave-function being broken, see appendix A). Let us elaborate on the intuition that motivates our experiment. Each reference frame determines a time ordering. Hence, in each reference frame one measurement takes place before the other and can be considered as the trigger (the cause) of the collapse. The picture is then the following: the first measurement produces a random outcome with probabilities determined by the local quantum state (the entire state is not needed to compute the probabilities, the local state obtained by tracing over the distant system suffices). When the outcome is produced, the global quantum state is reduced. This is the controversial part of the process since this reduction happens instantaneously in theory and faster than light according to experimental tests of Bell inequality. The second measurement can then be described like the first one: it produces a random outcome with probabilities determined by the local state. The only difference with respect to the first measurement is that the local state of the second measurement contains ”information” about the outcome of the first measurement. Since this ”information” can not be used to transmit a classical message, there is no direct conflict with relativity and we term this ”information” as quantum information. Since in our experiment the time intervall between the two meaurements is minimized, it will supply a lower limit of the speed of this quantum information. So far the described picture of the collapse is compatible with relativity, and with all experiments performed so far. But let us now assume that the two observers are in relative motion such that they disagree on the time ordering of the measurements. Then, it is plausible that each measurement produces random outcomes with probabilities determined by the local sates (see appendix A): $`Prob(++\|beforebefore)`$ $`=`$ $`<P_\alpha \text{1}\text{1}>_\psi <\text{1}\text{1}P_\beta >_\psi `$ (1) $`=`$ $`Tr(P_\alpha \rho _1)Tr(P_\beta \rho _2)`$ (2) where $`\rho _1=Tr_2(\psi \psi ^{})`$ and $`\rho _2=Tr_1(\psi \psi ^{})`$ are the local states obtained by tracing over the other sub-system and $`P_\alpha `$ and $`P_\beta `$ the projectors corresponding to the two measurements. For singlet states, for example, the probability of (++) outcomes would be $`\frac{1}{4}`$, independently of the orientations of the analyzers. The above prediction, based on plausible intuition inspired by the work of Suarez and Scarani , differs from the quantum predictions. However, it does not contradict any experimental result and deserves thus to be tested experimentally. At first sight the experiment may seem exceedingly difficult. First, because it requires relativistic speeds in order to have different time ordering. Next, because it requires the precise characterization of the vague concepts of ”observer” and ”measurement”. In the next section, we argue that the first difficulty can be mastered and that the second one offers the possibility to elaborate on these delicate concepts in an experimentally defined context (much more promising than mere theoretical elecubrations). Then, sections 3 and 4 describe the technical aspects of the experiment, while section 5 contains the measurement results. ## 2 A Bell experiment with a moving observer Consider the following situation depicted in Fig. 1: A source S emits two photons that travel to the analyzers at Alice and Bob respectively. Bob is moving away from Alice with the speed $`v`$. Let the event A, the detection of the first photon by Alice, be at the origin of reference frames of Alice and Bob ($`A_a=(x=0,t=0),A_b=(x\mathrm{`}=0,t\mathrm{`}=0)`$ ). For the event B, the detection of the second photon by Bob, we note $`B_a=(x=L,t=\delta t)`$, where L is the distance between Alice and Bob at time t=0 and $`\delta t`$ is the (small) time difference between B and A in the reference frame of Alice. The time difference between B and A in the reference frame of Bob, is $$\delta t^{}=\frac{\delta t\frac{vL}{c^2}}{\sqrt{1\frac{v^2}{c^2}}}\delta t\frac{vL}{c^2}$$ (3) Hence, if $$\frac{vL}{c^2}\delta t0$$ (4) then the time ordering of A and B is not the same in the reference frames of Alice and of Bob. As a consequence both observers have the impression to perform the measurement first, hence to provoke the collapse of the wavefunction first. And one can argue, as we have done in the introduction, that in such a situation the non-local correlation should disappear. Reasonably achievable speeds $`v`$ are in the order of 100m/s. This means that if you intend to perform the experiment in the lab with separations L say 20m, $`\delta t`$ must be smaller than 20 fs, corresponding to a distance in air of 6 $`\mu `$m. Such a short distance or time difference is only useful if the photon is localized as well as that. A coherence length of 6$`\mu `$m demands a bandwidth of 150 nm, which is hardly achievable for photon pairs. In conclusion, one should go to larger distances L which requires optical fibers. For L=10km, $`\delta t`$ must be shorter than 10 ps or 2mm of optical fibre. So you need two optical fibre links of at least 5 km (installed fiber are not straight lines!) that are equal to about 1 mm in length. At the same time you have to make sure that the photons are not delocalized due to the chromatic dispersion. The next section describes how we can achieve that. Before, we have to discuss the question ”what is an observer?”, and ”where does a collapse of the wavefunction take place?”. Is it in the physicist’s mind, in the photon counter, or already at the beamsplitter or polarizer? The answer to such questions is usually not of practical relevance; however, for our kind of experiment the answer is crucial. It determines which part of the experiment should be moving and to which point the optical paths must have the same length. In this article, we assume that the effect occurs at the detector, when the irreversible transition from ”quantum” to ”classical” occurs. So we will have a situation like in Fig. 2a. Alice and Bob each have two detectors ( $`A_+,A_{},B_+,B_{}`$), two of which ($`A_{+,}B_+`$) are at precisely the same distance from the source. There are four possible outcomes with the corresponding probabilities. Normalization (conservation of particle number) imposes: $`P_{A_+,B_+}+P_{A_+,B_{}}+P_{A_{},B_+}+P_{A_{},B_{}}`$ $`=`$ $`1`$ (5) $`P_{A_+}+P_A_{}`$ $`=`$ $`1`$ (6) $`P_{B_+}+P_B_{}`$ $`=`$ $`1`$ (7) The last two eqs. imply that if the photon is not detected by $`A_+`$, then it is necessarily detected by $`A_{}`$ (assuming perfectly efficient detectors), and similarly for Bob’s detectors. Moreover, for maximally entangled states, as in our experiment, all 4 detectors have a probability $`\frac{1}{2}`$ of detecting a photon, independently of the interferometers settings: $$P_{A_+}=P_A_{}=P_{B_+}=P_B_{}=\frac{1}{2}$$ (8) With all detectors at rest, we can expect correlation of the events as a function of phase in the interferometers (or angles of the polarizers), as demonstrated in our previous experiment : $$P_{A_+,B_+}^{QM}=P_{A_{},B_{}}^{QM}=\frac{1+\mathrm{cos}(\delta _a+\delta _b)}{2}andP_{A_+,B_{}}^{QM}=P_{A_{},B_+}^{QM}=\frac{1\mathrm{cos}(\delta _a+\delta _b)}{2}$$ (9) where the suffix $`QM`$ stands for Quantum Mechanics. If now, the detector $`B_+`$ is moving with respect to $`A_+`$ one might argue that correlations disappear (see the introduction and appendix A), i.e. that $$P_{A_+,B_+}^{bb}=const.=\frac{1}{4}$$ (10) where the suffix $`bb`$ stands for before-before. Using (8) one has $`P_{A_+,B_{}}=const.=\frac{1}{4}`$ and, with help of (5) one deduces $`P_{A_{},B_{}}=const.=\frac{1}{4}`$. Consequently, one can test the prediction (10) by only looking at the coincidences between $`A_{}`$ and $`B_{}`$, the two detectors at rest! These detectors just have to be further away from the source than $`A_+`$ and $`B_+`$ to assure that the collapse occurs at $`A_+`$ or $`B_+`$. The next question reads What is a detector?. One definition could be: it is any physical system in which the photon is irreversibly absorbed and transformed into a classical signal. The essential part is the irreversible process, the absorption of the photon in a solid and the transformation of its energy into heat. Since, as we have seen above, we don’t need to read the signal of the moving detector, the detector can be turned off or only consist of a non-fluorescent, black paint absorber (one can imagine that we could measure the temperature increase due to the absorption of the photon). Accordingly, detectors $`A_+`$ and $`B_+`$ can be just absorbing black surfaces The black surfaces provoke the collapse, even in the case that the photons go to the detectors! This considerably facilitates the experiment: First, we don’t need to identify precisely the absorbing layer of the photodiode. Second, the moving detector will be a spinning wheel. The rim of the wheel is painted black and the end of the optical fiber is pointed from outside on it (see Fig. 2b). Note that during the 50 $`\mu `$s time of flight of the photon from the source, the wheel’s edge moves by about 5 mm, thus our ”detector”, the molecules of the black paint, make in a good approximation a linear movement, defining the inertial reference frame. We don’t need electrical or optical contact, neither cooling of our spinning wheel as if a real detector was mounted. We admit that the above argument is questionable and that it would be nicer to have real, moving photon counters that make ”click”. However, the argument is fair and it clearly turns a nightmare experiment into a feasible one. Let us also note that in their original work, Suarez and Scarani proposed, inspired by Bohm’s model, that the relevant device is the beamsplitter and not the detector. Thus, our experiment is not a test of their model. ## 3 <br>Equalizing two fiber optical links In order to perform the experiment, the source has to be set precisely at the center so that in the Geneva reference frames both photons are analyzed within a few ps, corresponding to about a millimeter over a fiber length of more then 18 km. In this section we describe how we achieved such a precision. Clearly, the chromatic dispersion which spread the photon wave-packet is also a serious concern. We used installed telecom fibres and work with photons at wavelengths around 1300 nm. The relative group delay $`\tau (\lambda )`$ of a pulse, expressed in \[ps/km\], can be well fitted by the Sellmeier equation: $$\tau (\lambda )=a\lambda ^2+b\lambda ^2+c$$ (11) The dispersion coefficient $`D`$ is defined as $`D=\frac{d\tau }{d\lambda }`$ has the units $`ps/nmkm`$ and goes to zero at the zero dispersion wavelength $`\lambda _0`$. The parameter $`S_0`$ is the slope of the dispersion at $`\lambda _0.`$ For standard telecom fibers $`\lambda _0`$ is situated around 1310 nm and S<sub>0</sub> is close to 0.08 ps/km nm$`^2.`$ Equation (11) can be rewritten in terms of $`S_0=8a`$ and $`\lambda _0=\sqrt[4]{b/a}`$: $$\tau (\lambda )=\tau _0+\frac{S_0}{8}(\lambda \frac{\lambda _0^2}{\lambda })^2\tau _0+\frac{S_0}{2}(\lambda \lambda _0)^2$$ (12) The first term (the group velocity delay) can be adjusted with a precison around 100 $`\mu m`$ (see below): $$\tau (\lambda _0^A)l^A\tau (\lambda _0^B)l^B$$ (13) where $`l^A`$, $`l^B`$, $`\lambda _0^A`$ and $`\lambda _0^B`$ denote the lengths and the zero dispersion wavelengths of the fibres going to Alice and Bob, respectively. However, a simple estimate of the second term (chromatic dispersion) shows that a photon centered at $`\lambda _0`$ with a bandwidth of say 50 nm would suffer a spread of 245 ps per 10 km, which is much more than the maximum 10 ps target. Fortunately, working with photon pairs the major part of dispersion can be cancelled due to the energy correlation of the photons. Since $`\omega _p=\omega _s+\omega _i`$ the delays undergone by the signal and idler photons can be equalized: $$S_0^A(\lambda ^A\lambda _0^A)^2S_0^B(\lambda ^B\lambda _0^B)^2$$ (14) For this we chose fibers such that $`\lambda _0^A\lambda _0^B`$, $`S_0^AS_0^B`$, and tuned the pumpwavelength to obtain $`2\lambda _p=\frac{\lambda _0^A+\lambda _0^B}{2}`$ (note, that eq. (12) is in function of $`\lambda `$ whereas the signal and idler photons are symmetric in $`\omega `$, but makes only a second order difference ). The difference in the group delay is then: $$\delta t=l^A(\tau _0^A+\frac{S_0^A}{2}(\lambda ^A\lambda _0^A)^2)l^B(\tau _0^B+\frac{S_0^B}{2}(\lambda ^B\lambda _0^B)^2)0$$ (15) Accordingly, in theory the quadratic term of (12) cancels and higher order terms are limiting. In practice, however, the precision with which one can measure and equalize the $`\lambda _0`$’s of the fibers determine $`\delta t`$. For a given spectral distribution of the photon pairs, determined by the transmission curve of an interference filter a corresponding distribution of the $`\delta t`$ in the group delay (see Fig. 3 ) is obtained. Table 1 gives two figures of merit for the temporal spread in ps per km for different deviations of center wavelength of the photon pairs from the mean zero dispersion wavelength ($`2\lambda _p\frac{\lambda _0^A+\lambda _0^B}{2}`$) and bandwidths $`\mathrm{\Delta }\lambda `$ (FWHM) of the filter. These are the $`\mathrm{\Delta }\tau _{\mathrm{max}}`$ , the maximum difference of $`\delta t`$ for 95% of the photons that are within the $`2\lambda _p\pm 2\sigma `$ intervall and $`\mathrm{\Delta }\tau =2\sqrt{(\delta t(\lambda )\overline{\delta t})^2p(\lambda )}`$, the mean square deviation. This figures depend essentially on $`\mathrm{\Delta }\lambda `$ and and in a first approximation not on $`\lambda _0^A\lambda _0^B`$. \| $`2\lambda _p`$ \| $`\mathrm{\Delta }\lambda =`$ 10 nm \| $`\mathrm{\Delta }\lambda =`$ 40 nm \| $`\mathrm{\Delta }\lambda =`$ 70 nm \| \| --- \| --- \| --- \| --- \| \| 1309.0 \| 0.95 (1.90) ps \| 3.3 (6.0) ps \| 4.4 (6.3) ps \| \| 1309.5 \| 0.47 (0.93) ps \| 1.4 (2.2) ps \| 2.9 (2.6) ps \| \| 1310.0 \| 0.013 (0.026) ps \| 0.8 (1.7) ps \| 6.7 (13.6) ps \| \| 1310.5 \| 0.49 (0.99) ps \| 2.6 (5.5) ps \| 7.4 (15.8) ps \| \| 1311.0 \| 0.97 (1.94) ps \| 4.5 (9.4) ps \| 0.95 (1.90) ps \| Table 1: $`\mathrm{\Delta }\tau `$ ($`\mathrm{\Delta }\tau _{\mathrm{max}})`$ per km of fiber for different $`\lambda _p`$ and $`\mathrm{\Delta }\lambda `$ (FWHM). $`\lambda _0^A=\lambda _0^B=1310`$ $`nm.`$ The chromatic dispersion was first measured with a commercial dispersion measurement apparatus (Anritsu ME 9301A) . Unfortunately, this apparatus revealed variations of the zero-dispersion wavelength of up to 2 nm. Next, we built up our own apparatus using a Delay generator (Standford 530), a pulsed LED, a tunable filter(JDS), an actively gated InGaAs APD and a time to amplitude converter (TAC, Tenelec TC836) . We obtained a reproducibility of 0.1 nm and estimated the absolute error as 0.2 nm . The length measurement was done in a first step with a home-made OTDR setup similar to that used for the dispersion measurement. It achieved a precision of 1-2 mm. In a second step we used a low coherence reflectometer (an interferometer with a scanning mirror) to determine the path difference to a precision of about 0.1 mm (Figure 4 shows a typical scan) <sup>1</sup><sup>1</sup>1Since the absorbers don’t reflect the light, the measurement has to be performed in two steps: For both interferometers, we measured the path lengths from the input of the circulator to the absorbing surfaces with a precision of about 50 $`\mu `$m. In addition we determined the length of two pigtails with mirrored fiber ends with the same precision. This allowed us then to measure the path length difference between link A and B by replacing the interferometer by the two calibrated pigtails with mirrors.. The standard resolution of about 20 $`\mu m`$ could not be obtained, since we had to reduce the spectral width of the LED with a tunable filter of 2 nm width (FWHM) in order to see interference. If the dispersion properties of two fibers were perfectly identical, the wavelength of the LED wouldn’t matter. We limited a possible shift of group delay by centering the filter at 2$`\lambda _p`$. We estimated the error of $`2\lambda _p`$ as 0.2 nm and we conservatively assumed that $`2\lambda _p\frac{\lambda _0^A+\lambda _0^B}{2}0.5`$ $`nm.`$ For relative high differences $`\lambda _0^A\lambda _0^B1`$ nm we then obtained a maximal shift of 0.1 ps/km what is negligable. Concerning the temporal spread of the photons we obtained according to Table 1 a spread $`\mathrm{\Delta }\tau `$ of about 5 ps (for 10 km of fiber) if the bandwith of the downconverted photons is limited to 10 nm. We performed our experiments between three Swisscom stations in Geneva and Bernex and Bellevue separated by 10.6 km bee-line. We obtained 9.53 km for link A (Geneva-Bernex) and 8.23 km for the link B (Geneva-Bellevue). We added 500 m dispersion shifted fiber to link A and 1.80 km of standard fiber to link B equalize roughly the length and as precisely as possible $`\lambda _0`$ and ended up with $`\lambda _0^A=1313.0`$ nm and $`\lambda _0^B=1313.3`$ nm. Two meters of fiber were mounted on a rail in order to adjust the length of link A by pulling or releasing the fiber. In Bellevue, the distance between the end of the fiber and the black wheel could also be adjusted within a range of a few mm. ## 4 Experimental setup The experimental setup was similar to our Franson-type Bell-experiment presented earlier in more detail , , see Fig. 5. The parametric downconversion source consisted essentially of a 655 nm diode laser (30mW Mitsubishi) with external grating and a KNbO<sub>3</sub> crystal (length 10 mm, cut at $`\theta =33^o`$). The analyzers were two Michelson interferometers with Faraday mirrors. We used optical circulators at the input ports in order to access to both outputs of the interferometers. At the circulator output ports we had our absorbers, a black scotch tape at A, the black wheel at B. These two surfaces were at exactly the same distance from the source. At the other output ports we connected our photon counters (passively quenched NEC Ge APD’s), making sure that they were further away from the source than the absorbers. Any detection triggered a laser pulse that was sent back to the source through another optical fibre. A TAC (Tenelec TC863) with Single Channel Analyzer selected the events with the right time interval, corresponding to two interfering possibilities when the photons take either both the short or both the long arm of the interferometers. We obtained typically 20 kcts/s single count rate plus 45 kcts/s dark count rates. This lead to a mean value of 10 coincidences per second. With the 10 nm FWHM interference filter inserted, we obtained 2 kcts singles and about 3 coincidences per second. The interferometers were temperature controlled. Interferometer A was kept at a constant temperature of 30<sup>o</sup>C. The temperature of interferometer B scanned between 30.5 and 37.5 <sup>0</sup>C. This produced a variation of the phase of about 10$`2\pi `$ and therefore allowed us to record the coincidences as a function of the phase. The path length difference was measured to be equal when the temperature was $`34^o`$C. The wheel was a 20 cm diameter aluminium disk of 1 cm thickness directly driven by a brushless 250W DC motor (Maxon EC). It turned vertically at 10000 rpm leading to a tangent speed of 105m/s. The fiber pointed from the top on the blackened outer rim of the wheel. The wheel placed at Bellevue was oriented with a compass to make it run away or towards the other observer at Bernex. ## 5 Measurements and Results We measured the path length difference between link A and B with the low coherence reflectometer. We found that the measurements were quite reproducible on short term, however, the length difference could vary by up to a few mm per hour. Actually we found that Bernex was drifting further away during the daytime, probably due to the fact that link A was more exposed to the daily temperature rise. One possibility to test for the breakdown of the quantum correlation would be to measure the 2-photon interference visibility, move one absorber slightly closer, repeat the measurement and so on. As discussed above ( see Table 1), to limit dispersion effects and to obtain a good timing, we introduced a 10 nm (FWHM) interference bandpass filter after the source, reducing the coincidence count rate to some 3 cts/s. Hence to get a reasonable measurement statistics we needed some 100 sec integration time per measurement point, and some 10 points to see one interference fringe to determine the visibility, hence the measurement time was about 20 minutes. Since we couldn’t simultaneously measure the path difference and since the uncertainty in distance after 20 min was more than 1 mm, it was difficult to make a scan in distance with a spatial resolution better than 1mm. So we decided to renounce to a manual distance scan and to take profit of the natural temperature induced drift. This drift proved to be monotonous in one sense during the day and in the other sense during the night. So we almost aligned the paths knowing that due to daily the drift will perfectly aligned in certain moment later in time. We started then to record the interference fringes of the coincidences by homogeneously varying the phase. Finally we confirmed with a second position measurement after a few hours that the path lengths really passed through the presumed equilibrium. Then, we analyzed the interference fringes and looked for periods of reduced visibilities during the measurement. Figure 6 shows typical data taken over 6 hours while the optical link to Bernex lengthened by 2 mm with respect to the one to Bellevue. The difference of the optical path lenghts, expressed in $`\delta t`$, was varying from + 8 to -1.3 ps. Positive values mean that the detections occured first in Bernex. In the moving Bellevue reference frame the detections happened first in Bellevue over the entire scan range, as indicated by the negative values of $`\delta t^{}`$on the upper time scale. Despite this different time ordering no reduced visibility is observed. Inevitably, the curves show high statistical fluctuations due to the low count rate. In spite of this, one can state that the visibilitiy of the two photon interferogram remains constant. Especially, a reduced visibility over a scan span of 1 mm (corresponding to 5 ps) should easily be noticed. After substraction of the 237$`\pm 5`$ cts/100s accidental coincidences, the fit of Fig 2 shows a constant fringe visibility of 83%, large enough for a violation of Bell’s inequality. Note however, that hidden variables are no issue in this work. Figure 7 shows a scan over a longer period (14 hours overnight) and larger scan range. This time the wheel was turning in the other direction (towards Bernex) and the optical link to Bernex shortened by 20mm. Comparing the two time scales we find a period in the left part of the scan where we have negative values below and positive ones above. Hence, we have again a different time ordering, now both observers suppose to make the measurement after the other. Again, there is no evident drop of the visibility over a period of 10 ps, i.e. over roughly two fringes, assuming a rather homogenous scan rate. This scan over such a long period shows the problems of the experiment. The period of the fringes can vary due to small drifts of the pump laser frequency. The photon counters may have varying efficiency and dark count level. The slowly mounting line of accidentals is due to the fact that we measured higher darkcount rates at the end of the experiment, possibly due to increased temperature of one of the detector, since there was little liquid nitrogen left. Finally, the visibility may slightly decrease due a drift of the coincidence window discriminating the three temporal peaks of the Franson interferogram. Moreover, during a long scan some artefact are probable, as the the considerably higher peak after one third of the scan (sombody switching the lights on in the Swissom station?). The arrow indicates the moment when the scan of the phase by scanning the temperature of the Bernex interferometer changed the direction. Altogether we recorded over 20 tracks similar to those presented in Fig. 6 and 7 and no reproducable effect on the visibility could be determined. The Figures 6 and 7 can also be used to estimate the lower bound for the speed of quantum information. At a certain time the two paths are perfectely equal and the lower bound could be arbitrarly high. In practice two factors limit this lower bound. First, we assume that at least one fringe should vanish to be able to state a reduced visibility. In Fig. 6, for instance, we observe 7 fringes for 10 ps delay. So the minimum time difference is say 1.5 ps. The second factor, the temporal spread of the photons, is the determining one in our case. We estimate it to be smaller than 5 ps. The lower speed limit becomes then: $$\frac{10.6km}{5ps}210^{15}\frac{m}{s}=\frac{2}{3}10^7c$$ (16) We also performed measurements with two Ge APD’s precisely aligned instead of the absorbing surfaces showing the same evidence. Further we removed the interference filter limiting the bandwith. The curve (Fig. 8) shows a high visibility over the whole scan range. However, in this case the photons have approximately 70 nm FWHM and we have to assume some 100 ps spread. You may feel more confident with this measurement, since only real detectors and no black surfaces are involved. However, the moment of the collapse of the wavefunction is better defined in a black surface. We can assume that the lifetime of excited levels of molecules of the paint is very short, i.e. that the absorbed photon energy is transformed to heat within less than 1 ps. In contrary, APD photon counters have a time jitter in the order of 300 ps, to some extent due to the fact that created electron-hole pair in the absorbing takes more or less time to diffuse to the multiplying region. But it’s only there, where the irreversible proces from a quantum state to a macroscopic state occurs, which is our definition of the collapse. So, in fact we have an additional uncertainty in the timing of the collapse in the order of 100 ps, the same order of magnitude as the dispersion induced spread. The lower speed limit becomes then $`\frac{1}{3}10^6c.`$ One can assume that the collapse happens in some preferred frame, which is not the frame of Geneva-Bellevue-Bernex. A reasonable candidate is the frame of the cosmic background radiation. An analysis of our data shows that for this frame a lower speed limit for the quantum information of 1.5x10$`{}_{}{}^{4}c`$ can be given . ## 6 Conclusions Entanglement is the main resource of Quantum Information Processing and is at the core of the uneasiness many people face with the quantum world. It thus deserves to be widely studied, both theoretically and experimentally. In this work we have presented results from a first experiment in which both the relativity of timing and entanglement of spatially separated systems are central. Indeed, in the tested configuration the time ordering of the two measurements of the quantum systems depend on the reference frame defined by the two ”measurement apparatuses”. Each apparatus consists of an interferometer with two outputs. One output is connected to a standard photon counting detector, while the other output is connected to a ”passive detector”, i.e. a detector which irreversibly absorbs the photon, but spread the information in the environment without registering a signal in a form readable for humans. We have argued that such ”passive detectors” have the same physical effect on the photon and that the result of this effect can be read of the active detector at the other output (if the photon does not show up at one output, it is at the other output). Furthermore we have argued that the crucial part of each measurement apparatus is the detector which encounters the photon’s wave-packet first. Hence, we arranged the experiment such that the crucial parts of each measurement are the ”passive detectors” and that these are in relative motion such that the time ordering of the impacts of the two entangled photons on them depends on the reference frame defined by these moving ”passive detectors”. The results are always in accordance with QM, re-enforcing our confidence in the possibility to base future understanding of our world and future technology on quantum principles. To achieve our experiment we had to set the 2-photon source very precisely at the center between the two measurements, i.e. the two impacts on the detectors were simultaneous in the Geneva reference frame to within 5 ps. This sets a lower bound on the speed on quantum information to $`10^7`$c, i.e. seven orders of magnitude larger than the speed of light. The description of ”quantum measurements” is notoriously difficult and controversial. The results we have presented make it even more delicate to give a realistic description with ”real collapses”. On the other side, the reasoning we have followed opens new ways to test quantum mechanics and its weird description of ”measurements”. The assumptions we made to achieve this first experiment can and should be criticized. For instance, the assumption that the detector is the crucial step in a measurement is at odds with the idea that the collapse takes place in the reference frame determines by this detector, as discussed in appendix B. But at least these assumptions lead to a feasible experiment and will hopefully trigger new proposals. It is a great time for quantum physics. Both its foundations and its potential applications are deeply explored by a growing community of physicists, mathematicians, computer scientists and philosophers. We explored experimentally some of the most counter intuitive predictions of quantum theory, stressing the tension with relativity. Our results contribute to the renewed interest for experimental challenges to the interpretation of quantum mechanics and is relevant for the realist-positivist debate. ”Experimental metaphysics” questions like ”what about the concept of states?”, ”the concept of causalities?” will have to be (re)considered taking into account the results presented in this article. For example, our results make it more difficult to view the ”projection postulate” as a compact description of a real physical phenomenon . ## Acknowledgments This work would not have been possible without the financial support of the ”Fondation Odier de psycho-physique”. It also profited from support by Swisscom and the Swiss National Science Foundation. We would like to thank A. Suarez and V. Scarani for very stimulating discussions and H. Inamori for preparing work during his stay in our lab. ## Appendices ## Appendix A Probabilities for moving observers Let P and Q denote two projector acting on spatially separated Alice and Bob systems, respectively. We shall use the identification $`PP\text{1}\text{1}`$ and $`\text{1}\text{1}QQ`$. If the measurements corresponding to P and Q are either before-after or after-before, then the test-theory predicts the same probability as standard QM, with $`\psi _1_2`$ the usual quantum state: $`Prob(++\|ba)=<Q>_{P\psi }<P>_\psi `$ (17) $`=`$ $`Prob(++\|ab)=<P>_{Q\psi }<Q>_\psi `$ (18) $`=`$ $`Prob(++\|QM)=<PQ>_\psi `$ (19) If, however, both measurements are before we postulate (inspired by Suarez & Scarani): $$Prob(++\|bb)=<P>_\psi <Q>_\psi Prob(++\|QM)$$ (20) The case after-after is the most delicate to guess. Inspired by Suarez’ intuition that in such a case each particle tries to guess what the other would have done if it were before (as if the information from the other particle would have got lost), we try the following postulate: $`Prob(++\|aa)`$ $`=`$ $`<PQ>_\psi <P>_{Q\psi }<Q>_{P\psi }`$ $`+<`$ $`PQ^{}>_\psi <P>_{Q^{}\psi }<Q>_{P\psi }`$ $`+<`$ $`P^{}Q>_\psi <P>_{Q\psi }<Q>_{P^{}\psi }`$ $`+<`$ $`P^{}Q^{}>_\psi <P>_{Q^{}\psi }<Q>_{P^{}\psi }`$ $``$ $`Prob(++\|QM)`$ where $`<P>_{Q\psi }\frac{<Q\psi \|P\|Q\psi >}{<Q\psi \|Q\psi >}=\frac{<PQ>_\psi }{<Q>_\psi }`$. The idea is that Alice system evaluate the projector P in either the state $`Q\psi `$ or $`Q^{}\psi `$ depending on its guess of Bob’ system outcome. The situation is clearly symmetric. Hence the 4 alternatives are weighted according to the standard outcome probabilities (it does not matter whether it is Alice who guesses that Bob was first, or whether it is Bob who assumes that Alice was first). In (A each line corresponds to one possible guess, the first term giving the corresponding guess probability (e.g. $`<PQ>_\psi `$ for both guessing that theother had a positive outcom) and the two last terms the corresponding outcomes probabilities (e.g. $`<P>_{Q\psi }<Q>_{P\psi }`$). The other probabilities for the after-after configuration follow: e.g. $`Prob(+\|aa`$ obtains from (A) by replacing $`Q`$ with $`Q^{}`$. A first consistency check is for product states: if $`\psi =\alpha \beta `$, then from (A) follows $`Prob(++\|aa)=<P>_\alpha <Q>_\beta `$. As second consistency check let us compute: $`Prob(++\|aa)`$ $`+`$ $`Prob(+\|aa)=`$ $`=`$ $`<PQ>_\psi (<P>_{Q\psi }<Q>_{P\psi }+<P>_{Q\psi }<Q^{}>_{P\psi })`$ $`+`$ $`<PQ^{}>_\psi (<P>_{Q^{}\psi }<Q>_{P\psi }+<P>_{Q^{}\psi }<Q^{}>_{P\psi })`$ $`+`$ $`<P^{}Q>_\psi (<P>_{Q\psi }<Q>_{P^{}\psi }+<P>_{Q\psi }<Q^{}>_{P^{}\psi })`$ $`+`$ $`<P^{}Q^{}>_\psi (<P>_{Q^{}\psi }<Q>_{P^{}\psi }+<P>_{Q^{}\psi }<Q^{}>_{P^{}\psi })`$ $`=`$ $`<PQ>_\psi <P>_{Q\psi }+<PQ^{}>_\psi <P>_{Q^{}\psi }`$ $`+`$ $`<P^{}Q>_\psi <P>_{Q\psi }+<P^{}Q^{}>_\psi <P>_{Q^{}\psi }`$ (23) $`=`$ $`<Q>_\psi <P>_{Q\psi }+<Q^{}>_\psi <P>_{Q^{}\psi }`$ (24) $`=`$ $`<P>_\psi `$ (25) Accordingly, the local probabilities follow the standard laws, as they should! We compute now the correlation function $`E(P,Q)`$ $`=`$ $`Prob(++)+Prob()Prob(+)Prob(+)`$ $`=`$ $`<PQ>_\psi <\sigma _P>_{Q\psi }<\sigma _Q>_{P\psi }`$ $`+<`$ $`PQ^{}>_\psi <\sigma _P>_{Q^{}\psi }<\sigma _Q>_{P\psi }`$ $`+<`$ $`P^{}Q>_\psi <\sigma _P>_{Q\psi }<\sigma _Q>_{P^{}\psi }`$ $`+<`$ $`P^{}Q^{}>_\psi <\sigma _P>_{Q^{}\psi }<\sigma _Q>_{P^{}\psi }`$ (27) where $`\sigma _PPP^{}`$ and $`\sigma _QQQ^{}`$. Let us illustrate this conjecture for the singlet state with $`\sigma _P=\stackrel{}{a}\stackrel{}{\sigma }`$ and $`\sigma _Q=\stackrel{}{b}\stackrel{}{\sigma }`$: $`E(\stackrel{}{a},\stackrel{}{b})`$ $`=`$ $`{\displaystyle \frac{1\stackrel{}{a}\stackrel{}{b}}{4}}\left((\stackrel{}{a}\stackrel{}{b})^2+(\stackrel{}{a}\stackrel{}{b})^2\right)`$ (28) $`+`$ $`{\displaystyle \frac{1+\stackrel{}{a}\stackrel{}{b}}{4}}\left((\stackrel{}{a}\stackrel{}{b})(\stackrel{}{a}\stackrel{}{b})+(\stackrel{}{a}\stackrel{}{b})(\stackrel{}{a}\stackrel{}{b})\right)`$ $`=`$ $`(\stackrel{}{a}\stackrel{}{b})^3`$ (29) This may be more difficult to distinguish experimentally from the before-before conjecture. Note that if $`\stackrel{}{a}`$ and $`\stackrel{}{b}`$ are parallel (or anti-parallel), then the maximal anti-correlation (correlation) are predicted. This is in accordance with the idea that each particle guesses the other’s output. ## Appendix B Detectors as choice device and super-luminal communication In this appendix we elaborate on the assumption that the collapse (i.e. the outcome of the measurement) is determined by the detector. We show that using this assumption one can device a situation in which quantum nonlocality could be activated, that is use to signal at arbitrary high speeds. Let us return to figures 1. Why not leave the interferometers close to the source and just put the absorbing surfaces at a distance. The detectors can then also stay by the source, provided a long fiber spool is inserted to ensure that the detections occur after the collapse (see Fig. 1c). So we are looking at coincidences between two detectors side by side. When the wheel is turning at Bob’s the correlation should disappear. Since Bob can be very far away from the source and the detection of photons must occur just shortly after the potential arrival of the photons at Alice and Bob. Bob could, by switching on and off the wheel, send signals back to the source at superluminal speed. The peaceful coexistence between quantum mechanics and relativity is one of the most remarkable facts of physics! It is notoriously difficult to modify quantum mechanics without activating quantum non-locality, hence without breaking this peaceful co-existence . Weinberg has argued on this base that quantum mechanics is part of the final theory ! In this appendix we see once again that a proposed modification to basic quantum mechanics requires also a radical modification of relativity. However, it is possible that it is not the detector that triggers the collapse. The photons could take the decision already at the beamsplitter and go out through one output port, like in the Bohm-de-Bloglie pilot wave picture (which much inspired Suarez). With the beam-splitter as choice-device superluminal signaling is not possible (to our knowledge). A corresponding experimental test would be more demanding, a beam-splitter would have to be in motion. A clever way-out could be the use of an acousto-optical modulator representing a beam-splitter moving with the speed of the acoustic wave. We are working on such an experiment. ## Appendix C Figures
warning/0007/hep-ph0007336.html	ar5iv	text	# DESY 00-110 ISSN 0418-9833 MPI-PhT/2000-27 hep-ph/0007336 July 2000 Squark Loop Correction to 𝑊^±⁢𝐻^∓ Associated Hadroproduction ## 1 Introduction The search for Higgs bosons will be among the prime tasks of the CERN Large Hadron Collider (LHC) . While the standard model (SM) contains one complex Higgs doublet, from which one neutral CP-even Higgs boson emerges in the physical particle spectrum after the electroweak symmetry breaking, the Higgs sector of the minimal supersymmetric extension of the SM (MSSM) consists of a two-Higgs-doublet model (2HDM) and accommodates five physical Higgs bosons: the neutral CP-even $`h^0`$ and $`H^0`$ bosons, the neutral CP-odd $`A^0`$ boson, and the charged $`H^\pm `$-boson pair. At the tree level, the MSSM Higgs sector has two free parameters, which are usually taken to be the mass $`m_A`$ of the $`A^0`$ boson and the ratio $`\mathrm{tan}\beta =v_2/v_1`$ of the vacuum expectation values of the two Higgs doublets. The discovery of the $`H^\pm `$ bosons would rule out the SM and, at the same time, give strong support to the MSSM. The main strategies for the $`H^\pm `$-boson search at the LHC were summarized in Refs. . Depending on the $`H^\pm `$-boson mass $`m_H`$, the dominant mechanism of single $`H^\pm `$-boson hadroproduction are $`gg,q\overline{q}t\overline{t}`$ followed by $`tbH^+`$ , $`g\overline{b}\overline{t}H^+`$ , $`gg\overline{t}bH^+`$ , and $`qbq^{}bH^+`$ together with their charge-conjugate counterparts. The hadroproduction of $`H^+H^{}`$ pairs proceeds at tree the level via $`q\overline{q}`$ annihilation, $`q\overline{q}H^+H^{}`$, where $`q=u,d,s,c`$ , and $`b`$ , and at the one-loop level via $`gg`$ fusion, $`ggH^+H^{}`$, which is mediated by quark and squark loops . The suppression of the $`gg`$-fusion cross section by two powers of the strong-coupling constant $`\alpha _s`$ relative to the one of $`q\overline{q}`$ annihilation is partly compensated at multi-TeV hadron colliders by the overwhelming gluon luminosity. An interesting alternative is to produce $`H^\pm `$ bosons in association with $`W^{}`$ bosons, so that the leptonic decays of the latter may serve as a trigger for the $`H^\pm `$-boson search. The dominant partonic subprocesses of $`W^\pm H^{}`$ associated production are $`b\overline{b}W^\pm H^{}`$ at the tree level and $`ggW^\pm H^{}`$ at one loop, which were investigated for vanishing bottom-quark mass $`m_b`$ and small values of $`\mathrm{tan}\beta `$ ($`0.3\mathrm{tan}\beta 2.3`$) in Ref. and recently, without these restrictions, in Refs. . A careful signal-versus-background analysis, based on the analytic results of Ref. , was recently reported in Ref. . So far, only the quark loop contribution to $`ggW^\pm H^{}`$ was considered . The purpose of this paper is to provide, in analytic form, the supersymmetric contribution to this partonic subprocess, which is induced by virtual squarks through the Feynman diagrams depicted in Fig. 1. Furthermore, we wish to quantitatively study its influence on the cross section of the inclusive reaction $`ppW^\pm H^{}+X`$ at the LHC. We recall that, in the case of $`ppH^+H^{}+X`$, the supersymmetric correction to the $`gg`$-fusion cross section can be as large as $`+50\%`$ . A priori, one expects to encounter a similar situation for $`ppW^\pm H^{}+X`$. In order to reduce the number of unknown supersymmetric input parameters, we adopt a scenario where the MSSM is embedded in a grand unified theory (GUT) involving supergravity (SUGRA) . The MSSM thus constrained is characterized by the following parameters at the GUT scale, which come in addition to $`\mathrm{tan}\beta `$ and $`m_A`$: the universal scalar mass $`m_0`$, the universal gaugino mass $`m_{1/2}`$, the trilinear Higgs-sfermion coupling $`A`$, the bilinear Higgs coupling $`B`$, and the Higgs-higgsino mass parameter $`\mu `$. Notice that $`m_A`$ is then not an independent parameter anymore, but it is fixed through the renormalization group equation. The number of parameters can be further reduced by making additional assumptions. Unification of the $`\tau `$-lepton and $`b`$-quark Yukawa couplings at the GUT scale leads to a correlation between $`m_t`$ and $`\mathrm{tan}\beta `$. Furthermore, if the electroweak symmetry is broken radiatively, then $`B`$ and $`\mu `$ are determined up to the sign of $`\mu `$. Finally, it turns out that the MSSM parameters are nearly independent of the value of $`A`$, as long as $`\|A\|\mathrm{\Gamma }<\mathrm{\hspace{0.17em}500}`$ GeV at the GUT scale. This paper is organized as follows. In Sec. 2, we list the helicity amplitudes of the partonic subprocess $`ggW^{}H^+`$ involving virtual squarks. In Sec. 3, we present quantitative predictions for the inclusive cross section of $`ppW^\pm H^{}+X`$ at the LHC adopting the SUGRA-inspired MSSM. Sec. 4 contains our conclusions. ## 2 Analytic Results In this section, we express the $`ggW^{}H^+`$ helicity amplitudes involving one closed squark loop in terms of the standard scalar two-, three-, and four-point functions, $`B_0(p_1^2,m_0^2,m_1^2)={\displaystyle \frac{d^Dq}{i\pi ^2}\frac{1}{\left(q^2m_0^2+iϵ\right)\left[(q+p_1)^2m_1^2+iϵ\right]}},`$ $`C_0(p_1^2,(p_2p_1)^2,p_2^2,m_0^2,m_1^2,m_2^2)`$ $`=`$ $`{\displaystyle \frac{d^Dq}{i\pi ^2}\frac{1}{\left(q^2m_0^2+iϵ\right)\left[(q+p_1)^2m_1^2+iϵ\right]\left[(q+p_2)^2m_2^2+iϵ\right]}},`$ $`D_0(p_1^2,(p_2p_1)^2,(p_3p_2)^2,p_3^2,p_2^2,(p_3p_1)^2,m_0^2,m_1^2,m_2^2,m_3^2)`$ $`=`$ $`{\displaystyle \frac{d^Dq}{i\pi ^2}\frac{1}{\left(q^2m_0^2+iϵ\right)\left[(q+p_1)^2m_1^2+iϵ\right]\left[(q+p_2)^2m_2^2+iϵ\right]\left[(q+p_3)^2m_3^2+iϵ\right]}},`$ where $`D`$ is the space-time dimensionality. The $`B_0`$ function is ultraviolet (UV) divergent in the physical limit $`D4`$, while the $`C_0`$ and $`D_0`$ functions are UV finite in this limit. We evaluate the $`B_0`$, $`C_0`$, and $`D_0`$ functions numerically with the aid of the program package FF . To simplify to notation, we introduce the abbreviations $`C_{ijk}^{ab}(c)=C_0(a,b,c,m_i^2,m_j^2,m_k^2)`$ and $`D_{ijkl}^{abcd}(e,f)=D_0(a,b,c,d,e,f,m_i^2,m_j^2,m_k^2,m_l^2)`$. We work in the MSSM adopting the Feynman rules from Ref. . For each quark flavor $`q`$ there is a corresponding squark flavor $`\stackrel{~}{q}`$, which comes in two mass eigenstates $`i=1,2`$. In the following, up- and down-type squark flavors are generically denoted by $`\stackrel{~}{t}`$ and $`\stackrel{~}{b}`$, respectively. The masses $`m_{\stackrel{~}{q}_i}`$ of the squarks and their trilinear couplings $`g_{W^{}\stackrel{~}{t}_i\stackrel{~}{b}_j}`$, $`g_{h^0\stackrel{~}{q}_i\stackrel{~}{q}_j}`$, $`g_{H^0\stackrel{~}{q}_i\stackrel{~}{q}_j}`$, and $`g_{H^+\stackrel{~}{t}_i\stackrel{~}{b}_j}`$ to the $`W^{}`$, $`h^0`$, $`H^0`$, and $`H^+`$ bosons are defined in Eqs. (A.5) and (A.9) of Ref. and in Eq. (A.2) of Ref. , respectively.<sup>1</sup><sup>1</sup>1In Ref. , $`m_{\stackrel{~}{q}_i}`$ and $`g_{W^{}\stackrel{~}{t}_i\stackrel{~}{b}_j}`$ are called $`M_{\stackrel{~}{Q}a}`$ and $`\stackrel{~}{V}_{UaDb}^W/g`$, respectively. Furthermore, we have $`g_{W^{}H^+h^0}`$ $`=`$ $`{\displaystyle \frac{\mathrm{cos}(\alpha \beta )}{2}},`$ $`g_{W^{}H^+H^0}`$ $`=`$ $`{\displaystyle \frac{\mathrm{sin}(\alpha \beta )}{2}},`$ (2) where $`\alpha `$ is the mixing angle that rotates the weak CP-even Higgs eigenstates into the mass eigenstates $`h^0`$ and $`H^0`$. Calling the four-momenta of the two gluons and the $`W`$ boson $`p_a`$, $`p_b`$, and $`p_W`$, respectively, we define the partonic Mandelstam variables as $`s=(p_a+p_b)^2`$, $`t=(p_ap_W)^2`$, and $`u=(p_bp_W)^2`$. Furthermore, we introduce the following short-hand notations: $`w=m_W^2`$, $`h=m_H^2`$, $`d=tu`$, $`t_1=tw`$, $`t_2=th`$, $`u_1=uw`$, $`u_2=uh`$, $`N=tuwh`$, $`\lambda =s^2+w^2+h^22(sw+wh+hs)`$, and $`q=m_{\stackrel{~}{t}_i}^2m_{\stackrel{~}{b}_j}^2`$. We label the helicity states of the two gluons and the $`W`$ boson in the partonic center-of-mass (c.m.) frame by $`\lambda _a=1/2,1/2`$, $`\lambda _b=1/2,1/2`$, and $`\lambda _W=1,0,1`$. The relevant Feynman diagrams are depicted in Fig. 1. In analogy to the quark case, we refer to the diagrams involving a neutral Higgs boson in the $`s`$ channel as triangle diagrams. In contrast to the quark case, the diagrams involving the $`A^0`$ boson add up to zero. The residual diagrams are regarded to be of the box type. The helicity amplitudes of the squark triangle contribution read $`\stackrel{~}{}_{\lambda _a\lambda _b0}^{\mathrm{}}`$ $`=`$ $`4\sqrt{\lambda }(1+\lambda _a\lambda _b){\displaystyle \underset{\stackrel{~}{q}}{}}{\displaystyle \underset{i}{}}\left({\displaystyle \frac{g_{W^{}H^+h^0}g_{h^0\stackrel{~}{q}_i\stackrel{~}{q}_i}}{sm_{h^0}^2+im_{h^0}\mathrm{\Gamma }_{h^0}}}+{\displaystyle \frac{g_{W^{}H^+H^0}g_{H^0\stackrel{~}{q}_i\stackrel{~}{q}_i}}{sm_{H^0}^2+im_{H^0}\mathrm{\Gamma }_{H^0}}}\right)`$ $`\times \left[1+2m_{\stackrel{~}{q}_i}^2C_{\stackrel{~}{q}_i\stackrel{~}{q}_i\stackrel{~}{q}_i}^{00}(s)\right],`$ $`\stackrel{~}{}_{\lambda _a\lambda _b\pm 1}^{\mathrm{}}`$ $`=`$ $`0,`$ (3) where $`\mathrm{\Gamma }_{h^0}`$ and $`\mathrm{\Gamma }_{H^0}`$ are the total decay widths of the $`h^0`$ and $`H^0`$ bosons, respectively. In this case, the $`W`$ boson can only be longitudinally polarized because it couples to two Higgs bosons. As for the squark box contribution, all twelve helicity amplitudes contribute. Due to Bose<sup>2</sup><sup>2</sup>2Notice that the interchange of $`t`$ and $`u`$ also affects the representation of the $`W`$-boson polarization four-vector through its dependence on the angle between the three-momenta of gluon $`a`$ and the $`W`$ boson. This explains the sign factor in the first line of Eq. (4), which is not expected from pure Bose symmetry. and weak-isospin symmetry, they are related by $`\stackrel{~}{}_{\lambda _a\lambda _b\lambda _W}^{\mathrm{}}(t,u,m_{\stackrel{~}{t}_i}^2,m_{\stackrel{~}{b}_j}^2)`$ $`=`$ $`(1)^{\lambda _W}\stackrel{~}{}_{\lambda _b\lambda _a\lambda _W}^{\mathrm{}}(u,t,m_{\stackrel{~}{t}_i}^2,m_{\stackrel{~}{b}_j}^2),`$ $`\stackrel{~}{}_{\lambda _a\lambda _b\lambda _W}^{\mathrm{}}(t,u,m_{\stackrel{~}{t}_i}^2,m_{\stackrel{~}{b}_j}^2)`$ $`=`$ $`\stackrel{~}{}_{\lambda _a\lambda _b\lambda _W}^{\mathrm{}}(t,u,m_{\stackrel{~}{b}_j}^2,m_{\stackrel{~}{t}_i}^2),`$ (4) respectively. Keeping $`\lambda _W=\pm 1`$ generic, we thus only need to specify four expressions. These read: $`\stackrel{~}{}_{++0}^{\mathrm{}}`$ $`=`$ $`{\displaystyle \frac{4}{s\sqrt{\lambda }}}{\displaystyle \underset{(\stackrel{~}{t},\stackrel{~}{b})}{}}{\displaystyle \underset{i,j}{}}g_{W^{}\stackrel{~}{t}_i\stackrel{~}{b}_j}g_{H^+\stackrel{~}{t}_i\stackrel{~}{b}_j}[\stackrel{~}{F}_{++}^0+(tu)],`$ $`\stackrel{~}{}_{+0}^{\mathrm{}}`$ $`=`$ $`{\displaystyle \frac{4}{N\sqrt{\lambda }}}{\displaystyle \underset{(\stackrel{~}{t},\stackrel{~}{b})}{}}{\displaystyle \underset{i,j}{}}g_{W^{}\stackrel{~}{t}_i\stackrel{~}{b}_j}g_{H^+\stackrel{~}{t}_i\stackrel{~}{b}_j}[\stackrel{~}{F}_+^0(m_{\stackrel{~}{t}_i}^2m_{\stackrel{~}{b}_j}^2)],`$ $`\stackrel{~}{}_{++\lambda _w}^{\mathrm{}}`$ $`=`$ $`{\displaystyle \frac{m_W}{\sqrt{N}}}\left({\displaystyle \frac{2}{s}}\right)^{3/2}{\displaystyle \underset{(\stackrel{~}{t},\stackrel{~}{b})}{}}{\displaystyle \underset{i,j}{}}g_{W^{}\stackrel{~}{t}_i\stackrel{~}{b}_j}g_{H^+\stackrel{~}{t}_i\stackrel{~}{b}_j}[({\displaystyle \frac{\stackrel{~}{F}_{++}^1}{\sqrt{\lambda }}}+\lambda _W\stackrel{~}{F}_{++}^2)(tu)],`$ $`\stackrel{~}{}_{+\lambda _W}^{\mathrm{}}`$ $`=`$ $`{\displaystyle \frac{m_W}{\sqrt{s}}}\left({\displaystyle \frac{2}{N}}\right)^{3/2}{\displaystyle \underset{(\stackrel{~}{t},\stackrel{~}{b})}{}}{\displaystyle \underset{i,j}{}}g_{W^{}\stackrel{~}{t}_i\stackrel{~}{b}_j}g_{H^+\stackrel{~}{t}_i\stackrel{~}{b}_j}[({\displaystyle \frac{\stackrel{~}{F}_+^1}{\sqrt{\lambda }}}+\lambda _W\stackrel{~}{F}_+^2)(m_{\stackrel{~}{t}_i}^2m_{\stackrel{~}{b}_j}^2)],`$ (5) where $`_{(\stackrel{~}{t},\stackrel{~}{b})}`$ denotes the sum over squark generations and $`\stackrel{~}{F}_{++}^0`$ $`=`$ $`2s(t_1+u_1)\left[m_{\stackrel{~}{b}_j}^2C_{\stackrel{~}{b}_j\stackrel{~}{b}_j\stackrel{~}{b}_j}^{00}(s)m_{\stackrel{~}{t}_i}^2C_{\stackrel{~}{t}_i\stackrel{~}{t}_i\stackrel{~}{t}_i}^{00}(s)\right]`$ $`+[wdq(t_1+u_1)]\left[t_2C_{\stackrel{~}{b}_j\stackrel{~}{t}_i\stackrel{~}{t}_i}^{h0}(t)+t_1C_{\stackrel{~}{t}_i\stackrel{~}{b}_j\stackrel{~}{b}_j}^{w0}(t)\right]`$ $`[wd+q(t_1+u_1)]\left[t_2C_{\stackrel{~}{t}_i\stackrel{~}{b}_j\stackrel{~}{b}_j}^{h0}(t)+t_1C_{\stackrel{~}{b}_j\stackrel{~}{t}_i\stackrel{~}{t}_i}^{w0}(t)\right]`$ $`[wdq(t_1+u_1)]\left[N+s\left(m_{\stackrel{~}{b}_j}^2+m_{\stackrel{~}{t}_i}^2\right)\right]D_{\stackrel{~}{b}_j\stackrel{~}{t}_i\stackrel{~}{t}_i\stackrel{~}{b}_j}^{h0w0}(t,u)`$ $`+2sm_{\stackrel{~}{b}_j}^2[w(t_2+u_2)+q(t_1+u_1)]D_{\stackrel{~}{b}_j\stackrel{~}{t}_i\stackrel{~}{b}_j\stackrel{~}{b}_j}^{hw00}(s,t)`$ $`2sm_{\stackrel{~}{t}_i}^2[w(t_2+u_2)q(t_1+u_1)]D_{\stackrel{~}{t}_i\stackrel{~}{b}_j\stackrel{~}{t}_i\stackrel{~}{t}_i}^{hw00}(s,t),`$ $`\stackrel{~}{F}_+^0`$ $`=`$ $`s(t+u2q)[w(t_2+u_2)+q(t_1+u_1)]C_{\stackrel{~}{b}_j\stackrel{~}{b}_j\stackrel{~}{b}_j}^{00}(s)`$ $`t_2\{tw(t_2+u_2)q[t(t+3u)2w(t+u)2N]\}C_{\stackrel{~}{b}_j\stackrel{~}{t}_i\stackrel{~}{t}_i}^{h0}(t)`$ $`u_2\{uw(t_2+u_2)q[u(3t+u)2w(t+u)2N]\}C_{\stackrel{~}{b}_j\stackrel{~}{t}_i\stackrel{~}{t}_i}^{h0}(u)`$ $`t_1\{tw(t_2+u_2)q[t(d+4u_1)2N]\}C_{\stackrel{~}{b}_j\stackrel{~}{t}_i\stackrel{~}{t}_i}^{w0}(t)`$ $`u_1\{uw(t_2+u_2)+q[u(d4t_1)+2N]\}C_{\stackrel{~}{b}_j\stackrel{~}{t}_i\stackrel{~}{t}_i}^{w0}(u)`$ $`(d^2+2N)[w(t_2+u_2)+q(t_1+u_1)]C_{\stackrel{~}{b}_j\stackrel{~}{t}_i\stackrel{~}{b}_j}^{hw}(s)`$ $`+[wdq(t_1+u_1)]\left[N\left(m_{\stackrel{~}{b}_j}^2+m_{\stackrel{~}{t}_i}^2\right)+sq^2\right]D_{\stackrel{~}{b}_j\stackrel{~}{t}_i\stackrel{~}{t}_i\stackrel{~}{b}_j}^{h0w0}(t,u)`$ $`[w(t_2+u_2)+q(t_1+u_1)]\left[st\left(t2m_{\stackrel{~}{t}_i}^2\right)2t_1t_2m_{\stackrel{~}{b}_j}^2+sq^2\right]D_{\stackrel{~}{b}_j\stackrel{~}{t}_i\stackrel{~}{b}_j\stackrel{~}{b}_j}^{hw00}(s,t)`$ $`[w(t_2+u_2)+q(t_1+u_1)]\left[su\left(u2m_{\stackrel{~}{t}_i}^2\right)2u_1u_2m_{\stackrel{~}{b}_j}^2+sq^2\right]D_{\stackrel{~}{b}_j\stackrel{~}{t}_i\stackrel{~}{b}_j\stackrel{~}{b}_j}^{hw00}(s,u),`$ $`\stackrel{~}{F}_{++}^1`$ $`=`$ $`2s^2d\left[m_{\stackrel{~}{b}_j}^2C_{\stackrel{~}{b}_j\stackrel{~}{b}_j\stackrel{~}{b}_j}^{00}(s)m_{\stackrel{~}{t}_i}^2C_{\stackrel{~}{t}_i\stackrel{~}{t}_i\stackrel{~}{t}_i}^{00}(s)\right]`$ $`+[N(t_1+u_1)+sdq]\left[t_2C_{\stackrel{~}{b}_j\stackrel{~}{t}_i\stackrel{~}{t}_i}^{h0}(t)+t_1C_{\stackrel{~}{t}_i\stackrel{~}{b}_j\stackrel{~}{b}_j}^{w0}(t)\right]`$ $`[N(t_1+u_1)sdq]\left[t_2C_{\stackrel{~}{t}_i\stackrel{~}{b}_j\stackrel{~}{b}_j}^{h0}(t)+t_1C_{\stackrel{~}{b}_j\stackrel{~}{t}_i\stackrel{~}{t}_i}^{w0}(t)\right]`$ $`\left[N+s(m_{\stackrel{~}{b}_j}^2+m_{\stackrel{~}{t}_i}^2)\right]\left[N(t_1+u_1)+sdq\right]D_{\stackrel{~}{b}_j\stackrel{~}{t}_i\stackrel{~}{t}_i\stackrel{~}{b}_j}^{h0w0}(t,u)`$ $`+2s^2m_{\stackrel{~}{b}_j}^2[2N+d(tq)]D_{\stackrel{~}{b}_j\stackrel{~}{t}_i\stackrel{~}{b}_j\stackrel{~}{b}_j}^{hw00}(s,t)2s^2m_{\stackrel{~}{t}_i}^2[2N+d(t+q)]D_{\stackrel{~}{t}_i\stackrel{~}{b}_j\stackrel{~}{t}_i\stackrel{~}{t}_i}^{hw00}(s,t),`$ $`\stackrel{~}{F}_{++}^2`$ $`=`$ $`(Nsq)\left[t_2C_{\stackrel{~}{b}_j\stackrel{~}{t}_i\stackrel{~}{t}_i}^{h0}(t)t_1C_{\stackrel{~}{b}_j\stackrel{~}{t}_i\stackrel{~}{t}_i}^{w0}(t)\right](N+sq)\left[t_2C_{\stackrel{~}{t}_i\stackrel{~}{b}_j\stackrel{~}{b}_j}^{h0}(t)t_1C_{\stackrel{~}{t}_i\stackrel{~}{b}_j\stackrel{~}{b}_j}^{w0}(t)\right]`$ $`\left[N^2+2sN\left(m_{\stackrel{~}{b}_j}^2+m_{\stackrel{~}{t}_i}^2\right)+s^2q^2\right]D_{\stackrel{~}{b}_j\stackrel{~}{t}_i\stackrel{~}{t}_i\stackrel{~}{b}_j}^{h0w0}(t,u),`$ $`\stackrel{~}{F}_+^1`$ $`=`$ $`2sdNB_0(s,m_{\stackrel{~}{b}_j}^2,m_{\stackrel{~}{b}_j}^2)+s^2d\left[t^2+u^2+2N2q(t+u)+2q^2\right]C_{\stackrel{~}{b}_j\stackrel{~}{b}_j\stackrel{~}{b}_j}^{00}(s)`$ $`t_2\{st(td+2N)+q[d(2st+3N)2N(2t_1+t_2)]\}C_{\stackrel{~}{b}_j\stackrel{~}{t}_i\stackrel{~}{t}_i}^{h0}(t)`$ $`u_2\{su(ud2N)+q[d(2su+3N)+2N(2u_1+u_2)]\}C_{\stackrel{~}{b}_j\stackrel{~}{t}_i\stackrel{~}{t}_i}^{h0}(u)`$ $`t_1\{st(td+2N)+q[d(2st+N)2t_2N]\}C_{\stackrel{~}{b}_j\stackrel{~}{t}_i\stackrel{~}{t}_i}^{w0}(t)`$ $`u_1\{su(ud2N)+q[d(2su+N)+2u_2N]\}C_{\stackrel{~}{b}_j\stackrel{~}{t}_i\stackrel{~}{t}_i}^{w0}(u)`$ $`sd(d^2+4N)(t+u2q)C_{\stackrel{~}{b}_j\stackrel{~}{t}_i\stackrel{~}{b}_j}^{hw}(s)`$ $`+[2t_1Nd(Nsq)]\left[N\left(m_{\stackrel{~}{b}_j}^2+m_{\stackrel{~}{t}_i}^2\right)+sq^2\right]D_{\stackrel{~}{b}_j\stackrel{~}{t}_i\stackrel{~}{t}_i\stackrel{~}{b}_j}^{h0w0}(t,u)`$ $`s[2N+d(tq)]\left[st^2+2Nm_{\stackrel{~}{b}_j}^2sq(2tq)\right]D_{\stackrel{~}{b}_j\stackrel{~}{t}_i\stackrel{~}{b}_j\stackrel{~}{b}_j}^{hw00}(s,t)`$ $`+s[2Nd(uq)]\left[su^2+2Nm_{\stackrel{~}{b}_j}^2sq(2uq)\right]D_{\stackrel{~}{b}_j\stackrel{~}{t}_i\stackrel{~}{b}_j\stackrel{~}{b}_j}^{hw00}(s,u),`$ $`\stackrel{~}{F}_+^2`$ $`=`$ $`2sNB_0(s,m_{\stackrel{~}{b}_j}^2,m_{\stackrel{~}{b}_j}^2)+s\left[s(t^2+u^2)+4Nm_{\stackrel{~}{b}_j}^22sq(t+uq)\right]C_{\stackrel{~}{b}_j\stackrel{~}{b}_j\stackrel{~}{b}_j}^{00}(s)`$ (6) $`t_2[st^2+q(2st+N)]C_{\stackrel{~}{b}_j\stackrel{~}{t}_i\stackrel{~}{t}_i}^{h0}(t)u_2[su^2+q(2su+N)]C_{\stackrel{~}{b}_j\stackrel{~}{t}_i\stackrel{~}{t}_i}^{h0}(u)`$ $`t_1[st^2+q(2st+N)]C_{\stackrel{~}{b}_j\stackrel{~}{t}_i\stackrel{~}{t}_i}^{w0}(t)u_1[su^2+q(2su+N)]C_{\stackrel{~}{b}_j\stackrel{~}{t}_i\stackrel{~}{t}_i}^{w0}(u)`$ $`s(d^2+2N)(t+u2q)C_{\stackrel{~}{b}_j\stackrel{~}{t}_i\stackrel{~}{b}_j}^{hw}(s)`$ $`+q\left\{N\left[N+2s(m_{\stackrel{~}{b}_j}^2+m_{\stackrel{~}{t}_i}^2)\right]+s^2q^2\right\}D_{\stackrel{~}{b}_j\stackrel{~}{t}_i\stackrel{~}{t}_i\stackrel{~}{b}_j}^{h0w0}(t,u)`$ $`s(tq)\left[st^2+4Nm_{\stackrel{~}{b}_j}^2sq(2tq)\right]D_{\stackrel{~}{b}_j\stackrel{~}{t}_i\stackrel{~}{b}_j\stackrel{~}{b}_j}^{hw00}(s,t)`$ $`s(uq)\left[su^2+4Nm_{\stackrel{~}{b}_j}^2sq(2uq)\right]D_{\stackrel{~}{b}_j\stackrel{~}{t}_i\stackrel{~}{b}_j\stackrel{~}{b}_j}^{hw00}(s,u).`$ Notice that the UV divergences of $`\stackrel{~}{F}_+^1`$ and $`\stackrel{~}{F}_+^2`$ cancel in the expression for $`\stackrel{~}{}_{+\lambda _W}^{\mathrm{}}`$ in Eq. (5). The differential cross section of the partonic subprocess $`ggW^{}H^+`$ is then given by $`{\displaystyle \frac{d\sigma }{dt}}(ggW^{}H^+)`$ $`=`$ $`{\displaystyle \frac{\alpha _s^2(\mu _r)G_F^2m_W^2}{256(4\pi )^3s^2}}{\displaystyle \underset{\lambda _a,\lambda _b,\lambda _W}{}}\|_{\lambda _a\lambda _b\lambda _W}^{\mathrm{}}+_{\lambda _a\lambda _b\lambda _W}^{\mathrm{}}`$ (7) $`\stackrel{~}{}_{\lambda _a\lambda _b\lambda _W}^{\mathrm{}}\stackrel{~}{}_{\lambda _a\lambda _b\lambda _W}^{\mathrm{}}\|^2,`$ where $`\alpha _s(\mu _r)`$ is the strong-coupling constant at renormalization scale $`\mu _r`$, $`G_F`$ is Fermi’s constant, and $`_{\lambda _a\lambda _b\lambda _W}^{\mathrm{}}`$ and $`_{\lambda _a\lambda _b\lambda _W}^{\mathrm{}}`$ are the helicity amplitudes of the quark triangle and box contributions, which may be found in Eqs. (1) and (3) of Ref. , respectively. The relative minus signs between the quark and squark terms in Eq. (7) compensate for the fact that the Feynman rules underlying Ref. differ from those adopted here. Due to Bose symmetry, the cross section $`d\sigma /dt`$ of $`ggW^{}H^+`$ is symmetric in $`t`$ and $`u`$. Due to charge-conjugation invariance, it coincides with the one of $`ggW^+H^{}`$, so that the cross section $`d\sigma /dt`$ of $`ggW^\pm H^{}`$ emerges from the right-hand side of Eq. (7) by multiplication with two. The kinematics of the inclusive reaction $`ABW^\pm H^{}+X`$, where $`A`$ and $`B`$ are colliding hadrons, is described in Sec. II of Ref. . Its double-differential cross section $`d^2\sigma /dydp_T`$, where $`y`$ and $`p_T`$ are the rapidity and transverse momentum of the $`W`$ boson in the c.m. system of the hadronic collision, may be evaluated from Eq. (2.1) of Ref. . ## 3 Phenomenological Implications We are now in a position to explore the phenomenological implications of our results. The SM input parameters for our numerical analysis are taken to be $`G_F=1.1663910^5`$ GeV<sup>-2</sup>, $`m_W=80.419`$ GeV, $`m_Z=91.1882`$ GeV, $`m_t=174.3`$ GeV , and $`m_b=4.6`$ GeV . We adopt the lowest-order set CTEQ5L of parton density functions for the proton. We evaluate $`\alpha _s(\mu _r)`$ from the lowest-order formula with $`n_f=5`$ quark flavors and asymptotic scale parameter $`\mathrm{\Lambda }_{\mathrm{QCD}}^{(5)}=146`$ MeV . We identify the renormalization and factorization scales with the $`W^\pm H^{}`$ invariant mass $`s`$. For our purposes, it is useful to replace $`m_A`$ by $`m_H`$, the mass of the $`H^\pm `$ bosons to be produced, in the set of MSSM input parameters. We vary $`\mathrm{tan}\beta `$ and $`m_H`$ in the ranges $`2.5<\mathrm{tan}\beta <38m_t/m_b`$ and 120 GeV$`<m_H<600`$ GeV, respectively. As for the GUT parameters, we choose $`m_{1/2}=150`$ GeV, $`A=0`$, and $`\mu <0`$, and tune $`m_0`$ so as to be consistent with the desired value of $`m_H`$. All other MSSM parameters are then determined according to the SUGRA-inspired scenario as implemented in the program package SUSPECT . We do not impose the unification of the $`\tau `$-lepton and $`b`$-quark Yukawa couplings at the GUT scale, which would just constrain the allowed $`\mathrm{tan}\beta `$ range without any visible effect on the results for these values of $`\mathrm{tan}\beta `$. We exclude solutions which do not comply with the present experimental lower mass bounds of the sfermions, charginos, neutralinos, and Higgs bosons . We now study $`ppW^\pm H^{}+X`$ at the LHC, with c.m. energy $`\sqrt{S}=14`$ TeV. The fully integrated cross section is considered as a function of $`m_H`$ for $`\mathrm{tan}\beta =3`$, 10, and 30 in Fig. 2(a) and as a function of $`\mathrm{tan}\beta `$ for $`m_H=150`$, 300, and 600 GeV in Fig. 2(b). The combined $`gg`$-fusion contribution due to quarks and squarks (solid lines) is compared with the one due to quarks only (dotted lines) . For reference, also the $`b\overline{b}`$-annihilation contribution (dashed lines) is shown . We note that the SUGRA-inspired MSSM with our choice of input parameters does not permit $`\mathrm{tan}\beta `$ and $`m_H`$ to be simultaneously small, due to the experimental selectron mass lower bound . This explains why the curves for $`\mathrm{tan}\beta =3`$ in Fig. 2(a) only start at $`m_H260`$ GeV and those for $`m_H=150`$ GeV in Fig. 2(b) at $`\mathrm{tan}\beta 9`$. For large $`m_H`$, the experimental $`m_h`$ lower bound enforces $`\mathrm{tan}\beta \mathrm{\Gamma }>\mathrm{\hspace{0.17em}2.5}`$. On the other hand, the experimental lower bounds on the chargino and neutralino masses induce an upper limit on $`\mathrm{tan}\beta `$, which depends on $`m_H`$. We observe from Figs. 2(a) and (b) that the supersymmetric correction to the $`gg`$-fusion cross section can be of either sign and have a magnitude of order 10%. It exceeds $`+10\%`$ for small $`\mathrm{tan}\beta `$ and large $`m_H`$, while it almost reaches $`10\%`$ for medium $`\mathrm{tan}\beta `$ and small or medium $`m_H`$. On the other hand, it is generally small for large $`\mathrm{tan}\beta `$. We recall that, in the case of $`ppH^+H^{}+X`$, the supersymmetric correction to the $`gg`$-fusion cross section can be as large as $`+50\%`$ . As explained in Ref. , the dip in the $`m_H`$ dependence of the $`gg`$-fusion cross section located about $`m_H=m_t`$ \[see Fig. 2(a)\] arises from resonating top-quark propagators in the quark box diagrams. Furthermore, the minima of the curves in Fig. 2(b) close to $`\mathrm{tan}\beta \sqrt{m_t/m_b}6`$ may be understood by observing that the average strength of the $`H^{}\overline{b}t`$ coupling, which is proportional to $`\sqrt{m_t^2\mathrm{cot}^2\beta +m_b^2\mathrm{tan}^2\beta }`$, is then minimal . As is the quark case , the squark triangle and box contributions are similar in size and destructively interfere with each other, so that their superposition is much smaller than each of them separately. As in the case of $`ppH^+H^{}+X`$ , the bulk of the squark contribution comes from the stop and sbottom squarks, while the contributions from the first- and second-generation squarks is greatly suppressed because their couplings to the Higgs bosons are significantly smaller than those of the third-generation squarks and their masses are generally larger than those of lightest stop and sbottom squarks, $`\stackrel{~}{t}_1`$ and $`\stackrel{~}{b}_1`$. We conclude that the suppression of the $`gg`$-fusion cross section relative to the one of $`b\overline{b}`$ annihilation remains after the inclusion of the squark loop contributions. It is interesting to find out how the kinematic behavior of the $`gg`$-fusion cross section is affected by the supersymmetric correction. To that end, we study in Figs. 3(a) and (b) the distributions in the $`W`$-boson transverse momentum $`p_T`$ and rapidity $`y`$, respectively, for $`\mathrm{tan}\beta =3`$, 10, 30, and $`m_H=300`$ GeV. While the $`y`$ distribution does not exhibit any striking features, we observe that the supersymmetric correction leads to an increase of the $`p_T`$ distribution by more than 50% at large $`p_T`$ for medium to large $`\mathrm{tan}\beta `$. This can be traced to the presence of absorptive parts in the squark loop contribution. In fact, if $`p_T>\sqrt{\lambda (4m_{\stackrel{~}{q}_i}^2,m_W^2,m_H^2)}/\left(4m_{\stackrel{~}{q}_i}\right)`$, then $`s>2m_{\stackrel{~}{q}_i}`$, so that pairs of real $`\stackrel{~}{q}_i`$ squarks can be produced. For a comparison with future experimental data, the $`b\overline{b}`$-annihilation and $`gg`$-fusion channels should be combined. From Fig. 2(a), we read off that the total cross section of $`ppW^\pm H^{}+X`$ at the LHC is predicted to be approximately 500 fb (20 fb) in the considered MSSM scenario if $`\mathrm{tan}\beta =30`$ and $`m_H=150`$ GeV ($`\mathrm{tan}\beta =3`$ and $`m_H=300`$ GeV). If we assume the integrated luminosity per year to be at its design value of $`L=100`$ fb<sup>-1</sup> for each of the two LHC experiments, ATLAS and CMS, then this translates into about 100.000 (4.000) signal events per year. ## 4 Conclusions We calculated the squark loop contribution to the partonic subprocess $`ggW^\pm H^{}`$ within the MSSM, and analyzed its impact on the inclusive cross section of $`ppW^\pm H^{}+X`$ and its distributions in transverse momentum and rapidity at the LHC adopting a SUGRA-inspired scenario. Its inclusion may increase or decrease the integrated $`gg`$-fusion cross section by up to 10%, depending on the values $`\mathrm{tan}\beta `$ and $`m_H`$. However, $`b\overline{b}`$ annihilation remains the dominant mechanism of $`W^\pm H^{}`$ associated hadroproduction at the LHC. Should the MSSM be realized in nature, then the $`W^\pm H^{}`$ channel will provide a copious source of charged Higgs bosons at the LHC, with an annual yield of up to 100.000 signal events. Acknowledgements We thank Stefan Dittmaier for useful communications regarding the sign factor in Eq. (4). B.A.K. thanks the Theory Group of the Werner-Heisenberg-Institut for the hospitality extended to him during a visit when this paper was finalized. The work of A.A.B.B. was supported by the Friedrich-Ebert-Stiftung through Grant No. 219747. The work of B.A.K. was supported in part by the Deutsche Forschungsgemeinschaft through Grant No. KN 365/1-1, by the Bundesministerium für Bildung und Forschung through Grant No. 05 HT9GUA 3, and by the European Commission through the Research Training Network Quantum Chromodynamics and the Deep Structure of Elementary Particles under Contract No. ERBFMRX-CT98-0194.
warning/0007/astro-ph0007234.html	ar5iv	text	# Attenuation of Beaming Oscillations Near Neutron Stars ## 1 INTRODUCTION The discovery of kilohertz quasi-periodic brightness oscillations (QPOs) from many neutron-star low-mass X-ray binaries (LMXBs) has given us a sensitive probe of the conditions near accreting neutron stars (see van der Klis 1998 for a review of the properties of kilohertz QPOs). A variety of models have been suggested for this phenomenon, including beat-frequency models (Strohmayer et al. 1996; Miller, Lamb, & Psaltis 1998), relativistic precession models (Stella & Vietri 1998), and disk oscillation models (e.g., Osherovich & Titarchuk 1999). In any such model, the brightness oscillations can be produced in two general ways. In a pure luminosity oscillation, the total luminosity of the source changes quasi-periodically but the angular distribution of the radiation remains fixed. In a pure beaming oscillation, the total luminosity remains constant but the angular distribution of the radiation changes and hence the flux in the direction of the observer is modulated. An example of a luminosity oscillation is the beat-frequency oscillation in the magnetospheric beat-frequency model proposed for the so-called horizontal branch oscillation seen from Z sources (Alpar & Shaham 1985; Lamb et al. 1985; Shibazaki & Lamb 1987). An example of a beaming oscillation is the modulation created by an accretion-powered pulsar, in which, as the neutron star rotates, the hot spots on the magnetic polar cap pass into and out of our view, creating an observed modulation. Here we focus on beaming oscillations. In some models of the kilohertz QPOs (e.g., Miller et al. 1998), the QPO peak with the highest frequency in a given source is a beaming oscillation caused by the movement of bright arcs of impact around the star, at the orbital frequencies in a special range of radii in the accretion disk. Only the fundamental for such an oscillation has been observed, and the amplitudes at any overtones are down by at least factors of several. Moreover, in no kilohertz QPO source has there been a strong brightness oscillation observed at the putative stellar spin frequency during the persistent emission between type 1 X-ray bursts (kilohertz QPOs have not been observed from the millisecond X-ray pulsar SAX J1808-3658; see Wijnands & van der Klis 1998). For some of the higher-luminosity sources, such as Sco X-1, the upper limit on the pulsed fraction is as low as 0.3% (Vaughan et al. 1994). This constrains beat frequency models, in which the lower-frequency QPO peak is created in part by a modulation at the spin frequency. It is therefore necessary to explain how the spin modulation can be important close to the star but undetectable by current instruments at infinity. To understand this, we need to consider various ways in which beaming oscillations can be attenuated on their way to us. Two general effects are (1) integration over the visible surface of the star, which tends to smooth out variations in intensity, and (2) scattering in a surrounding hot central corona, whose existence has been inferred from previously existing spectral and temporal modeling of neutron-star LMXBs (Lamb 1989; Miller & Lamb 1992; Psaltis, Lamb, & Miller 1995; Psaltis & Lamb 1997). Previous treatments of the attenuation of beaming oscillations by scattering (Brainerd & Lamb 1987; Kylafis & Phinney 1989) assumed for simplicity that the source of radiation was a pencil beam at the center of a scattering cloud with uniform electron density (although see Wang & Schlickeiser 1987 for a discussion of offset emission and varying electron density in the diffusion approximation), and have implicitly assumed that photons follow straight-line trajectories (although for a treatment of general relativistic light-bending without scattering, see Wood, Ftaclas, & Kearney 1988; Mészáros, Riffert, & Berthiaume 1988). With the large amounts of data available from the Rossi X-ray Timing Explorer (RXTE), it is now important to examine some of the deviations expected from this idealization. Here we calculate the attenuation of beaming oscillations near neutron stars, taking into account the finite size of the star, the varying electron number density near the star, and general relativistic light deflection. In § 2 we explain our numerical method. In § 3 we discuss the decrease in the modulation amplitude of beaming oscillations caused by integration over the visible surface of the star. In § 4 we treat several aspects of the attenuation of beaming oscillations by scattering, including the presence of a finite object, varying electron number density, modulation from multiple harmonics of emission, the angular dependence of the specific intensity, and general relativistic light deflection. In § 5 we calculate the modulation amplitude close to the star, within the scattering cloud. In § 6 we summarize and give our conclusions. ## 2 NUMERICAL METHOD The numerical results in this paper are generated using a Monte Carlo code. We assume that a star of radius $`R`$ is in the center of a scattering cloud. We also define optical depths $`\tau _R`$ and $`\tau _c`$ such that if the locally measured electron number density were uniform then, if the star were not present, the optical depth from the center of the sphere to the radius of the star would be $`\tau _R`$, and the optical depth from the center to the outer boundary of the scattering sphere would be $`\tau _c`$. Photons are introduced into the sphere at some radius and angle, traveling in some given direction, and they are followed individually as they scatter in the sphere. When the photons escape, their direction is stored. After all the photons ($`10^4`$ to $`10^6`$, depending on the run) have been tracked, rms amplitudes or beaming ratios can be computed. We now discuss how photon paths between scatterings and after escape are followed for straight-line propagation and light deflection. ### 2.1 Straight-Line Photon Propagation The number $`x`$ of mean free paths traversed between two scatterings is selected randomly according to $`e^x`$. If the scattering cloud has a uniform density then the physical distance traveled is proportional to $`x`$, otherwise the distance must be calculated from the density distribution. Once the distance between two given scatterings is ascertained, the code checks whether (1) the photon hits the star, or (2) the photon escapes. If the photon escapes, the current direction of propagation of the photon is stored. If the photon hits the star, then in the next iteration the photon is assumed to be emitted in an outward direction from the point of impact, selected from an isotropic distribution. Otherwise, the new location is calculated by adding the vector of the photon path to the previous position. ### 2.2 Light Deflection When light deflection is included, the propagation of photons is slightly more complicated than it is if photons propagate in straight lines. Although light deflection occurs in Newtonian gravity as well as in general relativity, light deflection is only important when gravity is strong enough to make general relativistic corrections to Newtonian gravity significant. Hence, we consider an external spacetime that is the Schwarzschild spacetime, which is appropriate outside spherically symmetric, nonrotating neutron stars. This spacetime includes most of the important features of, e.g., light deflection around neutron stars, and the results are easier to evaluate than the results of scattering around rotating neutron stars. In the Schwarzschild spacetime, any geodesic can be treated as an equatorial geodesic by an appropriate rotation of the coordinate system (a statement that is not true for general spacetimes with rotation). This feature means that a simple way to treat photon propagation between scatters is to follow the path in that temporary “equatorial plane” and then rotate back into the global coordinate system. Hence, there are three new tasks brought up by the inclusion of light deflection: (1) calculation of temporary equatorial planes, (2) computation of the curved trajectory of the photon in that plane, and (3) determination of the additional curvature of the photon trajectory after it escapes from the scattering cloud. We now treat these in order. Let the current angular location of the photon have a colatitude $`\theta `$ and an azimuthal angle $`\varphi `$ in the global coordinate system. We represent the unit vector in this direction by $`(\theta ,\varphi )`$, which in Cartesian coordinates is as usual the three-vector $`(\mathrm{sin}\theta \mathrm{cos}\varphi ,\mathrm{sin}\theta \mathrm{sin}\varphi ,\mathrm{cos}\theta )`$, where the first, second, and third components are along the global $`x`$, $`y`$, and $`z`$ directions, respectively. Let the initial direction of propagation of the photon, also in the global coordinate system, be $`(\alpha ,\beta )`$. We set up the new equatorial plane as follows. The $`\widehat{x}`$-axis is in the direction $`(\theta ,\varphi )`$, and since this is properly normalized we assign $`\widehat{x}=(\theta ,\varphi )`$. The $`\widehat{z}`$ axis is perpendicular to the plane containing $`(\theta ,\varphi )`$ and $`(\alpha ,\beta )`$, and is thus in the direction $`(\theta ,\varphi )\times (\alpha ,\beta )`$. The remaining axis is in the direction $`\widehat{y}=\widehat{z}\times \widehat{x}`$. If the angle between $`(\theta ,\varphi )`$ and $`(\alpha ,\beta )`$ is $`\psi `$, then the unit vectors are $$\begin{array}{c}\widehat{x}=(\theta ,\varphi )\hfill \\ \widehat{y}=\frac{1}{\mathrm{sin}\psi }\left[(\alpha ,\beta )(\theta ,\varphi )\mathrm{cos}\psi \right]\hfill \\ \widehat{z}=\frac{1}{\mathrm{sin}\psi }(\theta ,\varphi )\times (\alpha ,\beta ),\hfill \end{array}$$ (1) and the equatorial plane is defined by $`\widehat{x}`$ and $`\widehat{y}`$. Thus, if we use $`\varphi ^{}`$ to denote the azimuthal angle in this new equatorial plane \[where $`\varphi ^{}0`$ at the original angular location $`(\theta ,\varphi )`$\], then the location in the original, global Cartesian coordinates at an arbitrary radius $`r`$ and angle $`\varphi ^{}`$ is just $`r\mathrm{cos}\varphi ^{}\widehat{x}+r\mathrm{sin}\varphi ^{}\widehat{y}`$. The next task is to follow the propagation of a photon in this new equatorial plane between scatterings. To do this, we note that the locally measured spacelike components of the photon four-velocity are just $$\begin{array}{c}u^{\widehat{r}}=\mathrm{cos}\psi \hfill \\ u^{\widehat{\varphi }}=\mathrm{sin}\psi .\hfill \end{array}$$ (2) Here we use geometrized units in which $`c=G1`$. In this and subsequent equations, hatted quantities such as $`u^{\widehat{r}}`$ are measured in a local tetrad, in contrast to unhatted quantities such as $`u^r`$, which are measured in the global Boyer-Lindquist coordinate system. The components of the four-velocity in global Boyer-Lindquist coordinates are given by the transformation of these quantities from the local to global frames (see, e.g., Abramowicz, Ellis, & Lanza 1993; Miller & Lamb 1996): $$\begin{array}{c}u^r=(12M/r)^{1/2}u^{\widehat{r}}\mathrm{and}\hfill \\ u^\varphi =u^{\widehat{\varphi }}/r.\hfill \end{array}$$ (3) The photon path is followed by moving a small distance $`ds`$ along the ray (we found $`ds=0.02`$ in units of the mean free path gives sufficient accuracy) and recalculating the propagation angle $`\psi `$: $$\mathrm{sin}\psi _{\mathrm{new}}=\mathrm{sin}\psi _{\mathrm{old}}\left(\frac{r_{\mathrm{old}}}{r_{\mathrm{new}}}\right)\frac{(12M/r_{\mathrm{new}})^{1/2}}{(12M/r_{\mathrm{old}})^{1/2}}$$ (4) (see, e.g., Abramowicz et al. 1993 or Miller & Lamb 1996). Using this formula, we can determine the total deflection $`\varphi ^{}`$ and rotate back from the temporary equatorial plane to the global coordinate system. The last task is to follow the deflection of the photon after it has escaped. This is done straightforwardly using the approach of, e.g., Pechenick, Ftaclas, & Cohen (1983). In this approach, we define the impact parameter $`b=(\mathrm{sin}\psi )r(12M/r)^{1/2}`$, and let $`u_b=M/b`$. The total deflection angle from radius $`r`$ to infinity is (Pechenick et al. 1983, eq. \[2.12\]) $$\mathrm{\Delta }\varphi =_0^{M/r}\left[u_b^2(12u)u^2\right]^{1/2}𝑑u.$$ (5) Note that, as defined, this is actually the difference between the global azimuthal angle at infinity $`\varphi (\mathrm{})`$ and the global azimuthal angle $`\varphi (r)`$ at $`r`$. That is, even without general relativistic light deflection $`\mathrm{\Delta }\varphi `$ can be nonzero. For example, if $`\psi =\pi /2`$ (so that the photon is emitted tangentially to the radial vector), then if $`rM`$ then $`\mathrm{\Delta }\varphi =\pi /2`$. After computing $`\mathrm{\Delta }\varphi `$, the angular location in the global coordinate system can be calculated as before, by rotating from the temporary equatorial plane to the global system. ### 2.3 Boundary Conditions The initial location and direction of propagation of the photons depend on the run. The default condition is that the photons start on the surface of the star and are beamed directly outward (we will refer to this as a “pencil beam” specific intensity). We will, however, consider other specific intensities, such as one that is isotropic outwards or one that has the slightly beamed pattern appropriate for radiation that was generated deep in the star and that propagated outward via isotropic scattering (see Chandrasekhar 1960, chapter 3). The individual scatters are assumed to be locally isotropic. Note that we make a distinction between the angular width of the specific intensity and the angular pattern of emission on the star. The former is what an observer standing on the star would measure from a particular emitting point, whereas the latter is the variation in total intensity (integrated over local angles) as a function of position on the star. ## 3 ATTENUATION OF BEAMING PATTERNS WITHOUT SCATTERING Before treating the effects of scattering, we first note that a beaming pattern of high amplitude at the surface of the star may appear to an observer at infinity to have a low or zero amplitude. This could happen because the angular width of the specific intensity from radiating points on the stellar surface is nonzero, and thus an observer at infinity sees light from everywhere on the visible portion of the star. If the specific intensity has a wide beaming pattern (e.g., if the pattern is isotropic), then the intensity seen by the observer integrates over much of the star, and radiation patterns with large numbers of lobes are smeared out at infinity, leading to low amplitudes of intensity modulation as the star rotates. In this section we derive expressions for the modulation amplitude seen at infinity, with no scattering, under various assumptions about the specific intensity and the angular pattern of emission on the star. We first treat the case of straight-line photon propagation, and show that for an isotropic specific intensity and an odd number $`n>1`$ of lobes in the stellar emission pattern the intensity seen at infinity is constant. Thus, the relative modulation amplitude measured at infinity can be much less than the relative amplitude measured at the source even without light deflection. We then consider general relativistic light deflection. We confirm that, as demonstrated before (e.g., Pechenick et al. 1983), light deflection has a tendency to decrease the modulation amplitude. However, we also show that for some harmonics of the stellar spin frequency, the modulation seen at infinity can actually have a higher amplitude when light deflection is included, compared to the modulation that would be observed if the photon trajectories were straight. In our treatments of both the straight and curved photon trajectories, we assume that the emission pattern on the star is a thin equatorial belt, with a half-thickness $`h`$ much less than $`R`$. This is intended to model the intensity distribution expected in beat-frequency models of kilohertz QPOs. ### 3.1 Straight-Line Photon Propagation Assume that the specific intensity is isotropic outwards, and that the emission intensity at an azimuthal angle $`\varphi `$ is $$I(\varphi )=I_0+\underset{n=1}{\overset{\mathrm{}}{}}I_n\mathrm{cos}(n\varphi ).$$ (6) Here $`n`$ gives the $`n`$th harmonic; $`n=1`$ is the fundamental, $`n=2`$ is the first overtone, and so on. The flux observed at infinity from a short segment of the equatorial belt is proportional to the product of the projected area of the segment (which is proportional to the cosine of the angle $`\xi `$ between the line of sight and the surface normal) and the emission intensity of the segment. Let the observer be at an angle $`(\theta ,0)`$, and assume that the segment of interest is at the angle $`(\pi /2,\varphi )`$. Then $`\mathrm{cos}\xi =\mathrm{sin}\theta \mathrm{cos}\varphi `$, and thus emission is observed between $`\varphi =\pi /2`$ and $`\varphi =\pi /2`$. If the star rotates with angular frequency $`\omega `$, then at a time $`t`$ the star is at a rotational phase $`\omega t`$ and the observed intensity is $$\begin{array}{c}I\mathrm{sin}\theta _{\pi /2}^{\pi /2}\left[I_0+_{n=1}^{\mathrm{}}I_n\mathrm{cos}(n(\varphi +\omega t))\right]\mathrm{cos}\varphi d\varphi \hfill \\ =\mathrm{sin}\theta \left[2I_0+I_1\frac{\pi }{2}\mathrm{cos}\omega t+_{m=1}^{\mathrm{}}I_{2m}\frac{2}{4m^21}\mathrm{cos}2m\omega t\right].\hfill \end{array}$$ (7) Hence, the modulation amplitude vanishes for odd-numbered harmonics other than the fundamental, and decreases as $`n^2`$ for the even harmonics. If the specific intensity is proportional to $`\mathrm{sin}^m\xi `$, then the variable part of the observed flux vanishes if $`n+m`$ is odd and $`nm+1`$, and is finite otherwise. Thus, contingent on the angle dependence of the specific intensity, either odd or even harmonics can integrate to zero. ### 3.2 Curved Photon Trajectories When light deflection is included, the observer can see more of the star. A larger fraction of the emission is thus observed, and hence one might expect that the general tendency will be for light deflection to reduce the observed amplitude modulation. Indeed, this is the case at, e.g., the fundamental of the rotation frequency when the specific intensity is isotropic. However, since the constancy of the flux when $`nm+1`$ and $`n+m`$ is odd comes from the vanishing of the integral when the limits are exactly $`\pi /2`$ and $`\pi /2`$, the change of these limits by light deflection means that the amplitudes at these harmonics are actually larger when light deflection occurs than they would be in the limit of straight-line photon propagation. We show this effect in Figure 1, in which we plot the rms amplitude vs. $`M/R`$ for different numbers $`n`$ of lobes in the emission pattern (i.e., different harmonic numbers $`n`$). ## 4 SCATTERING AROUND FINITE OBJECTS Shortly after low-frequency QPOs were first discovered in neutron-star LMXBs (van der Klis et al. 1985; for a review see van der Klis 1989), a beat-frequency model was suggested for them in which the frequency of the QPO is equal to the difference between the stellar spin frequency and the frequency of a Keplerian orbit near the main magnetospheric gas pickup radius (Alpar & Shaham 1985; Lamb et al. 1985; Shibazaki & Lamb 1987). In such a model, one would also expect to see a peak in the power density spectrum at the stellar spin frequency itself, but no such peak was observed. An early qualitative idea (Lamb et al. 1985; Lamb 1986), backed up by more quantitative calculations (Brainerd & Lamb 1987; Wang & Schlickeiser 1987; Kylafis & Phinney 1989), was that whereas the beat frequency oscillation is a luminosity oscillation and thus not easily attenuated, the brightness oscillation expected at the stellar spin frequency is a beaming oscillation and is thus relatively easily isotropized and attenuated by scattering through a hot central corona. The existence of such a scattering corona near the neutron stars in LMXBs has been inferred by detailed comparisons of spectral models with observations (see, e.g., Psaltis, Lamb, & Miller 1995). These model fits give radial optical depths to Thomson scattering of $`\tau 2\text{}10`$ and scattering corona radii of $`r_c1\text{}3\times 10^6`$ cm (see Miller et al. 1998). With such radii and optical depths, the beaming oscillation at the spin frequency is expected to be attenuated by a factor of several, which would lower the observed amplitudes to values consistent with current upper limits. Now that RXTE has observed a number of these sources and discovered high-frequency QPOs, we are once again faced with the quantitative question of why the spin frequency or other harmonics of the kilohertz Keplerian frequency are not observed in the power spectra from these LMXBs. Due to the high quality of RXTE data and the more stringent upper limits it provides, we need to consider a number of the effects that previous treatments neglected for simplicity. We do this in this section, where we consider (1) a beaming pattern that originates from the surface of a finite-sized neutron star instead of from the center of the scattering cloud, (2) a corona with a number density that changes with radius, (3) beaming patterns for different harmonics, (4) different specific intensity distributions, and (5) the effects of general relativistic light deflection. Our most important results are that the finite size of the neutron star decreases the expected attenuation of a beaming oscillation as seen at infinity even if the corona is much larger than the star, and that for many emission geometries all overtones (not just the even harmonics) are attenuated far more than is the fundamental. ### 4.1 Two-Stream Analysis of Expected Modulation To follow the treatment of Brainerd & Lamb (1987), consider a plane-parallel slab that goes from optical depth $`\tau _c`$ to $`\tau _c`$, and assume that there is a source of intensity $`F_0`$ pointing forward (towards $`\tau =\tau _c`$) at $`\tau =\tau _R`$. If we solve this problem in the two-stream approximation, where $`I_f(\tau )`$ is the forward intensity at $`\tau `$ and $`I_b(\tau )`$ is the backward intensity at $`\tau `$, the equations are $$\begin{array}{c}\frac{dI_f}{d\tau }=\frac{1}{2}I_f+\frac{1}{2}I_b+F_0\delta (\tau \tau _R)\hfill \\ \frac{dI_b}{d\tau }=\frac{1}{2}I_f+\frac{1}{2}I_b.\hfill \end{array}$$ (8) with the boundary conditions $`I_f(\tau _c)=I_b(\tau _c)=0`$. Solving these equations, we find that $$\begin{array}{c}I_f(\tau _c)=\frac{1}{2}F_0\frac{1}{1+\tau _c}\left(2+\tau _c+\tau _R\right),\mathrm{and}\hfill \\ I_b(\tau _c)=\frac{1}{2}F_0\frac{1}{1+\tau _c}\left(\tau _c\tau _R\right)\hfill \end{array}$$ (9) A measure of the asymmetry of the emission is the beaming ratio $$\frac{I_fI_b}{I_f+I_b}=\frac{1+\tau _R}{1+\tau _c}.$$ (10) This confirms the result of Wang & Schlickeiser (1987), who showed that in the diffusion approximation ($`\tau _c1`$, $`\tau _R1`$) the anisotropy of radiation depends approximately on the ratio $`\tau _R/\tau _c`$. Brainerd & Lamb (1987) effectively considered the special case $`\tau _R=0`$. Note that the offset of the emission from the center of the scattering cloud multiplies the modulation amplitude seen at infinity by the constant factor $`1+\tau _R`$, and does not asymptote to the $`\tau _R=0`$ amplitude even when $`\tau _c\tau _R`$. The results of the numerical calculation with a finite object are shown in Table 1, where both the star and the scattering cloud are assumed to be spherical. In this table, $`10^4`$ photons were used for each calculation, and each one started out on the surface of the star at an optical depth $`\tau _R`$ from the center and was directed radially outward (thus, this is a result for an initial pencil beam). The numbers are the ratios of forward to backward intensity, defined as the ratio of the emergent intensity through the northern hemisphere ($`\mathrm{cos}\theta >0`$) to the emergent intensity through the southern hemisphere. The numbers in parentheses are for no central star but a photon that starts at radius $`\tau _R`$; this comparison indicates the importance of a hard surface vs. the importance of an initial offset from the center. This table shows that the presence of a central star increases the beaming ratio significantly, when compared to the beaming ratio produced without a finite central star, both by the offset of the initial emission from the center of the scattering cloud and by the presence of a hard surface. The analytical estimate for the beaming ratio matches the numerical results well when there is no star but the photon starts at an optical depth $`\tau _R`$. ### 4.2 Radius-Dependent Number Density Now consider what happens when the electron number density is not constant with radius. We explore three different density profiles. First, a density that goes as $`n(r_0^2r^2)`$, where $`r_0`$ is the radius of the scattering region. Second, a density that is $`n=2n_0`$ for $`0r<r_0/2`$ and $`n=n_0`$ for $`r_0/2rr_0`$. Third, a density that is $`n=n_0`$ for $`0r<r_0/2`$ and $`n=2n_0`$ for $`r_0/2r<r_0`$. In Table 2 we compare the beaming ratios for these three different density profiles (“Quad”, “2$``$1”, and “1$``$2”, respectively), for $`\tau _R=0`$ and the same total optical depth $`\tau _{\mathrm{total}}`$ from the center to $`r_0`$. In each case we assume a pencil beam specific intensity originating from the center of the scattering cloud. This table shows that, compared to a uniform-density scattering cloud, a cloud with an edge concentration yields a higher anisotropy as seen at infinity. This is because the lower the number density is close in, the farther photons can travel before scattering. For a pencil-beam specific intensity this is effectively similar to having the source of the radiation be offset from the center by a relatively large distance, implying that the anisotropy of the emergent radiation is larger than it would have been for uniform density. Conversely, a cloud with a central concentration yields a lower anisotropy at infinity than if the cloud had uniform density. ### 4.3 Attenuation of Overtones Using the same treatment as Brainerd & Lamb (1987), we find that as $`\tau _c\mathrm{}`$ the scattering Green’s function approaches $$G(\theta ,\varphi ,\tau _c)=\frac{1}{4\pi }\left[1+2\left(\frac{1+\tau _R}{1+\tau _c}\right)\mathrm{cos}\theta \right],$$ (11) where $`\theta `$ is the angular distance between the observer and the point of emission and there is no dependence on the longitude $`\varphi `$ of the observer. We wish to determine the intensity seen at infinity if the emission pattern on the surface has some number of lobes (equivalently, for some harmonic). Consider first the lobe structure used by Brainerd & Lamb, which is that the intensity on the surface is proportional to $`1+\mathrm{cos}(n\theta )`$. This intensity pattern is appropriate for an emission that has a favored axis, such as a centered dipole. If the center of the emission is at an angle $`(\theta ^{},0)`$ and the observer is at an angle $`(\theta ,\varphi )`$, then the cosine of the angle between them is just $`\mathrm{cos}\psi =\mathrm{sin}\theta \mathrm{sin}\theta ^{}\mathrm{cos}\varphi +\mathrm{cos}\theta \mathrm{cos}\theta ^{}`$. The intensity seen at $`(\theta ,\varphi )`$ is $$I(\theta ,\varphi ,\tau _c)=_0^{2\pi }_0^\pi G(\psi ,\varphi ,\tau _c)I(\theta ^{})\mathrm{sin}\theta ^{}d\theta ^{}d\varphi ^{},$$ (12) where $`I(\theta ^{})`$ is the intensity at the stellar surface at the colatitude $`\theta ^{}`$. The $`\varphi `$ term will therefore always integrate to zero, regardless of the number of lobes. The intensity is then $$\begin{array}{cc}I(\theta ,\varphi ,\tau _c)\hfill & \frac{1}{2}_0^\pi \left[1+2\left(\frac{1+\tau _R}{1+\tau _c}\right)\mathrm{cos}\theta \mathrm{cos}\theta ^{}\right](1+\mathrm{cos}n\theta ^{})\mathrm{sin}\theta ^{}d\theta ^{}\hfill \\ & =\{\begin{array}{cc}\frac{1}{4\pi }\left[1+\left(\frac{2}{4n^2}\right)\left(\frac{1+\tau _R}{1+\tau _c}\right)\mathrm{cos}\theta \right]I_0,\hfill & n\mathrm{odd}\hfill \\ \frac{1}{4\pi }I_0,\hfill & n\mathrm{even}\hfill \end{array}\hfill \end{array}$$ (13) in the limit $`\tau _c1`$. Here we have assumed $`I(\theta ^{})=I_0(1+\mathrm{cos}n\theta ^{})`$. Note that a fraction $`e^{\tau _c}`$ of the photons will escape directly, and hence for finite $`\tau _c`$ the amplitude at even harmonics is nonzero but small. This extends the result of Brainerd & Lamb (1987) to photons offset from the center of the scattering cloud: for emission symmetric around an axis, even-lobed patterns are attenuated much more rapidly than are odd-lobed patterns, and odd-lobed patterns with $`n>1`$ are more rapidly attenuated than is the $`n=1`$ pattern. Consider now a pattern that is symmetric about the equatorial plane but is not axisymmetric. This is the pattern of interest for any rotationally or orbitally modulated emission, such as the emission believed to produce the higher-frequency QPO peaks observed during persistent emission from neutron-star LMXBs, which is symmetric about the rotational equator but is otherwise arbitrary. Specifically, consider an emission pattern $`I_0(\theta ^{},\varphi ^{})[1+T(\theta ^{})\mathrm{cos}n\varphi ^{}]`$, where $`T(\theta ^{})=T(\pi \theta ^{})`$. In this case, the intensity seen at infinity in the direction $`(\theta ,\varphi )`$ is $$I(\theta ,\varphi ,\tau _c)_0^\pi _0^{2\pi }G(\psi ,\varphi ,\tau _c)(1+T(\theta ^{})\mathrm{cos}n\varphi ^{})\mathrm{sin}\theta ^{}d\theta ^{}d\varphi ^{},$$ (14) where $`\psi `$ is the angle between $`(\theta ,\varphi )`$ and $`(\theta ^{},\varphi ^{})`$: $$\mathrm{cos}\psi =\mathrm{sin}\theta ^{}\mathrm{sin}\theta \mathrm{sin}\varphi ^{}\mathrm{sin}\varphi +\mathrm{sin}\theta ^{}\mathrm{sin}\theta \mathrm{cos}\varphi ^{}\mathrm{cos}\varphi +\mathrm{cos}\theta ^{}\mathrm{cos}\theta .$$ (15) The $`\varphi `$dependent terms in this integral are proportional to either $`_0^{2\pi }\mathrm{sin}\varphi ^{}\mathrm{cos}n\varphi ^{}d\varphi ^{}`$ or $`_0^{2\pi }\mathrm{cos}\varphi ^{}\mathrm{cos}n\varphi ^{}d\varphi ^{}`$. However, note that for $`n1`$ $$\begin{array}{c}_0^{2\pi }\mathrm{sin}\varphi ^{}\mathrm{cos}n\varphi ^{}d\varphi ^{}=\left[\frac{\mathrm{cos}(n1)\varphi ^{}}{2(n1)}\frac{\mathrm{cos}(n+1)\varphi ^{}}{2(n+1)}\right]_0^{2\pi }=0,\mathrm{and}\hfill \\ _0^{2\pi }\mathrm{cos}\varphi ^{}\mathrm{cos}n\varphi ^{}d\varphi ^{}=\left[\frac{\mathrm{sin}(n1)\varphi ^{}}{2(n1)}+\frac{\mathrm{sin}(n+1)\varphi ^{}}{2(n+1)}\right]_0^{2\pi }=0.\hfill \end{array}$$ (16) Note also that the $`\mathrm{cos}\theta ^{}T(\theta ^{})`$ term integrates to zero, due to the symmetry of $`T(\theta ^{})`$. Therefore, in the diffusion limit ($`\tau _c1`$), $`I(\theta ,\varphi ,\tau _c)0`$ for $`n>1`$. This result means that for any emission pattern that is symmetric about the rotational equator, all overtones are attenuated extremely rapidly, not just the even harmonics. In particular, note that it is not necessary to have the same $`\varphi ^{}`$ dependence at all latitudes; an arbitrary emission pattern symmetric about the equator can be built up using pairs of rings of the form $`\delta (\theta ^{}\theta _0)H(\varphi ^{})+\delta (\theta ^{}[\pi \theta _0])H(\varphi ^{})`$, where $`H(\varphi ^{})`$ is some function of $`\varphi ^{}`$ ($`H`$ can, therefore, be Fourier decomposed into terms proportional to $`\mathrm{cos}n\varphi ^{}`$). This is a strong reason why, even if the fundamental is strong at the sonic-point Keplerian frequency, we do not expect to see significant peaks in the power spectrum at overtones of $`\nu _{\mathrm{Ks}}`$. Figure 2 shows the fractional rms amplitude of different harmonics as a function of the optical depth of the scattering cloud. Here we assume a pencil-beam specific intensity and straight-line photon propagation, and we assume that the central object has a radius of $`\tau _R=1`$ optical depths. Therefore, $`\tau _c=1`$ would mean that there is no scattering cloud; $`\tau _c=2`$ would mean that the radial optical depth from the stellar surface to the edge of the cloud is $`\tau _c\tau _R=1`$, and so on. As in Figure 1, $`n`$ is the number of lobes in the radiation emission pattern from the surface; thus $`n=1`$ is the fundamental of the spin frequency, $`n=2`$ is the first overtone, and so on. For harmonic number $`n`$ we assume an emission intensity proportional to $`1+\mathrm{cos}n\varphi `$; for an intensity actually proportional to $`1+A\mathrm{cos}n\varphi `$, with $`A<1`$, the magnitude of the amplitude must be multiplied by $`A`$. This figure shows that all overtones of the fundamental oscillation frequency are attenuated rapidly by scattering. ### 4.4 The Angular Dependence of the Specific Intensity Heretofore we have considered only a pencil beam type of specific intensity. In reality, the angular dependence of the specific intensity is likely to differ from a pencil beam. In Figure 3 we show the rms amplitude vs. optical depth for a pencil beam, for the beamed pattern appropriate for radiation generated at great depth (see Chandrasekhar 1960, chapter 3), and for an isotropic beam. These different specific intensity distributions have different uses. A pencil beam may be considered to set an upper limit on the anisotropy, but it is unlikely to be of direct significance in the physical situations considered here. The beamed pattern appropriate for radiation generated at great depth that propagates to the surface via isotropic scattering is likely to represent well the emergent radiation pattern from an X-ray burst. An isotropic specific intensity may be a good model for the radiation produced by accretion, since the energy is likely to be released in a shallow layer. From this figure, we see that, as expected, the more beamed the pattern the greater the rms amplitude of variation for a given surface intensity distribution. We also see that the Chandrasekhar-type specific intensity gives a modulation amplitude closer to an isotropic beam than to a pencil beam. ### 4.5 The Effects of Light Deflection As we described in § 2, the code has the capability to follow curved photon trajectories. We show the effects of light deflection in a scattering cloud in Figure 4 and Figure 5. Figure 4 plots the rms amplitude vs. $`M/R`$ for different numbers of nodes for a pencil beam with $`\tau _R=1`$, $`\tau _c=5`$. Figure 5 compares the amplitude vs. $`M/R`$ for $`\tau _R=1`$, $`\tau _c=5`$ for a pencil beam (solid line), an isotropic beam (dotted line), and a pencil beam which undergoes no light deflection after it escapes from the scattering cloud (dashed line). The curves in Figure 5, especially those for the pencil beam with and without deflection after escape, demonstrate that there are actually two effects on the amplitude that compete with each other. The deflection of light after escape spreads out the beam, and hence decreases the amplitude. The deflection of light between scatters, however, can have the opposite effect. For a given distance traveled after one scatter, the subsequent scatter is angularly closer to the first because the photon travels in a curved trajectory. This tends to increase the number of scatters, because the coordinate distance traveled is less between scatterings. However, for a fixed number of scatters the angular distance traveled is smaller, and hence the effective isotropization is diminished. The overall effect is always that the modulation amplitude decreases with increasing compactness $`M/R`$, but Figure 5 shows that for $`M/R>\frac{1}{6}`$ the amplitude would increase with increasing $`M/R`$ if there were no deflection after escape. ## 5 MODULATION AMPLITUDE INSIDE A SCATTERING CLOUD Another important question is how great a modulation amplitude is to be expected inside a scattering cloud. For example, in the sonic-point model (Miller et al. 1998) the lower-frequency QPO in a pair is generated by the interaction of radiation at the surface with clumps of matter in the disk. The radiation is modulated at the stellar spin frequency, and thus the mass accretion rate from the clump is modulated at the difference between the sonic-point Keplerian frequency and the stellar spin frequency. From no source with kilohertz QPOs has there been a strong peak at the stellar spin frequency detected in the power density spectrum, and hence it is important to determine if it is possible that the modulation at the spin frequency is strong near the star, where the beat frequency is generated, yet weak enough at infinity that no peak in the power density spectrum is evident. It is not easy to compute the modulation in mass accretion rate that results from a given modulation amplitude in the radiation force or any of the components of the radiation stress-energy tensor, because the effects of radiation drag can be nonlinear. For example, since extra radiation drag increases the radial velocity of gas and thus decreases the optical depth from the stellar surface (“radiation-induced transparency”; see Miller & Lamb 1996; Miller et al. 1998), a small increase in radiation drag can in principle lead to a large increase in the accretion rate. Nonetheless, as a proof of principle we can calculate the radiation energy density, to determine if it is modulated significantly near the star. Figure 6 shows the result of this calculation. Here we have chosen $`\tau _R=1`$ and $`\tau _c=5`$, for illustrative purposes, and we assume a central star of radius $`R=5M`$. The solid line shows the fractional rms amplitude of the modulation in the radiation energy density, and the horizontal dotted line shows the fractional rms amplitude in the energy density as observed at infinity. It is clear from this figure that the modulation amplitude can be much higher near the star than at infinity. For example, the rms amplitude is more than ten times as high at the surface of the star as it is at infinity. This confirms that a brightness oscillation can have strong effects near the star, but be relatively weak at infinity. ## 6 DISCUSSION AND CONCLUSIONS The amplitude of beaming oscillations as seen at infinity depends on a number of variables, including the radiation pattern on the surface of the star, the angular width of the specific intensity, the size of the star, and the size, optical depth, and density profile of the scattering cloud. Some of the trends evident from this paper are (1) when there is a scattering cloud, the observed amplitudes of all overtones are much less than the observed amplitude of the fundamental, (2) a brightness oscillation that is weak or undetectable with current instruments at infinity can nonetheless have a significant amplitude near the star, and (3) the presence of a finite-sized star in the center of a scattering cloud decreases the attenuation of beaming oscillations compared to the attenuation expected when the photons are emitted at the center of the cloud. These results are particularly useful in the study of the kilohertz QPOs from neutron-star LMXBs. Spectral models (see Lamb 1989; Miller & Lamb 1992; Psaltis et al. 1995) suggest that many of the neutron stars in LMXBs are surrounded by hot central coronae with radii of $`1\text{}2\times 10^6`$ cm and optical depths $`\tau 3\text{}10`$. The observed amplitudes of kilohertz QPOs, combined with a detailed model of them, can be used to place further restrictions on the radius and optical depth of the central corona, and possibly even on the compactness of the neutron star. In conclusion, the results presented here on attenuation of beaming oscillations explain several features of the kilohertz QPOs, including why no overtones of a beaming oscillation have been detected and why the beaming oscillation at the stellar spin frequency can be strong enough near the star to generate a beat-frequency QPO (see Miller et al. 1998), yet too weak to detect at infinity. The attenuation factors at frequencies such as the Keplerian QPO frequency, the spin frequency, and the overtones and sidebands of these fundamental frequencies depend on the radius and optical depth of the scattering cloud and on the redshift at the surface of the neutron star, and hence detections of QPOs at these frequencies, or strong upper limits on their amplitudes, provide a valuable source of information about the conditions near neutron stars. It is a pleasure to thank Fred Lamb and Dimitrios Psaltis for discussions about the optical depths and radii of coronae in LMXBs, and Don Lamb and Carlo Graziani for their comments on early versions of the ideas contained in this paper. This work was supported in part by NASA grant NAG 5-2868, by NASA ATP grant number NRA-98-03-ATP-028, and through the GRO Fellowship Program by NASA grant NAS 5-2687.
warning/0007/hep-ph0007224.html	ar5iv	text	# Logarithmic SUSY electroweak effects on four-fermion processes at TeV energies ## I Introduction. In recent papers , , the effects of one-loop diagrams on fermion-antifermion pair production at future lepton-antilepton colliders were computed in the SM for both massless and massive (in practice, bottom production) fermions. As a result of that calculation it was found that, in the high energy region, contributions arise that are both of linear and of quadratic logarithmic kind in the c.m. energy, but are not of Renormalization Group (RG) origin. For this reason they were called ”of Sudakov-type”, , although the theoretical mechanism that generates them is not, rigorously speaking, of infrared origin, as exaustively discussed in following articles . In this paper, we shall retain the original ”Sudakov-type” notation, but one might call these terms e.g. ”not of RG origin” to avoid theoretical confusion. As a by product of our computations, it was also stressed in that, in the special case of bottom-antibottom production, extra terms appear that are ”of Sudakov-type” and also quadratic in the top mass, a situation that reminds that met at the $`Z`$-peak in the calculation of the partial $`Z`$ width into $`b\overline{b}`$. Neglecting these terms would produce a serious theoretical mistake in the case of certain observables, particularly the $`b\overline{b}`$ cross section, and in principle (for very high lumonisity) also in the $`b\overline{b}`$ longitudinal polarization asymmetry. When the c.m. energy crosses the typical TeV limit, the relative effects of the ”Sudakov-type” logarithms begin to rise well beyond the (tolerable) few percent threshold, making the validity of a one-loop approximation not always obvious, depending on the chosen observable. In particular, hadronic production seems to be in a critical shape, as discussed in . These conclusions are quite different from those that would be obtained if only the RG linear asymptotic logarithms were retained. In that case, the smooth relative effect would remain systematically under control at TeV energies, not generating special theoretical diseases. On the contrary, in the ”Sudakov” case a subtle mechanism of opposite linear and quadratic logarithms contributions often appears that makes the overall effect less controlable. Thus, neglecting the non RG asymptotic effects in the considered processes would certainly be a theoretical disaster. The aim of this paper is that of investigating whether similar conclusions can be drawn when one works in the framework of a supersymmetric extension of the SM. In particular, although the same analysis could be performed in a more general case, we shall fix our attention here on the simplest minimal SUSY model (MSSM) . We shall be motivated in this search by (at least) two qualitative reasons. These are a consequence of the results obtained in Ref., showing that in some cases the relative size of the effects becomes larger than the expected experimental accuracy. If SUSY extra diagrams increased this value, their rigorous inclusion at one-loop would be essential e.g. for a test of the theory if SUSY partners were discovered. But even if direct production were still lacking for some special ”heavy” SUSY particles (e.g. neutralinos), a large virtual effect in some observable might be, in principle, detectable. In this spirit, we shall proceed in this paper as follows. We shall assume that SUSY has been at least partially detected, and that for all the masses of the model a ”natural” mechanism exists that confines their values below the TeV limit (in practice, they might roughly be of the same size as the top mass). In this spirit, the c.m. energy region beyond one TeV can be considered as ”nearly” asymptotic. This means that we shall have in our minds, more than the future 500 GeV Linear Collider (LC) case, that of the next CERN Compact Linear Collider (CLIC) , supposed to be working at energies between 3 and 5 TeV. With due care, though, we feel that a number of our conclusions might well be extrapolated to the LC situation, as illustrated in the original Ref.. In Section II of this paper we shall review the various MSSM diagrams that give rise to ”Sudakov” logarithms and discuss the analogies and the differences with respect to the SM. We shall discuss separately the various contributions both in the massless case and in that of $`b\overline{b}`$ production (the case of top production, that requires a modification of the adopted theoretical scheme, will be treated separately in a forthcoming paper). For final bottom, we shall show that the overall logarithmic genuine SUSY contributions that are also quadratic in the top mass enhance the corresponding SM ones. Moreover, there appear terms that are quadratic in the bottom mass and are multiplied by $`\mathrm{tan}^2\beta `$, which could also be sizeable for very large values of $`\mathrm{tan}^2\beta `$. The obtained expressions of the various observables will be shown in Section III, and the features of the MSSM relative effects will be displayed in several Figures. It will appear that the MSSM logarithmic effects are drastically different from those of the SM, and again quite different from those obtained in the pure RG approximation. The expectable validity of a logarithmic parametrization will be discussed in the final Section IV, with special emphasis on the CLIC energy region but also on the LC case. The possibility of a relatively simple parametrization to be used in the TeV energy range will be also qualitatively motivated. Finally, a short Appendix will contain the detailed asymptotic logarithmic contributions from various diagrams to the four gauge-invariant functions that in our approach generate all the observable quantities of the considered process at the electroweak one loop. ## II MSSM diagrams generating asymptotic logarithms The theoretical analysis of this paper is based on the use of the so called ”$`Z`$-peak-subtracted” representation, which has been illustrated in several previous references and was conveniently used to describe the process of electron-positron annihilation into a final fermion ($`f`$) antifermion $`\overline{f}`$, that can be either a lepton-antilepton or a ”light” ($`u,d,s,c,b`$) quark-antiquark pair. For what concerns the genuine electroweak sector of the process, all the relevant information is provided by four gauge-invariant functions of $`q^2`$ and $`\theta `$ (the squared c.m. energy and scattering angle) that are called $`\stackrel{~}{\mathrm{\Delta }}_{\alpha lf}`$, $`R_{lf}`$, $`V_{lf}^{\gamma Z}`$, $`V_{lf}^{Z\gamma }`$ and describe one-loop transitions of various Lorentz structure (photon-photon, $`Z`$-$`Z`$, photon-$`Z`$ and $`Z`$-photon respectively). These functions vanish by construction at $`q^2=0`$ ($`\stackrel{~}{\mathrm{\Delta }}_\alpha `$) and $`q^2`$= $`M_Z^2`$ (the other three quantities) respectively and are ultraviolet finite. They enter the theoretical expression of the various cross sections and asymmetries in a way that is summarized in the Appendix B of Ref., and we will not insist on their properties here. At one loop, the previous four gauge-invariant functions receive contributions from diagrams of self-energy, vertex and box type. Self-energy diagrams with a small addition of the ”pinch” part of the $`WW`$ vertex generate asymptotically logarithms of the c.m. energy in agreement with the Renormalization Group (RG) treatment. Extra logarithms of ”pseudo-Sudakov” type (we follow the original denomination of Degrassi and Sirlin , whose description of four-fermion processes has been adopted in our work) arise in the SM from two kinds of diagrams. Vertices with one or two internal $`W^{}s`$ or one internal $`Z`$ generate both linear and quadratic logarithms; boxes with either $`W^{}s`$ or $`Z^{}s`$ do the same. For massless fermions, there are no other types of logarithms. However, for final bottom-antibottom production, vertex diagrams produce extra linear logarithms that are also quadratic in the top mass, and cannot be neglected. All these results can be found in , ; for completeness we have also written the same type of terms quadratic in the bottom mass although they are numerically negligible. When one moves to the MSSM, the situation becomes, at least for what concerns this special topics, relatively simpler. In fact, one discovers immediately that box diagrams with internal SUSY partners do not generate asymptotic logarithms. This feature, that is quite different from the SM one, is due to the different spin structure of the fermion-fermion-scalar couplings which arise in SUSY and replace the fermion-fermion-vector couplings arising in SM. As a consequence, when the energy increases, the SUSY box contribution vanish as an inverse power of $`q^2`$. Thus only self-energies and vertices must be considered. Self-energies will generate the RG logarithmic behaviour. Summing the various bubbles involving SUSY partners ($`\stackrel{~}{f}`$, $`\chi ^\pm `$, $`\chi ^0`$), Higgses ($`A^0`$, $`H^0`$, $`h^0`$), and Goldstones, we obtain the self-energy contributions to the four functions $`\stackrel{~}{\mathrm{\Delta }}_{\alpha lf}`$, $`R_{lf}`$, $`V_{lf}^{\gamma Z}`$, $`V_{lf}^{Z\gamma }`$ given in the Appendix. Using the relations between these contributions and the expressions giving the running of $`g_1`$, $`g_2`$, $`s_W^2`$ established in Ref., we have checked that our result agrees with the running quoted in the literature for both the SM and the MSSM cases. For vertices, the analysis is, to our knowledge, new and, in our opinion, interesting. First, and again because of the absence of helicity conserving fermion-fermion-vector couplings, in SUSY there is no helicity structure analogue to the one brought by the SM ($`WWf`$) triangle and then no quadratic logarithmic contribution. However there appears linear logarithmic contributions called of ”Sudakov-type” because they are not universal and do not contribute to RG. For massless fermions, they are generated by the diagrams that involve chargino(s) or neutralino(s) together with sfermions exchanges as shown in Fig.1; the related effects on the four functions are given in the Appendix. They can be compared with the corresponding SM effects computed in Ref., Section 2.3. A special discussion is due to the case of final $`b\overline{b}`$ production. Here to the previous SUSY diagrams one must add the contributions from the MSSM Higgses, exactly like in the SM case. So we shall have both contributions of chargino/neutralino-sfermion origin, see Fig.1 (denoted by a symbol $`\chi `$), and of Higgs origin, see Fig.2 (denoted by a symbol $`H`$). Note that, being interested in the additional contribution brought by SUSY, to be later on added to the SM contribution in order to get the full MSSM one, in the Higgs part ($`H`$), we write the total MSSM Higgs contribution minus the SM Higgs contribution. For the purposes of the following discussion it is convenient to write the effects of the previous diagrams, rather than on the gauge-invariant subtracted functions, on the photon and $`Z`$ vertices $`\mathrm{\Gamma }_\mu ^\gamma `$, $`\mathrm{\Gamma }_\mu ^Z`$, defined in a conventional way ,. One easily finds first the $`\chi `$ contribution and secondly the ($`H`$) contribution: $`\mathrm{\Gamma }_\mu ^\gamma (\chi )`$ $``$ $`({\displaystyle \frac{e\alpha }{48\pi M_W^2s_W^2}})lnq^2[m_t^2(1+{\displaystyle \frac{1}{tan^2\beta }})(\gamma ^\mu P_L)`$ (2) $`+m_b^2(1+tan^2\beta )\{(\gamma ^\mu P_L)+2(\gamma ^\mu P_R)\}]`$ $`\mathrm{\Gamma }_\mu ^Z(\chi )`$ $``$ $`({\displaystyle \frac{e\alpha }{48\pi M_W^2s_W^3c_W}})lnq^2[({\displaystyle \frac{3}{2}}s_W^2)m_t^2(1+cot^2\beta )(\gamma ^\mu P_L)`$ (4) $`+m_b^2(1+tan^2\beta )\{({\displaystyle \frac{3}{2}}s_W^2)(\gamma ^\mu P_L)2s_W^2(\gamma ^\mu P_R)\}]`$ $`\mathrm{\Gamma }_\mu ^\gamma (H)`$ $``$ $`({\displaystyle \frac{e\alpha }{48\pi M_W^2s_W^2}})lnq^2[m_t^2cot^2\beta (\gamma ^\mu P_L)+m_b^2tan^2\beta \{(\gamma ^\mu P_L)+2(\gamma ^\mu P_R)\}]`$ (5) $`\mathrm{\Gamma }_\mu ^Z(H)`$ $``$ $`({\displaystyle \frac{e\alpha }{48\pi M_W^2s_W^3c_W}})lnq^2[({\displaystyle \frac{3}{2}}s_W^2)m_t^2cot^2\beta (\gamma ^\mu P_L)`$ (7) $`+m_b^2tan^2\beta )\{({\displaystyle \frac{3}{2}}s_W^2)(\gamma ^\mu P_L)2s_W^2(\gamma ^\mu P_R)\}]`$ where $`P_{L,R}=(1\gamma ^5)/2`$. In the previous equations, we have retained not only the terms proportional to $`m_t^2`$ and to $`m_b^2tg^2\beta `$, as usually done (the latter ones become competitive for large $`tg\beta `$ values), but also those simply proportional to $`m_b^2`$, that are usually discarded. Note that we did not retain SUSY masses inside the logarithm, being for the moment only interested in the asymptotic energy limit. In principle, we could use a common reference mass M and discard constant terms in the formulae. In fact, these possible constants will be thoroughly discussed in the final part of this paper. Thus, all the (bottom, top) mass terms contributing the asymptotic logarithms has been retained and, as one sees, they are not vanishing and in principle numerically relevant, as one could easily verify by computing their separate effects on the various observables. This is, in principle, no surprise since the corresponding terms in the SM were also, as we said, not negligible. To be more precise, we write the ”massive” SM vertices, that were computed in Ref., simply adding the terms proportional to $`m_b^2`$ that were neglected in that paper, obtaining the expressions: $`\mathrm{\Gamma }_\mu ^\gamma (SM,massive)`$ $``$ $`({\displaystyle \frac{e\alpha }{48\pi M_W^2s_W^2}})lnq^2[m_t^2(\gamma ^\mu P_L)+m_b^2(\gamma ^\mu P_R)]`$ (9) $`({\displaystyle \frac{e\alpha m_b^2}{48\pi M_W^2s_W^2}})lnq^2[(\gamma ^\mu P_L)+(\gamma ^\mu P_R)]`$ $`\mathrm{\Gamma }_\mu ^Z(SM,massive)`$ $``$ $`({\displaystyle \frac{e\alpha }{48\pi M_W^2s_W^3c_W}})lnq^2[({\displaystyle \frac{3}{2}}s_W^2)m_t^2(\gamma ^\mu P_L)s_W^2m_b^2(\gamma ^\mu P_R)]`$ (11) $`({\displaystyle \frac{e\alpha m_b^2}{48\pi M_W^2s_W^3c_W}})lnq^2[({\displaystyle \frac{3}{2}}s_W^2)(\gamma ^\mu P_L)s_W^2(\gamma ^\mu P_R)]`$ and adding Eqs.(2)-(7) we obtain the total massive terms in the MSSM: $`\mathrm{\Gamma }_\mu ^\gamma (MSSM,massive)`$ $``$ $`({\displaystyle \frac{e\alpha }{24\pi M_W^2s_W^2}})ln({\displaystyle \frac{q^2}{m_t^2}})[m_t^2(1+cot^2\beta )(\gamma ^\mu P_L)`$ (13) $`+m_b^2(1+tan^2\beta )\{(\gamma ^\mu P_L)+2(\gamma ^\mu P_R)\}]`$ $`\mathrm{\Gamma }_\mu ^Z(MSSM,massive)`$ $``$ $`({\displaystyle \frac{e\alpha }{24\pi M_W^2s_W^3c_W}})ln({\displaystyle \frac{q^2}{m_t^2}})[m_t^2({\displaystyle \frac{3}{2}}s_W^2)(1+cot^2\beta )(\gamma ^\mu P_L)`$ (15) $`+m_b^2(1+tan^2\beta )\{({\displaystyle \frac{3}{2}}s_W^2)(\gamma ^\mu P_L)2s_W^2(\gamma ^\mu P_R)\}]`$ Notices that there exists a very simple practical rule to move from the SM to the MSSM for what concerns the asymptotic mass effects. One just multiplies the $`m_t^2`$ term of the SM by $`2(1+cot^2\beta )`$ and the $`m_b^2`$ one by $`2(1+tan^2\beta )`$ <sup></sup><sup></sup>*We have checked that the signs of our vertices agree with those of ref. satisfying their positivity prescription for the imaginary part of the external fermion self-energies.. This will have practical consequences that will be fully illustrated in the following Section III. ## III Asymptotic expressions of the observables. After this preliminary discussion, we are now ready to compute the dominant asymptotic logarithmic terms in the various observables. For the massless SUSY partner sector of the MSSM, they will only be produced by self-energies (the RG component) and by the vertices with $`\chi ^\pm ,\chi ^0`$ shown in Fig.1, computed for massless fermions (the ”Sudakov-type” terms). For the massive sector they will be produced both by ($`\chi `$) mass effects of Fig.1 and by ($`H`$) mass effects of Fig.2 as discussed in the preceding Section. Using the standard couplings conventions leads to expressions for the photon and $`Z`$ vertices that can be easily ”projected” on the four gauge-invariant functions. From the equations given in the Appendix B of Ref. one can then derive the effect on various observables. To save space and time, we omit these intermediate steps and give directly the latter expressions in the following equations. We have considered here both the case of unpolarized production of the five ”light” quarks and leptons and that of polarized initial electron beams. The latter case would lead to the observation of a number of longitudinal polarization asymmetries, whose properties have been exhaustively discussed elsewhere . We have considered for final quarks the overall hadronic production (symbol $`5`$) and that of the separate bottom (symbol $`b`$), that exhibits interesting features that will be discussed. The overall results shown in the following equations also include the SM effects previously computed , . The various terms are grouped in the following order: first the RG(SM) with the mass scale $`\mu `$, followed by the linear and quadratic Sudakov (SM, W) terms, the linear and quadratic Sudakov (SM, Z) terms and finally, in the case of hadronic observables, the linear Sudakov term arising from the quadratic $`m_t^2`$ contribution; then, in bold face, the SUSY contributions, first the RG (SUSY) term with the mass scale $`\mu `$, then the linear Sudakov (SUSY) term (scaled by the common mass $`M`$), the linear massless Sudakov (SUSY) term arising from the quadratic $`m_t^2`$ contribution (scaled by a common mass $`M^{}`$) and in curly brackets the same term to which the $`m_b^2\mathrm{tan}^2\beta `$ contribution is added for $`\mathrm{tan}\beta =40`$. This was done in order to show precisely the difference between the total SM prediction and the total SUSY part. $`\sigma _\mu `$ $`=`$ $`\sigma _\mu ^B[1+{\displaystyle \frac{\alpha }{4\pi }}\{(7.72N20.58)ln{\displaystyle \frac{q^2}{\mu ^2}}+(35.27ln{\displaystyle \frac{q^2}{M_W^2}}4.59ln^2{\displaystyle \frac{q^2}{M_W^2}})`$ (18) $`+(4.79ln{\displaystyle \frac{q^2}{M_Z^2}}1.43ln^2{\displaystyle \frac{q^2}{M_Z^2}})`$ $`+(\mathbf{3.86}𝐍+\mathbf{7.75})\mathrm{𝐥𝐧}{\displaystyle \frac{𝐪^\mathrm{𝟐}}{\mu ^\mathrm{𝟐}}}\mathbf{10.02}\mathrm{𝐥𝐧}{\displaystyle \frac{𝐪^\mathrm{𝟐}}{𝐌^\mathrm{𝟐}}}\}]`$ $`A_{FB,\mu }`$ $`=`$ $`A_{FB,\mu }^B+{\displaystyle \frac{\alpha }{4\pi }}\{(0.54N5.90)ln{\displaystyle \frac{q^2}{\mu ^2}}+(10.19ln{\displaystyle \frac{q^2}{M_W^2}}0.08ln^2{\displaystyle \frac{q^2}{M_W^2}})`$ (21) $`+(1.25ln{\displaystyle \frac{q^2}{M_Z^2}}0.004ln^2{\displaystyle \frac{q^2}{M_Z^2}})`$ $`+(\mathbf{0.27}𝐍+\mathbf{1.57})\mathrm{𝐥𝐧}{\displaystyle \frac{𝐪^\mathrm{𝟐}}{\mu ^\mathrm{𝟐}}}\mathbf{0.079}\mathrm{𝐥𝐧}{\displaystyle \frac{𝐪^\mathrm{𝟐}}{𝐌^\mathrm{𝟐}}}\}`$ $`A_{LR,\mu }`$ $`=`$ $`A_{LR,\mu }^B+{\displaystyle \frac{\alpha }{4\pi }}\{(1.82N19.79)ln{\displaystyle \frac{q^2}{\mu ^2}}+(30.76ln{\displaystyle \frac{q^2}{M_W^2}}3.52ln^2{\displaystyle \frac{q^2}{M_W^2}})`$ (24) $`+(0.78ln{\displaystyle \frac{q^2}{M_Z^2}}0.17ln^2{\displaystyle \frac{q^2}{M_Z^2}})`$ $`+(\mathbf{0.91}𝐍+\mathbf{5.25})\mathrm{𝐥𝐧}{\displaystyle \frac{𝐪^\mathrm{𝟐}}{\mu ^\mathrm{𝟐}}}\mathbf{3.69}\mathrm{𝐥𝐧}{\displaystyle \frac{𝐪^\mathrm{𝟐}}{𝐌^\mathrm{𝟐}}}\}.`$ $`\sigma _5`$ $`=`$ $`\sigma _5^B[1+{\displaystyle \frac{\alpha }{4\pi }}\{(9.88N42.66)ln{\displaystyle \frac{q^2}{\mu ^2}}+(46.58ln{\displaystyle \frac{q^2}{M_W^2}}6.30ln^2{\displaystyle \frac{q^2}{M_W^2}})`$ (27) $`+(7.25ln{\displaystyle \frac{q^2}{M_Z^2}}2.03ln^2{\displaystyle \frac{q^2}{M_Z^2}})1.21\mathrm{ln}{\displaystyle \frac{q^2}{m_t^2}}`$ $`+(\mathbf{4.94}𝐍+\mathbf{13.66})\mathrm{𝐥𝐧}{\displaystyle \frac{𝐪^\mathrm{𝟐}}{\mu ^\mathrm{𝟐}}}\mathbf{10.99}\mathrm{𝐥𝐧}{\displaystyle \frac{𝐪^\mathrm{𝟐}}{𝐌^\mathrm{𝟐}}}\mathbf{3.65}\{\mathbf{5.21}\}\mathrm{ln}{\displaystyle \frac{𝐪^\mathrm{𝟐}}{𝐌^\mathrm{𝟐}}}\}`$ $`A_{LR,5}`$ $`=`$ $`A_{LR,5}^0+{\displaystyle \frac{\alpha }{4\pi }}\{(2.11N22.95)\mathrm{ln}{\displaystyle \frac{q^2}{\mu ^2}}`$ (31) $`+(24.07\mathrm{ln}{\displaystyle \frac{q^2}{M_W^2}}3.12\mathrm{ln}^2{\displaystyle \frac{q^2}{M_W^2}})`$ $`+(1.63\mathrm{ln}{\displaystyle \frac{q^2}{M_Z^2}}0.55\mathrm{ln}^2{\displaystyle \frac{q^2}{M_Z^2}})0.53\mathrm{ln}{\displaystyle \frac{q^2}{m_t^2}}`$ $`+(\mathbf{1.05}𝐍+\mathbf{6.09})\mathrm{𝐥𝐧}{\displaystyle \frac{𝐪^\mathrm{𝟐}}{\mu ^\mathrm{𝟐}}}\mathbf{3.63}\mathrm{𝐥𝐧}{\displaystyle \frac{𝐪^\mathrm{𝟐}}{𝐌^\mathrm{𝟐}}}\mathbf{1.60}\{+\mathbf{0.44}\}\mathrm{ln}{\displaystyle \frac{𝐪^\mathrm{𝟐}}{𝐌^\mathrm{𝟐}}}\},`$ $`\sigma _b`$ $`=`$ $`\sigma _b^B\{1+{\displaystyle \frac{\alpha }{4\pi }}\{(10.88N53.82)\mathrm{ln}{\displaystyle \frac{q^2}{\mu ^2}}+(76.75\mathrm{ln}{\displaystyle \frac{q^2}{M_W^2}}7.10\mathrm{ln}^2{\displaystyle \frac{q^2}{M_W^2}})`$ (34) $`+(11.98\mathrm{ln}{\displaystyle \frac{q^2}{M_Z^2}}2.45\mathrm{ln}^2{\displaystyle \frac{q^2}{M_Z^2}})8.42\mathrm{ln}{\displaystyle \frac{q^2}{m_t^2}}`$ $`+(\mathbf{5.44}𝐍+\mathbf{16.61})\mathrm{𝐥𝐧}{\displaystyle \frac{𝐪^\mathrm{𝟐}}{\mu ^\mathrm{𝟐}}}\mathbf{11.82}\mathrm{𝐥𝐧}{\displaystyle \frac{𝐪^\mathrm{𝟐}}{𝐌^\mathrm{𝟐}}}\mathbf{25.3}\{\mathbf{36.0}\}\mathrm{ln}{\displaystyle \frac{𝐪^\mathrm{𝟐}}{𝐌^\mathrm{𝟐}}}\},`$ $`A_{FB,b}`$ $`=`$ $`A_{FB,b}^B+{\displaystyle \frac{\alpha }{4\pi }}\{(0.56N6.13)\mathrm{ln}{\displaystyle \frac{q^2}{\mu ^2}}`$ (38) $`+(17.23\mathrm{ln}{\displaystyle \frac{q^2}{M_W^2}}0.31\mathrm{ln}^2{\displaystyle \frac{q^2}{M_W^2}})`$ $`+(0.96\mathrm{ln}{\displaystyle \frac{q^2}{M_Z^2}}0.08\mathrm{ln}^2{\displaystyle \frac{q^2}{M_Z^2}})0.36\mathrm{ln}{\displaystyle \frac{q^2}{m_t^2}}`$ $`+(\mathbf{0.28}𝐍+\mathbf{1.63})\mathrm{𝐥𝐧}{\displaystyle \frac{𝐪^\mathrm{𝟐}}{\mu ^\mathrm{𝟐}}}\mathbf{0.38}\mathrm{𝐥𝐧}{\displaystyle \frac{𝐪^\mathrm{𝟐}}{𝐌^\mathrm{𝟐}}}\mathbf{1.10}\{+\mathbf{0.26}\}\mathrm{ln}{\displaystyle \frac{𝐪^\mathrm{𝟐}}{𝐌^\mathrm{𝟐}}}\}.`$ $`A_{LR,b}`$ $`=`$ $`A_{LR,b}^B+{\displaystyle \frac{\alpha }{4\pi }}\{(1.88N20.46)\mathrm{ln}{\displaystyle \frac{q^2}{\mu ^2}}`$ (42) $`+(27.91\mathrm{ln}{\displaystyle \frac{q^2}{M_W^2}}2.35\mathrm{ln}^2{\displaystyle \frac{q^2}{M_W^2}})`$ $`+(1.92\mathrm{ln}{\displaystyle \frac{q^2}{M_Z^2}}0.52\mathrm{ln}^2{\displaystyle \frac{q^2}{M_Z^2}})2.39\mathrm{ln}{\displaystyle \frac{q^2}{m_t^2}}`$ $`+(\mathbf{0.94}𝐍+\mathbf{5.43})\mathrm{𝐥𝐧}{\displaystyle \frac{𝐪^\mathrm{𝟐}}{\mu ^\mathrm{𝟐}}}\mathbf{2.86}\mathrm{𝐥𝐧}{\displaystyle \frac{𝐪^\mathrm{𝟐}}{𝐌^\mathrm{𝟐}}}\mathbf{7.16}\{+\mathbf{2.57}\}\mathrm{ln}{\displaystyle \frac{𝐪^\mathrm{𝟐}}{𝐌^\mathrm{𝟐}}}\},`$ $`A_b`$ $`=`$ $`A_b^0+{\displaystyle \frac{\alpha }{4\pi }}\{(1.41N15.38)\mathrm{ln}{\displaystyle \frac{q^2}{\mu ^2}}`$ (46) $`+(31.03\mathrm{ln}{\displaystyle \frac{q^2}{M_W^2}}1.76\mathrm{ln}^2{\displaystyle \frac{q^2}{M_W^2}})`$ $`+(4.30\mathrm{ln}{\displaystyle \frac{q^2}{M_Z^2}}0.49\mathrm{ln}^2{\displaystyle \frac{q^2}{M_Z^2}})2.38\mathrm{ln}{\displaystyle \frac{q^2}{m_t^2}}`$ $`+(\mathbf{0.71}𝐍+\mathbf{4.08})\mathrm{𝐥𝐧}{\displaystyle \frac{𝐪^\mathrm{𝟐}}{\mu ^\mathrm{𝟐}}}\mathbf{2.25}\mathrm{𝐥𝐧}{\displaystyle \frac{𝐪^\mathrm{𝟐}}{𝐌^\mathrm{𝟐}}}\mathbf{7.14}\{+\mathbf{3.18}\}\mathrm{ln}{\displaystyle \frac{𝐪^\mathrm{𝟐}}{𝐌^\mathrm{𝟐}}}\},`$ In the previous equations $`\sigma `$ denotes cross sections, $`A_{FB}`$ forward backward asymmetries, $`A_{LR}`$ longitudinal polarization asymmetries, $`A_b`$ the forward-backward polarization asymmetry . The various ”subtracted” Born terms are defined in Refs.,. Eqs.(18)-(46) are the main result of this paper. To better appreciate their message, we have plotted in the following Figs.(3-11) the asymptotic terms, with the following convention: for cross sections, we show the relative effect; for asymmetries, the absolute effect. To fix a scale, we also write in the Figure captions the value of the (asymptotic) ”Born ” terms. The plots have been drawn in an energy region between one and ten TeV. Higher values seem to us not realistic at the moment. For lower values we feel that the asymptotic approximation might be ”premature” for SUSY masses of a few hundred GeV that we assumed, and we shall return to this point in the final discussion. As one sees from Figs.(3-11), a number of clean conclusions can be drawn in the considered energy range. In particular: 1) The shift between the SM and the MSSM effects is systematically large and visible in all the considered observables at the reasonably expected luminosity values (a few hundreds of $`fb^1`$ per year at LC or CLIC leading to an accuracy close to the percent level). In all the cross sections, this shift is dramatic, sometimes changing the sign of the effect and increasing or decreasing its absolute value by factors two-three. Similar conclusions are valid for the set of polarized asymmetries; for unpolarized asymmetries, the effect is less spectacular, but still visible. This decrease of spectacularity has a simple technical reason: for unpolarized asymmetries, the SM squared logarithms are practically vanishing so that only linear logarithms survive. The delicate cancellation mechanism between linear and quadratic logarithms, that was deeply upset in the case of the other variables by the extra linear SUSY logarithms, is therefore absent in the unpolarized asymmetries case. 2) The pure RG logarithmic approximation, shown in Figs.(3-11), is in general rather different from the overall (RG + ”Sudakov”) one in a way that can be energy dependent. For all the considered observables with the exception of $`A_{LR,\mu }`$ and $`A_{LR,b}`$ this difference remains large and measurable at the expected luminosity in the ”CLIC special” energy region (3-5 TeV). Therefore, approximating the asymptotic logarithmic terms with the pure RG components for the considered processes would be a catastrophic theoretical error in the MSSM case, exactly like it would have been in the SM situation. 3) Looking at the size of the effect, one notices that this must be separately discussed for each specific observable at different energies. If one sticks to the CLIC energy region, one notices that for $`\sigma _\mu `$ the MSSM effect is now comparable (but of opposite sign) to the SM case, reaching values of a few percent. For $`\sigma _5`$ the effect is now reduced from beyond the SM ten percent to a value oscillating around the few percent level. For bottom production, the effect is strongly dependent on $`\mathrm{tan}\beta `$ and reaches values of more than ten percent for $`\mathrm{tan}\beta =40`$. For the asymmetries, as one can see from Figs.(5,9) the effect is sometimes increased and sometimes reduced and is always remaining of the few percent size. It seems therefore that in some cases SUSY makes the SM one-loop effect less ”dangerous”, in other cases it reverses the situation. For $`\sigma _5`$ the reduction of the effect in the CLIC region would guarantee a reasonable validity of the perturbative expansion; for bottom production, the conclusion depends on the value of $`\mathrm{tan}^2\beta `$. Note, though, that for higher energies these conclusions might change, as shown by the shape of the various curves. As a general comment, our feeling is that in the TeV regime, for the MSSM, the validity of a one-loop perturbative expansion is apparently safer than in the SM case, with the remarkable exception of $`\sigma _b`$ in the large $`\mathrm{tan}\beta `$ case. One final point remains to be discussed. Up to now we have only considered the dominant asymptotic SUSY terms in the 1 TeV-10 TeV range. For the SM case, it was seen that these were able to reproduce with good accuracy (at the few percent level) the complete effect, and that in order to give a more complete parametrization it was sufficient to add to the logarithmic terms a constant one, depending on the observable and which can be determined e.g. by a standard best fit procedure. This was possible because in the SM there were no other free parameters left. In the MSSM case, the situation is at the moment more complicated, since all the parameters of the model are nowadays unknown (this might be no more a problem in a few years…). To try to get at least a feeling of what could happen, we have devoted the last Section IV to the discussion of the simplest example that we can provide, that of the SUSY Higgses effect. Our aim is only that of trying to derive, in this case, an extra constant asymptotic contribution. This will be shortly discussed in what follows. ## IV A simple asymptotic fit for a SUSY effect The logarithmic terms that we have computed are supposed to be the dominant SUSY ones at asymptotic energies. For realistic smaller energy regions, there might be other SUSY contributions that cannot be neglected. The simplest example is that of constant terms, whose presence would lead to an expansion for a general cross section or asymmetry of the kind : $`{\displaystyle \frac{\sigma ^{Born+(1loopSUSY)}\sigma ^{Born}}{\sigma ^{Born}}}={\displaystyle \frac{\alpha }{4\pi }}(c_{1,\sigma }\mathrm{log}{\displaystyle \frac{q^2}{M^2}}+c_{0,\sigma }+\mathrm{}),`$ (47) $`A^{Born+(1loopSUSY)}A^{Born}={\displaystyle \frac{\alpha }{4\pi }}(c_{1,A}\mathrm{log}{\displaystyle \frac{q^2}{M^2}}+c_{0,A}+\mathrm{}).`$ (48) where ”Born” now includes the SM value. Here, $`c_0`$, $`c_1`$ are in principle functions of all the free parameters (mixing angles and masses) of the virtual contributions under consideration. The choice of the mass scale $`M`$ affects the definition of $`c_0`$ and will be discussed below. The label “$`(1loopSUSY)`$” stands for a definite subset of one loop diagrams (e.g. SUSY Higgses exchange, SUSY gauginos exchange). In the SM case, an analogous simple possibility was considered , and it was shown that the resulting expression was fitting the accurate results to quite a good (few permille) accuracy also in an energy range between 500 GeV and one TeV, where in principle it might have been a ”poor” approximation. This was interpreted as a consequence of a ”precocious” asymptotism in the SM case, where all the relevant masses are well below the TeV value. In the MSSM, the situation might be worse if the SUSY masses are relatively heavy. Still, the possibility of a simple parametrization, e.g. valid in the CLIC region, appears qualitatively motivated. The practical investigation of this idea would require, in principle, a lengthy calculation given the number of parameters of the models (masses, mixings…). The latter ones typically disappear in the asymptotic terms as obvious, but would reappear in subleading terms like the constant $`c_0`$, as one can easily check by calculation e.g. of the massless vertices. In this short final Section, we have analyzed the simplest case of the SUSY Higgses contribution, whose asymptotic expression we have derived. What we want to do is to isolate this effect and try to estimate its subleading constant term. With this purpose, we have considered all those hadronic observables to which the SUSY Higgses diagrams do contribute; the exact (not asymptotic) expression of the observables at the one loop level is of the kind: $`{\displaystyle \frac{\sigma ^{Born+SUSYHiggs}\sigma ^{Born}}{\sigma ^{Born}}}={\displaystyle \frac{\alpha }{4\pi }}F_\sigma (q^2,\mathrm{tan}\beta ,M_A)`$ (49) $`A^{Born+SUSYHiggs}A^{Born}={\displaystyle \frac{\alpha }{4\pi }}F_A(q^2,\mathrm{tan}\beta ,M_A)`$ (50) where $`\beta `$ is the mixing angle related to the two Higgs vacuum expectation values, $`M_A`$ is the mass of the CP odd SUSY Higgs boson $`A^0`$ and the masses of the other SUSY Higgs particles have been determined by means of the code FEYNHIGGS . Away from resonances, the function $`F_𝒪`$ ($`𝒪=\sigma `$ or $`A`$) is expected to be $$F_𝒪c_{1,𝒪}(\mathrm{tan}\beta ,M_A)\mathrm{log}\frac{q^2}{M_A^2}+c_{0,𝒪}(\mathrm{tan}\beta ,M_A)$$ (51) We carefully analyzed the behaviour of the hadronic observables $`\sigma _b`$, $`\sigma _5`$, $`A_{FB,b}`$, $`A_{LR,b}`$, $`A_{LR,5}`$ and $`A_b`$. As a representative example, we consider here in some details the case of $`\sigma _5`$. In Fig.(12), we plot the coefficients $`c_0`$ and $`c_1`$ as functions of $`M_A`$ at $`\mathrm{tan}\beta =2.0`$. We obtained them by fitting with a standard $`\chi ^2`$ procedure the full computation of the diagrams in the energy range between $`2`$ and $`10`$ TeV. As one can see, the maximum absolute error in the fit $`\epsilon `$ defined as $$\epsilon (\mathrm{tan}\beta ,M_A)=\underset{q^2}{\mathrm{max}}\left\|F_𝒪(q^2,\mathrm{tan}\beta ,M_A)c_{1,𝒪}(\mathrm{tan}\beta ,M_A)\mathrm{log}\frac{q^2}{M_A^2}c_{0,𝒪}(\mathrm{tan}\beta ,M_A)\right\|$$ (52) is completely negligible. This holds true as far as the fitting range does not include resonances. We checked that the region $`\sqrt{s}>2\text{TeV}`$ and $`M_A<500\text{GeV}`$ is safe and perfectly reproduced for all the considered observables. We have also tried to determine the possible dependence of $`c_0`$, $`c_1`$ on the free parameter $`\mathrm{tan}\beta `$ at fixed $`M_A`$. From a numerical thorough analysis and motivated by the dependence on $`\mathrm{tan}\beta `$ of the diagrams with charged SUSY Higgses exchange, we checked that for $`\mathrm{tan}\beta >1`$ the following functional form: $$c_{i,𝒪}(\mathrm{tan}\beta ,M_A)=c_{i,𝒪}^+(M_A)\mathrm{tan}^2\beta +c_{i,𝒪}^{}(M_A)\mathrm{cot}^2\beta $$ (53) reproduces perfectly the exact calculation with mildly $`M_A`$ dependent coefficients $`c_{i,𝒪}^\pm `$. The plot of $`c_i^\pm `$ in the case of $`\sigma _5`$ are shown in Fig.(13) where we remark that the coefficients of the logarithm $`c_1^\pm `$ are, as expected, roughly independent on $`M_A`$. The remarkable (in our opinion) fact is that the analytic parametrization reproduces the exact numerical calculation practically identically, as seen in Fig.(13). It should be added that a similar parametrization in the energy region from 500 GeV to 1 TeV would be much less satisfactory, and much more $`M_A`$-dependent. Just to give an example, we show in Fig. (14) what happens in the case of $`\sigma _5`$ at $`\mathrm{tan}\beta =2.0`$. Due to a resonance at about $`\sqrt{q^2}=2m_t`$ in the vertex with two top quark lines and a single charged Higgs, the simple logarithmic representation of the effect is not accurate and, in particular, the fitted coefficient $`c_1`$ is far from its asymptotic value. The lesson that we learn from this example is, therefore, that a priori one can expect to be able to reproduce with simple analytical expressions dominated by logarithms the MSSM prediction for all the relevant observables of the process of $`e^+e^{}`$ annihilation into fermion-antifermion in the TeV regime. This would be rather useful in the (apparently probable) case of need of a perturbative expansion beyond the one-loop order, but could also be used for the purposes of technical operations to be performed at one loop (QED ISR, for instance), where the availability of such a simple expression might be essential. In a forthcoming paper, we shall develope a more complete study of this problem that also includes the other SUSY contributions of ”not SUSY-Higgses” type. ## V Conclusions In this paper we have extended to the SUSY case the study of the high energy behaviour of four-fermion processes $`e^+e^{}f\overline{f}`$, $`f`$ being a lepton or a light quark ($`u,d,s,c,b`$), that we had previously performed in the SM case. We have considered the asymptotic behaviour of the four-fermion amplitudes at one loop and we have observed that specific features differentiate the SUSY part from the SM part. In both cases we first obtained the single logarithmic terms due to photon and $`Z`$ self-energy contributions leading to the well-known Renomalization Group effects. However, in addition, we have found large logarithmic terms due to non-universal diagrams, dubbed of ”Sudakov-type”. In SM there appear linear logarithmic and quadratic logarithmic terms. In the SUSY part there are only linear logarithmic terms. No quadratic logarithmic terms are generated because of the specific spin structure of the couplings to the SUSY partners appearing inside the diagrams. In the Appendix we have given the explicit analytical asymptotic expressions of these various contributions (RG and Sudakov) for both SM and MSSM. The Sudakov terms arising in SUSY have additional specific and very interesting features. Contrarily to SM where a partial cancellation (at moderately high energies) appears between linear and quadratic logarithmic terms, in the SUSY part linear terms are alone and remain important. In particular they enhance the massive $`m_t^2`$, $`m_b^2`$ asymptotic contributions to $`b\overline{b}`$ production by factors that depend on $`tan^2\beta `$ in a potentially visible way. We have computed the effects of these asymptotic terms in the various unpolarized and polarized observables, cross sections and asymmetries. We have made illustrations for the high energy range accessible to a future LC or CLIC, and we have shown the specific behaviour of the SM and of the MSSM cases, emphasizing also the large departure from what would have been expected taking only the RG effects into account. These results are important for the tests of electroweak properties which will be performed at these machines. They also indicate that for very high energies, if a high accuracy is achievable, the one loop treatment might be more reliable than in the SM case with the remarkable exception of the $`b\overline{b}`$ cross section, for which a more complete two loop calculation might be necessary, a situation which already occured at the $`Z`$ peak ref.() We are indebted to R. Barbieri for a clarifying discussion on this point. On another hand, for moderate energies (close to $`1TeV`$), when SUSY masses fall in the few hundred GeV range so that one is not yet in an asymptotic regime, we have shown that simple empirical formulae can reproduce the effect of subleading terms. We have made one illustration with the SUSY Higgs effects on the total hadronic cross section. For a complete treatment much more work is required and this point is at present under investigation . Acknowledgments: This work has been partially supported by the European Community grant HPRN-CT-2000-00149. ## A Asymptotic logarithmic contributions in the MSSM ### 1 Universal ($`\gamma ,Z`$-self-energy) SUSY contributions They arise from the bubbles (and associated tadpole diagrams) involving internal L- and R- sleptons and squarks, charginos, neutralinos, as well as the charged and neutral Higgses and Goldstones (subtracting the standard Higgs contribution): $`\stackrel{~}{\mathrm{\Delta }}_\alpha ^{Univ}(q^2)`$ $``$ $`{\displaystyle \frac{\alpha }{4\pi }}(3+{\displaystyle \frac{16N}{9}})(lnq^2)`$ (A1) $`R^{Univ}(q^2)`$ $``$ $`({\displaystyle \frac{\alpha }{4\pi s_W^2c_W^2}})[{\displaystyle \frac{1326s_W^2+18s_W^4}{6}}+(36s_W^2+8s_W^4){\displaystyle \frac{2N}{9}}](lnq^2)`$ (A2) $`V_{\gamma Z}^{Univ}(q^2)=V_{Z\gamma }^{Univ}(q^2)`$ $``$ $`({\displaystyle \frac{\alpha }{4\pi s_Wc_W}})[{\displaystyle \frac{1318s_W^2}{6}}+(38s_W^2){\displaystyle \frac{2N}{9}}](lnq^2)`$ (A4) where N is the number of slepton and squark families. These terms contribute to the RG effects. ### 2 Non-universal SUSY contributions These are the contributions coming from triangle diagrams connected either to the initial $`e^+e^{}`$ or to the final $`f\overline{f}`$ lines, and containing SUSY partners, sfermions $`\stackrel{~}{f}`$, charginos or neutralinos $`\chi _i`$, or SUSY Higgses (see Fig.1,2); external fermion self-energy diagrams are added making the total contribution finite. These non universal terms consist in $`m_f`$-independent terms and in $`m_f`$-dependent terms (quadratic $`m_t^2`$ and $`m_b^2`$ terms). In this subsection we write the $`m_f`$-independent terms appearing in each $`e^+e^{}f\overline{f}`$ process, the $`m_f`$-dependent terms being given, for $`e^+e^{}b\overline{b}`$, in the next subsection. Contribution to $`e^+e^{}\mu ^+\mu ^{}`$ $`\stackrel{~}{\mathrm{\Delta }}_{\alpha ,e\mu }(q^2)`$ $``$ $`({\displaystyle \frac{\alpha }{\pi }}lnq^2)({\displaystyle \frac{5+6s_W^2}{4c_W^2}})`$ (A5) $`R_{e\mu }(q^2)`$ $``$ $`({\displaystyle \frac{\alpha }{\pi }}lnq^2)({\displaystyle \frac{38s_W^2+12s_W^4}{8s_W^2c_W^2}})`$ (A6) $`V_{\gamma Z,e\mu }(q^2)=V_{Z\gamma ,e\mu }(q^2)`$ $``$ $`({\displaystyle \frac{\alpha }{\pi }}lnq^2)({\displaystyle \frac{930s_W^2+24s_W^4}{16s_Wc_W^3}})`$ (A7) Contribution to $`e^+e^{}d\overline{d},s\overline{s},b\overline{b}`$, $`\stackrel{~}{\mathrm{\Delta }}_{\alpha ,ed}(q^2)`$ $``$ $`({\displaystyle \frac{\alpha }{\pi }}lnq^2)({\displaystyle \frac{7+8s_W^2}{9c_W^2}})`$ (A8) $`R_{ed}(q^2)`$ $``$ $`({\displaystyle \frac{\alpha }{\pi }}lnq^2)({\displaystyle \frac{2758s_W^2+64s_W^4}{72s_W^2c_W^2}})`$ (A9) $`V_{\gamma Z,ed}(q^2)`$ $``$ $`({\displaystyle \frac{\alpha }{\pi }}lnq^2)({\displaystyle \frac{45146s_W^2+128s_W^4}{144s_Wc_W^3}})`$ (A10) $`V_{Z\gamma ,ed}(q^2)`$ $``$ $`({\displaystyle \frac{\alpha }{\pi }}lnq^2)({\displaystyle \frac{81210s_W^2+128s_W^4}{144s_Wc_W^3}})`$ (A11) Contribution to $`e^+e^{}u\overline{u},c\overline{c}`$ $`\stackrel{~}{\mathrm{\Delta }}_{\alpha ,eu}(q^2)`$ $``$ $`({\displaystyle \frac{\alpha }{\pi }}lnq^2)({\displaystyle \frac{71+82s_W^2}{72c_W^2}})`$ (A12) $`R_{eu}(q^2)`$ $``$ $`({\displaystyle \frac{\alpha }{\pi }}lnq^2)({\displaystyle \frac{2767s_W^2+82s_W^4}{72s_W^2c_W^2}})`$ (A13) $`V_{\gamma Z,eu}(q^2)`$ $``$ $`({\displaystyle \frac{\alpha }{\pi }}lnq^2)({\displaystyle \frac{63200s_W^2+164s_W^4}{144s_Wc_W^3}})`$ (A14) $`V_{Z\gamma ,eu}(q^2)`$ $``$ $`({\displaystyle \frac{\alpha }{\pi }}lnq^2)({\displaystyle \frac{81240s_W^2+164s_W^4}{144s_Wc_W^3}})`$ (A15) ### 3 Non-universal SUSY contributions, final $`b\overline{b}`$ We now list the $`m_t^2`$ and $`m_b^2`$ dependent terms appearing in $`e^+e^{}b\overline{b}`$: $`\stackrel{~}{\mathrm{\Delta }}_{\alpha ,eb}(q^2)`$ $``$ $`\stackrel{~}{\mathrm{\Delta }}_{\alpha ,ed}(q^2){\displaystyle \frac{\alpha }{24\pi s_W^2}}lnq^2\left[s_W^2{\displaystyle \frac{m_t^2}{M_W^2}}(1+2cot^2\beta )+(3s_W^3)(1+2tan^2\beta ){\displaystyle \frac{m_b^2}{M_W^2}}\right]`$ (A16) $`R_{eb}(q^2)`$ $``$ $`R_{ed}(q^2)+{\displaystyle \frac{\alpha }{16\pi s_W^2}}lnq^2\left[(1{\displaystyle \frac{2s_W^2}{3}}){\displaystyle \frac{m_t^2}{M_W^2}}(1+2cot^2\beta )+(1+{\displaystyle \frac{2s_W^2}{3}})(1+2tan^2\beta ){\displaystyle \frac{m_b^2}{M_W^2}}\right]`$ (A17) $`V_{\gamma Z,eb}(q^2)`$ $``$ $`V_{\gamma Z,ed}(q^2)+{\displaystyle \frac{\alpha c_W}{24\pi s_W}}lnq^2\left({\displaystyle \frac{m_t^2}{M_W^2}}(1+2cot^2\beta ){\displaystyle \frac{m_b^2}{M_W^2}}(1+2tan^2\beta )\right)`$ (A18) $`V_{Z\gamma ,eb}(q^2)`$ $``$ $`V_{Z\gamma ,ed}(q^2)+{\displaystyle \frac{\alpha }{16\pi s_Wc_W}}lnq^2(1{\displaystyle \frac{2s_W^2}{3}})\left({\displaystyle \frac{m_t^2}{M_W^2}}(1+2cot^2\beta ){\displaystyle \frac{m_b^2}{M_W^2}}(1+2tan^2\beta )\right)`$ (A19) ### 4 Universal SM contributions In order to allow an easy comparison of the above SUSY contributions with the SM ones we now recall, in the next three subsections, the results obtained in , for the same four gauge invariant functions. $$\stackrel{~}{\mathrm{\Delta }}_\alpha ^{(RG)}(q^2,\theta )\frac{\alpha (\mu ^2)}{12\pi }[\frac{32}{3}N21]ln(\frac{q^2}{\mu ^2})$$ (A20) $$R^{(RG)}(q^2,\theta )\frac{\alpha (\mu ^2)}{4\pi s_W^2c_W^2}[(\frac{2040c_W^2+32c_W^4}{9}N+\frac{12c_W^242c_W^4}{6}]ln(\frac{q^2}{\mu ^2})$$ (A21) $$V_{\gamma Z}^{(RG)}(q^2,\theta )=V_{Z\gamma }^{(RG)}(q^2,\theta )\frac{\alpha (\mu ^2)}{3\pi s_Wc_W}[(\frac{1016c_W^2}{6}N+\frac{1+42c_W^2}{8}]ln(\frac{q^2}{\mu ^2})$$ (A22) ### 5 Non-universal SM contributions, final fermions $`fb`$ $`\stackrel{~}{\mathrm{\Delta }}_{\alpha ,lf}^{(S)}(q^2,\theta )`$ $``$ $`{\displaystyle \frac{\alpha }{4\pi }}[6\delta _u2\delta _d]ln{\displaystyle \frac{q^2}{M_W^2}}+{\displaystyle \frac{\alpha }{12\pi }}(\delta _u+2\delta _d)ln^2{\displaystyle \frac{q^2}{M_W^2}}+{\displaystyle \frac{\alpha (2v_l^2v_f^2)}{64\pi s_W^2c_W^2}}[3ln{\displaystyle \frac{q^2}{M_Z^2}}ln^2{\displaystyle \frac{q^2}{M_Z^2}}]`$ (A25) $`{\displaystyle \frac{\alpha }{2\pi }}[(ln^2{\displaystyle \frac{q^2}{M_W^2}}+2ln{\displaystyle \frac{q^2}{M_W^2}}ln{\displaystyle \frac{1cos\theta }{2}})(\delta _\mu +\delta _d)+(ln^2{\displaystyle \frac{q^2}{M_W^2}}+2ln{\displaystyle \frac{q^2}{M_W^2}}ln{\displaystyle \frac{1+cos\theta }{2}}))\delta _u]`$ $`{\displaystyle \frac{\alpha }{256\pi Q_fs_W^4c_W^4}}[(1v_l^2)(1v_f^2)(ln{\displaystyle \frac{q^2}{M_Z^2}}ln{\displaystyle \frac{1+cos\theta }{1+cos\theta }})]`$ $`R_{lf}^{(S)}(q^2,\theta )`$ $``$ $`{\displaystyle \frac{3\alpha }{4\pi s_W^2}}[2c_W^2\delta _\mu (1{\displaystyle \frac{s_W^2}{3}})\delta _u(1{\displaystyle \frac{2s_W^2}{3}})\delta _d]ln{\displaystyle \frac{q^2}{M_W^2}}`$ (A31) $`{\displaystyle \frac{\alpha }{4\pi s_W^2}}[\delta _\mu +(1{\displaystyle \frac{s_W^2}{3}})\delta _u+(1{\displaystyle \frac{2s_W^2}{3}})\delta _d]ln^2{\displaystyle \frac{q^2}{M_W^2}}`$ $`{\displaystyle \frac{\alpha (2+3v_l^2+3v_f^2)}{64\pi s_W^2c_W^2}}[3ln{\displaystyle \frac{q^2}{M_Z^2}}ln^2{\displaystyle \frac{q^2}{M_Z^2}}]`$ $`+{\displaystyle \frac{\alpha c_W^2}{2\pi s_W^2}}[(ln^2{\displaystyle \frac{q^2}{M_W^2}}+2ln{\displaystyle \frac{q^2}{M_W^2}}ln{\displaystyle \frac{1cos\theta }{2}})(\delta _\mu +\delta _d)+(ln^2{\displaystyle \frac{q^2}{M_W^2}}+2ln{\displaystyle \frac{q^2}{M_W^2}}ln{\displaystyle \frac{1+cos\theta }{2}}))\delta _u]`$ $`+I_{3f}{\displaystyle \frac{\alpha }{2\pi s_W^2c_W^2}}[v_lv_fln{\displaystyle \frac{q^2}{M_Z^2}}ln{\displaystyle \frac{1+cos\theta }{1+cos\theta }}]`$ $`V_{\gamma Z,lf}^{(S)}(q^2,\theta )`$ $``$ $`{\displaystyle \frac{\alpha }{8\pi c_Ws_W}}([312c_W^2+2c_W^2(\delta _u+2\delta _d)]ln{\displaystyle \frac{q^2}{M_W^2}}[1+{\displaystyle \frac{2}{3}}c_W^2(\delta _u+2\delta _d)]ln^2{\displaystyle \frac{q^2}{M_W^2}})`$ (A36) $`[{\displaystyle \frac{\alpha v_l(1v_l^2)}{128\pi s_W^3c_W^3}}+{\displaystyle \frac{\alpha \|Q_f\|v_f}{8\pi s_Wc_W}}][3ln{\displaystyle \frac{q^2}{M_Z^2}}ln^2{\displaystyle \frac{q^2}{M_Z^2}}]`$ $`+{\displaystyle \frac{\alpha c_W}{2\pi s_W}}[(ln^2{\displaystyle \frac{q^2}{M_W^2}}+2ln{\displaystyle \frac{q^2}{M_W^2}}ln{\displaystyle \frac{1cos\theta }{2}})(\delta _\mu +\delta _d)+(ln^2{\displaystyle \frac{q^2}{M_W^2}}+2ln{\displaystyle \frac{q^2}{M_W^2}}ln{\displaystyle \frac{1+cos\theta }{2}}))\delta _u]`$ $`+I_{3f}{\displaystyle \frac{\alpha }{16\pi s_W^3c_W^3}}[v_f(1v_l^2)ln{\displaystyle \frac{q^2}{M_Z^2}}ln{\displaystyle \frac{1+cos\theta }{1+cos\theta }}]`$ $`V_{Z\gamma ,lf}^{(S)}(q^2,\theta )`$ $``$ $`{\displaystyle \frac{\alpha }{8\pi cs}}([312c_W^22s_W^2(\delta _u+2\delta _d)]ln{\displaystyle \frac{q^2}{M_W^2}}[1{\displaystyle \frac{2}{3}}s_W^2(\delta _u+2\delta _d)]ln^2{\displaystyle \frac{q^2}{M_W^2}})`$ (A41) $`[{\displaystyle \frac{\alpha v_f(1v_f^2)}{128\pi \|Q_f\|s_W^3c_W^3}}+{\displaystyle \frac{\alpha v_l}{8\pi s_Wc_W}}][3ln{\displaystyle \frac{q^2}{M_Z^2}}ln^2{\displaystyle \frac{q^2}{M_Z^2}}]`$ $`+{\displaystyle \frac{\alpha c_W}{2\pi s_W}}[(ln^2{\displaystyle \frac{q^2}{M_W^2}}+2ln{\displaystyle \frac{q^2}{M_W^2}}ln{\displaystyle \frac{1cos\theta }{2}})(\delta _\mu +\delta _d)+(ln^2{\displaystyle \frac{q^2}{M_W^2}}+2ln{\displaystyle \frac{q^2}{M_W^2}}ln{\displaystyle \frac{1+cos\theta }{2}}))\delta _u]`$ $`+{\displaystyle \frac{\alpha }{32\pi Q_fs_W^3c_W^3}}[v_l(1v_f^2)ln{\displaystyle \frac{q^2}{M_Z^2}}ln{\displaystyle \frac{1+cos\theta }{1+cos\theta }}]`$ where $`\delta _{\mu ,u,d}=1`$ for $`f=\mu ,u,d`$ and 0 otherwise and $`v_l=14s_W^2,v_f=14\|Q_f\|s_W^2`$. In each of the above equations, we have successively added the contributions coming from triangles containing one or two $`W`$, from triangles containing one $`Z`$, from $`WW`$ box and finally from $`ZZ`$ box. ### 6 Non-universal SM contributions, final $`b\overline{b}`$. For $`b\overline{b}`$ production there are additional SM contributions proportional to $`m_t^2`$ and $`m_b^2`$ arising from triangles involving $`G^{\pm ,0}`$ or $`H_{SM}`$ lines and Yukawa couplings involving $`m_t`$ or $`m_b`$ (those $`m_b`$ terms which only come from the kinematics and give contributions vanishing like $`m_b^2/q^2`$ have been safely neglected). $`\stackrel{~}{\mathrm{\Delta }}_{\alpha ,lb}(q^2)`$ $``$ $`\stackrel{~}{\mathrm{\Delta }}_{\alpha ,ld}(q^2){\displaystyle \frac{\alpha }{24\pi s_W^2}}(ln{\displaystyle \frac{q^2}{M^2}})[s_W^2({\displaystyle \frac{m_t^2}{M_W^2}})+(3s_W^2)({\displaystyle \frac{m_b^2}{M_W^2}})]`$ (A43) $`R_{lb}(q^2)`$ $``$ $`R_{ld}(q^2)+{\displaystyle \frac{\alpha }{16\pi s_W^2}}(ln{\displaystyle \frac{q^2}{M^2}})[(1{\displaystyle \frac{2s_W^2}{3}})({\displaystyle \frac{m_t^2}{M_W^2}})+(1+{\displaystyle \frac{2s_W^2}{3}})({\displaystyle \frac{m_b^2}{M_W^2}})]`$ (A44) $`V_{\gamma Z,lb}(q^2)`$ $``$ $`V_{\gamma Z,ld}(q^2)+{\displaystyle \frac{\alpha c_W}{24\pi s_W}}(ln{\displaystyle \frac{q^2}{M^2}})[({\displaystyle \frac{m_t^2}{M_W^2}})({\displaystyle \frac{m_b^2}{M_W^2}})]`$ (A45) $`V_{Z\gamma ,lb}(q^2)`$ $``$ $`V_{Z\gamma ,ld}(q^2)+{\displaystyle \frac{\alpha }{16\pi s_Wc_W}}(ln{\displaystyle \frac{q^2}{M^2}})(1{\displaystyle \frac{2s_W^2}{3}})[({\displaystyle \frac{m_t^2}{M_W^2}})({\displaystyle \frac{m_b^2}{M_W^2}})]`$ (A46) ### 7 Non-universal massive MSSM contributions, final $`b\overline{b}`$ Finally we find interesting to sum up all the massive $`m_t^2`$ and $`m_b^2`$ terms appearing in the MSSM (SM and SUSY non-universal massive contributions to $`e^+e^{}b\overline{b}`$). We remark that the net effect as compared to the SM result is a factor $`2(1+cot^2\beta )`$ for the $`m_t^2`$ term and a factor $`2(1+tan^2\beta )`$ for the $`m_b^2`$ one: $`\stackrel{~}{\mathrm{\Delta }}_{\alpha ,eb}(q^2)`$ $``$ $`\stackrel{~}{\mathrm{\Delta }}_{\alpha ,ed}(q^2){\displaystyle \frac{\alpha }{12\pi s_W^2}}lnq^2\left[s_W^2{\displaystyle \frac{m_t^2}{M_W^2}}(1+cot^2\beta )+(3s_W^2)(1+tan^2\beta ){\displaystyle \frac{m_b^2}{M_W^2}}\right]`$ (A47) $`R_{eb}(q^2)`$ $``$ $`R_{ed}(q^2)+{\displaystyle \frac{\alpha }{8\pi s_W^2}}lnq^2\left[(1{\displaystyle \frac{2s_W^2}{3}}){\displaystyle \frac{m_t^2}{M_W^2}}(1+cot^2\beta )+(1+{\displaystyle \frac{2s_W^2}{3}})(1+tan^2\beta ){\displaystyle \frac{m_b^2}{M_W^2}}\right]`$ (A48) $`V_{\gamma Z,eb}(q^2)`$ $``$ $`V_{\gamma Z,ed}(q^2)+{\displaystyle \frac{\alpha c_W}{12\pi s_W}}lnq^2\left({\displaystyle \frac{m_t^2}{M_W^2}}(1+cot^2\beta ){\displaystyle \frac{m_b^2}{M_W^2}}(1+tan^2\beta )\right)`$ (A49) $`V_{Z\gamma ,eb}(q^2)`$ $``$ $`V_{Z\gamma ,ed}(q^2)+{\displaystyle \frac{\alpha }{8\pi s_Wc_W}}lnq^2(1{\displaystyle \frac{2s_W^2}{3}})\left({\displaystyle \frac{m_t^2}{M_W^2}}(1+cot^2\beta ){\displaystyle \frac{m_b^2}{M_W^2}}(1+tan^2\beta )\right)`$ (A50)
warning/0007/astro-ph0007077.html	ar5iv	text	# UV Observations of the Powering Source of the Supergiant Shell in IC 2574 ## 1 Introduction High–resolution observations in the 21 cm line of neutral hydrogen (HI) show that the interstellar medium (ISM) of galaxies is shaped in a very complex way by holes and shells, most of which are expanding (M 31: Brinks & Bajaja 1986, M 33: Deul & den Hartog 1990, Holmberg I: Ott et al. 2000, Holmberg II: Puche et al. 1992, IC 10: Wilcots & Miller 1998, IC 2574: Walter & Brinks 1999, DDO 47: Walter & Brinks 2000). Somewhat arbitrarily, these structures are coined ‘bubbles’ (diameters $`10`$ pc), ‘superbubbles’ ($`200`$ pc) or ‘supergiant shells’ ($`1000`$ pc, hereafter abbreviated SGSs). In the standard picture (e.g., Weaver et al. 1977, McKee & Ostriker 1977, Chu et al. 1995), these structures are believed to be created by young star forming regions which supposedly eject a great amount of mechanical energy into the ambient ISM in terms of strong stellar winds and subsequent supernova (SN) explosions. In this picture, the energy input of the massive stars creates a cavity filled with hot ionized gas around the star forming region – this overpressure drives the expansion of a shell which collects the ambient neutral material on its rim. For reviews on this topic, the reader is referred to Tenorio–Tagle & Bodenheimer (1988), van der Hulst (1996), Walterbos & Braun (1996), or Brinks & Walter (1998). Dwarf galaxies have proven to be ideal targets to study the largest of these structures, the SGSs, because dwarf galaxies have puffed–up HI disks, show almost solid body rotation and don’t possess spiral density waves. As a result, SGSs can form more easily and are not destroyed prematurely, e.g., due to shear. We recently reported the discovery of a particularly interesting SGS in IC 2574 (Walter et al. 1998) which is the target of this study. Although the standard picture to create these H I structures (SN and strong stellar winds) certainly sounds appealing, observational evidence for this formation process is surprisingly scarce: only in few cases are massive O and B type stars visible in bubbles or superbubbles (see, e.g., N 11: Mac Low et al. 1998, or N 44: Kim et al. 1998, both situated in the Large Magellanic Cloud). However, in the case of superbubbles, the ages derived for the stellar populations often do not agree with the kinematic ages derived from the expansion velocities of shell structures. For example, from detailed surveys of the massive stars in LMC superbubbles, Oey (1996) found ‘high velocity superbubbles’ containing central stellar associations with ages much larger than the model kinematic ages. Also, searches for the remnant stellar associations near the centers of H I cavities have not been particularly successful in the past – the standard picture is therefore not without its critics. E.g., Rhode et al. (1999) couldn’t detect the expected number of remnant A and F stars (as derived from the H I observations) of the clusters which supposedly created the expanding H I holes in Holmberg II. However, Stewart et al. (2000) detect OB stellar populations interior to several H I holes in Holmberg II using ultraviolet data, a direct tracer of the massive stellar component. Another frequently used argument against creation of SGSs by stellar associations is the location of some SGSs at large galactocentric radii of a galaxy (where star formation is not expected to play a dominant role). Also, the largest cavities found seem to surpass reasonable energy estimates based on single stellar clusters. Since bubbles/superbubbles are often only detected in one or two wavelengths it is difficult if not impossible to make meaningful comparisons with theoretical models. Therefore, in depth multi–wavelength studies are needed. Here, we focus on the SGS in IC 2574 (§2) and present evidence that this particular SGS has been created by a massive stellar cluster in agreement with the standard picture. This scenario is supported by new far ultraviolet (FUV) observations of this region (§3), which allow us to independently derive physical properties such as energy release and age of the powering stellar cluster of a SGS (§4). Some surprising results which also affect the interpretation of other SGSs will be discussed in §5. The results and their implications are summarized in §6. ## 2 The case of IC 2574–SGS We aim to shed new insight on the controversy whether or not stellar clusters can create SGSs by presenting new observations of an expanding supergiant shell in the nearby dwarf galaxy IC 2574 (hereafter referred to as IC 2574–SGS, Walter et al. 1998). The H I shell has a linear size of about 1000 pc $`\times `$ 500 pc ($`60^{\prime \prime }\times 30^{\prime \prime }`$) and is expanding at $``$25 $`\text{km}\text{s}^1`$. It is therefore an ideal target to study expansion models since despite its size it has not stalled yet (as most of the SGSs in other dwarf galaxies have). The elliptical shape of the H I shell in IC 2574 is indicated in Fig. 1. The kinematic age ($`t=r/v_{\mathrm{exp}}`$) based on the observed size and expansion velocity is estimated at 14 Myr. Note that this age is actually an upper limit since the shell was presumably expanding faster in the past. This indicates that the least massive stars that go off as SN are most probably still present in the central stellar association since their lifetimes ($``$ 50 Myr) are somewhat longer then the dynamical age of the hole ($``$ 14 Myr, as derived from the H I observations). Based on our H I observations and using the models of Chevalier (1974), we derive that the energy required to produce the shell must be of order $`10^{53}`$ erg or the equivalent of about 100 Type II SN (Walter et al. 1998). Note that in general, all time and shell formation energy requirements are calculated from H I shell size and expansion velocity (e.g., using Chevalier’s equation, see the discussion in Walter & Brinks 1999). However, before we begin interpreting these energies, detailed studies of individual shells must be conducted to insure these calculations make sense. The available high resolution H I data as well as the presence of the interior stellar association renders IC 2574–SGS an ideal target to discern if this commonly used approach is indeed justified. To do so, we present our analysis of FUV data of IC 2574–SGS which for the first time gives us an independent measure of the age and the total mechanical energy deposited by the central stellar association in a SGS. These numbers can then be directly compared to the energy derived from the H I observations. ## 3 The Observations ### 3.1 FUV observations The FUV observations were obtained by the Ultraviolet Imaging Telescope (UIT) during the ASTRO-2 mission using the broad-band UIT B1 filter ($`\lambda _{eff}=1521`$ Å and $`\mathrm{\Delta }\lambda `$ = 354 Å). The IC 2574 FUV image has 623 second exposure time and spatial resolution of roughly $`3\mathrm{}`$. The image was calibrated using IUE spectrophotometry of stars observed by the UIT. The FUV magnitudes are computed from FUV flux using $`m_{FUV}`$= $`2.5\times log_{10}(F(FUV))21.1`$, where F(FUV) is the incident flux in erg (cm<sup>2</sup>Å s) <sup>-1</sup>. The chief photometric uncertainties are in the form of low-level nonuniformities introduced via the development and digitization processes. Uncertainty in the absolute calibration can lead to uncertainties of up to 10 $``$ 15 % in the FUV flux. A detailed discussion of the reduction of the UIT data to flux-calibrated arrays is given by Stecher et al. (1997). A minimal FUV background level ($`\mu >`$ 25 mag arcsec<sup>-2</sup>) of 0.53$`\pm 0.1`$ analog data units (ADU’s) is computed by taking the mean of 20, 20$`\times `$20 pixel boxes in areas void of any galaxy or stellar flux. The UIT has limited accuracy at the lowest light levels. The errors in the background levels reflect this intrinsic uncertainty. A wide, vertical stripe appeared in the center of a sizable percentage of the UIT ASTRO-2 images, including the IC 2574 image. The flaw appeared on the film and was not a result of the digitization process; its origin is unknown. It has been removed by a model which has been constructed in parts of the image void of the galaxy. The FUV image presented in Fig. 2 (left) shows a slight spiral signature suggesting new star formation is preferential to the arm-like regions. The enormous complex to the northeast containing IC 2574–SGS (as indicated on the figure) dominates the FUV morphology of the galaxy. This complex alone contributes $``$50% of the total integrated FUV flux of IC 2574. ### 3.2 Optical observations CCD observations of IC 2574 were obtained in the Johnson U and B bands, and the Kron-Cousins R and H$`\alpha `$ bands using the 1.0 m telescope at Mount Laguna Observatory. The images are median combined with at least two other images having the same exposure time to remove cosmic rays and other defects. Astrometry and photometry are implemented using standard IDL procedures for data reduction. The images are calibrated using published photometry of seven stars in the galaxy field (Sandage & Tammann 1974). The H$`\alpha `$ filter at MLO has a centroid wavelength 6573 Å with a width of 61 Å which includes the N II lines. The H$`\alpha `$ image is calibrated using fluxes of 20 clearly defined H II regions provided by Miller & Hodge (1994). An H$`\alpha `$ emission image is produced by scaling stars in the H$`\alpha `$ image with those in the R–band image and subtracting the stellar continuum component. ### 3.3 FUV, optical and H I morphology The relative FUV, HI, and H$`\alpha `$ morphologies of the region containing IC 2574–SGS are illustrated in Fig. 2 (upper right). The FUV emission is coincident with regions corresponding to both the interior of the H I shell and its rim. The central stellar cluster (Fig. 2, lower right) combined with star formation on the shell boundary suggest the presence of secondary star formation triggered by the expanding H I shell (see, e.g., the models by Elmegreen 1994). Note that H$`\alpha `$ emission corresponds to regions on the rim of IC 2574–SGS while no H$`\alpha `$ emission is present in its interior. The FUV–band traces flux from an evolving cluster for longer timescales (roughly 100 Myr) compared to the H$`\alpha `$ (roughly a few Myr). Figure 2 therefore already indicates that the central cluster is relatively older than the star formation on the shell boundary (see also § 4.1). This situation as well as the presumed presence of hot X–ray gas in the center of the SGS (Walter et al. 1998) makes IC 2574–SGS a truly unique region and suggests that we have caught this SGS in an auspicious moment. The morphology of the various wavelengths discussed above suggest that this central stellar association is the powering source for the formation and expansion of the shell as well as for the heating of the X–ray gas. However, this evidence is yet only circumstantial. Therefore, we present some physical properties of the cluster/shell in the following analysis. ## 4 Analysis of the data ### 4.1 Age analysis of IC 2574–SGS We estimate the ages of the single regions on the rim of IC 2574–SGS as well as the central stellar association from their FUV, B, and H$`\alpha `$ fluxes. A similar approach is used to characterize the ages of star forming regions in dwarf irregular Holmberg II by Stewart et al. (2000) where it is described in full detail. Circular apertures are used to identify areas of associated FUV and H$`\alpha `$ flux with the aid of a FUV, H$`\alpha `$ difference image, shown in Fig. 3. The twelve regions are defined by selecting the circular aperture enclosing as much of the FUV and H$`\alpha `$ emission from a single region as possible. This rather loose criteria obviously neglects to include all the associated flux from a single region and has the potential to mix regions of different populations, but it is sufficient to discern the relative ages of star formation regions (see Stewart et al. and references therein). Listed in Table 1 are the blue magnitude (m<sub>B</sub>), the H$`\alpha `$ flux, the FUV flux, and the FUV magnitude (m<sub>FUV</sub>) for each region. Values are corrected for Galactic foreground extinction. Also given in Table 1 are the FUV$``$B color (m<sub>FUV</sub> – m<sub>B</sub>) and log (N<sub>Lyc</sub>/FUV). The latter quantity is the logarithmic ratio of the number of Lyman continuum photons, converted from H$`\alpha `$ flux assuming Case B recombination, to FUV flux (where $`N_{\mathrm{Lyc}}/FUV=(F(H\alpha )/3.02\times 10^{12}\times 0.453)/F(FUV)`$). The FUV$``$B color and log (N<sub>Lyc</sub>/FUV) are time dependent quantities which vary over the lifetime of a cluster and can be compared to model values to estimate an age from the observables. A single generation instantaneous burst (IB) model which employs the stellar evolutionary tracks of Schaerer et al. (1993) and the stellar atmosphere models of Kurucz (1992) is used to derive the expected flux from an evolving cluster in an environment similar to that of IC 2574. The model estimates L<sub>FUV</sub>, N<sub>Lyc</sub>, and L<sub>B</sub> assuming an initial mass function (IMF) and metallicity. Figures 4 and 5 show the time dependence of the FUV$``$B color and log (N<sub>Lyc</sub>/FUV) of a model cluster. To illustrate the model dependence on these assumed parameters, we calculate various combinations of IMF and metallicity. Figure 6 shows the time evolution of log (N<sub>Lyc</sub>/FUV) vs. FUV$``$B color for a cluster based on the results of Figures 4 and 5. The figure depicts the model assuming a Salpeter IMF (2.35) and an SMC-like metallicity, Z/Z$`{}_{}{}^{}=0.1`$ (as derived for IC 2574 by Miller & Hodge 1996), which is used in the subsequent derivations. Here, each point represents one age (steps: 0.5 Myr), starting with a 0.5 Myr old cluster in the upper left-hand corner of the graph. The last point on the lower right represents a cluster of an age of 50 Myr. We use this plot to compare the theoretical model with the actual observed values for FUV$``$B and log (N<sub>Lyc</sub>/FUV). Since both axes represent time-dependent quantities, the relationship between the observed value and the model is indicative of the age. Note that most of the observed data points lie off the model since they are uncorrected for internal extinction. Region 1, however (the central stellar cluster; x<sub>1</sub> on the graph) is not far off the theoretical curve. This is not really surprising since we don’t expect redenning to play a huge role in this case (since the cluster is situated within the H I cavity). The other regions are obviously still embedded in their parental molecular clouds, which nicely explains the higher redenning. In order to make an age estimate, the observed FUV$``$B color and log (N<sub>Lyc</sub>/FUV) are corrected for internal extinction effects. The assumed redenning vector is indicated in the upper right of Fig. 6. The SMC redenning curve is used under the assumption that the shape of the curve correlates with metallicity (Verter & Rickard 1998). In the FUV, A<sub>FUV</sub>/E(B$``$V)=17.72 (Hill et al. 1997). Each data point is corrected until the point at which it agrees with the theoretical curve. The amount of this correction is an estimate of the internal extinction; the position on the theoretical curve after the correction yields the age of the cluster. The age obtained using this method should be treated as the mean age of stars in the aperture since a single generation model is used to interpret flux from what is potentially a mix of populations of slightly different ages. The age estimates are given for each region in Table 2 (column 1). ### 4.2 Energy analysis The observed FUV flux is used to estimate the mechanical energy imparted to the surrounding ISM of each cluster over its lifetime. The FUV luminosity, L<sub>FUV</sub>, of each region is calculated from the FUV flux after correction for the internal extinction (derived in §4.1), assuming a distance of 3.2 Mpc (Table 2, column 2). The mass of each region is then estimated by comparing the observed L<sub>FUV</sub> with the model L<sub>FUV</sub> (erg s<sup>-1</sup> M<sup>-1</sup>) at the cluster’s estimated age. The derived masses are given in Table 2 (column 3). Evolutionary synthesis models of populations of massive stars given by Leitherer & Heckman (1995, Fig. 55) provide estimates of the deposition rates, L<sub>mech</sub>, from stellar winds and SN for an instantaneous burst as a function of time and mass. An average rate of L$`{}_{\mathrm{mech}}{}^{}2\times 10^{34}`$ erg (s M)<sup>-1</sup> is derived for clusters of similar IMF and metallicity from the models. An estimate of the net mechanical energy deposited into the ISM by SN and stellar winds, E<sub>mech</sub>, can be made by taking the product of L<sub>mech</sub>, the cluster mass and the cluster age ($`E_{\mathrm{mech}}L_{\mathrm{mech}}\times \text{m}ass\times \text{a}ge`$). The derived values of L<sub>FUV</sub> and E<sub>mech</sub> are given for each cluster in Table 2 (columns 4 and 5, respectively). ## 5 Discussion The analysis of the ages of star forming regions indicates a dichotomy between the age of the central cluster (region1) and that of the surrounding regions (regions 2–12). The derived age for the central cluster is $``$11 Myr while the other regions (which all coincide with the rim of the H I shell) range in age from $``$1$``$4.5 Myr (average age: 3.1 Myr). This is also apparent in Fig. 6 where the data point for region1 is found at the lower end of the plot, set off from the rest of the regions. Like the comparison between the FUV and H$`\alpha `$ morphologies in Fig. 2, our age analysis suggests sequential star formation on the rim of the H I shell, triggered by the expansion of the shell. The age of the central cluster agrees very well with the upper limit derived independently from the H I observations ($``$14 Myr). This provides strong independent evidence that the cluster indeed created IC 2574–SGS. The mechanical energy provided over the lifetime of the central cluster is estimated to be E$`{}_{\mathrm{mech}}{}^{}4.1\pm 0.8\times 10^{52}`$ erg, roughly a factor of two times the kinetic energy of the expanding shell as derived from the H I data ($`1.7\pm 0.5\times 10^{52}`$, Walter et al. 1998). It is now important to compare the total energy estimate based on the FUV observations with previous estimates based on the H I data only. H I–based estimates are usually performed using Chevalier’s equation. In the case of IC 2574–SGS, such an energy estimate is 6 times higher than the FUV value ($`2.6\pm 1.0\times 10^{53}`$ erg, Walter et al. 1998). It is not really surprising that these values do not agree better since the model by Chevalier is based on the late phase of SN remnants and simply scaled up to supergiant shells. Our result therefore seems to indicate that H I based energy estimates using Chevalier’s equation overestimate the actual energy needed to create an H I shell. This has important consequences for searches for remnant stellar clusters in other SGSs which are based on an expected luminosity of the cluster as derived from the H I data (e.g., Rhode et al. 1999). In other words, if our result holds true for other SGSs as well, one may overestimate the luminosity of a remnant stellar cluster by almost an order of magnitude. ## 6 Summary and Conclusion A multi-band analysis of the region containing the supergiant H I shell in the dwarf galaxy IC 2574 presents evidence of a causal relationship between a central star cluster, a surrounding expanding HI shell, and secondary star formation sites on the rim of the shell. The key results from the study can be summarized as follows: (1) A stellar cluster interior to the expanding supergiant H I shell in IC 2574 is identified in the FUV and optical bands. (2) The center of the H I shell is void of H$`\alpha `$ emission while H II regions coincide with the shell boundary. This is confirmed by the FUV, H$`\alpha `$ difference images indicating propagating star formation outwards from the center of the shell. (3) A detailed age analysis of the star forming regions reveals that the central cluster is $``$11 Myr and the oldest in the complex. This age agrees very well with the value derived independently from the HI observations (upper limit of $``$14 Myr). (4) Analysis of the FUV flux in the central star forming region indicates that the mechanical energy imparted to the ISM from SN and stellar winds over the lifetime of the cluster is $`4.1\pm 0.8\times 10^{52}`$ erg, roughly a factor of two greater than the kinetic energy of the expanding shell. (5) The numerical models of Chevalier suggest an energy input of $`2.6\pm 1.0\times 10^{53}`$ erg needed to create the H I shell, roughly a factor of six greater than the amount of energy input derived using the FUV observations. The fact that the classical method (using the models of Chevalier) seems to overestimate the required energy by almost an order of magnitude suggests caution in using it as the basis for determining the required energy input for H I shells. This has important consequences for searches of remnant stellar clusters based on the H I data alone. (6) Our results support the ‘standard’ picture of the creation of supergiant shells by massive star clusters (even at large galactocentric distance). We conclude that a combination of SN explosions and strong stellar winds are most likely responsible for the supergiant shell in IC 2574. Our results show that indeed massive stellar clusters can create supergiant shells in galaxies (even at large galactocentric distance) as predicted by the ‘standard’ picture (creation by SN explosions and strong stellar winds). One intriguing question remains, of course: why don’t we see similar stellar clusters in other supergiant H I shells in IC 2574 as well as in other galaxies? One answer might be that in the case of IC 2574–SGS we were just lucky enough to have caught this particular shell in an auspicious moment. We speculate that we may have difficulties to detect the central cluster in IC 2574 after some $`10^8`$ years (a typical age for the largest H I structures found in other galaxies) both because of dimming and dispersion of the cluster stars (since the cluster may not be gravitationally stable after all the gas has been blown away). This would mean that chances to detect similar structures in other galaxies are low, making IC 2574–SGS a truly unique object to study the evolution of supergiant shells in general. FW acknowledges NSF grant AST 9613717.
warning/0007/cond-mat0007313.html	ar5iv	text	# Cluster Derivation of the Parisi Scheme for Disordered Systems ## I Introduction The so-called Parisi scheme P for replica symmetry breaking (RSB) has been one of the most succesful tools in the description of (the statics of) disordered systems in the non-ergodic or glassy phase. Originally proposed as the solution for the Sherrington-Kirkpatrick (SK)-model SK for mean field spin glasses, it has been succesfully applied to a wide range of disordered systems. The physical interpretation of the Parisi scheme has been a subject of many discussions, and has led to the introduction of concepts such as disparate time-scales S , effective temperatures BP , low entropy production CK and non-equilibrium thermodynamics N . In this paper, we will show how a general scheme in which systems are given the freedom to sacrifice energy equi-partitioning by separating autonomously into sub-systems with different characteristic time-scales and temperatures, not only yields the Parisi scheme, but also introduces all the above-mentioned concepts in a very natural way. Our assumptions are simple, and all the quantities that appear in the theory, have a clear physical meaning. In section II we briefly discuss systems with disparate time-scales, and in section III we apply this to the benchmark problem of mean field disordered systems, viz. the SK-model SK . In section IV we present numerical evidence for the existence of multiple disparate time-scales. Finally, in the discussion V we summarize the simple physical picture that naturally emerges from our scheme, and discuss the points that still need further investigation. ## II Systems with Disparate Time Scales In this section we briefly describe how the formalism, as developed and applied for Ising spin systems with slowly evolving bonds PC , can be generalised to arbitrary stochastic systems with two or more disparate time-scales. In the case of systems with two infinitely disparate time-scales, the faster variables $`\stackrel{}{x}_f`$ equilibrate before the slower ones $`\stackrel{}{x}_s`$ can effectively change. Therefore, the $`\stackrel{}{x}_s`$ evolve to an a Boltzmann-type equilibrium distribution with an effective energy which is the free energy of the $`\stackrel{}{x}_f`$ given the $`\stackrel{}{x}_s`$, at an effective inverse temperature $`\beta _s`$, while the $`\stackrel{}{x}_f`$ evolve to the normal Boltzmann equilibrium distribution with $`\beta _f=\beta `$: $$\begin{array}{cccc}& 𝒵\hfill & =\hfill & \text{Tr}_{\stackrel{}{x}_s}\left(𝒵_f(\stackrel{}{x}_s)\right)^{\stackrel{~}{m}},\hfill \\ & 𝒵_f(\stackrel{}{x}_s)\hfill & \hfill & \text{Tr}_{\stackrel{}{x}_f}\mathrm{exp}\left(\beta (\stackrel{}{x})\right).\hfill \end{array}$$ (1) One thus obtains a theory with a non-negative replica dimension $`\stackrel{~}{m}\beta _s/\beta `$. This procedure can be generalised to a system with $`L+1`$ different levels of stochastic variables, time-scales and temperatures $`\{(\stackrel{}{x}_{\mathrm{}},\tau _{\mathrm{}},\beta _{\mathrm{}}):\mathrm{}\{0,L\}\}`$. Assuming that each level is adiabatically slower than the next level ($`\tau _{\mathrm{}}/\tau _\mathrm{}1=0`$), we obtain the following recursion relations $$\begin{array}{cccc}& 𝒵_{\mathrm{}}\hfill & \hfill & \text{Tr}_\stackrel{}{x}_{\mathrm{}}\left(𝒵_{\mathrm{}+1}\right)^{\stackrel{~}{m}_{\mathrm{}+1}}(\mathrm{}<L),\hfill \\ & 𝒵_L\hfill & \hfill & \text{Tr}_{\stackrel{}{x}_L}\mathrm{exp}\left(\beta _L(\{\stackrel{}{x}\})\right),\hfill \end{array}$$ (2) where $`\stackrel{~}{m}_{\mathrm{}}\beta _\mathrm{}1/\beta _{\mathrm{}},\beta _L=\beta `$, and the total free energy of the system, defined on the longest time-scale, is given by $$=\frac{1}{\beta _0}\mathrm{log}(𝒵_0).$$ (3) ## III The SK-model We will now apply this scheme to the SK-model SK , for which the Parisi scheme was originally developed. Therefore, we briefly recall the definitions: $$(\stackrel{}{\sigma })=\underset{i<j}{\overset{N}{}}J_{ij}\sigma _i\sigma _j,$$ (4) with Gaussian couplings $`J_{ij}`$, $`P(J_{ij})=𝒩(J_0/N,J/\sqrt{N})`$, and Ising spins $`\sigma _j`$. We assume that there are $`L+1`$ levels of spins with corresponding disparate time-scales and temperatures $`\{(\stackrel{}{\sigma }_{\mathrm{}}=\{\sigma _jI_{\mathrm{}}\},\|I_{\mathrm{}}\|ϵ_{\mathrm{}},\tau _{\mathrm{}},T_{\mathrm{}}),\mathrm{}=0,..,L\}`$ in the system, where $`\tau _{\mathrm{}}/\tau _\mathrm{}1=0`$, such that larger $`\mathrm{}`$ correspond to faster spins. Although we expect the selection of time-scales for the spins to depend on the specific realisation of the couplings, at present we will make the simplest approximation: the system can only choose the relative sizes $`ϵ_{\mathrm{}}`$ of the levels. A more detailed study of the (annealed) selection of levels will be presented elsewere. To deal with the quenched disorder average over the $`J_{ij}`$ we use the replica trick $$\overline{}=\frac{1}{\beta _0}\overline{\mathrm{log}𝒵_0}=\underset{\stackrel{~}{n}0}{lim}\frac{1}{\stackrel{~}{n}\beta _0}\mathrm{log}\overline{𝒵_0^{\stackrel{~}{n}}}.$$ (5) Together with the recursion relations (2) this leads to a nested set of $`\stackrel{~}{n}_{\mathrm{}=1}^L\stackrel{~}{m}_{\mathrm{}}`$ replicas, in which spins at level $`\mathrm{}`$ carry a set of replica indices $`\{a\}_{\mathrm{}}\{a_0,..,a_{\mathrm{}}\}`$. The index $`a_0=1,..,\stackrel{~}{n}`$ comes from the disorder average, whereas $`a_{\mathrm{}}=1,..,\stackrel{~}{m}_{\mathrm{}}=\beta _\mathrm{}1/\beta _{\mathrm{}}`$. The asymptotic free energy per spin is then given by $`f`$ $`=`$ $`\underset{\stackrel{~}{n}0}{lim}{\displaystyle \frac{1}{\stackrel{~}{n}\beta _0}}\left[{\displaystyle \frac{J^2\beta ^2}{4}}{\displaystyle \underset{\{a\}_L,\{b\}_L}{}}q_{\{b\}_L}^{\{a\}_L2}+{\displaystyle \underset{\mathrm{}=0}{\overset{L}{}}}ϵ_{\mathrm{}}\mathrm{log}(𝒦_{\mathrm{}})\right],`$ (6) $`𝒦_{\mathrm{}}`$ $``$ $`\underset{\sigma ^{\{c\}_{\mathrm{}}}}{\text{Tr}}\mathrm{exp}\left[{\displaystyle \frac{J^2\beta ^2}{2}}{\displaystyle \underset{\{a\}_L,\{b\}_L}{}}q_{\{b\}_L}^{\{a\}_L}\sigma ^{\{a\}_{\mathrm{}}}\sigma ^{\{b\}_{\mathrm{}}}\right],q_{\{b\}_L}^{\{a\}_L}{\displaystyle \frac{1}{N}}{\displaystyle \underset{\mathrm{}=0}{\overset{L}{}}}{\displaystyle \underset{jI_{\mathrm{}}}{}}\sigma _j^{\{a\}_{\mathrm{}}}\sigma _j^{\{b\}_{\mathrm{}}}.`$ (7) With the definitions $`m_{\mathrm{}}_{f=\mathrm{}}^L\stackrel{~}{m}_f=\beta _\mathrm{}1/\beta `$ we have $`\beta _0\stackrel{~}{n}=\beta n`$, and the connection with the original Parisi scheme becomes clear. Note that $`0\stackrel{~}{m}_{\mathrm{}}1`$, as slower clusters cannot have a lower temperature than faster ones, because otherwise the latter would act as a heat bath. We now assume full ergodicity at each level in the hierarchy of time-scales: $$q_{\{b\}_L}^{\{a\}_L}=q_{\mathrm{}},\mathrm{}\underset{r=0}{\overset{L}{}}r\delta _{\{a\}_{r1},\{b\}_{r1}}(1\delta _{a_r,b_r}),$$ (8) (i.e. $`\mathrm{}`$ is the slowest level at which $`\{a\}_L`$ and $`\{b\}_L`$ differ), to obtain $$f=\frac{J^2\beta }{2}\underset{\mathrm{}=0}{\overset{L}{}}\left[\frac{m_{\mathrm{}+1}}{2}(q_{\mathrm{}+1}^2q_{\mathrm{}}^2)ϵ_{\mathrm{}}[q]_{\mathrm{}}\right]\frac{1}{m_1\beta }\underset{\mathrm{}=0}{\overset{L}{}}ϵ_{\mathrm{}}Dz_0\mathrm{log}(𝒩_{\mathrm{}}^1),$$ (9) where $`𝒩_{\mathrm{}}^r`$ $``$ $`\{\begin{array}{ccc}Dz_r\left(𝒩_{\mathrm{}}^{r+1}\right)^{\frac{m_r}{m_{r+1}}}\hfill & ,\hfill & r\mathrm{}\hfill \\ 2\mathrm{cosh}(J\beta m_{\mathrm{}+1}_{s=0}^{\mathrm{}}z_s\sqrt{q_sq_{s1}})\hfill & ,\hfill & r=\mathrm{}+1\hfill \end{array}`$ (12) $`\left[q\right]_{\mathrm{}}`$ $``$ $`{\displaystyle \underset{r=\mathrm{}}{\overset{L}{}}}m_{r+1}(q_{r+1}q_r),`$ (13) The physical meaning of the $`q_{\mathrm{}}`$ is given by $$q_{\mathrm{}}=\underset{N\mathrm{}}{lim}\underset{j}{}\overline{....\sigma _j_L.._{\mathrm{}+1}_{\mathrm{}}^2_\mathrm{}1.._0},$$ (14) where $`_r`$ denotes the average over the level $`r`$ process, and $`\overline{}`$ denotes the disorder average. The minimum of the free energy with respect to the $`ϵ_{\mathrm{}}`$ (with $`_{\mathrm{}=0}^Lϵ_{\mathrm{}}=1`$, for $`\stackrel{~}{n},\stackrel{~}{m}_{\mathrm{}}`$ positive integers), is at $`\{ϵ_L^{}=1,ϵ_{\mathrm{}}^{}=0\mathrm{}<L\}`$, and we exactly recover the $`L`$-th order Parisi solution. Furthermore, the extremization with respect to the $`\stackrel{~}{m}_{\mathrm{}}`$ is now recognized to express the fact that, for self-consistency, the entropy of the spins slower than level $`\mathrm{}`$ is zero (they are effectively fixed on the time-scale $`\tau _{\mathrm{}}`$). ## IV Numerical Evidence In numerical simulations of the SK-model we have measured the distribution of the number of flips $`f`$ at time $`t`$ per spin: $`\rho _{\mathrm{sim}}(f,t)`$. Assuming a characteristic time-scale $`\tau _j`$ for each spin $`\sigma _j`$ and a distribution $`W(\tau )`$ of these time-scales, we obtain a theoretical prediction of the distribution of the number of flips per spin at time $`t`$: $$\rho _{\mathrm{th}}(W,f,t)_0^{\mathrm{}}𝑑\tau W(\tau )(\begin{array}{c}t\\ f\end{array})\left(\frac{1}{\tau }\right)^f(1\frac{1}{\tau })^{tf}.$$ (15) Minimization of $`_{f=0}^t\left[\rho _{\mathrm{sim}}(f,t)\rho _{\mathrm{th}}(W(\tau ),f,t)\right]^2`$ with respect to $`W(\tau )`$ then yields the most probable distribution of time-scales $`W^{}(\tau )`$, see fig. 1. We have found that both the number of peaks (in agreement with full RSB), and the separation between peaks (in agreement with infinitely disparate time-scales) seem to grow with increasing system size and/or time. The total fraction of the slow spins, however, seems to remain finite, which implies that a more precise analytical treatment for the choice of clusters or simulations with larger system sizes and/or times are needed. ## V Discussion We have shown that the Parisi solution can be derived from simple physical principles, and can be interpreted as describing a system with an infinite hierarchy of time-scales where a vanishingly small fraction of slow spins act as effective disorder for the faster ones. The block-sizes $`m_{\mathrm{}}`$ at level $`\mathrm{}`$ of the Parisi matrix are found to be the ratio of the effective temperature $`T_{\mathrm{}}`$ of that level and the ambient temperature $`T`$. Extremization with respect to $`m_{\mathrm{}}`$ expresses the fact that for self-consistency the entropy of the spins slower than level $`\mathrm{}`$ is zero (they are frozen on the time-scale $`\tau _{\mathrm{}}`$). It follows from physical considerations (i.e. the absence of heat flow in equilibrium) that $`m_{\mathrm{}}1,\mathrm{}`$. The fact that the fraction of slow spins vanishes, indicates that the cumulative entropy of the slow spins is less than extensive, and hence that the so-called complexity is zero (at least in this full-RSB model). Although a more careful treatment of the selection of clusters is obviously required, the main consequences of our interpretation do not crucially depend on it. Firstly, ultra-metricity (see fig. 2a) is a direct consequence of the existence of a hierachy of time-scales. At each level $`\mathrm{}`$, the different descendants of a node represent different configurations of the $`\stackrel{}{\sigma }_{\mathrm{}+1}`$, which, however, all share the same realisation of disorder and slower spins. Furthermore, a large fraction of the spins (see fig. 2b) evolves at the fastest (microscopic) time-scale at the ambient temperature $`T`$, while a small fraction of the spins evolves at (infinitely) slower time-scales at higher effective temperatures. Therefore, cooling to a temperature $`T_1<T`$ and heating back to $`T`$ will leave the spins with $`T_{\mathrm{eff}}>T`$ unchanged, explaining memory effects. On the other hand, after heating to $`T_2>T`$ and cooling back to $`T`$, the original configuration of the spins with $`TT_{\mathrm{eff}}T_2`$ will be erased, which may explain thermo-cycling experiments TC . Note that since the spins are discrete variables, finding a small number of flips for a given spin implies long periods of stationarity (persistency) with only short periods of activity (avalanches). We expect the qualitative features of our picture to survive in short range systems, where the time-scales need not be infinitely disparate due to activated processes. It is as yet unclear whether each level would represent a single cluster or a family of clusters. The origin of the slow time-scales of these clusters can only be understood if they are coupled much stronger internally, than (effectively) to the rest of the system (i.e. a softened version of the completely disconnected clusters which give rise to so-called Griffiths singularities in diluted systems G ). In short range systems, the clusters would have to be spatially localised, which is in line with the droplet picture for short range spin glasses as proposed by Fisher and Huse FH . The fact that the time-scale of a clusters increases with $`T_{\mathrm{eff}}T`$, explains why the effective age of a system at a certain $`T`$ is found to be either older or younger when it spends some time at a $`T_1(<T)`$, $`T_2(>T)`$ respectively. A more careful treatment of the selection of clusters is clearly needed (and currently been carried out), both for full- and 1-RSB models. This may allow us to calculate the complexity in such systems. Furthermore, it needs to be investigated whether slow clusters survive above the thermodynamical (spin) glass temperature $`T_{\mathrm{sg}}`$. Our results suggest further numerical experiments for mean field and short range models, concentrating on quantities such as spin flip frequencies, avalanches, spatial correlations, and cluster persistency. To conclude, we have shown how a scheme based on an autonomous selection of infinitely disparate time-scales can be used succesfully to describe the statics of disordered systems with quenched disorder and discrete and/or continuous stochastic variables. It allows us to derive the Parisi scheme from simple physical principles, and interpret its ingredients in such a way that it becomes compatible with the droplet picture for short range models. It is our pleasure to thank F. Ritort and D. Sherrington for critical comments and stimulating discussions.
warning/0007/hep-lat0007004.html	ar5iv	text	# Renormalisation and off-shell improvement in lattice perturbation theory ## 1 Introduction There has been considerable progress in obtaining realistic results from numerical simulations in lattice QCD. A new generation of massively parallel computers promises results that can be compared to a wide class of experimental data. Nevertheless, the finiteness of the lattice spacing always leads to systematic errors in the simulations. Therefore there is great interest in improving lattice QCD calculations. A systematic improvement scheme, removing discretisation errors order by order in the lattice spacing $`a`$, has been suggested by Symanzik , and developed by Lüscher and Weisz for on-shell quantities. An $`O(a)`$ improved fermionic action which is widely used in lattice Monte Carlo simulations is that proposed by Sheikholeslami and Wohlert : $`S_{\mathrm{imp}}^{\mathrm{MC}}=a^4{\displaystyle \underset{x}{}}\{`$ $`{\displaystyle \frac{1}{a}}\overline{\psi }(x)\psi (x){\displaystyle \frac{\kappa }{a}}{\displaystyle \underset{\mu }{}}\overline{\psi }(x+a\widehat{\mu })U_\mu ^{}(x)\left[1+\gamma _\mu \right]\psi (x)`$ (1) $`{\displaystyle \frac{\kappa }{a}}{\displaystyle \underset{\mu }{}}\overline{\psi }(xa\widehat{\mu })U_\mu (xa\widehat{\mu })\left[1\gamma _\mu \right]\psi (x)`$ $`2\kappa c_{SW}g{\displaystyle \underset{\mu \nu }{}}{\displaystyle \frac{a}{4}}\overline{\psi }(x)\sigma _{\mu \nu }F_{\mu \nu }^{\mathrm{clover}}(x)\psi (x)\},`$ where $`\kappa `$ is known as the hopping parameter and $`F_{\mu \nu }^{\mathrm{clover}}`$ denotes the standard “clover-leaf” form of the lattice field strength.<sup>1</sup><sup>1</sup>1We will use the convention $`\sigma _{\mu \nu }=(\mathrm{i}/2)(\gamma _\mu \gamma _\nu \gamma _\nu \gamma _\mu )`$. If the parameter $`c_{SW}`$, which gives the strength of the higher-dimensional operator, is correctly chosen this action has no $`O(a)`$ errors for on-shell quantities such as hadron masses. For perturbative calculations it is simpler to use a slightly different normalisation: $`S_{\mathrm{imp}}^{\mathrm{pert}}=a^4{\displaystyle \underset{x}{}}\{`$ $`(m+m_c)\overline{\psi }(x)\psi (x)`$ (2) $`{\displaystyle \frac{1}{2a}}{\displaystyle \underset{\mu }{}}\overline{\psi }(x+a\widehat{\mu })U_\mu ^{}(x)\left[1+\gamma _\mu \right]\psi (x)`$ $`{\displaystyle \frac{1}{2a}}{\displaystyle \underset{\mu }{}}\overline{\psi }(xa\widehat{\mu })U_\mu (xa\widehat{\mu })\left[1\gamma _\mu \right]\psi (x)`$ $`c_{SW}g{\displaystyle \underset{\mu \nu }{}}{\displaystyle \frac{a}{4}}\overline{\psi }(x)\sigma _{\mu \nu }F_{\mu \nu }^{\mathrm{clover}}(x)\psi (x)\}.`$ The parameters of the two forms of the action are related by $`am_c={\displaystyle \frac{1}{2\kappa _c}},`$ (3) $`am={\displaystyle \frac{1}{2\kappa }}{\displaystyle \frac{1}{2\kappa _c}},`$ (4) where $`\kappa _c`$ is the critical value of the hopping parameter, at which chiral symmetry is approximately restored. Simply improving the action does not remove $`O(a)`$ errors from operator matrix elements. To do this the operators must also be improved by adding higher dimensional irrelevant operators with appropriate improvement coefficients. The operators also need to be renormalised. In this paper we will discuss the perturbative renormalisation and improvement of bilinear quark operators. However, the action (2) with its single tunable improvement parameter $`c_{SW}`$ only improves on-shell quantities. Off-shell quantities still have $`O(a)`$ errors, which arise from short-distance “contact” terms. We will show how the contact terms can be removed at the one-loop level of lattice perturbation theory, and off-shell quantities free of $`O(a)`$ discretisation errors can be extracted from Green’s functions. There are several reasons why it would be desirable to understand the improvement of off-shell quantities. In particular the non-perturbative renormalisation suggested in involves comparing lattice measurements of off-shell Green’s functions with continuum perturbation theory results in order to relate lattice quantities to conventional renormalisation schemes such as $`\overline{\mathrm{MS}}`$. This matching will work best at large virtualities, where the running coupling constant is small, and the effects of non-perturbative phenomena such as chiral symmetry breaking have died away. It is obviously desirable to remove the discretisation errors in the off-shell lattice Green’s functions before making the comparison with the continuum. Even within perturbation theory it is easier to calculate Green’s functions at $`p^2m^2`$ than in the region where $`p^2`$ and $`m^2`$ are comparable. Our strategy is to look at the tree-level results for the Green’s functions, and see what $`O(a)`$ effects are present, and what has to be done to remove them. We then look at the one-loop perturbative results, and see whether the tree-level procedure still works. We find that at one particular value of the clover coupling the $`O(a)`$ effects are of the same form as in tree-level, and that then we can remove $`O(a)`$ effects completely, and find improved Green’s functions that are free of $`O(a)`$ discretisation errors, both on-shell and off-shell. Our aim is to find perturbative expressions at one-loop for the $`\overline{\mathrm{MS}}`$-scheme renormalisation factors and for the improvement coefficients. To do this we have to compute each Feynman diagram including all $`O(a)`$ terms. These results are applicable to both quenched and dynamical calculations of flavour non-singlet matrix elements. In this paper we consider the complete set of point operators $$\overline{\psi }(x)\mathrm{\Gamma }_i\psi (x),$$ (5) with $$\mathrm{\Gamma }_i=1,\gamma _5,\gamma _\mu ,\gamma _\mu \gamma _5,\sigma _{\mu \nu }\gamma _5.$$ (6) For one-link operators we discuss the physically interesting case of the leading-twist operators occurring in the operator product expansion for the moments of the hadronic structure functions . We consider the operators which measure the first moment of the unpolarised and polarised structure functions: 12ψ¯γμ D νψ,12ψ¯γμγ5 D νψ,12¯𝜓subscript𝛾𝜇subscript D 𝜈𝜓12¯𝜓subscript𝛾𝜇subscript𝛾5subscript D 𝜈𝜓\frac{1}{2}\bar{\psi}\gamma_{\mu}\mbox{\parbox[b]{0.0pt}{$D$}\raisebox{7.3194pt}{${\,\scriptstyle{\leftrightarrow}}$}}_{\nu}\psi,\qquad\frac{1}{2}\bar{\psi}\gamma_{\mu}\gamma_{5}\mbox{\parbox[b]{0.0pt}{$D$}\raisebox{7.3194pt}{${\,\scriptstyle{\leftrightarrow}}$}}_{\nu}\psi, (7) where symmetrisation over $`\mu `$ and $`\nu `$ and removal of trace terms is always to be understood. The perturbative renormalisation of improved point operators has been discussed by several groups . They use the tree-level values for the operator improvement coefficients, $`c_i`$, (defined below) and for the coefficient $`c_{SW}`$ in the Sheikholeslami-Wohlert action. The same settings have been used to calculate the renormalisation factors for the one-link and two-link quark operators in the chiral limit, performing on quark operators the transformation discussed in . In this paper we present the $`Z`$ factors with coefficients $`c_i`$ and $`c_{SW}`$ kept arbitrary. This allows us to determine the perturbative contributions of the various terms and their relative magnitudes. Moreover, this will enable us to implement tadpole improved perturbation theory. This paper is organised as follows. In Sect. 2 we give the operator bases for the improvement of the point and one-link operators. In Sect. 3 we present a method with which to improve the lattice quark propagator off-shell by taking care of contact terms, and in Sect. 4 we extend this procedure to improve off-shell quark bilinear operators as well. In Sect. 5 we compare with fermions satisfying the Ginsparg-Wilson relation, and show how to remove $`O(a)`$ effects off-shell in this case too. Finally, in Sect. 6 we apply tadpole improvement to our perturbative results, and in Sect. 7 we present our conclusions. The (sometimes cumbersome) complete results for renormalisation factors and improvement coefficients are collected in the Appendix. ## 2 Bases for improved operators In this section we write down a general operator basis for the improvement of quark operators. The base operators must have the same symmetry properties as the unimproved ones, i.e. their transformations under the hypercubic group and charge conjugation are determined by the original operator. First we consider the five point operators of eq. (5). Subject to the symmetry constraints we find the following improved operators: $`\left(𝒪^S\right)^{\mathrm{imp}}`$ $`=`$ (ψ¯ψ)imp=(1+amc0)ψ¯ψ12ac1ψ¯ D ψ,superscript¯𝜓𝜓imp1𝑎𝑚subscript𝑐0¯𝜓𝜓12𝑎subscript𝑐1¯𝜓 D 𝜓\displaystyle\left(\bar{\psi}\psi\right)^{\rm imp}=(1+a\,m\,c_{0})\bar{\psi}\psi-\frac{1}{2}ac_{1}\bar{\psi}\not{{\mbox{\parbox[b]{0.0pt}{$D$}\raisebox{7.3194pt}{${\,\scriptstyle{\leftrightarrow}}$}}}}\psi\,, (8) $`\left(𝒪^P\right)^{\mathrm{imp}}`$ $`=`$ $`\left(\overline{\psi }\gamma _5\psi \right)^{\mathrm{imp}}=(1+amc_0)\overline{\psi }\gamma _5\psi +{\displaystyle \frac{1}{2}}ac_2_\mu \left(\overline{\psi }\gamma _\mu \gamma _5\psi \right),`$ (9) $`\left(𝒪_\mu ^V\right)^{\mathrm{imp}}`$ $`=`$ (ψ¯γμψ)imp=(1+amc0)ψ¯γμψ12ac1ψ¯ D μψsuperscript¯𝜓subscript𝛾𝜇𝜓imp1𝑎𝑚subscript𝑐0¯𝜓subscript𝛾𝜇𝜓12𝑎subscript𝑐1¯𝜓subscript D 𝜇𝜓\displaystyle\left(\bar{\psi}\gamma_{\mu}\psi\right)^{\rm imp}=(1+a\,m\,c_{0})\bar{\psi}\gamma_{\mu}\psi-\frac{1}{2}ac_{1}\bar{\psi}\mbox{\parbox[b]{0.0pt}{$D$}\raisebox{7.3194pt}{${\,\scriptstyle{\leftrightarrow}}$}}_{\mu}\psi (10) $`+{\displaystyle \frac{1}{2}}a\mathrm{i}c_2_\lambda \left(\overline{\psi }\sigma _{\mu \lambda }\psi \right),`$ $`\left(𝒪_\mu ^A\right)^{\mathrm{imp}}`$ $`=`$ $`\left(\overline{\psi }\gamma _\mu \gamma _5\psi \right)^{\mathrm{imp}}=(1+amc_0)\overline{\psi }\gamma _\mu \gamma _5\psi `$ (11) 12aic1ψ¯σμλγ5 D λψ+12ac2μ(ψ¯γ5ψ),12𝑎isubscript𝑐1¯𝜓subscript𝜎𝜇𝜆subscript𝛾5subscript D 𝜆𝜓12𝑎subscript𝑐2subscript𝜇¯𝜓subscript𝛾5𝜓\displaystyle-\frac{1}{2}a{\rm i}c_{1}\bar{\psi}\sigma_{\mu\lambda}\gamma_{5}\mbox{\parbox[b]{0.0pt}{$D$}\raisebox{7.3194pt}{${\,\scriptstyle{\leftrightarrow}}$}}_{\lambda}\psi+\frac{1}{2}ac_{2}\partial_{\mu}\Big{(}\bar{\psi}\gamma_{5}\psi\Big{)}\,, $`\left(𝒪_{\mu \nu }^H\right)^{\mathrm{imp}}`$ $`=`$ $`\left(\overline{\psi }\sigma _{\mu \nu }\gamma _5\psi \right)^{\mathrm{imp}}=(1+amc_0)\overline{\psi }\sigma _{\mu \nu }\gamma _5\psi `$ (12) +12aic1ψ¯(γμ D νγν D μ)γ5ψ+12aic2ϵμνλττ(ψ¯γλψ),12𝑎isubscript𝑐1¯𝜓subscript𝛾𝜇subscript D 𝜈subscript𝛾𝜈subscript D 𝜇subscript𝛾5𝜓12𝑎isubscript𝑐2subscriptitalic-ϵ𝜇𝜈𝜆𝜏subscript𝜏¯𝜓subscript𝛾𝜆𝜓\displaystyle+\frac{1}{2}a{\rm i}c_{1}\bar{\psi}\left(\gamma_{\mu}\mbox{\parbox[b]{0.0pt}{$D$}\raisebox{7.3194pt}{${\,\scriptstyle{\leftrightarrow}}$}}_{\nu}-\gamma_{\nu}\mbox{\parbox[b]{0.0pt}{$D$}\raisebox{7.3194pt}{${\,\scriptstyle{\leftrightarrow}}$}}_{\mu}\right)\gamma_{5}\psi+\frac{1}{2}a{\rm i}c_{2}\,\epsilon_{\mu\nu\lambda\tau}\,\partial_{\tau}\Big{(}\bar{\psi}\gamma_{\lambda}\psi\Big{)}, where $`m`$ is the bare fermion mass and D D D D D D \mbox{\parbox[b]{0.0pt}{$D$}\raisebox{7.3194pt}{${\,\scriptstyle{\leftrightarrow}}$}}\equiv\mbox{\parbox[b]{0.0pt}{$D$}\raisebox{7.3194pt}{${\,\scriptstyle{\rightarrow}}$}}-\mbox{\parbox[b]{0.0pt}{$D$}\raisebox{7.3194pt}{${\,\scriptstyle{\leftarrow}}$}} is the symmetric covariant derivative. We have used the lattice definitions D μψ(x)subscript D 𝜇𝜓𝑥\displaystyle\mbox{\parbox[b]{0.0pt}{$D$}\raisebox{7.3194pt}{${\,\scriptstyle{\rightarrow}}$}}_{\mu}\psi(x) $`=`$ $`{\displaystyle \frac{1}{2a}}\left[U_\mu (x)\psi (x+a\widehat{\mu })U_\mu ^{}(xa\widehat{\mu })\psi (xa\widehat{\mu })\right],`$ (13) ψ¯(x) D μ¯𝜓𝑥subscript D 𝜇\displaystyle\bar{\psi}(x)\mbox{\parbox[b]{0.0pt}{$D$}\raisebox{7.3194pt}{${\,\scriptstyle{\leftarrow}}$}}_{\mu} $`=`$ $`{\displaystyle \frac{1}{2a}}\left[\overline{\psi }(x+a\widehat{\mu })U_\mu ^{}(x)\overline{\psi }(xa\widehat{\mu })U_\mu (xa\widehat{\mu })\right].`$ The $`c_2`$ terms in the above equations are irrelevant for forward matrix elements, which are all that we consider. Therefore we are left with the expressions in Table 1. We include the terms proportional to $`c_0`$ so that we can get $`m`$-independent renormalisation constants and at the same time maintain $`O(a)`$ improvement. Using the scalar operator as an example, there is an equation of motion that says that for on-shell measurements ψ¯ D ψ+ηmψ¯ψ=0¯𝜓 D 𝜓𝜂𝑚¯𝜓𝜓0\bar{\psi}\not{{\mbox{\parbox[b]{0.0pt}{$D$}\raisebox{7.3194pt}{${\,\scriptstyle{\leftrightarrow}}$}}}}\psi+\eta m\bar{\psi}\psi=0, where $`\eta `$ is a coefficient that depends on $`g`$. So we can compensate for changes in $`c_1`$ by making changes in $`c_0`$, which would allow us to eliminate one of the improvement terms if we were only interested in on-shell quantities. This equation of motion means that $`c_0`$ is linear in $`c_1`$ if we parameterise our operators as in eq. (8). If we use other parameterisations, for example (1+abm)(ψ¯ψ12ac1ψ¯ D ψ)1𝑎𝑏𝑚¯𝜓𝜓12𝑎superscriptsubscript𝑐1¯𝜓 D 𝜓(1+abm)(\bar{\psi}\psi-\frac{1}{2}ac_{1}^{\prime}\bar{\psi}\not{{\mbox{\parbox[b]{0.0pt}{$D$}\raisebox{7.3194pt}{${\,\scriptstyle{\leftrightarrow}}$}}}}\psi) , we would no longer find that $`b`$ was linear in $`c_1^{}`$. We also consider the conserved vector current: $`(J_\mu )^{\mathrm{imp}}`$ $`=`$ $`{\displaystyle \frac{1}{2}}\overline{\psi }(x)(\gamma _\mu 1)U_\mu (x)\psi (x+a\widehat{\mu })+{\displaystyle \frac{1}{2}}\overline{\psi }(x+a\widehat{\mu })(\gamma _\mu +1)U_\mu ^{}(x)\psi (x)`$ (14) $`+\frac{1}{2}a\mathrm{i}c_2_\lambda \left(\overline{\psi }\sigma _{\mu \lambda }\psi \right).`$ We know that this should need no improvement for forward matrix elements, because the only improvement term, $`c_2`$, is the coefficient of a total derivative, and so has no effect on forward matrix elements. Thus $`J_\mu `$ provides a useful check of our improvement method. Next we consider the one-link operators of eq. (7). Here we choose as a basis for the improved unpolarised operator $`\left(𝒪_{\mu \nu }\right)^{\mathrm{imp}}`$ $`=`$ (1+amc0)12ψ¯γμ D νψ+18aic1λψ¯σμλ[ D ν, D λ]ψ1𝑎𝑚subscript𝑐012¯𝜓subscript𝛾𝜇subscript D 𝜈𝜓18𝑎isubscript𝑐1subscript𝜆¯𝜓subscript𝜎𝜇𝜆subscript D 𝜈subscript D 𝜆𝜓\displaystyle\left(1+a\,m\,c_{0}\right)\frac{1}{2}\bar{\psi}\gamma_{\mu}\mbox{\parbox[b]{0.0pt}{$D$}\raisebox{7.3194pt}{${\,\scriptstyle{\leftrightarrow}}$}}_{\nu}\psi+\frac{1}{8}\,a\,{\rm i}c_{1}\sum_{\lambda}\bar{\psi}\sigma_{\mu\lambda}\left[\mbox{\parbox[b]{0.0pt}{$D$}\raisebox{7.3194pt}{${\,\scriptstyle{\leftrightarrow}}$}}_{\nu},\mbox{\parbox[b]{0.0pt}{$D$}\raisebox{7.3194pt}{${\,\scriptstyle{\leftrightarrow}}$}}_{\lambda}\right]\psi (15) 18ac2ψ¯{ D μ, D ν}ψ+14aic3λλ(ψ¯σμλ D νψ).18𝑎subscript𝑐2¯𝜓subscript D 𝜇subscript D 𝜈𝜓14𝑎isubscript𝑐3subscript𝜆subscript𝜆¯𝜓subscript𝜎𝜇𝜆subscript D 𝜈𝜓\displaystyle-\frac{1}{8}\,a\,c_{2}\bar{\psi}\left\{\mbox{\parbox[b]{0.0pt}{$D$}\raisebox{7.3194pt}{${\,\scriptstyle{\leftrightarrow}}$}}_{\mu},\mbox{\parbox[b]{0.0pt}{$D$}\raisebox{7.3194pt}{${\,\scriptstyle{\leftrightarrow}}$}}_{\nu}\right\}\psi+\frac{1}{4}\,a\,{\rm i}\,c_{3}\sum_{\lambda}\partial_{\lambda}\Big{(}\bar{\psi}\sigma_{\mu\lambda}\mbox{\parbox[b]{0.0pt}{$D$}\raisebox{7.3194pt}{${\,\scriptstyle{\leftrightarrow}}$}}_{\nu}\psi\Big{)}. This operator basis is the same for the two possible irreducible representations of the lattice hypercubic group to which the original operator may belong: $`\tau _3^{(6)}`$ (non-diagonal, $`\mu \nu `$) and $`\tau _1^{(3)}`$ (diagonal, $`\mu =\nu `$). (Our notation for the irreducible representations of the lattice hypercubic group follows .) In the case of the polarised structure function we find that the improvement terms allowed by the hypercubic symmetry are different for the representations $`\tau _4^{(6)}`$ (non-diagonal, $`\mu \nu `$) and $`\tau _4^{(3)}`$ (diagonal, $`\mu =\nu `$). When $`\mu \nu `$ the improved operator has the form $`\left(𝒪_{\mu \nu }^5\right)^{\mathrm{imp}}`$ $`=`$ (1+amc0)12ψ¯γμγ5 D νψ14iac1ψ¯σμνγ5 D ν2ψ1𝑎𝑚subscript𝑐012¯𝜓subscript𝛾𝜇subscript𝛾5subscript D 𝜈𝜓14i𝑎subscript𝑐1¯𝜓subscript𝜎𝜇𝜈subscript𝛾5superscriptsubscript D 𝜈2𝜓\displaystyle\left(1+a\,m\,c_{0}\right)\frac{1}{2}\bar{\psi}\gamma_{\mu}\gamma_{5}\mbox{\parbox[b]{0.0pt}{$D$}\raisebox{7.3194pt}{${\,\scriptstyle{\leftrightarrow}}$}}_{\nu}\psi-\frac{1}{4}\,{\rm i}a\,c_{1}\,\bar{\psi}\sigma_{\mu\nu}\gamma_{5}\mbox{\parbox[b]{0.0pt}{$D$}\raisebox{7.3194pt}{${\,\scriptstyle{\leftrightarrow}}$}}_{\nu}^{2}\psi 18aic2λμ,νψ¯σμλγ5{ D λ, D ν}ψ+14ac3μ(ψ¯γ5 D νψ),18𝑎isubscript𝑐2subscript𝜆𝜇𝜈¯𝜓subscript𝜎𝜇𝜆subscript𝛾5subscript D 𝜆subscript D 𝜈𝜓14𝑎subscript𝑐3subscript𝜇¯𝜓subscript𝛾5subscript D 𝜈𝜓\displaystyle-\frac{1}{8}\,a\,{\rm i}\,c_{2}\,\sum_{\lambda\neq\mu,\nu}\bar{\psi}\sigma_{\mu\lambda}\gamma_{5}\left\{\mbox{\parbox[b]{0.0pt}{$D$}\raisebox{7.3194pt}{${\,\scriptstyle{\leftrightarrow}}$}}_{\lambda},\mbox{\parbox[b]{0.0pt}{$D$}\raisebox{7.3194pt}{${\,\scriptstyle{\leftrightarrow}}$}}_{\nu}\right\}\psi+\frac{1}{4}\,a\,c_{3}\partial_{\mu}\Big{(}\bar{\psi}\gamma_{5}\mbox{\parbox[b]{0.0pt}{$D$}\raisebox{7.3194pt}{${\,\scriptstyle{\leftrightarrow}}$}}_{\nu}\psi\Big{)}, whereas in the traceless diagonal case one has only one improvement term in the forward case, so there is no $`c_2`$, and thus $`\left(𝒪_{\mu \mu }^5\right)^{\mathrm{imp}}`$ $`=`$ (1+amc0)12ψ¯γμγ5 D μψ18aic1λψ¯σμλγ5{ D λ, D μ}ψ1𝑎𝑚subscript𝑐012¯𝜓subscript𝛾𝜇subscript𝛾5subscript D 𝜇𝜓18𝑎isubscript𝑐1subscript𝜆¯𝜓subscript𝜎𝜇𝜆subscript𝛾5subscript D 𝜆subscript D 𝜇𝜓\displaystyle\left(1+a\,m\,c_{0}\right)\frac{1}{2}\bar{\psi}\gamma_{\mu}\gamma_{5}\mbox{\parbox[b]{0.0pt}{$D$}\raisebox{7.3194pt}{${\,\scriptstyle{\leftrightarrow}}$}}_{\mu}\psi-\frac{1}{8}\,a\,{\rm i}\,c_{1}\,\sum_{\lambda}\bar{\psi}\sigma_{\mu\lambda}\gamma_{5}\left\{\mbox{\parbox[b]{0.0pt}{$D$}\raisebox{7.3194pt}{${\,\scriptstyle{\leftrightarrow}}$}}_{\lambda},\mbox{\parbox[b]{0.0pt}{$D$}\raisebox{7.3194pt}{${\,\scriptstyle{\leftrightarrow}}$}}_{\mu}\right\}\psi (17) +14ac3μ(ψ¯γ5 D μψ).14𝑎subscript𝑐3subscript𝜇¯𝜓subscript𝛾5subscript D 𝜇𝜓\displaystyle+\frac{1}{4}\,a\,c_{3}\partial_{\mu}\Big{(}\bar{\psi}\gamma_{5}\mbox{\parbox[b]{0.0pt}{$D$}\raisebox{7.3194pt}{${\,\scriptstyle{\leftrightarrow}}$}}_{\mu}\psi\Big{)}. Here repeated $`\mu `$ and $`\nu `$ indices are not summed over. We will always construct a traceless operator when the indices are equal by using the combination 12ψ¯12(γμγ5 D μγνγ5 D ν)ψ12¯𝜓12subscript𝛾𝜇subscript𝛾5subscript D 𝜇subscript𝛾𝜈subscript𝛾5subscript D 𝜈𝜓\frac{1}{2}\bar{\psi}\frac{1}{2}(\gamma_{\mu}\gamma_{5}\mbox{\parbox[b]{0.0pt}{$D$}\raisebox{7.3194pt}{${\,\scriptstyle{\leftrightarrow}}$}}_{\mu}-\gamma_{\nu}\gamma_{5}\mbox{\parbox[b]{0.0pt}{$D$}\raisebox{7.3194pt}{${\,\scriptstyle{\leftrightarrow}}$}}_{\nu})\psi, and a similar one in the unpolarised case. The coefficients $`c_0,\mathrm{},c_2`$ can be appropriately determined using the method explained in the following sections so that the desired improvement is achieved. ## 3 Improving the quark lattice propagator ### 3.1 Method Even when the fermion action has been improved for on-shell quantities there are still $`O(a)`$ effects present in off-shell quantities such as the fermion propagator at a general Euclidean momentum $`p`$. In this section we will discuss how to find an improved fermion propagator off-shell. First we will look at the tree-level Wilson propagator and show how to remove its off-shell discretisation errors, then we will generalise this improvement method to the interacting case. We are used to writing down expressions for $`S^1`$, the inverse quark propagator. In $`S^1`$ the main $`O(a)`$ effect is the addition of the momentum-dependent Wilson mass term. However it is also instructive to look at the quark propagator $`S`$ itself, rather than the inverse propagator. Let us start by looking at the propagator at tree-level. From the expression for the inverse propagator $`(S^{\mathrm{tree}})^1(p,m)`$ $`=`$ $`{\displaystyle \frac{\mathrm{i}}{a}}{\displaystyle \underset{\mu }{}}\gamma _\mu \mathrm{sin}(ap_\mu )+m+{\displaystyle \frac{1}{a}}{\displaystyle \underset{\mu }{}}\left(1\mathrm{cos}(ap_\mu )\right)`$ $`=`$ $`\mathrm{i}\mathit{}+m+\frac{1}{2}ap^2+O(a^2)`$ $`=`$ $`(\mathrm{i}\mathit{}+m\frac{1}{2}am^2)(1+am)(1\frac{1}{2}a(\mathrm{i}\mathit{}+m))+O(a^2)`$ we derive that $`S^{\mathrm{tree}}(p,m)`$ $`=`$ $`{\displaystyle \frac{1am}{\mathrm{i}\mathit{}+m\frac{1}{2}am^2}}+{\displaystyle \frac{a}{2}}+O(a^2)`$ (19) $``$ $`(1am)S_{}^{\mathrm{tree}}(p,m_{})+{\displaystyle \frac{a}{2}}+O(a^2).`$ The tree-level lattice propagator consists then of two parts, one part is proportional to a normal continuum propagator with a mass $`m_{}m\frac{1}{2}am^2`$, and the other part is a momentum independent term. The nature of these two parts becomes even more clear when we write them in position space:<sup>2</sup><sup>2</sup>2On the lattice we define $`\delta (xy)\delta _{x,y}/a^4`$, where $`\delta _{x,y}`$ is the Kronecker delta function. $$S^{\mathrm{tree}}(x,y,m)=(1am)S_{}^{\mathrm{tree}}(x,y,m_{})+\frac{1}{2}a\delta (xy)+O(a^2).$$ (20) We see that (except at short distances, where an additional contact term appears) the lattice Wilson-fermion propagator is proportional to $`S_{}`$, which has the form of a continuum propagator with an “improved” mass $`m_{}`$, and which has no $`O(a)`$ discretisation errors. We will always use $``$ to mark bare quantities which have been $`O(a)`$ improved. This concentration of the $`O(a)`$ effects at short distance is what we should expect, in fact the fermion propagator at $`\|xy\|a`$ is an on-shell quantity, so it should be automatically improved when the action is improved. It is only at short distances of order $`a`$ that the lattice propagator has a different form from the continuum propagator. The necessity of subtracting a $`\delta `$ function from the lattice propagator to obtain an improved propagator has been discussed in . What should we expect beyond tree level? Let us write the inverse fermion propagator as a series in the lattice spacing $`a`$: $$S^1(p,m)=\sigma _0(p,m)+a\sigma _1(p,m)+O(a^2),$$ (21) where the coefficients $`\sigma _0`$ and $`\sigma _1`$ are power series in $`g^2`$. On-shell improvement tells us that the lattice fermion propagator should be proportional to a continuum fermion propagator except at short distances, so we expect equations of the same form as eqs. (19) and (20) to hold, though only at the value of $`c_{SW}`$ corresponding to on-shell improvement. Thus the propagator should satisfy $`S(p,m)`$ $`=`$ $`{\displaystyle \frac{1+ab_\psi m}{\sigma _0(p,m_{})}}+{\displaystyle \frac{a}{2}}\lambda _\psi +O(a^2)`$ (22) $``$ $`(1+ab_\psi m)S_{}(p,m_{})+{\displaystyle \frac{a}{2}}\lambda _\psi +O(a^2),`$ where the improved bare mass $`m_{}`$ is related to $`m`$ through $$m_{}=m(1+ab_mm).$$ (23) The improvement coefficients $`b_\psi ,b_m`$ and $`\lambda _\psi `$ are independent of $`p`$ and $`m`$, and should only depend on the coupling constant $`g^2`$. By comparing with eq. (19) we see that the tree-level values are $$b_\psi =1,b_m=1/2,\lambda _\psi =1.$$ (24) The propagator $`S_{}`$ is free of $`O(a)`$ effects so we call it the improved fermion propagator. Later, when we come to define renormalisation constants, we will always define them in terms of the improved bare propagator $`S_{}`$ and improved bare mass $`m_{}`$. Taking the inverse of eq. (22) gives $`S^1(p,m)`$ $`=`$ $`\sigma _0(p,m_{})\left(1ab_\psi m\right)\left(1\frac{1}{2}a\lambda _\psi \sigma _0(p,m_{})\right)+O(a^2)`$ $`=`$ $`\left(\sigma _0(p,m)+ab_mm^2{\displaystyle \frac{}{m}}\sigma _0(p,m)\right)`$ $`\times \left(1ab_\psi m\right)\left(1\frac{1}{2}a\lambda _\psi \sigma _0(p,m)\right)+O(a^2),`$ so that dropping terms of order $`a^2`$ we get $`S^1(p,m)=\sigma _0(p,m)`$ $`+`$ $`a[\frac{1}{2}\lambda _\psi \left(\sigma _0(p,m)\right)^2b_\psi m\sigma _0(p,m)`$ $`+b_mm^2{\displaystyle \frac{}{m}}\sigma _0(p,m)]+O(a^2).`$ Comparing with eq. (21) we see that the improvement prescription (22) can only work if the non-linear relation $$\sigma _1(p,m)=\frac{1}{2}\lambda _\psi \left(\sigma _0(p,m)\right)^2b_\psi m\sigma _0(p,m)+b_mm^2\frac{}{m}\sigma _0(p,m)$$ (27) is satisfied. In subsection 3.2 we shall see that this is indeed the case in one-loop perturbation theory. The pole mass of the fermion is the $`p`$ value where $`\sigma _0(p,m_{})`$ vanishes, so for an on-shell fermion the factor $`(1\frac{1}{2}a\lambda _\psi \sigma _0(p,m_{}))`$ simply reduces to 1. Therefore we can see from eq. (3.1) that the improvement coefficient $`\lambda _\psi `$ only has an effect when the fermion is off-shell, so we only need to know $`\lambda _\psi `$ if we are interested in extracting numbers from off-shell lattice measurements. From eq. (22) we can find an explicit expression for $`S_{}`$: $$S_{}(p,m_{})=\frac{1}{1+amb_\psi }\left(S(p,m)\frac{a}{2}\lambda _\psi \right)=\frac{1}{\sigma _0(p,m_{})}$$ (28) and $`S_{}^1(p,m_{})`$ $`=`$ $`(1+amb_\psi )\left(S^1(p,m)+S^1(p,m){\displaystyle \frac{a}{2}}\lambda _\psi S^1(p,m)\right)`$ (29) $`=`$ $`\sigma _0(p,m_{}).`$ The reason we are interested in $`S_{}(p,m_{})`$ is that it is a quantity free of $`O(a)`$ effects which can be constructed from the quark propagator $`S(p,m)`$, and the latter is something we can measure from non-perturbative simulations on the lattice. We will find that eq. (27) is satisfied at one particular value of the clover coefficient $`c_{SW}`$. At this $`c_{SW}`$ value one can use eq. (28) or equivalently eq. (29) to extract $`\sigma _0`$ from lattice measurements. The clover action does not have enough tunable parameters to make the off-shell fermion propagator free of $`O(a)`$ effects, but this does not really matter, because equations such as eq. (29) never-the-less allow us to recover the improved off-shell propagator from quantities which we can measure. Up till now, we have only discussed the improvement of the fermion propagator. The propagator and mass still have to be renormalised. The renormalised improved quark mass and propagator are given by $`m_R(\mu ^2)`$ $`=`$ $`Z_m(\mu ^2)m_{}=Z_m(\mu ^2)m(1+amb_m),`$ (30) $`S_R(p,m_R;\mu ^2)`$ $`=`$ $`{\displaystyle \frac{S_{}(p,m_{})}{Z_2(\mu ^2)}}={\displaystyle \frac{1}{Z_2(\mu ^2)(1+amb_\psi )}}\left(S(p,m){\displaystyle \frac{a}{2}}\lambda _\psi \right).`$ (31) ### 3.2 One-loop results for the quark propagator We now want to see if the propagator improvement scheme suggested in eq. (22) holds in one-loop perturbation theory, and to calculate the improvement coefficients and renormalisation factors to $`O(g^2)`$. Our calculations are carried out in a general covariant gauge, where the gluon propagator is $$G(k)=\frac{\delta _{\mu \nu }}{\widehat{k}^2}(1\alpha )\frac{\widehat{k}_\mu \widehat{k}_\nu }{(\widehat{k}^2)^2},$$ (32) with $`\widehat{k}_\mu \frac{2}{a}\mathrm{sin}(ak_\mu /2)`$. The Feynman gauge corresponds to $`\alpha =1`$, the Landau gauge to $`\alpha =0`$. We can write the inverse propagator in the form $$S^1(p,m)=m+\mathrm{i}\mathit{}+\frac{a}{2}p^2\frac{g^2C_F}{16\pi ^2}\left(\rho _0(p,m)+a\rho _1(p,m)\right)+O(a^2,g^4),$$ (33) where $`C_F=(N_c^21)/(2N_c)`$ for gauge group $`SU(N_c)`$ . Comparing eq. (33) with eq. (21) we see that $`\sigma _0(p,m)`$ $`=`$ $`\mathrm{i}\mathit{}+m{\displaystyle \frac{g^2C_F}{16\pi ^2}}\rho _0(p,m)+O(g^4),`$ $`\sigma _1(p,m)`$ $`=`$ $`{\displaystyle \frac{1}{2}}p^2{\displaystyle \frac{g^2C_F}{16\pi ^2}}\rho _1(p,m)+O(g^4).`$ (34) We also expand the improvement coefficients to first order in $`g^2`$: $`\lambda _\psi `$ $`=`$ $`1+{\displaystyle \frac{g^2C_F}{16\pi ^2}}d_{\lambda _\psi }+O(g^4),`$ $`b_\psi `$ $`=`$ $`\left[1+{\displaystyle \frac{g^2C_F}{16\pi ^2}}d_{b_\psi }+O(g^4)\right],`$ $`b_m`$ $`=`$ $`{\displaystyle \frac{1}{2}}\left[1+{\displaystyle \frac{g^2C_F}{16\pi ^2}}d_{b_m}+O(g^4)\right].`$ (35) If we now substitute (34) and (35) into the quadratic equation (27), we find that the $`\rho `$ functions must obey the following linear condition if the improvement procedure suggested in eq. (22) works: $`\rho _1(p,m)`$ $`+`$ $`\mathrm{i}\mathit{}\rho _0(p,m)+{\displaystyle \frac{m^2}{2}}{\displaystyle \frac{}{m}}\rho _0(p,m)=`$ $`d_{\lambda _\psi }{\displaystyle \frac{p^2}{2}}+\left(d_{\lambda _\psi }d_{b_\psi }\right)\mathrm{i}\mathit{}m+\left(d_{\lambda _\psi }2d_{b_\psi }+d_{b_m}\right){\displaystyle \frac{m^2}{2}}.`$ The explicit expressions for $`\rho _0`$ and $`\rho _1`$ can be read from the one-loop expression for the fermion propagator up to $`O(a)`$: $`S^1(p,m)=\mathrm{i}\mathit{}+m+{\displaystyle \frac{a}{2}}p^2`$ $``$ $`\mathrm{i}\mathit{}{\displaystyle \frac{g^2C_F}{16\pi ^2}}[\mathrm{\hspace{0.17em}16.64441}\alpha 2.24887c_{SW}1.39727c_{SW}^2+\alpha L(ap,am)`$ $`+\alpha {\displaystyle \frac{m^2}{p^2}}(1T(p^2/m^2))]`$ $``$ $`m{\displaystyle \frac{g^2C_F}{16\pi ^2}}[\mathrm{\hspace{0.17em}11.06803}2\alpha 9.98679c_{SW}0.01689c_{SW}^2`$ $`+(3+\alpha )L(ap,am)+(3+\alpha )T(p^2/m^2)]`$ $``$ $`ap^2{\displaystyle \frac{g^2C_F}{16\pi ^2}}[7.138910.07187\alpha +0.48567c_{SW}0.08173c_{SW}^2`$ $`\frac{1}{2}(32\alpha 3c_{SW})L(ap,am)]`$ $``$ $`\mathrm{i}am\mathit{}{\displaystyle \frac{g^2C_F}{16\pi ^2}}[6.34664+0.14375\alpha 1.48503c_{SW}+1.28605c_{SW}^2`$ $`\frac{1}{2}\left(3+2\alpha +3c_{SW}\right)L(ap,am)(\alpha +3c_{SW})T\left(p^2/m^2\right)`$ $`\frac{1}{2}(3+4\alpha 3c_{SW}){\displaystyle \frac{m^2}{p^2}}(1T(p^2/m^2))]`$ $``$ $`am^2{\displaystyle \frac{g^2C_F}{16\pi ^2}}[14.03413+1.07187\alpha +15.48574c_{SW}1.52344c_{SW}^2`$ $`\frac{1}{2}(9+\alpha 6c_{SW})L(ap,am)\frac{1}{2}(12+5\alpha 3c_{SW})T(p^2/m^2)].`$ They are $`\rho _0(p,m)=`$ $`\mathrm{i}\mathit{}`$ $`[\mathrm{\hspace{0.17em}16.64441}\alpha 2.24887c_{SW}1.39727c_{SW}^2`$ (38) $`+\alpha L(ap,am)+\alpha {\displaystyle \frac{m^2}{p^2}}(1T(p^2/m^2))]`$ $`+m`$ $`[\mathrm{\hspace{0.17em}11.06803}2\alpha 9.98679c_{SW}0.01689c_{SW}^2`$ $`+(3+\alpha )L(ap,am)+(3+\alpha )T(p^2/m^2)]`$ and $`\rho _1(p,m)`$ $`=`$ $`p^2[7.138910.07187\alpha +0.48567c_{SW}0.08173c_{SW}^2`$ (39) $`\frac{1}{2}(32\alpha 3c_{SW})L(ap,am)]`$ $`+\mathrm{i}m\mathit{}`$ $`[6.34664+0.14375\alpha 1.48503c_{SW}+1.28605c_{SW}^2`$ $`\frac{1}{2}\left(3+2\alpha +3c_{SW}\right)L(ap,am)(\alpha +3c_{SW})T\left(p^2/m^2\right)`$ $`\frac{1}{2}(3+4\alpha 3c_{SW}){\displaystyle \frac{m^2}{p^2}}(1T(p^2/m^2))]`$ $`+m^2`$ $`[14.03413+1.07187\alpha +15.48574c_{SW}1.52344c_{SW}^2`$ $`\frac{1}{2}\left(9+\alpha 6c_{SW}\right)L(ap,am)`$ $`\frac{1}{2}(12+5\alpha 3c_{SW})T(p^2/m^2)],`$ where $`T(x)`$ $``$ $`\mathrm{ln}(1+x)/x,`$ $`L(x,y)`$ $``$ $`\gamma _EF_0+\mathrm{ln}(x^2+y^2)`$ (40) with $`F_0=4.369225\mathrm{}`$ and $`\gamma _E=0.577216\mathrm{}`$. Previously we calculated the fermion propagator in the limit $`m^2p^2`$, but eqs. (38) and (39) are valid for any ratio $`m^2/p^2`$ (but $`a^2m^2`$ and $`a^2p^2`$ must both be small). Despite the complicated form of eqs. (38) and (39) it can be checked that at $`c_{SW}=1`$, and only at this value, eq. (3.2) is satisfied by $`\rho _0`$ and $`\rho _1`$, and hence eq. (27) is fulfilled. This allows us to fix the improvement coefficients, which in a general covariant gauge have the values $`c_{SW}`$ $`=`$ $`1+O(g^2),`$ $`\lambda _\psi `$ $`=`$ $`1+{\displaystyle \frac{g^2C_F}{16\pi ^2}}(10.910851.85625\alpha )+O(g^4),`$ $`b_\psi `$ $`=`$ $`\left[1+{\displaystyle \frac{g^2C_F}{16\pi ^2}}\mathrm{\hspace{0.33em}16.39210}+O(g^4)\right],`$ $`b_m`$ $`=`$ $`{\displaystyle \frac{1}{2}}\left[1+{\displaystyle \frac{g^2C_F}{16\pi ^2}}\mathrm{\hspace{0.33em}22.79406}+O(g^4)\right].`$ (41) Both $`b`$ coefficients are gauge invariant.<sup>3</sup><sup>3</sup>3There was a mistake in $`b_m`$ in , which has been corrected here. In addition to the propagator, eq. (3.2), our calculation also gives us a one-loop expression for the critical coupling $$\kappa _c=\frac{1}{8}\left[1+\frac{g^2C_F}{16\pi ^2}\left(12.85873.4333c_{SW}1.4288c_{SW}^2\right)+O(g^4)\right].$$ (42) In perturbation theory the quark propagator has a pole in the complex momentum plane at $`p^2=m_{\mathrm{pole}}^2`$. We look for a value of $`p^2`$ where $`S^1(p,m)`$ in eq. (21) has a zero eigenvalue. Using eqs. (38) and (39) gives for the pole mass $`m_{\mathrm{pole}}\left(1+{\displaystyle \frac{g^2C_F}{16\pi ^2}}[1+am(c_{SW}1)]6\mathrm{ln}(am_{\mathrm{pole}})\right)`$ $`=`$ $`m\left(1+{\displaystyle \frac{g^2C_F}{16\pi ^2}}\left(16.95241+7.73792c_{SW}1.38038c_{SW}^2\right)\right)`$ $`\times (1`$ $``$ $`{\displaystyle \frac{am}{2}}[1+{\displaystyle \frac{g^2C_F}{16\pi ^2}}(12.32005+18.70718c_{SW}8.23318c_{SW}^2)]).`$ Note that $`m_{\mathrm{pole}}`$ is gauge invariant, as it should be . At $`c_{SW}=1`$ the pole mass is given by $`m_{\mathrm{pole}}\left(1+{\displaystyle \frac{g^2C_F}{16\pi ^2}}\mathrm{\hspace{0.33em}6}\mathrm{ln}(am_{\mathrm{pole}})\right)`$ (44) $`=m\left(1+{\displaystyle \frac{g^2C_F}{16\pi ^2}}\mathrm{\hspace{0.33em}23.30995}\right)\left(1{\displaystyle \frac{am}{2}}\left(1+{\displaystyle \frac{g^2C_F}{16\pi ^2}}\mathrm{\hspace{0.33em}22.79406}\right)\right)`$ $`=m_{}\left(1+{\displaystyle \frac{g^2C_F}{16\pi ^2}}\mathrm{\hspace{0.33em}23.30995}\right).`$ The pole mass becomes a function of $`m_{}`$, with the same value of $`b_m`$ as in eq. (41). The unwanted $`am\mathrm{ln}(am_{\mathrm{pole}})`$ term vanishes, and so the logarithm has the same coefficient as in the continuum. We will see that this is always the case, that when $`c_{SW}1`$ the coefficients of the logarithm are changed by an amount proportional to $`am`$, but at $`c_{SW}=1`$ all logarithmic terms have their correct values. We define our renormalisation constants $`Z`$ in two different renormalisation schemes, $`\overline{\mathrm{MS}}`$, and a momentum subtraction scheme, which we will call $`\mathrm{MOM}`$. In both cases we define the $`Z`$s in terms of the improved fermion propagator $`S_{}`$. The $`\overline{\mathrm{MS}}`$ renormalisation constants are defined from $$S_{}(p,m_{})=Z_2^{\overline{\mathrm{MS}}}(\mu ^2)S_{\overline{\mathrm{MS}}}(p,m^{\overline{\mathrm{MS}}})=Z_2^{\overline{\mathrm{MS}}}(\mu ^2)S_{\overline{\mathrm{MS}}}(p,Z_m^{\overline{\mathrm{MS}}}(\mu ^2)m_{}),$$ (45) where $`S_{\overline{\mathrm{MS}}}`$ is the continuum fermion propagator calculated perturbatively in the $`\overline{\mathrm{MS}}`$ scheme at the scale $`\mu `$: $`S_{\overline{\mathrm{MS}}}^1(p,m_{\overline{\mathrm{MS}}})=\mathrm{i}\mathit{}+m_{\overline{\mathrm{MS}}}`$ $``$ $`\mathrm{i}\mathit{}{\displaystyle \frac{g^2C_F}{16\pi ^2}}\left[\alpha +\alpha \mathrm{ln}\left({\displaystyle \frac{p^2+m_{\overline{\mathrm{MS}}}^2}{\mu ^2}}\right)+\alpha {\displaystyle \frac{m_{\overline{\mathrm{MS}}}^2}{p^2}}\left(1T\left(p^2/m_{\overline{\mathrm{MS}}}^2\right)\right)\right]`$ $``$ $`m_{\overline{\mathrm{MS}}}{\displaystyle \frac{g^2C_F}{16\pi ^2}}\left[42\alpha +(3+\alpha )\mathrm{ln}\left({\displaystyle \frac{p^2+m_{\overline{\mathrm{MS}}}^2}{\mu ^2}}\right)+(3+\alpha )T\left(p^2/m_{\overline{\mathrm{MS}}}^2\right)\right].`$ In the $`\overline{\mathrm{MS}}`$ scheme at the scale $`\mu `$ we find for the renormalisation coefficients $`Z_2^{\overline{\mathrm{MS}}}`$ and $`Z_m^{\overline{\mathrm{MS}}}`$ as defined in eq. (45): $`Z_2^{\overline{\mathrm{MS}}}(\mu ^2)`$ $`=`$ $`1+{\displaystyle \frac{g^2C_F}{16\pi ^2}}[2\alpha \mathrm{ln}(a\mu )+16.644412.24887c_{SW}`$ (47) $`1.39727c_{SW}^23.79201\alpha ],`$ $`Z_m^{\overline{\mathrm{MS}}}(\mu ^2)`$ $`=`$ $`1{\displaystyle \frac{g^2}{16\pi ^2}}C_F[6\mathrm{ln}(a\mu )12.95241`$ (48) $`7.73792c_{SW}+1.38038c_{SW}^2].`$ In $`\mathrm{MOM}`$ we define the $`Z`$s at the subtraction scale $`M`$ through $$S_{}(p,m_{})=\frac{Z_2^{\mathrm{MOM}}(M^2)}{\mathrm{i}\mathit{}+Z_m^{\mathrm{MOM}}(M^2)m_{}}$$ (49) when $`p^2=M^2`$. This implies that $`\mathrm{i}{\displaystyle \frac{1}{4N_c}}\mathrm{Tr}\left[\mathit{}S_{}^1(p,m_{})\right]`$ $`=`$ $`{\displaystyle \frac{p^2}{Z_2^{\mathrm{MOM}}(M^2)}},`$ (50) $`{\displaystyle \frac{1}{4N_c}}\mathrm{Tr}\left[S_{}^1(p,m_{})\right]`$ $`=`$ $`m_{}{\displaystyle \frac{Z_m^{\mathrm{MOM}}(M^2)}{Z_2^{\mathrm{MOM}}(M^2)}}.`$ (51) The advantage of the $`\mathrm{MOM}`$ scheme is that all the quantities involved can be calculated on the lattice, so it can be used non-perturbatively too. This is different from the $`\overline{\mathrm{MS}}`$ scheme, where we need to compare with a continuum quantity which we can only find perturbatively. The $`Z`$s in the $`\mathrm{MOM}`$ scheme are not simple as in the $`\overline{\mathrm{MS}}`$ scheme, they still have mass and gauge dependences which cancel in the $`\overline{\mathrm{MS}}`$ case: $`Z_2^{\mathrm{MOM}}(M^2)`$ $`=`$ $`1+{\displaystyle \frac{g^2C_F}{16\pi ^2}}[16.64441\alpha 2.24887c_{SW}1.39727c_{SW}^2`$ $`+\alpha L(aM,am_{})+\alpha {\displaystyle \frac{m_{}^2}{M^2}}(1T(M^2/m_{}^2))]+O(a),`$ $`Z_m^{\mathrm{MOM}}(M^2)`$ $`=`$ $`1+{\displaystyle \frac{g^2C_F}{16\pi ^2}}[5.57638+\alpha +7.73792c_{SW}1.38038c_{SW}^2`$ $`3L(aM,am_{})(3+\alpha )T\left(M^2/m_{}^2\right)`$ $`+\alpha {\displaystyle \frac{m_{}^2}{M^2}}(1T(M^2/m_{}^2))]+O(a).`$ Note however that $`Z_m^{\mathrm{MOM}}`$ becomes gauge independent when the fermion is on-shell, i.e. at the point $`M^2=m_{\mathrm{pole}}^2`$. The dependence on the lattice spacing $`a`$ and clover coefficient $`c_{SW}`$ is the same in the $`\overline{\mathrm{MS}}`$ and $`\mathrm{MOM}`$ schemes, so that the ratio $`Z^{\overline{\mathrm{MS}}}/Z^{\mathrm{MOM}}`$ is independent of $`c_{SW}`$. This is as it should be, because the ratio $`Z^{\overline{\mathrm{MS}}}/Z^{\mathrm{MOM}}`$ is simply the conversion factor between the two schemes, which can be calculated in the continuum, and so should not refer to the lattice in any way. ## 4 Renormalisation and improvement of quark bilinear operators ### 4.1 Method We are interested in calculating the $`Z`$ factors and improvement coefficients for quark bilinear operators. Let us first set out our notation for a general operator. We consider forward matrix elements only, so improvement operators proportional to a total derivative will be dropped. All the operators in Sect. 2 have the form $$𝒪^{\mathrm{imp}}=\overline{\psi }𝒪\psi +𝒶𝓂𝒸_\mathcal{0}\overline{\psi }𝒪\psi +𝒶\underset{𝓀=\mathcal{1}}{\overset{𝓃}{}}𝒸_𝓀\overline{\psi }𝒬^𝓀\psi ,$$ (54) where $`\overline{\psi }O\psi `$ is the original unimproved operator, and the $`\overline{\psi }Q^k\psi `$ are operators with the same symmetries as the original, but dimension one higher. Explicit expressions for the $`Q^k`$ can be found in Table 1. For example, $`Q^1`$ for the scalar operator is D /2 D 2-\not{{\mbox{\parbox[b]{0.0pt}{$D$}\raisebox{7.3194pt}{${\,\scriptstyle{\leftrightarrow}}$}}}}/2. We define the flavour non-singlet Green’s function in the usual way: $`G^{𝒪^{\mathrm{imp}}}(p,m;c_0,c_1,\mathrm{},c_n)={\displaystyle \frac{1}{V}}{\displaystyle \underset{x,x^{},y,y^{}}{}}e^{\mathrm{i}p(xx^{})}`$ (55) $`\times \psi (x)\overline{\psi }(y)\left(O+amc_0O+ac_1Q^1+\mathrm{}\right)_{y,y^{}}\psi (y^{})\overline{\psi }(x^{})_{\overline{\psi },\psi ,A}`$ $`=`$ $`{\displaystyle \frac{1}{V}}{\displaystyle \underset{x,x^{}}{}}e^{\mathrm{i}p(xx^{})}`$ $`\times \left[M^1(O+amc_0O+ac_1Q^1+\mathrm{}+ac_nQ^n)M^1\right]_{x,x^{}}_A`$ $``$ $`M^1(O+amc_0O+ac_1Q^1+\mathrm{}+ac_nQ^n)M^1_A,`$ where $`M`$ is the fermion matrix, and $``$ denotes the Fourier transform from position to momentum space. The $`c_0`$ dependence of $`G^{𝒪^{\mathrm{imp}}}`$ is simple. We can write $`G^{𝒪^{\mathrm{imp}}}(p,m;c_0,c_1,\mathrm{},c_n)`$ $`=`$ $`G^{𝒪^{\mathrm{imp}}}(p,m;0,c_1,\mathrm{},c_n)`$ (56) $`+amc_0G^{𝒪^{\mathrm{imp}}}(p,m;0,0,\mathrm{},0),`$ so we only need to give expressions for $`G`$ for the case $`c_0=0`$. Just as we have contact terms in the fermion propagator, we should expect to see $`O(a)`$ contact terms arising in eq. (55) when $`x=y`$ or $`x^{}=y^{}`$. These will give rise to a “contact Green’s function”, $`C^𝒪`$, which will have to be subtracted from the operator Green’s function, just as we subtracted a $`\delta `$ function from the fermion propagator. This contact term is thus given by $`C^𝒪(p,m)`$ $`=`$ $`{\displaystyle \frac{1}{V}}{\displaystyle \underset{x,x^{}}{}}e^{\mathrm{i}p(xx^{})}\left[M^1O+OM^1\right]_{x,x^{}}_A`$ (57) $``$ $`M^1O+OM^1_A.`$ Since the coefficient of $`C^𝒪`$ will be $`O(a)`$, we only need to calculate it for the unimproved operator $`\overline{\psi }O\psi `$, and we only need the leading order in $`a`$. The Feynman diagrams needed to calculate $`C^𝒪`$ to $`O(g^2)`$ are shown in Fig. 1. There is no extra calculation involved. All the graphs needed already occur in the perturbative expansion of the operator and propagator.<sup>4</sup><sup>4</sup>4A complete listing of the graphs can be found for example in , or . Finding the contact Green’s function is simple when we consider point operators of the type $`\overline{\psi }\mathrm{\Gamma }_i\psi `$ where $`\mathrm{\Gamma }_i`$ is any $`4\times 4`$ matrix. Because there are no covariant derivatives in the operator, it is unaffected by the averaging over gauge fields, and eq. (57) simplifies to give $$C^{\mathrm{\Gamma }_i}(p,m)=\mathrm{\Gamma }_iS(p,m)+S(p,m)\mathrm{\Gamma }_i=\{\mathrm{\Gamma }_i,S(p,m)\}.$$ (58) The contact Green’s function are more complicated in the general case. Their expressions for the one-link operators are given in the Appendix (Sects. (A.6) to (A.9)). So, by subtracting a contact term proportional to $`C^𝒪(p,m)`$ in a Green’s function and by choosing appropriately the improvement coefficients, an improved Green’s function can be obtained. The resulting expression for a renormalised improved off-shell Green’s function is: $`G_R^𝒪(p,m_R;\mu ^2)`$ $`=`$ $`{\displaystyle \frac{Z_𝒪(\mu ^2;c_1,\mathrm{},c_n)}{Z_2(\mu ^2)(1+amb_\psi )}}`$ $`\times \left[G^{𝒪^{\mathrm{imp}}}(p,m;c_0,c_1,\mathrm{},c_n){\displaystyle \frac{a}{2}}\lambda _𝒪C^𝒪(p,m)\right].`$ The factor $`1/[Z_2(\mu ^2)(1+amb_\psi )]`$ accounts for the wave-function renormalisation. The Green’s function in eq. (55) depends linearly on the $`c_k`$ coefficients, while the renormalised Green’s function is independent of the $`c_k`$s. From this we can deduce that $`1/Z_𝒪(\mu ^2;c_1,\mathrm{},c_n)`$ must depend linearly on $`c_k`$ too, so we can write $$Z_𝒪(\mu ^2;c_1,\mathrm{},c_n)=\frac{Z_𝒪(\mu ^2;0,\mathrm{},0)}{1+_{k=1}^n\zeta _kc_k},$$ (60) where the $`\zeta `$s are coefficients depending on $`g^2`$. At the one-loop level, using the fact that $`Z=1+O(g^2)`$ and that the $`\zeta `$s are $`O(g^2)`$, we can write $$Z_𝒪(\mu ^2;c_1,\mathrm{},c_n)=Z_𝒪(\mu ^2;0,\mathrm{},0)\underset{k=1}{\overset{n}{}}\zeta _kc_k+O(g^4).$$ (61) Our final formula for the renormalised and improved Green’s function is $`G_R^𝒪(p,m_R;\mu ^2)`$ $`=`$ $`{\displaystyle \frac{1}{Z_2(\mu ^2)(1+amb_\psi )}}{\displaystyle \frac{Z_𝒪(\mu ^2;0,\mathrm{},0)}{1+_k\zeta _kc_k}}`$ (62) $`\times \left[G^{𝒪^{\mathrm{imp}}}(p,m;c_0,c_1,\mathrm{},c_n){\displaystyle \frac{a}{2}}\lambda _𝒪C^𝒪(p,m)\right].`$ The improvement coefficients $`b,c,\lambda `$ and $`\zeta `$ are independent of the renormalisation scheme, while the renormalisation constants $`Z`$ are in general scheme dependent. Therefore it can be useful to split the renormalisation and improvement into two stages, and to define “improved bare” Green’s functions by $`G_{}^𝒪(p,m_{})`$ $`=`$ $`{\displaystyle \frac{1}{1+amb_\psi }}{\displaystyle \frac{1}{1+_k\zeta _kc_k}}`$ $`\times \left[G^{𝒪^{\mathrm{imp}}}(p,m;c_0,c_1,\mathrm{},c_n){\displaystyle \frac{a}{2}}\lambda _𝒪C^𝒪(p,m)\right],`$ where $`m_{}=m(1+amb_m)`$, using the same value for $`b_m`$ as found from the fermion propagator (eq. (41)). As in the propagator section, we will use the suffix $``$ to denote bare quantities which have been improved to $`O(a)`$. The second step is then to renormalise this improved Green’s function multiplicatively, $$G_R^𝒪(p,m_R;\mu ^2)=\frac{Z_𝒪(\mu ^2;0,\mathrm{},0)}{Z_2(\mu ^2)}G_{}^𝒪(p,m_{}).$$ (64) It is useful to write corresponding equations for amputated Green’s functions too. We define the amputated Green’s function $`\mathrm{\Lambda }`$ in the standard way: $$\mathrm{\Lambda }^{𝒪^{\mathrm{imp}}}(p,m;c_0,c_1,\mathrm{},c_n)S^1(p,m)G^{𝒪^{\mathrm{imp}}}(p,m;c_0,c_1,\mathrm{},c_n)S^1(p,m),$$ (65) where $`S(p,m)`$ is the full fermion propagator. The amputation of eq. (65) removes all fermion self-energy diagrams from the perturbative expansion of $`\mathrm{\Lambda }`$. The one-loop Feynman diagrams for $`\mathrm{\Lambda }`$ are shown in Fig. 2. The improved amputated Green’s function, $`\mathrm{\Lambda }_{}`$, is naturally defined by $$\mathrm{\Lambda }_{}^𝒪(p,m_{})S_{}^1(p,m_{})G_{}^𝒪(p,m_{})S_{}^1(p,m_{}).$$ (66) From eq. (64) we obtain the renormalised amputated Green’s function: $$\mathrm{\Lambda }_R^𝒪(p,m_R;\mu ^2)=Z_2(\mu ^2)Z_𝒪(\mu ^2;0,\mathrm{},0)\mathrm{\Lambda }_{}^𝒪(p,m_{}).$$ (67) Substituting eq. (29) and eq. (4.1) and using eq. (65) we find $`\mathrm{\Lambda }_{}^𝒪(p,m_{})`$ $`=`$ $`{\displaystyle \frac{1+amb_\psi }{1+_k\zeta _kc_k}}[\mathrm{\Lambda }^{𝒪^{\mathrm{imp}}}(p,m;c_0,c_1,\mathrm{},c_n)`$ (68) $`{\displaystyle \frac{a}{2}}\lambda _𝒪S^1(p,m)C^𝒪(p,m)S^1(p,m)`$ $`+{\displaystyle \frac{a}{2}}\lambda _\psi \{S^1(p,m),\mathrm{\Lambda }^{𝒪^{\mathrm{imp}}}(p,m;c_0,c_1,\mathrm{},c_n)\}].`$ Similarly to what was done in the case of the propagator, one can now expand $`\mathrm{\Lambda }^𝒪`$, $`S^1`$ and $`C^𝒪`$ in powers of $`a`$ and thus obtain a non-linear condition analogous to eq. (27), from which the improvement coefficients can be derived. In the case of the local operators $`\overline{\psi }\mathrm{\Gamma }_i\psi `$, the expression eq. (58) for the contact term means that we can write the expression for $`\mathrm{\Lambda }_{}`$ in the simpler form $`\mathrm{\Lambda }_{}^{\mathrm{\Gamma }_i}(p,m_{})={\displaystyle \frac{1+amb_\psi }{1+\zeta _1^{\mathrm{\Gamma }_i}c_1^{\mathrm{\Gamma }_i}}}[\mathrm{\Lambda }^{\mathrm{\Gamma }_i^{\mathrm{imp}}}(p,m;c_0,c_1)`$ (69) $`{\displaystyle \frac{a}{2}}\lambda _{\mathrm{\Gamma }_i}\{S^1(p,m),\mathrm{\Gamma }_i\}+{\displaystyle \frac{a}{2}}\lambda _\psi \{S^1(p,m),\mathrm{\Lambda }^{\mathrm{\Gamma }_i^{\mathrm{imp}}}(p,m;c_0,c_1)\}].`$ From eq. (68) we can see that the two improvement coefficients $`\lambda _\psi `$ and $`\lambda _𝒪`$ associated with the contact terms are only needed for off-shell improvement, because the inverse propagator $`S^1(p,m)`$ vanishes on-shell. ### 4.2 Results for point quark operators We shall now calculate the matrix elements of all point operators up to $`O(g^2a)`$ including the finite terms. This goes beyond the work of Heatlie et al. , who only considered the $`g^2a\mathrm{ln}a`$ terms. Including all $`O(g^2a)`$ terms will enable us to compute the improvement coefficients to $`O(g^2)`$. The calculations are carried out for arbitrary $`m^2/p^2`$, not just for $`m^2p^2`$ as in our previous papers . We give the results for the amputated Green’s functions. In this section we show how the improvement coefficients and renormalisation constants are calculated in one particular case, that of the scalar operator (𝒪S)imp=(ψ¯ψ)imp=(1+amc0)ψ¯ψ12ac1ψ¯ D ψ.superscriptsuperscript𝒪𝑆impsuperscript¯𝜓𝜓imp1𝑎𝑚subscript𝑐0¯𝜓𝜓12𝑎subscript𝑐1¯𝜓 D 𝜓\left({\mathcal{O}}^{S}\right)^{\rm imp}=\left(\bar{\psi}\psi\right)^{\rm imp}=(1+a\,m\,c_{0})\bar{\psi}\psi-\frac{1}{2}ac_{1}\bar{\psi}\not{{\mbox{\parbox[b]{0.0pt}{$D$}\raisebox{7.3194pt}{${\,\scriptstyle{\leftrightarrow}}$}}}}\psi. (70) The Green’s functions and results for the other operators are given in the Appendix. We consider forward matrix elements, therefore we drop the total derivative terms in the improved bases (although in the scalar case this does not make any difference), which now all have the form 𝒪Γimp=ψ¯Γψ14ac1Γψ¯{ D ,Γ}ψ+amc0Γψ¯Γψ.superscriptsubscript𝒪Γimp¯𝜓Γ𝜓14𝑎superscriptsubscript𝑐1Γ¯𝜓 D Γ𝜓𝑎𝑚superscriptsubscript𝑐0Γ¯𝜓Γ𝜓{\mathcal{O}}_{\Gamma}^{\rm imp}=\bar{\psi}\Gamma\psi-\frac{1}{4}ac_{1}^{\Gamma}\bar{\psi}\{\not{{\mbox{\parbox[b]{0.0pt}{$D$}\raisebox{7.3194pt}{${\,\scriptstyle{\leftrightarrow}}$}}}},\Gamma\}\psi+amc_{0}^{\Gamma}\bar{\psi}\Gamma\psi. (71) The one-loop expression for the amputated scalar Green’s function up to $`O(a)`$ is: $`\mathrm{\Lambda }^S(p,m;0,c_1^S)=1a\mathrm{i}\mathit{}c_1^S`$ $`+`$ $`{\displaystyle \frac{g^2C_F}{16\pi ^2}}[11.06803+2\alpha +9.98679c_{SW}+0.01689c_{SW}^2`$ $`+c_1^S(19.17181+13.80068c_{SW}3.53833c_{SW}^2)`$ $`(3+\alpha )L(ap,am)3(3+\alpha )T(p^2/m^2)]`$ $`+`$ $`\mathrm{i}\mathit{}{\displaystyle \frac{g^2C_F}{16\pi ^2}}\mathrm{\hspace{0.33em}\hspace{0.17em}4}\alpha {\displaystyle \frac{m}{p^2}}\left[1+T\left(p^2/m^2\right)\right]`$ $`+`$ $`a\mathrm{i}\mathit{}{\displaystyle \frac{g^2C_F}{16\pi ^2}}[6.346640.14375\alpha +1.48503c_{SW}1.28605c_{SW}^2`$ $`+c_1^S(11.65102\alpha 1.41422c_{SW}+0.78465c_{SW}^2)`$ $`+({\displaystyle \frac{3}{2}}+\alpha +\alpha c_1^S+{\displaystyle \frac{3}{2}}c_{SW})L(ap,am)`$ $`+3\left(\alpha +3c_{SW}\right)T\left(p^2/m^2\right)4\alpha {\displaystyle \frac{m^2}{m^2+p^2}}`$ $`+({\displaystyle \frac{15}{2}}+10\alpha 3\alpha c_1^S{\displaystyle \frac{15}{2}}c_{SW}){\displaystyle \frac{m^2}{p^2}}(1T(p^2/m^2))]`$ $`+`$ $`am{\displaystyle \frac{g^2C_F}{16\pi ^2}}[31.068264.14375\alpha 33.97148c_{SW}+3.04688c_{SW}^2`$ $`+c_1^S(6.08204+2.20074c_{SW}+1.44647c_{SW}^2)`$ $`+(9+\alpha 6c_{SW})L(ap,am)2(3+\alpha ){\displaystyle \frac{m^2}{m^2+p^2}}`$ $`+2(12+5\alpha 3c_1^S\alpha c_1^S3c_{SW})T(p^2/m^2)].`$ We only need to give the expression for $`\mathrm{\Lambda }^S`$ when $`c_0=0`$, since the full expression with non-zero $`c_0`$ can be recovered by using eq. (56). To improve the Green’s functions, we need to choose the improvement coefficients so that all $`O(a)`$ terms in the expressions eq. (4.1) or eq. (68) vanish. It is not immediately obvious that this will be possible, because there are many more $`O(a)`$ terms than there are improvement coefficients, and therefore more equations to be satisfied than there are unknowns. For general $`c_{SW}`$ we can not satisfy all the equations, we can only remove all $`O(a)`$ effects if $`c_{SW}=1+O(g^2)`$. In this case we can derive perturbative expressions for the improvement coefficients. The results are $`c_0^S`$ $`=`$ $`1c_1^S+{\displaystyle \frac{g^2C_F}{16\pi ^2}}(22.794068.45146c_1^S),`$ $`\lambda _S`$ $`=`$ $`1c_1^S+{\displaystyle \frac{g^2C_F}{16\pi ^2}}(16.3921010.88629c_1^S),`$ $`\zeta _1^S`$ $`=`$ $`{\displaystyle \frac{g^2C_F}{16\pi ^2}}\mathrm{\hspace{0.33em}8.90946}.`$ (73) All three improvement coefficients are gauge invariant. There is one free parameter in this system of equations. The improvement coefficient $`c_1^S`$ can take any value, but once it is chosen, the values of the other improvement coefficients are fixed. This freedom comes from an equation of motion, which allows us to compensate for a change in one of the improvement coefficients by adjusting the other two coefficients. For example, there is a particularly interesting value of $`c_1^S`$ where $`\lambda _S`$ vanishes, which means that the scalar three-point function contains no contact terms, and so even off-shell it is simply renormalised by a multiplicative factor. This value of $`c_1^S`$ is $$\stackrel{~}{c}_1^S=1+\frac{g^2C_F}{16\pi ^2}\mathrm{\hspace{0.33em}5.50582}+O(g^4).$$ (74) The improvement coefficients $`c_0^S`$ and $`\lambda _S`$ are only defined at $`c_{SW}=1`$, but $`\zeta _1^S`$ can also be defined for general $`c_{SW}`$ values. The result is $$\zeta _1^S=\frac{g^2C_F}{16\pi ^2}(19.17181+13.80068c_{SW}3.53833c_{SW}^2).$$ (75) All these results are gauge invariant. We calculate the continuum Green’s functions (needed for the $`Z^{\overline{\mathrm{MS}}}`$ factors) in the $`\overline{\mathrm{MS}}`$ (minimal subtraction) scheme. In this paper we use a totally anticommuting $`\gamma _5`$, even when $`d4`$. For the scalar Green’s function the result in the $`\overline{\mathrm{MS}}`$ scheme is $`\mathrm{\Lambda }_{\overline{\mathrm{MS}}}^S(p,m_{\overline{\mathrm{MS}}})`$ $`=`$ $`1+{\displaystyle \frac{g^2C_F}{16\pi ^2}}[4+2\alpha (3+\alpha )\mathrm{ln}\left({\displaystyle \frac{p^2+m_{\overline{\mathrm{MS}}}^2}{\mu ^2}}\right)`$ (76) $`3(3+\alpha )T(p^2/m_{\overline{\mathrm{MS}}}^2)]`$ $`+`$ $`\mathrm{i}{\displaystyle \frac{m_{\overline{\mathrm{MS}}}\mathit{}}{p^2}}{\displaystyle \frac{g^2C_F}{16\pi ^2}}\mathrm{\hspace{0.33em}\hspace{0.17em}4}\alpha \left[1+T\left(p^2/m_{\overline{\mathrm{MS}}}^2\right)\right].`$ We can now calculate $`Z^{\overline{\mathrm{MS}}}`$ which is defined by $$Z_2^{\overline{\mathrm{MS}}}(\mu ^2)Z_S^{\overline{\mathrm{MS}}}(\mu ^2;c_1^S)\mathrm{\Lambda }_S(p,m;0,c_1^S)=\mathrm{\Lambda }_S^{\overline{\mathrm{MS}}}(p,m_{\overline{\mathrm{MS}}}).$$ (77) The result is $`Z_S^{\overline{\mathrm{MS}}}(\mu ^2;c_1^S)`$ $`=`$ $`{\displaystyle \frac{1+\frac{g^2C_F}{16\pi ^2}(12.952417.73792c_{SW}+1.38038c_{SW}^2+6\mathrm{ln}a\mu )}{1+\frac{g^2C_F}{16\pi ^2}(19.17181+13.80068c_{SW}3.53833c_{SW}^2)c_1^S}}`$ (78) $`=`$ $`{\displaystyle \frac{Z_S^{\overline{\mathrm{MS}}}(\mu ^2;0)}{1+\zeta _1^Sc_1^S}}.`$ In the MOM scheme we define the $`Z`$ for an operator $`𝒪`$ by $$Z_2^{\mathrm{MOM}}(M^2)Z_𝒪^{\mathrm{MOM}}(M^2)\mathrm{Tr}\left[(\mathrm{\Lambda }_𝒪^{\mathrm{Born}}(p))^{}\mathrm{\Lambda }_𝒪(p)\right]=\mathrm{Tr}\left[(\mathrm{\Lambda }_𝒪^{\mathrm{Born}}(p))^{}\mathrm{\Lambda }_𝒪^{\mathrm{Born}}(p)\right]$$ (79) when $`p^2=M^2`$, where $`\mathrm{\Lambda }_𝒪^{\mathrm{Born}}`$ is the operator’s Born term. Applying this definition to the scalar operator gives $$Z_2^{\mathrm{MOM}}(M^2)Z_S^{\mathrm{MOM}}(M^2;0)=\frac{4N_c}{\mathrm{Tr}\left[\mathrm{\Lambda }^S(p,m;0,0)\right]}$$ (80) at $`p^2=M^2`$, so $`Z_S^{\mathrm{MOM}}(M^2;0)=1`$ $`+`$ $`{\displaystyle \frac{g^2C_F}{16\pi ^2}}[5.576387.73792c_{SW}+1.38038c_{SW}^2`$ (81) $`\alpha +3L(aM,am_{})+3(3+\alpha )T\left(M^2/m_{}^2\right)`$ $`\alpha {\displaystyle \frac{m_{}^2}{M^2}}(1T(M^2/m_{}^2))]+O(a).`$ The same procedure can be repeated for all the local operators. In Tables 2-6 we give the improvement coefficients and $`\overline{\mathrm{MS}}`$ renormalisation constants for all point operators. The $`\overline{\mathrm{MS}}`$ renormalisation constants are defined by equations analogous to eq. (77). The lattice $`\mathrm{\Lambda }`$s and $`\overline{\mathrm{MS}}`$-scheme $`\mathrm{\Lambda }`$s are all given in the Appendix. In several of the tables there is no entry for the pseudoscalar operator – this is because it has no $`c_1`$ improvement term, so the associated quantities are not defined. The $`Z`$s in the MOM scheme are given in the Appendix. The $`c_0^\mathrm{\Gamma }`$ values in table 4 agree with the values given in for the case $`c_1^\mathrm{\Gamma }0`$. ### 4.3 Results for one-link quark operators We consider now the operators in eq. (7). We study the improvement of these operators along the same lines used for the point operators. The expressions for the contact Green’s functions (57) will be more complicated, and are given in the Appendix. From eqs. (15), (2) and (17), we can see that in forward matrix elements a basis for the improvement is given in the unpolarised case ($`𝒪_{\mu \nu },\tau _3^{(6)}`$ and $`𝒪_{\mu \nu },\tau _1^{(3)}`$) by $`\left(𝒪_{\mu \nu }\right)^{\mathrm{imp}}`$ $`=`$ 12(1+amc0)ψ¯γμ D νψ+18aic1λψ¯σμλ[ D ν, D λ]ψ121𝑎𝑚subscript𝑐0¯𝜓subscript𝛾𝜇subscript D 𝜈𝜓18𝑎isubscript𝑐1subscript𝜆¯𝜓subscript𝜎𝜇𝜆subscript D 𝜈subscript D 𝜆𝜓\displaystyle\frac{1}{2}\left(1+a\,m\,c_{0}\right)\bar{\psi}\gamma_{\mu}\mbox{\parbox[b]{0.0pt}{$D$}\raisebox{7.3194pt}{${\,\scriptstyle{\leftrightarrow}}$}}_{\nu}\psi+\frac{1}{8}\,a\,{\rm i}c_{1}\sum_{\lambda}\bar{\psi}\sigma_{\mu\lambda}\left[\mbox{\parbox[b]{0.0pt}{$D$}\raisebox{7.3194pt}{${\,\scriptstyle{\leftrightarrow}}$}}_{\nu},\mbox{\parbox[b]{0.0pt}{$D$}\raisebox{7.3194pt}{${\,\scriptstyle{\leftrightarrow}}$}}_{\lambda}\right]\psi (82) 18ac2ψ¯{ D μ, D ν}ψ,18𝑎subscript𝑐2¯𝜓subscript D 𝜇subscript D 𝜈𝜓\displaystyle-\frac{1}{8}\,a\,c_{2}\bar{\psi}\left\{\mbox{\parbox[b]{0.0pt}{$D$}\raisebox{7.3194pt}{${\,\scriptstyle{\leftrightarrow}}$}}_{\mu},\mbox{\parbox[b]{0.0pt}{$D$}\raisebox{7.3194pt}{${\,\scriptstyle{\leftrightarrow}}$}}_{\nu}\right\}\psi, in the polarised case with $`\mu \nu `$ ($`𝒪_{\mu \nu }^5,\tau _4^{(6)}`$) by $`\left(𝒪_{\mu \nu }^5\right)^{\mathrm{imp}}`$ $`=`$ 12(1+amc0)ψ¯γμγ5 D νψ14iac1ψ¯σμν D ν2ψ121𝑎𝑚subscript𝑐0¯𝜓subscript𝛾𝜇subscript𝛾5subscript D 𝜈𝜓14i𝑎subscript𝑐1¯𝜓subscript𝜎𝜇𝜈superscriptsubscript D 𝜈2𝜓\displaystyle\frac{1}{2}\left(1+a\,m\,c_{0}\right)\bar{\psi}\gamma_{\mu}\gamma_{5}\mbox{\parbox[b]{0.0pt}{$D$}\raisebox{7.3194pt}{${\,\scriptstyle{\leftrightarrow}}$}}_{\nu}\psi-\frac{1}{4}\,{\rm i}a\,c_{1}\,\bar{\psi}\sigma_{\mu\nu}\mbox{\parbox[b]{0.0pt}{$D$}\raisebox{7.3194pt}{${\,\scriptstyle{\leftrightarrow}}$}}_{\nu}^{2}\psi (83) 18aic2λμ,νψ¯σμλγ5{ D λ, D ν}ψ,18𝑎isubscript𝑐2subscript𝜆𝜇𝜈¯𝜓subscript𝜎𝜇𝜆subscript𝛾5subscript D 𝜆subscript D 𝜈𝜓\displaystyle-\frac{1}{8}\,a\,{\rm i}\,c_{2}\,\sum_{\lambda\neq\mu,\nu}\bar{\psi}\sigma_{\mu\lambda}\gamma_{5}\left\{\mbox{\parbox[b]{0.0pt}{$D$}\raisebox{7.3194pt}{${\,\scriptstyle{\leftrightarrow}}$}}_{\lambda},\mbox{\parbox[b]{0.0pt}{$D$}\raisebox{7.3194pt}{${\,\scriptstyle{\leftrightarrow}}$}}_{\nu}\right\}\psi, and in the polarised case when $`\mu =\nu `$ ($`𝒪_{\mu \nu }^5,\tau _4^{(3)}`$) by $`\left(𝒪_{\mu \nu }^5\right)^{\mathrm{imp}}`$ $`=`$ 12(1+amc0)ψ¯γμγ5 D νψ18aic1ψ¯σμλγ5{ D λ, D ν}ψ.121𝑎𝑚subscript𝑐0¯𝜓subscript𝛾𝜇subscript𝛾5subscript D 𝜈𝜓18𝑎isubscript𝑐1¯𝜓subscript𝜎𝜇𝜆subscript𝛾5subscript D 𝜆subscript D 𝜈𝜓\displaystyle\frac{1}{2}\left(1+a\,m\,c_{0}\right)\bar{\psi}\gamma_{\mu}\gamma_{5}\mbox{\parbox[b]{0.0pt}{$D$}\raisebox{7.3194pt}{${\,\scriptstyle{\leftrightarrow}}$}}_{\nu}\psi-\frac{1}{8}\,a\,{\rm i}\,c_{1}\,\bar{\psi}\sigma_{\mu\lambda}\gamma_{5}\left\{\mbox{\parbox[b]{0.0pt}{$D$}\raisebox{7.3194pt}{${\,\scriptstyle{\leftrightarrow}}$}}_{\lambda},\mbox{\parbox[b]{0.0pt}{$D$}\raisebox{7.3194pt}{${\,\scriptstyle{\leftrightarrow}}$}}_{\nu}\right\}\psi. (84) For the one-link operators, we calculate the Green’s functions in the limit $`m^2p^2`$, keeping terms up to first order in $`m`$. Using the results of our $`O(a)`$ calculations which we have collected in the Appendix, we can derive the values of the renormalisation constants and improvement coefficients which are given in the Tables 7-13. For each operator there is a particular value of the $`c_i`$s where the coefficient $`\lambda _𝒪`$ vanishes, and therefore there are no contact terms and even off-shell the operator is simply renormalised by a multiplicative factor. These values are given in Table 13. Note that in the unpolarised case we can only determine $`c_1`$ to $`O(g^0)`$ from our one-loop calculation. This is because $`c_1`$ is the coefficient of an operator which vanishes at tree-level (because it involves $`[D_\nu ,D_\lambda ]`$). However, we do still know the improved Green’s function to $`O(g^2)`$. ## 5 Off-shell improvement for Ginsparg-Wilson fermions Like clover fermions, Ginsparg-Wilson fermions are free of $`O(a)`$ effects on-shell. So it is instructive to see what happens when our off-shell improvement conditions (28) and (4.1) are applied to Ginsparg-Wilson fermions . The defining Ginsparg-Wilson relation is $$D_{GW}\gamma _5+\gamma _5D_{GW}=aD_{GW}\gamma _5D_{GW},$$ (85) where $`D_{GW}`$ is a Ginsparg-Wilson fermion matrix. From this matrix we can (at least in principle) define a related matrix $$K_{GW}\left(1\frac{a}{2}D_{GW}\right)^1D_{GW}.$$ (86) The eigenvalues of $`D_{GW}`$ lie on a circle of radius $`1/a`$ and centre $`1/a`$, while the eigenvalues of $`K_{GW}`$ lie on the imaginary axis. From eq. (85) and eq. (86) we find that $$K_{GW}\gamma _5+\gamma _5K_{GW}=0.$$ (87) The propagator which we would really like to know is the fermion propagator corresponding to $`K_{GW}`$. It should have the correct chiral properties, and be free from $`O(a)`$ discretisation errors. However, we cannot work directly from $`K_{GW}`$, because it is non-local. Therefore, we need to write down a formula for the propagator we would get from $`K_{GW}`$, but expressed in terms of $`D_{GW}`$. This propagator will satisfy chirality even at zero distance, so we expect it to be improved off-shell too. Let us now add mass to the problem in the same way as it is added in the clover case, simply by adding a mass term $`m\overline{\psi }\psi `$ to the action, giving $$\overline{\psi }\left[D_{GW}+m\right]\psi $$ (88) as the fermionic part of the action. Another way to add mass effects would be to use the alternative action $$\overline{\psi }\left[(1am_{}/2)D_{GW}+m_{}\right]\psi ,$$ (89) which has the advantage that there is no mass improvement needed. That is the method we used in . Here we have added the simple mass term, eq.(88), because we want to preserve the analogy with the clover action. If we reexpress the unimproved massive propagator $`(D_{GW}+m)^1`$ in terms of $`K_{GW}`$, we find $`{\displaystyle \frac{1}{D_{GW}+m}}_A`$ $`=`$ $`{\displaystyle \frac{1}{(1+\frac{a}{2}m)^2}}{\displaystyle \frac{1}{\left[K_{GW}+m/(1+\frac{a}{2}m)\right]}}_A+{\displaystyle \frac{a}{2+am}}\delta (xy).`$ Fourier transforming, we get $$S_{GW}(p,m)=\frac{1}{(1+\frac{a}{2}m)^2}S_{}(p,m_{})+\frac{a}{2+am},$$ (91) where $$m_{}\frac{m}{1+\frac{a}{2}m}$$ (92) and $`S_{}`$ is the Fourier transform of $`(K_{GW}+m_{})^1_A`$. Eqs. (91) and (92) are the analogues of eqs. (22) and (23) respectively, remembering that terms of $`O(a^2)`$ are dropped in Sect. 3.1. Solving eq. (91) for $`S_{}`$ we find $$S_{}(p,m_{})=(1+\frac{a}{2}m)^2\left[S_{GW}(p,m)\frac{a}{2+am}\right],$$ (93) which has the same form as eq. (28). Note that the only matrix we need to invert to calculate this improved propagator is the matrix $`(D_{GW}+m)`$, which is well-defined, and local (in the sense that its elements decrease exponentially with separation). Comparing these formulae with those in Sect. 3.1 we see that $$\lambda _\psi =1,b_\psi =1\mathrm{and}b_m=\frac{1}{2}.$$ (94) These results are independent of $`g^2`$. These all-order results coincide with the tree-level limit of the clover fermion result eq. (41). The values depend on the fact that in this paper we have added mass term to the Ginsparg-Wilson action in the same way as to the clover action. Next we want to improve the Green’s function corresponding to a flavour non-singlet operator $`𝒪\overline{\psi }O\psi `$, where $`O`$ includes Dirac structure and covariant derivatives. We want our improved Green’s function $`G_{}^𝒪(p,m_{})`$ to be given by $$G_{}^𝒪(p,m_{})=\frac{1}{K_{GW}+m_{}}O\frac{1}{K_{GW}+m_{}}_A,$$ (95) where $``$ denotes the Fourier transform. However, we need to re-express it in a form that involves only $`D_{GW}`$, not $`K_{GW}`$. This can be shown to be equivalent to the expression $$G_{}^𝒪(p,m_{})=(1+\frac{a}{2}m)^2\left[G_{GW}^{𝒪^{imp}}(p,m)\frac{a}{2}\lambda _𝒪C^𝒪(p,m)\right],$$ (96) where $`G_{GW}^{𝒪^{imp}}(p,m)`$ $``$ $`{\displaystyle \frac{1}{D_{GW}+m}}O^{imp}{\displaystyle \frac{1}{D_{GW}+m}}_A,`$ (97) $`O^{imp}`$ $`O`$ $`+amc_0O{\displaystyle \frac{a}{2}}c_1(D_{GW}O+OD_{GW})+{\displaystyle \frac{a^2}{4}}D_{GW}OD_{GW},`$ (98) $`C^𝒪(p,m)`$ $``$ $`O{\displaystyle \frac{1}{D_{GW}+m}}+{\displaystyle \frac{1}{D_{GW}+m}}O_A,`$ (99) with $`c_0`$ $`=`$ $`1c_1,`$ (100) $`\lambda _𝒪`$ $`=`$ $`1c_1.`$ (101) Eq. (96) has the same form as eq. (4.1) (up to terms of $`O(a^2)`$). A more general form of eq. (96) can be found in . Comparing eqs. (100) and (101) with Tables 4 and 5, we see again that the all-orders Ginsparg-Wilson result is just the tree-level result for clover fermions. A particular point to note is that the Ginsparg-Wilson improvement coefficients are the same for all operators, while the clover action improvement coefficients are operator-dependent. A further simplification in the Ginsparg-Wilson case is that there are no $`\zeta `$ coefficients needed, they are all zero. This means that the renormalisation constant $`Z_𝒪`$ is independent of the improvement coefficients $`c_i`$, (see eq.(60)). ## 6 Tadpole improvement ### 6.1 Analytic results It is well known that many results from (naive) lattice perturbation theory are in poor agreement with their counterparts determined from Monte Carlo calculations. One main reason for this is the appearance of gluon tadpoles, which are typical lattice artifacts. They make the bare coupling $`g`$ into a poor expansion parameter. Therefore, it was proposed that the perturbative series should be rearranged in order to get rid of the numerically large tadpole contributions. This rearrangement will be done by using the variable $`u_0`$, derived from the measured value of the plaquette $$u_0=\frac{1}{N_c}\mathrm{Tr}U_{\mathrm{}}^{\frac{1}{4}}.$$ (102) Its value depends on the coupling $`g^2=6/\beta `$ where it has been measured. There are two main steps involved in tadpole improvement. Firstly, we know that in the mean field approximation the $`Z`$ for an operator with $`n_D`$ derivatives is $$Z_𝒪u_0^{1n_D},$$ (103) so it is reasonable to hope that a perturbative series for $`(Z_𝒪u_0^{n_D1})`$ will converge more rapidly than a series for $`Z_𝒪`$ itself. Secondly, instead of writing our series in terms of the bare parameters, we reexpress it in terms of the tadpole improved, TI, parameters $`g_{\mathrm{TI}}^2`$ $``$ $`g^2u_0^4,`$ $`c_{SW}^{\mathrm{TI}}`$ $``$ $`c_{SW}u_0^3,`$ $`c_i^{\mathrm{TI}}`$ $``$ $`c_iu_0^n,`$ (104) where $`n`$ is the difference between the number of covariant derivatives in the higher dimensional operator multiplying $`c_i`$ and the number of covariant derivatives in the operator to be improved ($`n`$ is always 1 for our choice of improvement terms). The new coupling $`g_{\mathrm{TI}}`$ is called the “boosted” coupling constant. Other choices of boosted coupling are possible, for example one could also use the renormalised coupling constant at some scale $`1/a^2`$. To carry out this rewriting of the series, we simply replace every $`g^2`$ by $`[g_{\mathrm{TI}}^2u_0^4(g_{\mathrm{TI}})]`$, where $`u_0(g_{\mathrm{TI}})`$ is the perturbative expansion for $`u_0`$: $$u_0(g_{\mathrm{TI}})=1\frac{g_{\mathrm{TI}}^2}{16\pi ^2}C_F\pi ^2+O(g_{\mathrm{TI}}^4).$$ (105) Formally, this cannot change the all orders result, but it should improve the rate with which the series converges. The same procedure is followed with the improvement coefficients $`c_{SW}`$ and $`c_i`$, for example $`c_{SW}`$ is to be replaced by $`[c_{SW}^{\mathrm{TI}}u_0^3(g_{\mathrm{TI}})]`$. In this paper we will look at the tadpole improvement for operators with no anomalous dimension. The interplay between tadpole improvement and the renormalisation group, needed when considering operators with an anomalous dimension, will be considered in a future paper. The result of this procedure is rather simple for the one-loop $`Z`$ factors. If the original $`Z`$ is given by $$Z_𝒪=1+\frac{g^2C_F}{16\pi ^2}B_𝒪(c_{SW},c_i)+O(g^4),$$ (106) then the tadpole improved $`Z`$ is given by $`Z_𝒪^{\mathrm{TI}}`$ $`=`$ $`u_0^{1n_D}\left[1+{\displaystyle \frac{g_{\mathrm{TI}}^2}{16\pi ^2}}C_F\left(B_𝒪(c_{SW}^{\mathrm{TI}},c_i^{\mathrm{TI}})+(1n_D)\pi ^2\right)+O(g_{\mathrm{TI}}^4)\right]`$ (107) $``$ $`u_0^{1n_D}\left[1+{\displaystyle \frac{g_{\mathrm{TI}}^2}{16\pi ^2}}C_FB_𝒪^{\mathrm{TI}}+O(g_{\mathrm{TI}}^4)\right].`$ For the $`V`$ and $`A`$ operators ($`n_D=0`$) in the $`\overline{\mathrm{MS}}`$ scheme we get the following tadpole improved $`B_𝒪`$ terms: $`B_V^{\mathrm{TI},\overline{\mathrm{MS}}}`$ $`=`$ $`10.74819+4.74556c_{SW}^{\mathrm{TI}}+0.54317(c_{SW}^{\mathrm{TI}})^2`$ (108) $`+c_1^{\mathrm{TI}}\left(9.786353.41640c_{SW}^{\mathrm{TI}}0.88458(c_{SW}^{\mathrm{TI}})^2\right),`$ $`B_A^{\mathrm{TI},\overline{\mathrm{MS}}}`$ $`=`$ $`5.926680.24783c_{SW}^{\mathrm{TI}}+2.25137(c_{SW}^{\mathrm{TI}})^2`$ (109) $`+c_1^{\mathrm{TI}}\left(19.3722510.31673c_{SW}^{\mathrm{TI}}+0.88458(c_{SW}^{\mathrm{TI}})^2\right).`$ Tadpole improvement is not just applicable to renormalisation factors – it can also be used to give improved values for the improvement coefficients. The improvement coefficients for the fermion propagator, eq. (41), become $`\lambda _\psi `$ $`=`$ $`u_0^1\left[1+{\displaystyle \frac{g_{\mathrm{TI}}^2}{16\pi ^2}}C_F(1.041241.85625\alpha )+O(g_{\mathrm{TI}}^4)\right],`$ $`b_\psi `$ $`=`$ $`u_0^1\left[1+{\displaystyle \frac{g_{\mathrm{TI}}^2}{16\pi ^2}}C_F\mathrm{\hspace{0.17em}\hspace{0.33em}6.52250}+O(g_{\mathrm{TI}}^4)\right],`$ $`b_m`$ $`=`$ $`{\displaystyle \frac{1}{2}}u_0^1\left[1+{\displaystyle \frac{g_{\mathrm{TI}}^2}{16\pi ^2}}C_F\mathrm{\hspace{0.33em}12.92445}+O(g_{\mathrm{TI}}^4)\right].`$ (110) An unfortunate ambiguity is that there is of course considerable freedom in the choice of boosted $`g`$. At one-loop none of the numerical coefficients are affected by this choice, so if one prefers another boosted $`g`$, all the formulae in this section can still be used, the only change is that every $`g_{\mathrm{TI}}`$ has to be replaced by the alternative boosted $`g`$. ### 6.2 Comparison with non-perturbative results To test the validity of tadpole improved perturbation theory, we will now compare our results with known non-perturbative results in the quenched theory. The local vector current is best suited for this purpose, because the renormalisation constant $`Z_V`$ and improvement coefficient $`c_0^V`$ are known non-perturbatively for a wide range of values of $`c_1^V`$. The comparison is done at $`g^2=1`$. At this value of the coupling one finds non-perturbatively $`c_{SW}=1.769`$. We will use this number in both the perturbative formulae and the numerical calculations. For $`u_0`$ we obtain the value $`0.8778`$. We then get $`Z_V^{\mathrm{TI}}`$ $`=`$ $`0.8242+0.0486c_1^V,`$ (111) $`c_0^{V,\mathrm{TI}}`$ $`=`$ $`1.27331.0990c_1^V.`$ (112) In Fig. 3 we show $`Z_V^{\mathrm{TI}}`$ and $`c_0^{V,\mathrm{TI}}`$ as a function of $`c_1^V`$. We compare the results with the numbers of three independent non-perturbative calculations. The first calculation uses the nucleon matrix element of the local vector current to determine $`Z_V`$ and $`c_0^V`$. The second one is based on the Schrödinger functional , and the last calculation uses chiral Ward identities to improve the current and renormalisation following . In the latter case we calculated only at the value of $`c_1^V`$ where $`\lambda _V=0`$, as in Table 6. It should be noted that the results still have errors of $`O(a^2)`$, which can be as large as 10% , so that we cannot expect the results to agree completely. For $`Z_V`$ we find good agreement between the tadpole improved perturbative numbers and all the non-perturbative results. For $`c_0^V`$ our numbers agree with and . The Schrödinger functional result, on the other hand, lies $`10\%`$ above the other numbers. (It is important to remember that different definitions of $`Z`$ may give results differing by $`O(a^2)`$, so both results could be consistent.) In Fig. 4 we show the renormalisation constant $`Z_V`$ as a function of $`g^2`$. At smaller values of the coupling (higher values of $`\beta `$) the agreement between tadpole improved perturbation theory and non-perturbative results becomes even closer, as one might expect. In those cases where we could check this, we found the discrepancy to reduce to $`4\%`$ at $`\beta =6.4`$. Thus we may say that the non-perturbative results agree with those of tadpole improved perturbation theory within the expected $`O(a^2)`$ and $`O(g^4)`$ uncertainties. ## 7 Conclusion In this paper we have presented extensive one-loop perturbative calculations of lattice Green’s functions, in which we have kept all $`O(a)`$ terms. This allows us to investigate operator improvement, firstly to see what sort of improvement terms are needed, and secondly to calculate values of the improvement coefficients. We find that we can produce off-shell $`O(a)`$ improved Green’s functions, to all orders in the Ginsparg-Wilson case, and at least to $`O(g^2)`$ in the clover case. In our one-loop calculations we find that we only need gauge-invariant improvement terms. No extra improvement terms associated with BRST symmetry are required at this level. Off-shell improvement doesn’t mean that there are no contact terms. As long as we know the form of the contact terms, we can remove them by using the improvement coefficients $`\lambda `$. Contact terms, responsible for the off-shellness of the propagators and Green’s functions, can be removed using a well-determined procedure. There are always particular values of the improvement coefficients for which the contact terms vanish, so that one still has a multiplicative renormalisation. In the Ginsparg-Wilson case improvement is particularly simple, because the improvement coefficients are universal, they do not depend on the operator considered, the coupling constant, or even on which theory we are simulating (we assume that the bosonic sector has no $`O(a)`$ discretisation errors). This is not so in the clover case, the coefficients depend on the coupling, and are different for each operator. We have the tadpole improved one-loop values for $`Z`$ factors calculated at arbitrary $`c_{SW}`$, and for improvement coefficients calculated at $`c_{SW}=1+O(g^2)`$, which is the only place where $`O(a)`$ improvement is possible. Numerical test cases show that tadpole improvement works well down to $`\beta 6.0`$ for operators with no anomalous dimension. We are investigating tadpole improvement in the case of operators with an anomalous dimension. ## 8 Acknowledgements S.C. is supported in part by the U. S. Department of Energy (DOE) under cooperative research agreement DE-FC02-94ER40818. Support by the Deutsche Forschungsgemeinschaft and by the BMBF is also gratefully acknowledged. ## Appendix A Appendix In this Appendix we give the perturbative expressions for the amputated three-point functions (vertex functions) for all the operators we have considered (apart from the scalar density, which is given in Sect. 4.2 of the main text), calculated to $`O(a)`$, and the values of their improvement coefficients. In order to make transparent the transformation of these numbers into the popular $`\overline{\mathrm{MS}}`$ scheme the corresponding continuum quantities are also given. In order to shorten the expressions for the Green’s functions we will use the functions $`T`$ and $`L`$ defined in eq. (40). ### A.1 Pseudoscalar Vertex The pseudoscalar operator is simpler than the other operators because there is no $`c_1`$ improvement term possible (and also none needed) for the forward three-point function, because $`\mathit{}`$ and $`\gamma _5`$ anti-commute. The one-loop expression for this vertex up to $`O(a)`$ is: $`\mathrm{\Lambda }^P(p,m;c_0=0)`$ $`=`$ $`\gamma _5+\gamma _5{\displaystyle \frac{g^2C_F}{16\pi ^2}}[1.42500+2\alpha +3.43328c_{SW}^2`$ (113) $`(3+\alpha )L(ap,am)(3+\alpha )T(p^2/m^2)]`$ $`+am\gamma _5{\displaystyle \frac{g^2C_F}{16\pi ^2}}[3.827880.14375\alpha 2.49670c_{SW}^2`$ $`+(3+\alpha )L(ap,am)+2(3+\alpha )T(p^2/m^2)].`$ In the $`\overline{\mathrm{MS}}`$ scheme we have $`\mathrm{\Lambda }_{\overline{\mathrm{MS}}}^P(p,m_{\overline{\mathrm{MS}}})=\gamma _5+\gamma _5{\displaystyle \frac{g^2C_F}{16\pi ^2}}[`$ $`\mathrm{\hspace{0.17em}4}+2\alpha (3+\alpha )\mathrm{ln}\left({\displaystyle \frac{p^2+m_{\overline{\mathrm{MS}}}^2}{\mu ^2}}\right)`$ (114) $`(3+\alpha )T(p^2/m_{\overline{\mathrm{MS}}}^2)].`$ The MOM scheme renormalisation factor is defined by $$Z_2^{\mathrm{MOM}}(M^2)Z_P^{\mathrm{MOM}}(M^2)=\frac{4N_c}{\mathrm{Tr}\left[\gamma _5\mathrm{\Lambda }^P(p,m;0)\right]}$$ (115) at $`p^2=M^2`$. The result is $`Z_P^{\mathrm{MOM}}(M^2)=1`$ $`+`$ $`{\displaystyle \frac{g^2C_F}{16\pi ^2}}[15.21941\alpha +2.24887c_{SW}2.03602c_{SW}^2`$ (116) $`+3L(aM,am_{})+(3+\alpha )T\left(M^2/m_{}^2\right)`$ $`\alpha {\displaystyle \frac{m_{}^2}{M^2}}(1T(M^2/m_{}^2))]+O(a).`$ As well as the lack of a derivative improvement term, another special feature of the pseudoscalar operator is that the improvement terms $`am\mathrm{\Lambda }^P`$ and $`a\{S^1,\gamma _5\}`$, which appear in eq. (69), have the same functional form to this order, so there is no natural way of determining $`c_0^P`$ and $`\lambda _P`$ separately. We choose to improve the operator by setting $`\lambda _P=0`$, and making all the improvement through the mass-dependent term. Then the improvement coefficients are (at $`c_{SW}=1`$) $`c_0^P`$ $`=`$ $`{\displaystyle \frac{g^2C_F}{16\pi ^2}}\mathrm{\hspace{0.33em}5.21443},`$ $`\lambda _P`$ $``$ $`0.`$ (117) ### A.2 Local Vector The one-loop expression for the local vector vertex up to $`O(a)`$ is: $`\mathrm{\Lambda }_\mu ^V(p,m;0,c_1^V)=\gamma _\mu a\mathrm{i}p_\mu c_1^V`$ $`+`$ $`\gamma _\mu {\displaystyle \frac{g^2C_F}{16\pi ^2}}[3.97338+\alpha 2.49670c_{SW}+0.85410c_{SW}^2c_1^V(9.78635`$ $`3.41640c_{SW}0.88458c_{SW}^2)\alpha L(ap,am)\alpha {\displaystyle \frac{m^2}{p^2}}(1T(p^2/m^2))]`$ $`+`$ $`{\displaystyle \frac{\mathit{}p_\mu }{p^2}}{\displaystyle \frac{g^2C_F}{16\pi ^2}}\left[2\alpha +4\alpha {\displaystyle \frac{m^2}{p^2}}\left(1T\left(p^2/m^2\right)\right)\right]`$ $`+`$ $`\mathrm{i}{\displaystyle \frac{mp_\mu }{p^2}}{\displaystyle \frac{g^2C_F}{16\pi ^2}}\left[2(3+\alpha )\left(1T\left(p^2/m^2\right)\right)\right]`$ $`+`$ $`a\mathrm{i}p_\mu {\displaystyle \frac{g^2C_F}{16\pi ^2}}[8.66505+2.85625\alpha +9.52789c_{SW}0.39053c_{SW}^2`$ $`+c_1^V(18.59361\alpha 2.24887c_{SW}0.16098c_{SW}^2)`$ $`(3\alpha c_1^V\alpha 3c_{SW})L(ap,am)+2(3+\alpha ){\displaystyle \frac{m^2}{m^2+p^2}}`$ $`(18+8\alpha 6c_1^V3\alpha c_1^V3c_{SW}){\displaystyle \frac{m^2}{p^2}}(1T(p^2/m^2))]`$ $`+`$ $`am\gamma _\mu {\displaystyle \frac{g^2C_F}{16\pi ^2}}[7.64168+0.85625\alpha +7.74287c_{SW}1.38589c_{SW}^2`$ $`+c_1^V(13.96523\alpha 5.54358c_{SW}0.36162c_{SW}^2)`$ $`\frac{1}{2}\left(36c_1^V2\alpha 3c_{SW}\right)L(ap,am)`$ $`(33c_{SW}3c_1^V\alpha c_1^V)T\left(p^2/m^2\right)`$ $`+\frac{1}{2}(3+6\alpha 3c_{SW}2\alpha c_1^V){\displaystyle \frac{m^2}{p^2}}(1T(p^2/m^2))]`$ $`+`$ $`a{\displaystyle \frac{m\mathit{}p_\mu }{p^2}}{\displaystyle \frac{g^2C_F}{16\pi ^2}}[3+4\alpha 2c_1^V\alpha +3c_{SW}2(\alpha +3c_{SW})T(p^2/m^2)`$ $`+4\alpha {\displaystyle \frac{m^2}{m^2+p^2}}(6+12\alpha 4c_1^V\alpha 6c_{SW}){\displaystyle \frac{m^2}{p^2}}(1T(p^2/m^2))].`$ In the $`\overline{\mathrm{MS}}`$ scheme we have $`\mathrm{\Lambda }_{\overline{\mathrm{MS}}}^V(p,m_{\overline{\mathrm{MS}}})`$ $`=`$ $`\gamma _\mu +\gamma _\mu {\displaystyle \frac{g^2C_F}{16\pi ^2}}[\alpha \alpha \mathrm{ln}\left({\displaystyle \frac{p^2+m_{\overline{\mathrm{MS}}}^2}{\mu ^2}}\right)`$ (119) $`\alpha {\displaystyle \frac{m_{\overline{\mathrm{MS}}}^2}{p^2}}(1T(p^2/m_{\overline{\mathrm{MS}}}^2))]`$ $`+`$ $`{\displaystyle \frac{\mathit{}p_\mu }{p^2}}{\displaystyle \frac{g^2C_F}{16\pi ^2}}\left[2\alpha +4\alpha {\displaystyle \frac{m_{\overline{\mathrm{MS}}}^2}{p^2}}\left(1T\left(p^2/m_{\overline{\mathrm{MS}}}^2\right)\right)\right]`$ $`+`$ $`\mathrm{i}{\displaystyle \frac{mp_\mu }{p^2}}{\displaystyle \frac{g^2C_F}{16\pi ^2}}\left[2(3+\alpha )\left(1T\left(p^2/m_{\overline{\mathrm{MS}}}^2\right)\right)\right].`$ We consider two ways to define $`Z^{\mathrm{MOM}}`$ for the vector, $`{\displaystyle \frac{1}{3}}{\displaystyle \underset{\mu \nu }{}}\left(\delta _{\mu \nu }{\displaystyle \frac{p_\mu p_\nu }{p^2}}\right){\displaystyle \frac{1}{4N_c}}\mathrm{Tr}\left[\gamma _\mu \mathrm{\Lambda }_\nu ^{}\right]`$ $``$ $`{\displaystyle \frac{1}{Z_2^{\mathrm{MOM}}Z_{V_{\mathrm{trans}}}^{\mathrm{MOM}}}},`$ (120) $`{\displaystyle \underset{\mu }{}}{\displaystyle \frac{p_\mu }{p^2}}{\displaystyle \frac{1}{4N_c}}\mathrm{Tr}\left[\mathit{}\mathrm{\Lambda }_\mu ^{}\right]`$ $``$ $`{\displaystyle \frac{1}{Z_2^{\mathrm{MOM}}Z_{V_{\mathrm{long}}}^{\mathrm{MOM}}}},`$ (121) so that $`Z_{V_{\mathrm{trans}}}^{\mathrm{MOM}}(M^2;0)`$ (122) $`=1+{\displaystyle \frac{g^2C_F}{16\pi ^2}}[`$ $``$ $`20.61780+4.74556c_{SW}+0.54317c_{SW}^2]+O(a),`$ $`Z_{V_{\mathrm{long}}}^{\mathrm{MOM}}(M^2;0)=1`$ $`+`$ $`{\displaystyle \frac{g^2C_F}{16\pi ^2}}[20.61780+2\alpha +4.74556c_{SW}`$ $`+0.54317c_{SW}^24\alpha {\displaystyle \frac{m_{}^2}{M^2}}(1T(M^2/m_{}^2))]+O(a).`$ ### A.3 Conserved Vector The one-loop expression for the conserved vector vertex up to $`O(a)`$ is: $`\mathrm{\Lambda }_\mu ^J(p,m)`$ $`=`$ $`\gamma _\mu a\mathrm{i}p_\mu `$ $`+`$ $`\gamma _\mu {\displaystyle \frac{g^2C_F}{16\pi ^2}}[16.64441+\alpha +2.24887c_{SW}+1.39727c_{SW}^2`$ $`\alpha L(ap,am)\alpha {\displaystyle \frac{m^2}{p^2}}(1T(p^2/m^2))]`$ $`+`$ $`{\displaystyle \frac{\mathit{}p_\mu }{p^2}}{\displaystyle \frac{g^2C_F}{16\pi ^2}}\left[2\alpha +4\alpha {\displaystyle \frac{m^2}{p^2}}\left(1T\left(p^2/m^2\right)\right)\right]`$ $`+`$ $`\mathrm{i}{\displaystyle \frac{mp_\mu }{p^2}}{\displaystyle \frac{g^2C_F}{16\pi ^2}}\left[2(3+\alpha )\left(1T\left(p^2/m^2\right)\right)\right]`$ $`+`$ $`a\mathrm{i}p_\mu {\displaystyle \frac{g^2C_F}{16\pi ^2}}[11.27782+1.85625\alpha +3.97134c_{SW}0.16345c_{SW}^2`$ $`(32\alpha 3c_{SW})L(ap,am)+2(3+\alpha ){\displaystyle \frac{m^2}{m^2+p^2}}`$ $`(12+5\alpha 3c_{SW}){\displaystyle \frac{m^2}{p^2}}(1T(p^2/m^2))]`$ $`+`$ $`am\gamma _\mu {\displaystyle \frac{g^2C_F}{16\pi ^2}}[6.346640.14375\alpha +1.48503c_{SW}1.28605c_{SW}^2`$ $`+\frac{1}{2}\left(3+2\alpha +3c_{SW}\right)L(ap,am)+(3c_{SW}+\alpha )T\left(p^2/m^2\right)`$ $`+\frac{1}{2}(3+4\alpha 3c_{SW}){\displaystyle \frac{m^2}{p^2}}(1T(p^2/m^2))]`$ $`+`$ $`a{\displaystyle \frac{m\mathit{}p_\mu }{p^2}}{\displaystyle \frac{g^2C_F}{16\pi ^2}}[3+2\alpha +3c_{SW}2(\alpha +3c_{SW})T(p^2/m^2)`$ $`+4\alpha {\displaystyle \frac{m^2}{m^2+p^2}}(6+8\alpha 6c_{SW}){\displaystyle \frac{m^2}{p^2}}(1T(p^2/m^2))].`$ In the $`\overline{\mathrm{MS}}`$ scheme we have $`\mathrm{\Lambda }_{\overline{\mathrm{MS}}}^J(p,m_{\overline{\mathrm{MS}}})`$ $`=`$ $`\gamma _\mu +\gamma _\mu {\displaystyle \frac{g^2C_F}{16\pi ^2}}[\alpha \alpha \mathrm{ln}\left({\displaystyle \frac{p^2+m_{\overline{\mathrm{MS}}}^2}{\mu ^2}}\right)`$ (125) $`\alpha {\displaystyle \frac{m_{\overline{\mathrm{MS}}}^2}{p^2}}(1T(p^2/m_{\overline{\mathrm{MS}}}^2))]`$ $`+`$ $`{\displaystyle \frac{\mathit{}p_\mu }{p^2}}{\displaystyle \frac{g^2C_F}{16\pi ^2}}\left[2\alpha +4\alpha {\displaystyle \frac{m_{\overline{\mathrm{MS}}}^2}{p^2}}\left(1T\left(p^2/m_{\overline{\mathrm{MS}}}^2\right)\right)\right]`$ $`+`$ $`\mathrm{i}{\displaystyle \frac{mp_\mu }{p^2}}{\displaystyle \frac{g^2C_F}{16\pi ^2}}\left[2(3+\alpha )\left(1T\left(p^2/m_{\overline{\mathrm{MS}}}^2\right)\right)\right].`$ We can define longitudinal and transverse $`Z^{\mathrm{MOM}}`$ according to eqs. (120) and (121), giving us $`Z_{J_{\mathrm{trans}}}^{\mathrm{MOM}}(M^2)`$ $`=`$ $`1+O(a)`$ (126) $`Z_{J_{\mathrm{long}}}^{\mathrm{MOM}}(M^2)`$ $`=`$ $`1+{\displaystyle \frac{g^2C_F}{16\pi ^2}}\left[2\alpha 4\alpha {\displaystyle \frac{m_{}^2}{M^2}}\left(1T\left(M^2/m_{}^2\right)\right)\right]+O(a).`$ (127) The conserved vector current satisfies eq. (4.1) without any improvement terms, i.e. $`c_0^J`$ $`=`$ $`0,`$ $`\lambda _J`$ $`=`$ $`0.`$ (128) This is as it should be, the conserved current is already improved for forward matrix elements, and no further improvement terms are needed. ### A.4 Axial Vector The one-loop expression for the axial vector vertex up to $`O(a)`$ is: $`\mathrm{\Lambda }_\mu ^A(p,m;0,c_1^A)=\gamma _\mu \gamma _5a{\displaystyle \frac{\mathrm{i}}{2}}(\mathit{}\gamma _\mu \gamma _5+\gamma _\mu \gamma _5\mathit{})c_1^A`$ (129) $`+`$ $`\gamma _\mu \gamma _5{\displaystyle \frac{g^2C_F}{16\pi ^2}}[0.84813+\alpha +2.49670c_{SW}0.85410c_{SW}^2`$ $`c_1^A(19.3722510.31673c_{SW}+0.88458c_{SW}^2)\alpha L(ap,am)`$ $`2(1+\alpha )T(p^2/m^2)(2\alpha ){\displaystyle \frac{m^2}{p^2}}(1T(p^2/m^2))]`$ $`+`$ $`{\displaystyle \frac{p_\mu \mathit{}}{p^2}}\gamma _5{\displaystyle \frac{g^2C_F}{16\pi ^2}}[2\alpha 4(1\alpha )T(p^2/m^2)`$ $`+4(2\alpha ){\displaystyle \frac{m^2}{p^2}}(1T(p^2/m^2))]`$ $`+`$ $`{\displaystyle \frac{\mathrm{i}}{2}}(\mathit{}\gamma _\mu \gamma _5+\gamma _\mu \gamma _5\mathit{}){\displaystyle \frac{m}{p^2}}{\displaystyle \frac{g^2C_F}{16\pi ^2}}\left[2(1\alpha )\left(1T\left(p^2/m^2\right)\right)\right]`$ $`+`$ $`a{\displaystyle \frac{\mathrm{i}}{2}}(\mathit{}\gamma _\mu \gamma _5+\gamma _\mu \gamma _5\mathit{}){\displaystyle \frac{g^2C_F}{16\pi ^2}}[1.34275+0.85625\alpha 1.71809c_{SW}`$ $`+0.13018c_{SW}^2+c_1^A(13.96522\alpha +0.54301c_{SW}+0.05366c_{SW}^2)`$ $`+\alpha (1+c_1^A)L(ap,am)`$ $`+2(\alpha +c_{SW})T\left(p^2/m^2\right)+2(1\alpha ){\displaystyle \frac{m^2}{m^2+p^2}}`$ $`(14\alpha 2c_1^A+\alpha c_1^A+2c_{SW}){\displaystyle \frac{m^2}{p^2}}(1T(p^2/m^2))]`$ $`+`$ $`am\gamma _\mu \gamma _5{\displaystyle \frac{g^2C_F}{16\pi ^2}}[7.478511.14375\alpha 8.74287c_{SW}+1.38589c_{SW}^2`$ $`+c_1^A(10.92421\alpha 4.44321c_{SW}+0.36162c_{SW}^2)`$ $`+\frac{1}{2}\left(6c_1^A+3+2\alpha 3c_{SW}\right)L(ap,am)`$ $`+(3+6\alpha +(1\alpha )c_1^Ac_{SW})T\left(p^2/m^2\right)4{\displaystyle \frac{m^2}{m^2+p^2}}`$ $`+\frac{1}{2}(136\alpha 2(2\alpha )c_1^Ac_{SW}){\displaystyle \frac{m^2}{p^2}}(1T(p^2/m^2))]`$ $`+`$ $`am{\displaystyle \frac{p_\mu \mathit{}}{p^2}}\gamma _5{\displaystyle \frac{g^2C_F}{16\pi ^2}}[3+4\alpha 2\alpha c_1^A+c_{SW}+4{\displaystyle \frac{m^2}{m^2+p^2}}`$ $`+2(65\alpha 2(1\alpha )c_1^Ac_{SW})T\left(p^2/m^2\right)`$ $`2(136\alpha 2(2\alpha )c_1^Ac_{SW}){\displaystyle \frac{m^2}{p^2}}(1T(p^2/m^2))].`$ In the $`\overline{\mathrm{MS}}`$ scheme we have $`\mathrm{\Lambda }_{\overline{\mathrm{MS}}}^A(p,m_{\overline{\mathrm{MS}}})=\gamma _\mu \gamma _5+\gamma _\mu \gamma _5{\displaystyle \frac{g^2C_F}{16\pi ^2}}[\alpha \alpha \mathrm{ln}\left({\displaystyle \frac{p^2+m_{\overline{\mathrm{MS}}}^2}{\mu ^2}}\right)`$ (130) $`2(1+\alpha )T(p^2/m_{\overline{\mathrm{MS}}}^2)(2\alpha ){\displaystyle \frac{m_{\overline{\mathrm{MS}}}^2}{p^2}}(1T(p^2/m_{\overline{\mathrm{MS}}}^2))]`$ $`+`$ $`{\displaystyle \frac{p_\mu \mathit{}}{p^2}}\gamma _5{\displaystyle \frac{g^2C_F}{16\pi ^2}}[2\alpha 4(1\alpha )T(p^2/m_{\overline{\mathrm{MS}}}^2)`$ $`+4(2\alpha ){\displaystyle \frac{m_{\overline{\mathrm{MS}}}^2}{p^2}}(1T(p^2/m_{\overline{\mathrm{MS}}}^2))]`$ $`+`$ $`{\displaystyle \frac{\mathrm{i}}{2}}(\mathit{}\gamma _\mu \gamma _5+\gamma _\mu \gamma _5\mathit{}){\displaystyle \frac{m_{\overline{\mathrm{MS}}}}{p^2}}{\displaystyle \frac{g^2C_F}{16\pi ^2}}\left[2(1\alpha )\left(1T\left(p^2/m_{\overline{\mathrm{MS}}}^2\right)\right)\right].`$ Again we can define both transverse and longitudinal $`Z^{\mathrm{MOM}}`$, $`{\displaystyle \frac{1}{3}}{\displaystyle \underset{\mu \nu }{}}\left(\delta _{\mu \nu }{\displaystyle \frac{p_\mu p_\nu }{p^2}}\right){\displaystyle \frac{1}{4N_c}}\mathrm{Tr}\left[\gamma _5\gamma _\mu \mathrm{\Lambda }_\nu ^{}\right]`$ $``$ $`{\displaystyle \frac{1}{Z_2^{\mathrm{MOM}}Z_{A_{\mathrm{trans}}}^{\mathrm{MOM}}}},`$ (131) $`{\displaystyle \underset{\mu }{}}{\displaystyle \frac{p_\mu }{p^2}}{\displaystyle \frac{1}{4N_c}}\mathrm{Tr}\left[\gamma _5\mathit{}\mathrm{\Lambda }_\mu ^{}\right]`$ $``$ $`{\displaystyle \frac{1}{Z_2^{\mathrm{MOM}}Z_{A_{\mathrm{long}}}^{\mathrm{MOM}}}}.`$ (132) This gives the MOM scheme renormalisation factors $`Z_{A_{\mathrm{trans}}}^{\mathrm{MOM}}(M^2;0)=1`$ $`+`$ $`{\displaystyle \frac{g^2C_F}{16\pi ^2}}[15.796280.24783c_{SW}+2.25137c_{SW}^2`$ (133) $`+2(1+\alpha )T\left(M^2/m_{}^2\right)`$ $`+2(1\alpha ){\displaystyle \frac{m_{}^2}{M^2}}(1T(M^2/m_{}^2))]+O(a),`$ $`Z_{A_{\mathrm{long}}}^{\mathrm{MOM}}(M^2;0)=1`$ $`+`$ $`{\displaystyle \frac{g^2C_F}{16\pi ^2}}[15.796280.24783c_{SW}+2.25137c_{SW}^2`$ (134) $`+2\alpha +2(3\alpha )T\left(M^2/m_{}^2\right)`$ $`2(3\alpha ){\displaystyle \frac{m_{}^2}{M^2}}(1T(M^2/m_{}^2))]+O(a).`$ ### A.5 Tensor vertex The one-loop expression for the tensor vertex up to $`O(a)`$ is: $`\mathrm{\Lambda }_{\mu \nu }^H(p,m;0,c_1^H)=\sigma _{\mu \nu }\gamma _5ac_1^H{\displaystyle \frac{\mathrm{i}}{2}}(\mathit{}\sigma _{\mu \nu }\gamma _5+\sigma _{\mu \nu }\gamma _5\mathit{})`$ (135) $`+`$ $`\sigma _{\mu \nu }\gamma _5{\displaystyle \frac{g^2C_F}{16\pi ^2}}[4.165681.66446c_{SW}0.57503c_{SW}^2`$ $`c_1^H(16.243766.85531c_{SW}0.58972c_{SW}^2)+(1\alpha )L(ap,am)`$ $`(1\alpha )T(p^2/m^2)+2(1\alpha ){\displaystyle \frac{m^2}{p^2}}(1T(p^2/m^2))]`$ $`+`$ $`\mathrm{i}{\displaystyle \frac{\mathit{}}{p^2}}(\gamma _\nu p_\mu \gamma _\mu p_\nu )\gamma _5{\displaystyle \frac{g^2C_F}{16\pi ^2}}[2(1\alpha )T(p^2/m^2)`$ $`4(1\alpha ){\displaystyle \frac{m^2}{p^2}}(1T(p^2/m^2))]`$ $`+`$ $`{\displaystyle \frac{\mathrm{i}}{2}}(\mathit{}\sigma _{\mu \nu }\gamma _5+\sigma _{\mu \nu }\gamma _5\mathit{}){\displaystyle \frac{m}{p^2}}{\displaystyle \frac{g^2C_F}{16\pi ^2}}\left[4\left(1T\left(p^2/m^2\right)\right)\right]`$ $`+`$ $`a{\displaystyle \frac{\mathrm{i}}{2}}(\mathit{}\sigma _{\mu \nu }\gamma _5+\sigma _{\mu \nu }\gamma _5\mathit{}){\displaystyle \frac{g^2C_F}{16\pi ^2}}[3.66115+1.85625\alpha +0.96286c_{SW}`$ $`+0.42868c_{SW}^2+c_1^H(16.27942\alpha +0.26479c_{SW}0.26155c_{SW}^2)`$ $`+\frac{1}{2}\left(2\alpha c_1^H3+2\alpha +c_{SW}\right)L(ap,am)+(\alpha c_{SW})T\left(p^2/m^2\right)`$ $`+\frac{1}{2}\left(2(4+\alpha )c_1^H194\alpha +3c_{SW}\right){\displaystyle \frac{m^2}{p^2}}\left(1T\left(p^2/m^2\right)\right)`$ $`+4{\displaystyle \frac{m^2}{m^2+p^2}}]`$ $`+`$ $`am\sigma _{\mu \nu }\gamma _5{\displaystyle \frac{g^2C_F}{16\pi ^2}}[7.42480+1.85625\alpha +5.16191c_{SW}0.09170c_{SW}^2`$ $`+c_1^H(17.606632\alpha 7.02465c_{SW}0.24108c_{SW}^2)`$ $`(2\alpha 4c_1^Hc_{SW})L(ap,am)`$ $`+2((1+\alpha )c_1^H\alpha +c_{SW}))T(p^2/m^2)`$ $`(56\alpha 2(1\alpha )c_1^H+c_{SW}){\displaystyle \frac{m^2}{p^2}}(1T(p^2/m^2))]`$ $`+`$ $`\mathrm{i}am{\displaystyle \frac{\mathit{}}{p^2}}(\gamma _\nu p_\mu \gamma _\mu p_\nu )\gamma _5{\displaystyle \frac{g^2C_F}{16\pi ^2}}[3+c_{SW}`$ $`+2\left((1\alpha )c_1^H(32\alpha +c_{SW})\right)T\left(p^2/m^2\right)2(1\alpha ){\displaystyle \frac{m^2}{m^2+p^2}}`$ $`+2(2(1\alpha )c_1^H+56\alpha +c_{SW}){\displaystyle \frac{m^2}{p^2}}(1T(p^2/m^2))].`$ In the $`\overline{\mathrm{MS}}`$ scheme we have $`\mathrm{\Lambda }_{\overline{\mathrm{MS}}}^H(p,m_{\overline{\mathrm{MS}}})=\sigma _{\mu \nu }\gamma _5`$ (136) $`+\sigma _{\mu \nu }\gamma _5{\displaystyle \frac{g^2C_F}{16\pi ^2}}(1\alpha )[\mathrm{ln}\left({\displaystyle \frac{p^2+m_{\overline{\mathrm{MS}}}^2}{\mu ^2}}\right)T(p^2/m_{\overline{\mathrm{MS}}}^2)`$ $`+2{\displaystyle \frac{m_{\overline{\mathrm{MS}}}^2}{p^2}}(1T(p^2/m_{\overline{\mathrm{MS}}}^2))]`$ $`+\mathrm{i}{\displaystyle \frac{\mathit{}}{p^2}}(\gamma _\nu p_\mu \gamma _\mu p_\nu )\gamma _5{\displaystyle \frac{g^2C_F}{16\pi ^2}}(1\alpha )[2T(p^2/m_{\overline{\mathrm{MS}}}^2)`$ $`4{\displaystyle \frac{m_{\overline{\mathrm{MS}}}^2}{p^2}}(1T(p^2/m_{\overline{\mathrm{MS}}}^2))]`$ $`+{\displaystyle \frac{\mathrm{i}}{2}}(\mathit{}\sigma _{\mu \nu }\gamma _5+\sigma _{\mu \nu }\gamma _5\mathit{}){\displaystyle \frac{g^2C_F}{16\pi ^2}}{\displaystyle \frac{m_{\overline{\mathrm{MS}}}}{p^2}}4\left[1T\left(p^2/m_{\overline{\mathrm{MS}}}^2\right)\right].`$ We define $`Z^{\mathrm{MOM}}`$ by $$\frac{1}{12}\underset{\mu \nu }{}\frac{1}{4N_c}\mathrm{Tr}\left[\gamma _5\sigma _{\mu \nu }\mathrm{\Lambda }_{\mu \nu }^{}\right]=\frac{1}{Z_2^{\mathrm{MOM}}Z_H^{\mathrm{MOM}}}$$ (137) at the scale $`p^2=M^2`$, which gives $`Z_H^{\mathrm{MOM}}(M^2;0)=1+{\displaystyle \frac{g^2C_F}{16\pi ^2}}[20.81009+3.91333c_{SW}+1.97230c_{SW}^2`$ (138) $`+\alpha L(aM,am_{})\alpha {\displaystyle \frac{m_{}^2}{M^2}}(1T(M^2/m_{}^2))]+O(a).`$ ### A.6 First unpolarised moment, off-diagonal ($`\mu \nu `$), symmetrised For the one-link operators, we calculate the Green’s functions in the limit $`m^2p^2`$, keeping terms up to first order in $`m`$. This is sufficient to calculate the improvement coefficients. Our improved operator for the first unpolarised moment in the $`\tau _3^{(6)}`$ representation of the hypercubic group is $`𝒪_{\mu \nu }^{\tau _3^{(6)}}`$ $`=`$ (1+amc0)12ψ¯12(γμ D ν+γν D μ)ψ1𝑎𝑚subscript𝑐012¯𝜓12subscript𝛾𝜇subscript D 𝜈subscript𝛾𝜈subscript D 𝜇𝜓\displaystyle\left(1+a\,m\,c_{0}\right)\frac{1}{2}\;\bar{\psi}\frac{1}{2}\left(\gamma_{\mu}\mbox{\parbox[b]{0.0pt}{$D$}\raisebox{7.3194pt}{${\,\scriptstyle{\leftrightarrow}}$}}_{\nu}+\gamma_{\nu}\mbox{\parbox[b]{0.0pt}{$D$}\raisebox{7.3194pt}{${\,\scriptstyle{\leftrightarrow}}$}}_{\mu}\right)\psi (139) +18aic1λψ¯12(σμλ[ D ν, D λ]+σνλ[ D μ, D λ])ψ18𝑎isubscript𝑐1subscript𝜆¯𝜓12subscript𝜎𝜇𝜆subscript D 𝜈subscript D 𝜆subscript𝜎𝜈𝜆subscript D 𝜇subscript D 𝜆𝜓\displaystyle+\frac{1}{8}\,a\,{\rm i}c_{1}\sum_{\lambda}\bar{\psi}\frac{1}{2}\left(\sigma_{\mu\lambda}\left[\mbox{\parbox[b]{0.0pt}{$D$}\raisebox{7.3194pt}{${\,\scriptstyle{\leftrightarrow}}$}}_{\nu},\mbox{\parbox[b]{0.0pt}{$D$}\raisebox{7.3194pt}{${\,\scriptstyle{\leftrightarrow}}$}}_{\lambda}\right]+\sigma_{\nu\lambda}\left[\mbox{\parbox[b]{0.0pt}{$D$}\raisebox{7.3194pt}{${\,\scriptstyle{\leftrightarrow}}$}}_{\mu},\mbox{\parbox[b]{0.0pt}{$D$}\raisebox{7.3194pt}{${\,\scriptstyle{\leftrightarrow}}$}}_{\lambda}\right]\right)\psi 18ac2ψ¯{ D μ, D ν}ψ.18𝑎subscript𝑐2¯𝜓subscript D 𝜇subscript D 𝜈𝜓\displaystyle-\frac{1}{8}\,a\,c_{2}\bar{\psi}\left\{\mbox{\parbox[b]{0.0pt}{$D$}\raisebox{7.3194pt}{${\,\scriptstyle{\leftrightarrow}}$}}_{\mu},\mbox{\parbox[b]{0.0pt}{$D$}\raisebox{7.3194pt}{${\,\scriptstyle{\leftrightarrow}}$}}_{\nu}\right\}\psi\,. The result for the amputated operator Green’s function is: $`\mathrm{\Lambda }^{\tau _3^{(6)}}(p,m;0,c_1,c_2)=\mathrm{i}{\displaystyle \frac{1}{2}}(\gamma _\mu p_\nu +\gamma _\nu p_\mu )+c_2ap_\mu p_\nu `$ (140) $`+`$ $`\mathrm{i}{\displaystyle \frac{1}{2}}(\gamma _\mu p_\nu +\gamma _\nu p_\mu ){\displaystyle \frac{g^2C_F}{16\pi ^2}}[({\displaystyle \frac{8}{3}}\alpha )\mathrm{ln}a^2p^218.80927+3.79201\alpha `$ $`1.62411c_{SW}+0.71900c_{SW}^2+c_1(4.27417+1.08793c_{SW})`$ $`+c_2(9.40584+4.60327c_{SW}+0.46669c_{SW}^2)]`$ $`+`$ $`\mathrm{i}{\displaystyle \frac{p_\mu p_\nu }{p^2}}\mathit{}{\displaystyle \frac{g^2C_F}{16\pi ^2}}\left[{\displaystyle \frac{1}{3}}\alpha \right]m{\displaystyle \frac{p_\mu p_\nu }{p^2}}{\displaystyle \frac{g^2C_F}{16\pi ^2}}\mathrm{\hspace{0.33em}4}`$ $`+`$ $`ap_\mu p_\nu {\displaystyle \frac{g^2C_F}{16\pi ^2}}[(3\alpha {\displaystyle \frac{4}{3}}c_{SW})\mathrm{ln}a^2p^22.80639+1.43576\alpha `$ $`0.49196c_{SW}+0.10443c_{SW}^2`$ $`+c_1\left({\displaystyle \frac{1}{3}}\mathrm{ln}a^2p^2+0.860750.30348c_{SW}\right)`$ $`+c_2(({\displaystyle \frac{4}{3}}\alpha )\mathrm{ln}a^2p^233.31690+4.29201\alpha `$ $`+1.16439c_{SW}+0.04840c_{SW}^2)]`$ $`+`$ $`\mathrm{i}am{\displaystyle \frac{1}{2}}(\gamma _\mu p_\nu +\gamma _\nu p_\mu ){\displaystyle \frac{g^2C_F}{16\pi ^2}}[({\displaystyle \frac{13}{6}}+\alpha +{\displaystyle \frac{1}{2}}c_{SW})\mathrm{ln}a^2p^2`$ $`+1.767842.93576\alpha +2.56080c_{SW}0.92094c_{SW}^2`$ $`+c_1\left(\mathrm{ln}a^2p^22.062610.62935c_{SW}\right)`$ $`+c_2({\displaystyle \frac{11}{3}}\mathrm{ln}a^2p^2+0.56785\alpha 4.93253c_{SW}0.19761c_{SW}^2)]`$ $`+`$ $`am\mathrm{i}{\displaystyle \frac{p_\mu p_\nu }{p^2}}\mathit{}{\displaystyle \frac{g^2C_F}{16\pi ^2}}\left[{\displaystyle \frac{7}{3}}+2\alpha +c_{SW}+c_2({\displaystyle \frac{2}{3}}2\alpha )\right].`$ The contact Green’s function is given by $$C^𝒪(p,m)=\mathrm{\Delta }^𝒪(p,m)S(p,m)+S(p,m)\overline{\mathrm{\Delta }}^𝒪(p,m),$$ (141) where $`\mathrm{\Delta }^{\tau _3^{(6)}}(p,m)=\mathrm{i}{\displaystyle \frac{1}{2}}(\gamma _\mu p_\nu +\gamma _\nu p_\mu )`$ (142) $`+\mathrm{i}{\displaystyle \frac{1}{2}}(\gamma _\mu p_\nu +\gamma _\nu p_\mu ){\displaystyle \frac{g^2C_F}{16\pi ^2}}(\mathrm{ln}a^2p^214.27168{\displaystyle \frac{1}{2}}\alpha +0.19740c_{SW})`$ $`+{\displaystyle \frac{m}{p^2}}{\displaystyle \frac{1}{2}}(\gamma _\mu p_\nu +\gamma _\nu p_\mu )\mathit{}{\displaystyle \frac{g^2C_F}{16\pi ^2}}{\displaystyle \frac{1}{2}}(1+\alpha )`$ $`\overline{\mathrm{\Delta }}^{\tau _3^{(6)}}(p,m)=\mathrm{i}{\displaystyle \frac{1}{2}}(\gamma _\mu p_\nu +\gamma _\nu p_\mu )`$ (143) $`+\mathrm{i}{\displaystyle \frac{1}{2}}(\gamma _\mu p_\nu +\gamma _\nu p_\mu ){\displaystyle \frac{g^2C_F}{16\pi ^2}}(\mathrm{ln}a^2p^214.27168{\displaystyle \frac{1}{2}}\alpha +0.19740c_{SW})`$ $`+{\displaystyle \frac{m}{p^2}}{\displaystyle \frac{1}{2}}\mathit{}(\gamma _\mu p_\nu +\gamma _\nu p_\mu ){\displaystyle \frac{g^2C_F}{16\pi ^2}}{\displaystyle \frac{1}{2}}(1+\alpha ).`$ In the $`\overline{\mathrm{MS}}`$ scheme we have $`\mathrm{\Lambda }_{\overline{\mathrm{MS}}}(p,m_{\overline{\mathrm{MS}}})=\mathrm{i}{\displaystyle \frac{1}{2}}(\gamma _\mu p_\nu +\gamma _\nu p_\mu )`$ (144) $`+\mathrm{i}{\displaystyle \frac{1}{2}}(\gamma _\mu p_\nu +\gamma _\nu p_\mu ){\displaystyle \frac{g^2C_F}{16\pi ^2}}\left[({\displaystyle \frac{8}{3}}\alpha )\mathrm{ln}{\displaystyle \frac{p^2}{\mu ^2}}{\displaystyle \frac{31}{9}}\right]`$ $`+\mathrm{i}{\displaystyle \frac{p_\mu p_\nu }{p^2}}\mathit{}{\displaystyle \frac{g^2C_F}{16\pi ^2}}\left[{\displaystyle \frac{1}{3}}\alpha \right]m{\displaystyle \frac{p_\mu p_\nu }{p^2}}{\displaystyle \frac{g^2C_F}{16\pi ^2}}\mathrm{\hspace{0.33em}4}.`$ ### A.7 First unpolarised moment, diagonal, traceless In the $`\tau _1^{(3)}`$ (i.e. diagonal, traceless) representation of the hypercubic group is $`𝒪_{\mu \nu }^{\tau _1^{(3)}}`$ $`=`$ (1+amc0)12ψ¯12(γμ D μγν D ν)ψ1𝑎𝑚subscript𝑐012¯𝜓12subscript𝛾𝜇subscript D 𝜇subscript𝛾𝜈subscript D 𝜈𝜓\displaystyle\left(1+a\,m\,c_{0}\right)\frac{1}{2}\;\bar{\psi}\frac{1}{2}\left(\gamma_{\mu}\mbox{\parbox[b]{0.0pt}{$D$}\raisebox{7.3194pt}{${\,\scriptstyle{\leftrightarrow}}$}}_{\mu}-\gamma_{\nu}\mbox{\parbox[b]{0.0pt}{$D$}\raisebox{7.3194pt}{${\,\scriptstyle{\leftrightarrow}}$}}_{\nu}\right)\psi (145) +18aic1λψ¯12(σμλ[ D μ, D λ]σνλ[ D ν, D λ])ψ18𝑎isubscript𝑐1subscript𝜆¯𝜓12subscript𝜎𝜇𝜆subscript D 𝜇subscript D 𝜆subscript𝜎𝜈𝜆subscript D 𝜈subscript D 𝜆𝜓\displaystyle+\frac{1}{8}\,a\,{\rm i}c_{1}\sum_{\lambda}\bar{\psi}\frac{1}{2}\left(\sigma_{\mu\lambda}\left[\mbox{\parbox[b]{0.0pt}{$D$}\raisebox{7.3194pt}{${\,\scriptstyle{\leftrightarrow}}$}}_{\mu},\mbox{\parbox[b]{0.0pt}{$D$}\raisebox{7.3194pt}{${\,\scriptstyle{\leftrightarrow}}$}}_{\lambda}\right]-\sigma_{\nu\lambda}\left[\mbox{\parbox[b]{0.0pt}{$D$}\raisebox{7.3194pt}{${\,\scriptstyle{\leftrightarrow}}$}}_{\nu},\mbox{\parbox[b]{0.0pt}{$D$}\raisebox{7.3194pt}{${\,\scriptstyle{\leftrightarrow}}$}}_{\lambda}\right]\right)\psi 18ac2ψ¯( D μ D μ D ν D ν)ψ.18𝑎subscript𝑐2¯𝜓subscript D 𝜇subscript D 𝜇subscript D 𝜈subscript D 𝜈𝜓\displaystyle-\frac{1}{8}\,a\,c_{2}\bar{\psi}\left(\mbox{\parbox[b]{0.0pt}{$D$}\raisebox{7.3194pt}{${\,\scriptstyle{\leftrightarrow}}$}}_{\mu}\mbox{\parbox[b]{0.0pt}{$D$}\raisebox{7.3194pt}{${\,\scriptstyle{\leftrightarrow}}$}}_{\mu}-\mbox{\parbox[b]{0.0pt}{$D$}\raisebox{7.3194pt}{${\,\scriptstyle{\leftrightarrow}}$}}_{\nu}\mbox{\parbox[b]{0.0pt}{$D$}\raisebox{7.3194pt}{${\,\scriptstyle{\leftrightarrow}}$}}_{\nu}\right)\psi\,. In this expression, repeated $`\mu `$ and $`\nu `$ indices are not summed over: $`\mathrm{\Lambda }^{\tau _1^{(3)}}(p,m;0,c_1,c_2)=\mathrm{i}{\displaystyle \frac{1}{2}}(\gamma _\mu p_\mu \gamma _\nu p_\nu )+c_2a{\displaystyle \frac{1}{2}}(p_\mu p_\mu p_\nu p_\nu )`$ (146) $`+`$ $`\mathrm{i}{\displaystyle \frac{1}{2}}(\gamma _\mu p_\mu \gamma _\nu p_\nu ){\displaystyle \frac{g^2C_F}{16\pi ^2}}[({\displaystyle \frac{8}{3}}\alpha )\mathrm{ln}a^2p^217.52702+3.79201\alpha `$ $`1.72093c_{SW}+0.35754c_{SW}^2+c_1(4.27417+1.08793c_{SW})`$ $`+c_2(6.67330+4.53710c_{SW}+0.44621c_{SW}^2)]`$ $`+`$ $`\mathrm{i}{\displaystyle \frac{1}{2}}{\displaystyle \frac{(p_\mu p_\mu p_\nu p_\nu )}{p^2}}\mathit{}{\displaystyle \frac{g^2C_F}{16\pi ^2}}\left[{\displaystyle \frac{1}{3}}\alpha \right]m{\displaystyle \frac{1}{2}}{\displaystyle \frac{(p_\mu p_\mu p_\nu p_\nu )}{p^2}}{\displaystyle \frac{g^2C_F}{16\pi ^2}}\mathrm{\hspace{0.33em}4}`$ $`+`$ $`a{\displaystyle \frac{1}{2}}(p_\mu p_\mu p_\nu p_\nu ){\displaystyle \frac{g^2C_F}{16\pi ^2}}[(3\alpha {\displaystyle \frac{4}{3}}c_{SW})\mathrm{ln}a^2p^2`$ $`4.58870+1.43576\alpha +1.14260c_{SW}0.07987c_{SW}^2`$ $`+c_1\left({\displaystyle \frac{1}{3}}\mathrm{ln}a^2p^2+1.88483+1.45305c_{SW}\right)`$ $`+c_2(({\displaystyle \frac{4}{3}}\alpha )\mathrm{ln}a^2p^235.68903+4.29200\alpha `$ $`+0.97769c_{SW}0.04918c_{SW}^2)]`$ $`+`$ $`\mathrm{i}am{\displaystyle \frac{1}{2}}(\gamma _\mu p_\mu \gamma _\nu p_\nu ){\displaystyle \frac{g^2C_F}{16\pi ^2}}[({\displaystyle \frac{13}{6}}+\alpha +{\displaystyle \frac{1}{2}}c_{SW})\mathrm{ln}a^2p^2`$ $`+1.001082.93576\alpha +2.62151c_{SW}0.74162c_{SW}^2`$ $`+c_1\left(\mathrm{ln}a^2p^22.062610.62935c_{SW}\right)`$ $`+c_2({\displaystyle \frac{11}{3}}\mathrm{ln}a^2p^2+0.38293\alpha 4.95277c_{SW}0.20168c_{SW}^2)]`$ $`+`$ $`am\mathrm{i}{\displaystyle \frac{1}{2}}{\displaystyle \frac{(p_\mu p_\mu p_\nu p_\nu )}{p^2}}\mathit{}{\displaystyle \frac{g^2C_F}{16\pi ^2}}\left[{\displaystyle \frac{7}{3}}+2\alpha +c_{SW}+c_2({\displaystyle \frac{2}{3}}2\alpha )\right].`$ The contact Green’s function is given by $$C^𝒪(p,m)=\mathrm{\Delta }^𝒪(p,m)S(p,m)+S(p,m)\overline{\mathrm{\Delta }}^𝒪(p,m),$$ (147) where $`\mathrm{\Delta }^{\tau _1^{(3)}}=\mathrm{i}{\displaystyle \frac{1}{2}}(\gamma _\mu p_\mu \gamma _\nu p_\nu )`$ (148) $`+\mathrm{i}{\displaystyle \frac{1}{2}}(\gamma _\mu p_\mu \gamma _\nu p_\nu ){\displaystyle \frac{g^2C_F}{16\pi ^2}}(\mathrm{ln}a^2p^214.27168{\displaystyle \frac{1}{2}}\alpha +0.19740c_{SW})`$ $`+{\displaystyle \frac{m}{p^2}}(\gamma _\mu p_\mu \gamma _\nu p_\nu )\mathit{}{\displaystyle \frac{g^2C_F}{16\pi ^2}}{\displaystyle \frac{1}{2}}(1+\alpha )`$ $`\overline{\mathrm{\Delta }}^{\tau _1^{(3)}}(p,m)=\mathrm{i}{\displaystyle \frac{1}{2}}(\gamma _\mu p_\mu \gamma _\nu p_\nu )`$ (149) $`+\mathrm{i}(\gamma _\mu p_\mu \gamma _\nu p_\nu ){\displaystyle \frac{g^2C_F}{16\pi ^2}}(\mathrm{ln}a^2p^214.27168{\displaystyle \frac{1}{2}}\alpha +0.19740c_{SW})`$ $`+{\displaystyle \frac{m}{p^2}}\mathit{}{\displaystyle \frac{1}{2}}(\gamma _\mu p_\mu \gamma _\nu p_\nu ){\displaystyle \frac{g^2C_F}{16\pi ^2}}{\displaystyle \frac{1}{2}}(1+\alpha ).`$ In the $`\overline{\mathrm{MS}}`$ scheme we have $`\mathrm{\Lambda }_{\overline{\mathrm{MS}}}(p,m_{\overline{\mathrm{MS}}})=\mathrm{i}{\displaystyle \frac{1}{2}}(\gamma _\mu p_\mu \gamma _\nu p_\nu )`$ (150) $`+\mathrm{i}{\displaystyle \frac{1}{2}}(\gamma _\mu p_\mu \gamma _\nu p_\nu ){\displaystyle \frac{g^2C_F}{16\pi ^2}}\left[({\displaystyle \frac{8}{3}}\alpha )\mathrm{ln}{\displaystyle \frac{p^2}{\mu ^2}}{\displaystyle \frac{31}{9}}\right]`$ $`+\mathrm{i}{\displaystyle \frac{1}{2}}{\displaystyle \frac{(p_\mu p_\mu p_\nu p_\nu )}{p^2}}\mathit{}{\displaystyle \frac{g^2C_F}{16\pi ^2}}\left[{\displaystyle \frac{1}{3}}\alpha \right]`$ $`m{\displaystyle \frac{1}{2}}{\displaystyle \frac{(p_\mu p_\mu p_\nu p_\nu )}{p^2}}{\displaystyle \frac{g^2C_F}{16\pi ^2}}\mathrm{\hspace{0.33em}4}.`$ ### A.8 First polarised moment, off-diagonal ($`\mu \nu `$), symmetrised For the $`\tau _4^{(6)}`$ representation we use the operator $`𝒪_{\mu \nu }^{\tau _4^{(6)}}`$ $`=`$ (1+amc0)12ψ¯12(γμγ5 D ν+γνγ5 D μ)ψ1𝑎𝑚subscript𝑐012¯𝜓12subscript𝛾𝜇subscript𝛾5subscript D 𝜈subscript𝛾𝜈subscript𝛾5subscript D 𝜇𝜓\displaystyle\left(1+a\,m\,c_{0}\right)\frac{1}{2}\;\bar{\psi}\frac{1}{2}\left(\gamma_{\mu}\gamma_{5}\mbox{\parbox[b]{0.0pt}{$D$}\raisebox{7.3194pt}{${\,\scriptstyle{\leftrightarrow}}$}}_{\nu}+\gamma_{\nu}\gamma_{5}\mbox{\parbox[b]{0.0pt}{$D$}\raisebox{7.3194pt}{${\,\scriptstyle{\leftrightarrow}}$}}_{\mu}\right)\psi (151) 14iac1ψ¯σμνγ512( D ν2 D μ2)ψ14i𝑎subscript𝑐1¯𝜓subscript𝜎𝜇𝜈subscript𝛾512superscriptsubscript D 𝜈2superscriptsubscript D 𝜇2𝜓\displaystyle-\frac{1}{4}\,{\rm i}a\,c_{1}\,\bar{\psi}\sigma_{\mu\nu}\gamma_{5}\frac{1}{2}\left(\mbox{\parbox[b]{0.0pt}{$D$}\raisebox{7.3194pt}{${\,\scriptstyle{\leftrightarrow}}$}}_{\nu}^{2}-\mbox{\parbox[b]{0.0pt}{$D$}\raisebox{7.3194pt}{${\,\scriptstyle{\leftrightarrow}}$}}_{\mu}^{2}\right)\psi 18aic2λμ,νψ¯12(σμλγ5{ D λ, D ν}+σνλγ5{ D λ, D μ})ψ.18𝑎isubscript𝑐2subscript𝜆𝜇𝜈¯𝜓12subscript𝜎𝜇𝜆subscript𝛾5subscript D 𝜆subscript D 𝜈subscript𝜎𝜈𝜆subscript𝛾5subscript D 𝜆subscript D 𝜇𝜓\displaystyle-\frac{1}{8}\,a\,{\rm i}\,c_{2}\,\sum_{\lambda\neq\mu,\nu}\bar{\psi}\frac{1}{2}\left(\sigma_{\mu\lambda}\gamma_{5}\left\{\mbox{\parbox[b]{0.0pt}{$D$}\raisebox{7.3194pt}{${\,\scriptstyle{\leftrightarrow}}$}}_{\lambda},\mbox{\parbox[b]{0.0pt}{$D$}\raisebox{7.3194pt}{${\,\scriptstyle{\leftrightarrow}}$}}_{\nu}\right\}+\sigma_{\nu\lambda}\gamma_{5}\left\{\mbox{\parbox[b]{0.0pt}{$D$}\raisebox{7.3194pt}{${\,\scriptstyle{\leftrightarrow}}$}}_{\lambda},\mbox{\parbox[b]{0.0pt}{$D$}\raisebox{7.3194pt}{${\,\scriptstyle{\leftrightarrow}}$}}_{\mu}\right\}\right)\psi\;. Repeated $`\mu `$ or $`\nu `$ indices are not summed over. The amputated Green’s function is: $`\mathrm{\Lambda }^{\tau _4^{(6)}}(p,m;0,c_1,c_2)=\mathrm{i}{\displaystyle \frac{1}{2}}(\gamma _\mu \gamma _5p_\nu +\gamma _\nu \gamma _5p_\mu )`$ (152) $`+`$ $`c_1a\mathrm{i}{\displaystyle \frac{1}{2}}\sigma _{\mu \nu }\gamma _5(p_\nu p_\nu p_\mu p_\mu )+c_2a\mathrm{i}{\displaystyle \frac{1}{2}}{\displaystyle \underset{\lambda \mu ,\nu }{}}(\sigma _{\mu \lambda }\gamma _5p_\nu p_\lambda +\sigma _{\nu \lambda }\gamma _5p_\mu p_\lambda )`$ $`+`$ $`\mathrm{i}{\displaystyle \frac{1}{2}}(\gamma _\mu \gamma _5p_\nu +\gamma _\nu \gamma _5p_\mu ){\displaystyle \frac{g^2C_F}{16\pi ^2}}[({\displaystyle \frac{8}{3}}\alpha )\mathrm{ln}a^2p^2`$ $`19.74374+3.79201\alpha +0.88956c_{SW}0.49529c_{SW}^2`$ $`+c_1(5.61603+4.10778c_{SW}0.26315c_{SW}^2)`$ $`+c_2(8.29791+4.21724c_{SW}0.49384c_{SW}^2)]`$ $`+`$ $`\mathrm{i}{\displaystyle \frac{p_\mu p_\nu }{p^2}}\mathit{}\gamma _5{\displaystyle \frac{g^2C_F}{16\pi ^2}}\left[{\displaystyle \frac{1}{3}}\alpha \right]`$ $`+`$ $`a\mathrm{i}{\displaystyle \frac{1}{2}}\sigma _{\mu \nu }\gamma _5(p_\nu p_\nu p_\mu p_\mu ){\displaystyle \frac{g^2C_F}{16\pi ^2}}[({\displaystyle \frac{4}{3}}\alpha +{\displaystyle \frac{1}{3}}c_{SW})\mathrm{ln}a^2p^2`$ $`4.96628+2.43576\alpha +0.86287c_{SW}+0.06741c_{SW}^2`$ $`+c_1(({\displaystyle \frac{8}{3}}\alpha )\mathrm{ln}a^2p^234.73952+3.62534\alpha `$ $`0.23227c_{SW}+0.01777c_{SW}^2)`$ $`+c_2({\displaystyle \frac{5}{3}}\mathrm{ln}a^2p^2+2.39179+{\displaystyle \frac{2}{3}}\alpha +0.14576c_{SW}0.00452c_{SW}^2)]`$ $`+`$ $`a\mathrm{i}{\displaystyle \frac{1}{2}}{\displaystyle \underset{\lambda \mu ,\nu }{}}(\sigma _{\mu \lambda }\gamma _5p_\nu p_\lambda +\sigma _{\nu \lambda }\gamma _5p_\mu p_\lambda ){\displaystyle \frac{g^2C_F}{16\pi ^2}}[({\displaystyle \frac{4}{3}}\alpha +{\displaystyle \frac{1}{3}}c_{SW})\mathrm{ln}a^2p^2`$ $`3.13860+2.43576\alpha +0.28852c_{SW}0.00271c_{SW}^2`$ $`+c_1\left({\displaystyle \frac{5}{3}}\mathrm{ln}a^2p^2+1.53155+{\displaystyle \frac{2}{3}}\alpha 0.30307c_{SW}+0.01158c_{SW}^2\right)`$ $`+c_2(({\displaystyle \frac{8}{3}}\alpha )\mathrm{ln}a^2p^232.34394+3.62534\alpha `$ $`0.43312c_{SW}0.03719c_{SW}^2)]`$ $`+`$ $`\mathrm{i}{\displaystyle \frac{m}{p^2}}{\displaystyle \frac{1}{2}}{\displaystyle \underset{\lambda }{}}\left(\sigma _{\mu \lambda }\gamma _5p_\nu p_\lambda +\sigma _{\nu \lambda }\gamma _5p_\mu p_\lambda \right){\displaystyle \frac{g^2C_F}{16\pi ^2}}\left[2+2\alpha \right]`$ $`+`$ $`\mathrm{i}am{\displaystyle \frac{1}{2}}(\gamma _\mu \gamma _5p_\nu +\gamma _\nu \gamma _5p_\mu ){\displaystyle \frac{g^2C_F}{16\pi ^2}}[({\displaystyle \frac{1}{2}}+\alpha {\displaystyle \frac{7}{6}}c_{SW})\mathrm{ln}a^2p^2`$ $`+4.773283.93576\alpha 1.36644c_{SW}+1.05432c_{SW}^2`$ $`+c_1\left({\displaystyle \frac{7}{3}}\mathrm{ln}a^2p^22.30755{\displaystyle \frac{1}{3}}\alpha 2.28022c_{SW}+0.07834c_{SW}^2\right)`$ $`+c_2({\displaystyle \frac{7}{3}}\mathrm{ln}a^2p^2+0.38901{\displaystyle \frac{5}{3}}\alpha 2.29812c_{SW}+0.21844c_{SW}^2)]`$ $`+`$ $`am\mathrm{i}{\displaystyle \frac{p_\mu p_\nu }{p^2}}\mathit{}\gamma _5{\displaystyle \frac{g^2C_F}{16\pi ^2}}\left[1+2\alpha +{\displaystyle \frac{1}{3}}c_{SW}{\displaystyle \frac{2}{3}}(c_1+c_2)\right]`$ $`+`$ $`a\mathrm{i}{\displaystyle \frac{1}{2}}{\displaystyle \frac{m}{p^2}}\left(\gamma _\mu \gamma _5p_\nu ^3+\gamma _\nu \gamma _5p_\mu ^3\right){\displaystyle \frac{g^2C_F}{16\pi ^2}}(c_1c_2)\left[{\displaystyle \frac{8}{3}}{\displaystyle \frac{4}{3}}\alpha \right].`$ The contact Green’s function is given by $$C^𝒪(p,m)=\mathrm{\Delta }^𝒪(p,m)S(p,m)+S(p,m)\overline{\mathrm{\Delta }}^𝒪(p,m),$$ (153) where $`\mathrm{\Delta }^{\tau _4^{(6)}}(p,m)=\mathrm{i}{\displaystyle \frac{1}{2}}(\gamma _\mu \gamma _5p_\nu +\gamma _\nu \gamma _5p_\mu )`$ (154) $`+\mathrm{i}{\displaystyle \frac{1}{2}}(\gamma _\mu \gamma _5p_\nu +\gamma _\nu \gamma _5p_\mu ){\displaystyle \frac{g^2C_F}{16\pi ^2}}(\mathrm{ln}a^2p^214.27168{\displaystyle \frac{1}{2}}\alpha +0.19740c_{SW})`$ $`+{\displaystyle \frac{m}{p^2}}{\displaystyle \frac{1}{2}}(\gamma _\mu \gamma _5p_\nu +\gamma _\nu \gamma _5p_\mu )\mathit{}{\displaystyle \frac{g^2C_F}{16\pi ^2}}{\displaystyle \frac{1}{2}}(1+\alpha ),`$ $`\overline{\mathrm{\Delta }}^{\tau _4^{(6)}}(p,m)=\mathrm{i}{\displaystyle \frac{1}{2}}(\gamma _\mu \gamma _5p_\nu +\gamma _\nu \gamma _5p_\mu )`$ (155) $`+\mathrm{i}{\displaystyle \frac{1}{2}}(\gamma _\mu \gamma _5p_\nu +\gamma _\nu \gamma _5p_\mu ){\displaystyle \frac{g^2C_F}{16\pi ^2}}(\mathrm{ln}a^2p^214.27168{\displaystyle \frac{1}{2}}\alpha +0.19740c_{SW})`$ $`+{\displaystyle \frac{m}{p^2}}{\displaystyle \frac{1}{2}}\mathit{}(\gamma _\mu \gamma _5p_\nu +\gamma _\nu \gamma _5p_\mu ){\displaystyle \frac{g^2C_F}{16\pi ^2}}{\displaystyle \frac{1}{2}}(1+\alpha ).`$ In the $`\overline{\mathrm{MS}}`$ scheme we have $`\mathrm{\Lambda }_{\overline{\mathrm{MS}}}(p,m_{\overline{\mathrm{MS}}})=\mathrm{i}{\displaystyle \frac{1}{2}}(\gamma _\mu \gamma _5p_\nu +\gamma _\nu \gamma _5p_\mu )`$ (156) $`+\mathrm{i}{\displaystyle \frac{1}{2}}(\gamma _\mu \gamma _5p_\nu +\gamma _\nu \gamma _5p_\mu ){\displaystyle \frac{g^2C_F}{16\pi ^2}}\left[({\displaystyle \frac{8}{3}}\alpha )\mathrm{ln}{\displaystyle \frac{p^2}{\mu ^2}}{\displaystyle \frac{31}{9}}\right]`$ $`+\mathrm{i}{\displaystyle \frac{p_\mu p_\nu }{p^2}}\mathit{}\gamma _5{\displaystyle \frac{g^2C_F}{16\pi ^2}}\left[{\displaystyle \frac{1}{3}}\alpha \right]`$ $`+\mathrm{i}{\displaystyle \frac{1}{2}}{\displaystyle \frac{m}{p^2}}{\displaystyle \underset{\lambda }{}}\left(\sigma _{\mu \lambda }\gamma _5p_\nu p_\lambda +\sigma _{\nu \lambda }\gamma _5p_\mu p_\lambda \right){\displaystyle \frac{g^2C_F}{16\pi ^2}}\left[2+2\alpha \right].`$ ### A.9 First polarised moment, diagonal, traceless For the $`\tau _4^{(3)}`$ representation we use the operator $`𝒪_{\mu \nu }^{\tau _4^{(3)}}`$ $`=`$ (1+amc0)12ψ¯12(γμγ5 D μγνγ5 D ν)ψ1𝑎𝑚subscript𝑐012¯𝜓12subscript𝛾𝜇subscript𝛾5subscript D 𝜇subscript𝛾𝜈subscript𝛾5subscript D 𝜈𝜓\displaystyle\left(1+a\,m\,c_{0}\right)\frac{1}{2}\;\bar{\psi}\frac{1}{2}\left(\gamma_{\mu}\gamma_{5}\mbox{\parbox[b]{0.0pt}{$D$}\raisebox{7.3194pt}{${\,\scriptstyle{\leftrightarrow}}$}}_{\mu}-\gamma_{\nu}\gamma_{5}\mbox{\parbox[b]{0.0pt}{$D$}\raisebox{7.3194pt}{${\,\scriptstyle{\leftrightarrow}}$}}_{\nu}\right)\psi (157) 18aic1λψ¯12(σμλγ5{ D λ, D μ}σνλγ5{ D λ, D ν})ψ.18𝑎isubscript𝑐1subscript𝜆¯𝜓12subscript𝜎𝜇𝜆subscript𝛾5subscript D 𝜆subscript D 𝜇subscript𝜎𝜈𝜆subscript𝛾5subscript D 𝜆subscript D 𝜈𝜓\displaystyle-\frac{1}{8}\,a\,{\rm i}\,c_{1}\,\sum_{\lambda}\bar{\psi}\frac{1}{2}\left(\sigma_{\mu\lambda}\gamma_{5}\left\{\mbox{\parbox[b]{0.0pt}{$D$}\raisebox{7.3194pt}{${\,\scriptstyle{\leftrightarrow}}$}}_{\lambda},\mbox{\parbox[b]{0.0pt}{$D$}\raisebox{7.3194pt}{${\,\scriptstyle{\leftrightarrow}}$}}_{\mu}\right\}-\sigma_{\nu\lambda}\gamma_{5}\left\{\mbox{\parbox[b]{0.0pt}{$D$}\raisebox{7.3194pt}{${\,\scriptstyle{\leftrightarrow}}$}}_{\lambda},\mbox{\parbox[b]{0.0pt}{$D$}\raisebox{7.3194pt}{${\,\scriptstyle{\leftrightarrow}}$}}_{\nu}\right\}\right)\psi\;. Repeated $`\mu `$ or $`\nu `$ indices are not summed over. The operator vertex is: $`\mathrm{\Lambda }^{\tau _4^{(3)}}(p,m;0,c_1)=\mathrm{i}{\displaystyle \frac{1}{2}}(\gamma _\mu \gamma _5p_\mu \gamma _\nu \gamma _5p_\nu )`$ (158) $`+`$ $`c_1a\mathrm{i}{\displaystyle \frac{1}{2}}{\displaystyle \underset{\lambda }{}}(\sigma _{\mu \lambda }\gamma _5p_\mu p_\lambda \sigma _{\nu \lambda }\gamma _5p_\nu p_\lambda )`$ $`+`$ $`\mathrm{i}{\displaystyle \frac{1}{2}}(\gamma _\mu \gamma _5p_\mu \gamma _\nu \gamma _5p_\nu ){\displaystyle \frac{g^2C_F}{16\pi ^2}}[({\displaystyle \frac{8}{3}}\alpha )\mathrm{ln}a^2p^2`$ $`19.92148+3.79201\alpha +0.99934c_{SW}0.60077c_{SW}^2`$ $`+c_1(15.31376+8.54773c_{SW}0.26036c_{SW}^2)]`$ $`+`$ $`\mathrm{i}{\displaystyle \frac{1}{2}}{\displaystyle \frac{(p_\mu ^2p_\nu ^2)}{p^2}}\mathit{}\gamma _5{\displaystyle \frac{g^2C_F}{16\pi ^2}}\left[{\displaystyle \frac{1}{3}}\alpha \right]`$ $`+`$ $`a\mathrm{i}{\displaystyle \frac{1}{2}}{\displaystyle \underset{\lambda }{}}(\sigma _{\mu \lambda }\gamma _5p_\mu p_\lambda \sigma _{\nu \lambda }\gamma _5p_\nu p_\lambda ){\displaystyle \frac{g^2C_F}{16\pi ^2}}[({\displaystyle \frac{4}{3}}\alpha +{\displaystyle \frac{1}{3}}c_{SW})\mathrm{ln}a^2p^2`$ $`2.72696+2.43576\alpha +0.35052c_{SW}0.127617c_{SW}^2`$ $`+c_1((1\alpha )\mathrm{ln}a^2p^230.32684+4.29201\alpha `$ $`0.64293c_{SW}0.00597c_{SW}^2)]`$ $`+`$ $`\mathrm{i}{\displaystyle \frac{1}{2}}{\displaystyle \frac{m}{p^2}}{\displaystyle \underset{\lambda }{}}\left(\sigma _{\mu \lambda }\gamma _5p_\mu p_\lambda \sigma _{\nu \lambda }\gamma _5p_\nu p_\lambda \right){\displaystyle \frac{g^2C_F}{16\pi ^2}}\left[2+2\alpha \right]`$ $`+`$ $`am\mathrm{i}{\displaystyle \frac{1}{2}}(\gamma _\mu \gamma _5p_\mu \gamma _\nu \gamma _5p_\nu ){\displaystyle \frac{g^2C_F}{16\pi ^2}}[({\displaystyle \frac{1}{2}}+\alpha {\displaystyle \frac{7}{6}}c_{SW})\mathrm{ln}a^2p^2`$ $`+3.944293.93576\alpha 1.41190c_{SW}+0.90653c_{SW}^2`$ $`+c_1({\displaystyle \frac{14}{3}}\mathrm{ln}a^2p^22.330152\alpha 4.68331c_{SW}0.03571c_{SW}^2)]`$ $`+`$ $`am\mathrm{i}{\displaystyle \frac{1}{2}}{\displaystyle \frac{(p_\mu ^2p_\nu ^2)}{p^2}}\mathit{}\gamma _5{\displaystyle \frac{g^2C_F}{16\pi ^2}}\left[1+2\alpha +{\displaystyle \frac{1}{3}}c_{SW}{\displaystyle \frac{4}{3}}c_1\right].`$ The contact Green’s function is given by $$C^𝒪(p,m)=\mathrm{\Delta }^𝒪(p,m)S(p,m)+S(p,m)\overline{\mathrm{\Delta }}^𝒪(p,m),$$ (159) where $`\mathrm{\Delta }^{\tau _4^{(3)}}(p,m)=\mathrm{i}{\displaystyle \frac{1}{2}}(\gamma _\mu \gamma _5p_\mu \gamma _\nu \gamma _5p_\nu )`$ (160) $`+\mathrm{i}{\displaystyle \frac{1}{2}}(\gamma _\mu \gamma _5p_\mu \gamma _\nu \gamma _5p_\nu ){\displaystyle \frac{g^2C_F}{16\pi ^2}}(\mathrm{ln}a^2p^214.27168{\displaystyle \frac{1}{2}}\alpha +0.19740c_{SW})`$ $`+{\displaystyle \frac{m}{p^2}}{\displaystyle \frac{1}{2}}(\gamma _\mu \gamma _5p_\mu \gamma _\nu \gamma _5p_\nu )\mathit{}{\displaystyle \frac{g^2C_F}{16\pi ^2}}{\displaystyle \frac{1}{2}}(1+\alpha ),`$ $`\overline{\mathrm{\Delta }}^{\tau _4^{(3)}}(p,m)=\mathrm{i}{\displaystyle \frac{1}{2}}(\gamma _\mu \gamma _5p_\mu \gamma _\nu \gamma _5p_\nu )`$ (161) $`+\mathrm{i}{\displaystyle \frac{1}{2}}(\gamma _\mu \gamma _5p_\mu \gamma _\nu \gamma _5p_\nu ){\displaystyle \frac{g^2C_F}{16\pi ^2}}(\mathrm{ln}a^2p^214.27168{\displaystyle \frac{1}{2}}\alpha +0.19740c_{SW})`$ $`+{\displaystyle \frac{m}{p^2}}{\displaystyle \frac{1}{2}}\mathit{}(\gamma _\mu \gamma _5p_\mu \gamma _\nu \gamma _5p_\nu ){\displaystyle \frac{g^2C_F}{16\pi ^2}}{\displaystyle \frac{1}{2}}(1+\alpha ).`$ In the $`\overline{\mathrm{MS}}`$ scheme we have $`\mathrm{\Lambda }_{\overline{\mathrm{MS}}}(p,m_{\overline{\mathrm{MS}}})=\mathrm{i}{\displaystyle \frac{1}{2}}(\gamma _\mu \gamma _5p_\mu \gamma _\nu \gamma _5p_\nu )`$ (162) $`+\mathrm{i}{\displaystyle \frac{1}{2}}(\gamma _\mu \gamma _5p_\mu \gamma _\nu \gamma _5p_\nu ){\displaystyle \frac{g^2C_F}{16\pi ^2}}\left[({\displaystyle \frac{8}{3}}\alpha )\mathrm{ln}{\displaystyle \frac{p^2}{\mu ^2}}{\displaystyle \frac{31}{9}}\right]`$ $`+\mathrm{i}{\displaystyle \frac{1}{2}}{\displaystyle \frac{(p_\mu ^2p_\nu ^2)}{p^2}}\mathit{}\gamma _5{\displaystyle \frac{g^2C_F}{16\pi ^2}}\left[{\displaystyle \frac{1}{3}}\alpha \right]`$ $`+\mathrm{i}{\displaystyle \frac{1}{2}}{\displaystyle \frac{m}{p^2}}{\displaystyle \underset{\lambda }{}}\left(\sigma _{\mu \lambda }\gamma _5p_\mu p_\lambda \sigma _{\nu \lambda }\gamma _5p_\nu p_\lambda \right){\displaystyle \frac{g^2C_F}{16\pi ^2}}\left[2+2\alpha \right].`$
warning/0007/hep-ex0007052.html	ar5iv	text	# Determination of the 𝐵→𝐷^∗⁢ℓ⁢𝜈 Decay Width and \|𝑉_{𝑐⁢𝑏}\| ## I Introduction The CKM matrix element $`\|V_{cb}\|`$ sets the length of the base of the famous unitarity triangle. One strategy for determining $`\|V_{cb}\|`$ uses the decay $`BD^{}\mathrm{}\nu `$. The rate for this decay, however, depends not only on $`\|V_{cb}\|`$ and well-known weak decay physics, but also on strong interaction effects, which are parametrized by form factors. These effects are notoriously difficult to quantify, but Heavy Quark Effective Theory (HQET) offers a method for calculating them at the kinematic point at which the final state $`D^{}`$ is at rest with respect to the initial $`B`$ meson ($`w=v_D^{}v_B=1`$, and is the relativistic boost $`\gamma `$ of the $`D^{}`$ in the $`B`$ rest frame). In this analysis, we take advantage of this information: we measure $`d\mathrm{\Gamma }/dw`$ for these decays, and extrapolate to obtain the rate at $`w=1`$. The rate at this point is proportional to $`[\|V_{cb}\|F(1)]^2`$ where $`F(w)`$ is the form factor. Combined with the theoretical results, this gives $`\|V_{cb}\|`$. The analysis uses $`B^0D^+\mathrm{}\nu `$ decays and their charge conjugates (charge conjugates are implied throughout this paper). We divide the reconstructed events into bins of $`w`$. In each bin we extract the yield of $`D^{}\mathrm{}\nu `$ decays using a fit to the distribution $`\mathrm{cos}\theta _{BD^{}\mathrm{}}`$, where $$\mathrm{cos}\theta _{BD^{}\mathrm{}}=\frac{2E_BE_D^{}\mathrm{}m_B^2m_D^{}\mathrm{}^2}{2\|𝐩_B\|\|𝐩_D^{}\mathrm{}\|}.$$ (1) The angle $`\mathrm{cos}\theta _{BD^{}\mathrm{}}`$ is thus the reconstructed angle between the $`D^{}`$-lepton combination and the $`B`$ meson, computed with the assumption that the only missing mass is that of the neutrino. This distribution distinguishes $`BD^{}\mathrm{}\nu `$ decays from decays such as $`BD^{}\mathrm{}\nu `$, since $`D^{}\mathrm{}\nu `$ decays are concentrated in the physical region, $`1\mathrm{cos}\theta _{BD^{}\mathrm{}}<1`$, while the larger missing mass of the $`D^{}\mathrm{}\nu `$ decays allows them to populate $`\mathrm{cos}\theta _{BD^{}\mathrm{}}<1`$. Given the $`D^{}\mathrm{}\nu `$ yields as a function of $`w`$, we fit for a parameter describing the form factor and the normalization at $`w=1`$. This normalization is proportional to the product $`[\|V_{cb}\|F(1)]^2`$. ## II Event Samples We do our analysis with 3.33 million $`B\overline{B}`$ events (3.1 $`\mathrm{fb}^1`$) produced on the $`\mathrm{{\rm Y}}(4S)`$ resonance at the Cornell Electron Storage Ring and detected in the CLEO II detector . In addition, the analysis uses a sample of 1.6 $`\mathrm{fb}^1`$ of data collected slightly below the $`\mathrm{{\rm Y}}(4S)`$ resonance for the purpose of subtracting continuum backgrounds. The analysis uses events from a GEANT-based Monte Carlo simulation to provide the distribution of $`D^{}\mathrm{}\nu `$ events in $`\mathrm{cos}\theta _{BD^{}\mathrm{}}`$ and to provide information on some backgrounds. In the simulation, $`D^{}\mathrm{}\nu `$ decays are modeled using a linear form factor (for $`h_{A_1}(w)`$) with the parameters measured in a previous CLEO analysis . The signal includes events with final state radiation as modeled by PHOTOS . We simulate other form factors by reweighting this sample. Non-resonant $`BD^{}\pi \mathrm{}\nu `$ decays are modeled using the results of Goity and Roberts , and $`BD^{}\mathrm{}\nu `$ decays are modeled using the ISGW2 form factors. In the following, we refer to $`BD^{}\mathrm{}\nu `$ and non-resonant $`BD^{}\pi \mathrm{}\nu `$ collectively as $`D^{}X\mathrm{}\nu `$ decays. ## III Event Reconstruction We use the decay chain $`D^+D^0\pi ^+`$ followed by $`D^0K^{}\pi ^+`$. We first combine kaon and pion candidates in hadronic events to form $`D^0`$ candidates. Signal events lie in the window $`\|m_{K\pi }1.865\|0.020`$ GeV. We then add a slow $`\pi ^+`$ to the $`D^0`$ candidate to form a $`D^+`$. The $`K`$ and $`\pi `$ are fit to a common vertex and then the slow $`\pi `$ and $`D`$ are fit to a second vertex using the beam spot constraint. This second vertex constraint improves the resolution in $`\mathrm{\Delta }m=m_{K\pi \pi }m_{K\pi }`$ by about 20%. We require $`\|\mathrm{\Delta }m0.14544\|0.002`$ GeV. Electrons are identified using the ratio of their energy deposition in the CsI calorimeter to the reconstructed track momentum, the shape of the shower in the calorimeter, and their specific ionization in the drift chamber. Our candidates lie in the momentum range $`0.8<p_e2.4`$ GeV. Muon candidates penetrate two layers of steel in the solenoid return yoke ($`5`$ interaction lengths). Only muons above about 1.4 GeV satisfy this requirement; we therefore demand that they lie in the momentum range $`1.4<p_\mu 2.4`$ GeV. The charge of the lepton must match the charge of the kaon, and be opposite that of the slow pion. Exact reconstruction of $`w`$ requires knowledge of the flight direction of the $`B`$ meson. While this is unknown, our knowledge of $`\mathrm{cos}\theta _{BD^{}\mathrm{}}`$ limits it relative to that of the $`D^{}\mathrm{}`$ combination. We therefore compute $`w`$ using the directions at each end of the range and we then take the average. The typical resolution in $`w`$ is 0.03. We divide our sample into 10 equal bins from 1.0 to 1.51, where the upper bound is just beyond the kinematic limit of 1.504. In a few events, the reconstructed $`w`$ falls outside its kinematic range; we assign these to the first or last bin as appropriate. In the high $`w`$ bins, we suppress background with no loss of signal efficiency by restricting the angle between the $`D^{}`$ and the lepton. ## IV Extracting the $`D^{}\mathrm{}\nu `$ Yields ### A Method At this stage, our sample of candidates contains not only $`D^{}\mathrm{}\nu `$ events, but also $`BD^{}X\mathrm{}\nu `$ decays and various backgrounds. In order to disentangle the $`D^{}\mathrm{}\nu `$ from the $`D^{}X\mathrm{}\nu `$ decays, we use a binned maximum likelihood fit to the $`\mathrm{cos}\theta _{BD^{}\mathrm{}}`$ distribution. In this fit, the normalizations of the various background distributions are fixed and we allow the normalizations of the $`D^{}\mathrm{}\nu `$ and the $`D^{}X\mathrm{}\nu `$ events to float, with the constraint that both normalization be positive (or zero) and that the total event yield matches that of the data. The distributions of the $`D^{}\mathrm{}\nu `$ and $`D^{}X\mathrm{}\nu `$ decays come from our signal Monte Carlo. The backgrounds, and how we obtain their $`\mathrm{cos}\theta _{BD^{}\mathrm{}}`$ distributions and normalizations, are described in the next section. ### B Backgrounds There are several sources of events other than $`BD^{}\mathrm{}\nu `$ and $`BD^{}X\mathrm{}\nu `$. We divide these backgrounds into five classes: continuum, combinatoric, uncorrelated, correlated and fake lepton. #### 1 Continuum Background At the $`\mathrm{{\rm Y}}(4S)`$ we detect not only resonance events, but also non-resonant events such as $`e^+e^{}q\overline{q}`$. This background contributes about 4% of the events within the range $`1<\mathrm{cos}\theta _{BD^{}\mathrm{}}1`$ (the “signal region”). In order to subtract background from this source, CESR runs one-third of the time slightly below the $`\mathrm{{\rm Y}}(4S)`$ resonance. For this continuum background, we use the $`\mathrm{cos}\theta _{BD^{}\mathrm{}}`$ distribution of events in the off-resonance data scaled by the ratio of luminosities and corrected for the small difference in the cross sections at the two center of mass energies. #### 2 Combinatoric Background Combinatoric background events are those in which one or more of the particles in the $`D^{}`$ candidate does not come from a true $`D^{}`$ decay. This background contributes 6% of the events in the signal region. We take the $`\mathrm{cos}\theta _{BD^{}\mathrm{}}`$ distribution of combinatoric background events from the high $`\mathrm{\Delta }m`$ sideband ($`0.155<\mathrm{\Delta }m0.165`$ GeV). Their normalization comes from a fit to the $`\mathrm{\Delta }m`$ distribution in which we assume a background shape of the form $`n(\mathrm{\Delta }mm_\pi )^{1c^2}`$, and vary $`n`$, $`c`$, and the normalization of the signal peak. The lineshape for the peak is taken from Monte Carlo. This fit is shown for a representative $`w`$ bin in Figure 1. #### 3 Uncorrelated background Uncorrelated background, which accounts for approximately 4% of the events in the signal region, arises when the $`D^{}`$ and lepton come from the decays of different $`B`$ mesons. Most of this background consists of a $`D^{}`$ meson combined with a secondary lepton (that is, a lepton from the chain $`bcs\mathrm{}\nu `$) because primary leptons from the other $`B`$ have the wrong charge correlation. Uncorrelated background events can also arise, however, when the $`B^0`$ and $`\overline{B}^0`$ mix or when a $`D^{}`$ from the upper-vertex (that is, from the $`\overline{c}`$ in the decay chain $`bc\overline{c}s`$) is combined with a primary lepton. We obtain the $`\mathrm{cos}\theta _{BD^{}\mathrm{}}`$ distribution of this background by simulating each of the various sources and normalizing each one appropriately. To normalize, we use the inclusive $`D^{}`$ production rate observed in our data, the measured primary and secondary lepton decay rates , the estimated decay rate for modes in the $`BD^{()}D^{}K^{()}`$ family, and the measured $`B^0\overline{B}^0`$ mixing rate . Since the $`\mathrm{cos}\theta _{BD^{}\mathrm{}}`$ distribution depends somewhat on the momentum of the $`D^{}`$, we normalize the $`D^{}`$ sources separately in low and high momentum bins. #### 4 Correlated Background Correlated background events are those in which the $`D^{}`$ and lepton are daughters of the same $`B`$, but the decay was not $`BD^{}\mathrm{}\nu `$ or $`BD^{}X\mathrm{}\nu `$. The most common sources are $`BD^{}\tau \nu `$ followed by leptonic $`\tau `$ decay, and $`BD^{}D_s`$ followed by semileptonic decay of the $`D_s`$. This background accounts for less than 0.5% of the events in the signal region and is provided by Monte Carlo simulation. #### 5 Fake Lepton Background Fake lepton background arises when a hadron is misidentified as a lepton and is then used in our reconstruction. A preliminary study indicates that this background is small, and we ignore it. ### C $`BD^{}\mathrm{}\nu `$ Yields Having obtained the distributions in $`\mathrm{cos}\theta _{BD^{}\mathrm{}}`$ of the signal and background components, we fit for the yield of $`D^+\mathrm{}\nu `$ events in each $`w`$ bin. Two representative fits are shown in Figure 2. The quality of the fits is good, as is agreement between the data and fit distributions outside the fitting region. We summarize the $`D^{}\mathrm{}\nu `$ and $`D^{}X\mathrm{}\nu `$ yields in Figure 3. In order to test the quality of our fit and modeling of the signal and backgrounds, we plot a variety of distributions. Figure 4 shows the $`D^{}`$ energy distribution and the lepton momentum spectrum. We find good agreement between the data and our expectations. ## V The $`\|V_{cb}\|`$ Fit The partial width for $`BD^{}\mathrm{}\nu `$ decays is given by $$\frac{d\mathrm{\Gamma }}{dw}=\frac{G_F^2}{48\pi ^3}(m_Bm_D^{})^2m_D^{}^3\sqrt{w^21}(w+1)^2\left(1+4\left(\frac{w}{w+1}\right)\left(\frac{12wr+r^2}{(1r)^2}\right)\right)\left[\|V_{cb}\|F(w)\right]^2$$ (2) where $`m_B`$ and $`m_D^{}`$ are the $`B`$ and $`D^{}`$ meson masses, $`r=m_D^{}/m_B`$, and the form factor $`F(w)`$ is given by $$F(w)=\sqrt{\frac{\stackrel{~}{H}_0^2+\stackrel{~}{H}_+^2+\stackrel{~}{H}_{}^2}{1+4\left(\frac{w}{w+1}\right)\left(\frac{12wr+r^2}{(1r)^2}\right)}}h_{A_1}(w).$$ (3) The $`\stackrel{~}{H}_i`$ are the helicity form factors and are given by $`\stackrel{~}{H}_0(w)`$ $`=`$ $`1+{\displaystyle \frac{w1}{1r}}(1R_2(w))`$ (4) $`\stackrel{~}{H}_+(w)`$ $`=`$ $`{\displaystyle \frac{\sqrt{12wr+r^2}}{1r}}\left(1\sqrt{{\displaystyle \frac{w1}{w+1}}}R_1(w)\right)`$ (5) $`\stackrel{~}{H}_{}(w)`$ $`=`$ $`{\displaystyle \frac{\sqrt{12wr+r^2}}{1r}}\left(1+\sqrt{{\displaystyle \frac{w1}{w+1}}}R_1(w)\right).`$ (6) The form factor $`h_{A_1}(w)`$ and the form factor ratios $`R_1(w)=h_V(w)/h_{A_1}(w)`$ and $`R_2(w)=(h_{A_3}(w)+rh_{A_2}(w))/h_{A_1}(w)`$ have been studied both experimentally and theoretically. A CLEO analysis measured these form factors under the assumptions that $`h_{A_1}(w)`$ is linear as a function of $`w`$ and that $`R_1`$ and $`R_2`$ are independent of $`w`$. CLEO found $`R_1`$ $`=`$ $`1.18\pm 0.30\pm 0.12,`$ (7) $`R_2`$ $`=`$ $`0.71\pm 0.22\pm 0.07\mathrm{and}`$ (8) $`{\displaystyle \frac{dh_{A_1}}{dw}}(w=1)\rho ^2`$ $`=`$ $`0.91\pm 0.15\pm 0.06`$ (9) with the correlation coefficients $`C(\rho ^2,R_1)=0.60`$, $`C(\rho ^2,R_2)=0.80`$ and $`C(R_1,R_2)=0.82`$. $`R_1(1)`$ and $`R_2(1)`$ have been computed using HQET and QCD sum rules with the results $`R_1(1)=1.27`$ and $`R_2(1)=0.8`$ and estimated errors of $`0.1`$ and $`0.2`$ respectively , in good agreement with the experimental results. $`R_1(w)`$ and $`R_2(w)`$ are expected to vary weakly with $`w`$. Most importantly for this analysis, $`F(1)(=h_{A_1}(1))`$ is relatively well-known, thereby allowing us to disentangle it from $`\|V_{cb}\|`$. We will use $`F(1)=0.913\pm 0.042`$ . Recently, dispersion relations have been used to constrain the shapes of the form factors. Rather than expand the form factor in $`w`$, these analyses expand in the variable $`z=(\sqrt{w+1}\sqrt{2})/(\sqrt{w+1}+\sqrt{2})`$. Ref. obtains the results: $`h_{A_1}(w)`$ $`=`$ $`18\rho ^2z+(53\rho ^215)z^2(231\rho ^291)z^3`$ (10) $`R_1(w)`$ $`=`$ $`R_1(1)0.12(w1)+0.05(w1)^2`$ (11) $`R_2(w)`$ $`=`$ $`R_2(1)+0.11(w1)0.06(w1)^2.`$ (12) In our analysis, we assume that the form factor has the functional form derived from dispersion relations given in Equations 1011 and 12. We fit our yields as a function of $`w`$ for $`F(1)`$$`\|V_{cb}\|`$ and $`\rho ^2`$, keeping $`R_1(1)`$ and $`R_2(1)`$ fixed at their measured values. Our fit minimizes $$\chi ^2=\underset{i=1}{\overset{10}{}}\frac{[N_i^{obs}_{j=1}^{10}ϵ_{ij}N_j]^2}{\sigma _{N_i^{obs}}^2},$$ (13) where $`N_i^{obs}`$ is the yield in the $`i^{\mathrm{th}}`$ $`w`$ bin, $`N_j`$ is the number of decays in the $`j^{\mathrm{th}}`$ $`w`$ bin, and the matrix $`ϵ_{ij}`$ accounts for the reconstruction efficiency and the smearing in $`w`$. Explicitly, $$N_j=4f_{00}N_{\mathrm{{\rm Y}}(4S)}(D^+D^0\pi ^+)(D^0K^{}\pi ^+)\tau _{B^0}_{w_j}𝑑w\frac{d\mathrm{\Gamma }}{dw}$$ (14) where $`\tau _{B^0}`$ is the $`B^0`$ lifetime , $`(D^+D^0\pi ^+)`$ is the $`D^+D^0\pi ^+`$ branching fraction , $`(DK\pi )`$ is the $`D^0K^{}\pi ^+`$ branching fraction , $`N_{\mathrm{{\rm Y}}(4S)}`$ is the number of $`\mathrm{{\rm Y}}(4S)`$ events in the sample, and $`f_{00}`$ represents the $`\mathrm{{\rm Y}}(4S)B^0\overline{B}^0`$ branching fraction . We use the result of Ref. for $`f_{00}`$ as a constraint in the fit. The result of the fit is shown in Figure 5. We find $`\|V_{cb}\|F(1)`$ $`=`$ $`0.0424\pm 0.0018`$ (15) $`\rho ^2`$ $`=`$ $`1.67\pm 0.11\mathrm{and}`$ (16) $`\chi ^2`$ $`=`$ $`3.1/8\mathrm{dof}.`$ (17) with a correlation coefficient between $`\|V_{cb}\|F(1)`$ and $`\rho ^2`$ of 0.90. These parameters give $`\mathrm{\Gamma }=0.0366\pm 0.0018\text{ }\mathrm{ps}^1`$. The quality of the fit is excellent. We note that the slope is higher than that found in the previous CLEO analysis because of the curvature introduced into our form factor. If we use a linear form factor and the same subset of the data, we obtain results compatible with the earlier analysis. ## VI Systematic Uncertainties The systematic uncertainties are summarized in Table I. The dominant systematic uncertainties arise from our background estimations and from our knowledge of the slow pion reconstruction efficiency. ### A Background uncertainties We test our procedure for subtracting combinatoric background by applying it to Monte Carlo simulated events. We assign a systematic error based on the difference between the results obtained using the “true” background and those obtained using the same procedure that we apply to our data. We also include the statistical uncertainty of the study. The main source of uncertainty from the uncorrelated background is the normalization of the various contributions. Of these, the most important is the branching fraction of the $`BD^{()}D^{}K^{()}`$ decays, which we vary by 50%. Smaller effects arise from the primary and secondary lepton rates and from the uncertainty in $`B^0\overline{B}^0`$ mixing. We assess the uncertainty arising from the correlated background by varying the branching fractions of the contributing modes. ### B Slow $`\pi `$ reconstruction uncertainty A major source of uncertainty for the analysis is the efficiency for reconstructing the slow pion from the $`D^{}`$ decay. This efficiency is low near $`w=1`$ and increases rapidly over the next few $`w`$ bins. We have explored the efficiency as a function of the event environment and as a function of hit resolution, hit efficiency, material, and the charge division resolution in one of the inner drift chambers. The last of these is important because very soft tracks often make use of the charge division information for reconstruction of the $`z`$ component (beam direction) of their trajectory. The uncertainty in $`\|V_{cb}\|`$$`F(1)`$ and the decay width are dominated by uncertainties in the amount of material in the inner detector (2.3%) and the drift chamber hit efficiency (0.8%). ### C Other uncertainties The efficiency for identifying electrons has been evaluated using radiative bhabha events embedded in hadronic events, and has an uncertainty of 2.4%. Similarly, the muon identification efficiency has been evaluated using radiative mu-pair events, and has an uncertainty of 1.4%. The total uncertainty in lepton identification, weighted by the electron and muon populations, is 2.1%. Separate electron and muon analyses of our data give consistent results. The $`B^0`$ momentum is measured directly in the data using fully reconstructed hadronic decays, and is known on average with a precision of 0.0016 MeV. Variation of the momentum in our reconstruction slightly alters the $`\mathrm{cos}\theta _{BD^{}\mathrm{}}`$ distribution that we expect for our signal, and it therefore changes the yields obtained from the $`\mathrm{cos}\theta _{BD^{}\mathrm{}}`$ fits. Likewise, CLEO has measured the $`B^0`$ meson mass and when we vary the mass within its measurement error, we find a small effect on the yields. We determine the tracking efficiency uncertainties for the lepton and the $`K`$ and $`\pi `$ forming the $`D^0`$ in the same study used for the slow pion from the $`D^+`$ decay. These uncertainties are confirmed in a study of 1-prong versus 3-prong $`\tau `$ decays. Finally, our analysis requires that we know the $`\mathrm{cos}\theta _{BD^{}\mathrm{}}`$ distribution of the $`D^{}X\mathrm{}\nu `$ contribution. This distribution in turn depends on both the branching fractions of contributing modes and on their form factors. Variation of all of these branching fractions and form factors is not only cumbersome, but out of reach given the poor current knowledge of these modes. Instead, we note that the $`BD^{}\pi \mathrm{}\nu `$ and $`BD_1\mathrm{}\nu `$ modes are the ones with the most extreme $`\mathrm{cos}\theta _{BD^{}\mathrm{}}`$ distributions (the largest mean and the smallest). These distributions are shown in Figure 6. We therefore repeat the analysis, first using pure $`BD^{}\pi \mathrm{}\nu `$ to describe our $`D^{}X\mathrm{}\nu `$ decays and then using pure $`BD_1\mathrm{}\nu `$ to describe these decays, and we take the larger of the two excursions as our systematic error. ### D Sensitivity to $`R_1(1)`$ and $`R_2(1)`$ The form factor ratios $`R_1(1)`$ and $`R_2(1)`$ affect the lepton spectrum and therefore the fraction of events satisfying our 0.8 GeV electron and 1.4 GeV muon momentum requirements. To assess this effect, we vary $`R(1)`$ and $`R(2)`$ within their measurement errors, taking into account the correlation between them. ## VII Conclusions We have fit the $`w`$ distribution of $`BD^{}\mathrm{}\nu `$ decays for the slope of the form factor and $`\|V_{cb}\|F(1)`$. We find $`\|V_{cb}\|F(1)`$ $`=`$ $`0.0424\pm 0.0018\pm 0.0019`$ (18) $`\rho ^2`$ $`=`$ $`1.67\pm 0.11\pm 0.22`$ (19) with a correlation coefficient between $`\|V_{cb}\|F(1)`$ and $`\rho ^2`$ of 0.90. These parameters imply the decay rate $$\mathrm{\Gamma }=0.0366\pm 0.0018\pm 0.0023\text{ }\mathrm{ps}^1.$$ (21) and the branching fraction $$(BD^+\mathrm{}\nu )=(5.66\pm 0.29\pm 0.33)\%.$$ (22) Our result implies $$\|V_{cb}\|=0.0464\pm 0.0020(stat.)\pm 0.0021(syst.)\pm 0.0021(theor.),$$ (23) where we have used $`F(1)=0.913\pm 0.042`$ . This is consistent with previous measurements of $`\|V_{cb}\|`$, but is somewhat higher. The analysis benefits from small backgrounds and good resolution in $`w`$. These results are preliminary. ## VIII Acknowledgements We are indebted to the CESR staff for the superb performance of the accelerator. I.P.J. Shipsey thanks the NYI program of the NSF, M. Selen thanks the PFF program of the NSF, A.H. Mahmood thanks the Texas Advanced Research Program, M. Selen and H. Yamamoto thank the OJI program of DOE, M. Selen and V. Sharma thank the A.P. Sloan Foundation, M. Selen and V. Sharma thank the Research Corporation, F. Blanc thanks the Swiss National Science Foundation, and H. Schwarthoff and E. von Toerne thank the Alexander von Humboldt Stiftung for support. This work was supported by the National Science Foundation, the U.S. Department of Energy, and the Natural Sciences and Engineering Research Council of Canada.
warning/0007/astro-ph0007205.html	ar5iv	text	# Cooling Radiation and the Lyman-alpha Luminosity of Forming Galaxies ## 1 INTRODUCTION Radiative cooling of gas in dark matter potential wells is an essential element of the current theoretical understanding of galaxy formation. As the baryons condense into tightly bound clumps at the centers of these potential wells, they must radiate away the energy that they acquire through compression and shock heating. At first glance, it appears that this radiation must be negligible compared to the radiation produced by stars: the gravitational binding energy per unit mass is $`v^210^6c^2`$ even for a (high) internal velocity $`v300\text{km}\text{s}^1`$, while the nuclear energy per unit mass released in enriching gas to solar metallicity is $`10^4c^2`$. However, for primordial composition gas cooling to $`T10^4`$K, all of the emitted radiation is either hydrogen or helium line radiation (primarily hydrogen Ly$`\alpha `$) or continuum radiation above the hydrogen ionization threshold. Only the hottest stars emit photons at these energies. Furthermore, the cooling radiation is produced mainly at large radii, where it can escape the galaxy without being absorbed by dust. Finally, the kinetic energy of supernova explosions is deposited in dense, interstellar gas, where much of it can emerge in the form of hydrogen line emission and ionizing continuum radiation. Because of these factors, cooling radiation could make a significant contribution to the X-ray, UV, and hydrogen line emission from young galaxies. In this paper, we examine this contribution using hydrodynamic cosmological simulations. Although many such simulations incorporate radiative cooling, most studies have not followed the emitted radiation in detail. One notable exception is the work of Cen & Ostriker (1992, 1996), who calculate the spectrum of the background produced by cooling radiation, but these papers do not examine the emission on a galaxy by galaxy basis. Closer to the focus of this paper is the work of Katz (1992), which examined the formation of a single, massive galaxy, finding that the amount of gravitational energy radiated in atomic lines was comparable to the amount of energy injected by supernovae. Here we examine the cooling radiation from the whole population of forming galaxies, though the individual objects in our simulations are not as well resolved as that of Katz (1992). The other main approach to theoretical modeling of galaxy formation utilizes semi-analytic methods, in the tradition of White & Frenk (1991). These methods rely on simplifying assumptions about gravitational collapse and gas dynamics — in particular, they usually assume that infalling gas shock heats to the virial temperature of the dark matter halo, before cooling to join the central object. Our results below suggest that this assumption may break down in the messy assembly process that characterizes hierarchical galaxy formation. The observational study of star formation in high-redshift galaxies has accelerated in recent years, with progress in wavelength ranges from the UV/optical (Steidel et al., 1996; Williams et al., 1996) to the IR (Elbaz, 1999) to the sub-mm (Barger et al., 1999). The present paper is motivated mainly by recent progress in Ly$`\alpha `$ emission line searches. Historically, this approach to finding high-redshift galaxies has proved difficult (Pritchet, 1994; Thompson, Djorgovski and Trauger, 1995), in part because the Ly$`\alpha `$ emission associated with star-forming regions may be damped by the combined effects of resonant scattering and dust absorption. However, Ly$`\alpha `$ emission line searches have recently begun to bear fruit, thanks to improvements in sensitivity and efficiency (Hu, Cowie & McMahon, 1998; Steidel et al., 1999; Rhoads et al., 2000). One of the most striking results of these searches is the discovery by Steidel et al. (1999, hereafter S99) of two large regions of diffuse Ly$`\alpha `$ emission, in their narrow band observations of a galaxy proto-cluster at $`z=3.1`$. These “blobs” do not resemble the typical galaxies detected in the proto-cluster. They have characteristic angular sizes of 15” and fluxes of $`1.3\times 10^{15}\text{erg}\text{cm}^2\text{s}^1`$. For the cosmological model that we adopt in this paper ($`\mathrm{\Omega }_m=0.4`$, $`\mathrm{\Omega }_\mathrm{\Lambda }=0.6`$), these properties imply proper linear sizes of $`l75h^1\text{kpc}`$ and luminosities of $`L_{Ly\alpha }4.4\times 10^{43}h^2\text{erg}\text{s}^1`$.<sup>1</sup><sup>1</sup>1 With $`\mathrm{\Omega }_m=1`$, $`\mathrm{\Omega }_\mathrm{\Lambda }=0`$, these numbers become $`l55h^1\text{kpc}`$ and $`L_{Ly\alpha }2.4\times 10^{43}h^2\text{erg}\text{s}^1`$. Some other workers may have observed similar objects. Francis (1999) found diffuse Ly$`\alpha `$ blobs in a cluster at $`z=2.4`$. Keel et al. (1999) found three diffuse regions of Ly$`\alpha `$ emission with sizes of $`40h^1\text{kpc}`$ and luminosities of $`10^{43}h^2\text{erg}\text{s}^1`$ (in our adopted cosmology), also at $`z=2.4`$. These are somewhat smaller and less luminous than the blobs found by S99, and some are located around known AGN, so they may or may not be related phenomena. Several explanations for these Ly$`\alpha `$ blobs have been proposed. They could be caused by photoionization from a hidden central AGN (S99). High-redshift radio galaxies often show emission line regions with sizes and luminosities comparable to the S99 blobs, and the absence of radio lobes could simply indicate a radio-quiet AGN; the anisotropic emission of the standard unified AGN model would then provide an explanation for the absence of nuclear optical emission. Another possibility, also discussed in S99, is that the gas in the blobs is photoionized by ultraviolet (UV) continuum radiation from young stars. The required star formation rate is $`30f_{\mathrm{𝑒𝑠𝑐}}^1M_{\mathrm{}}\text{yr}^1`$, where $`f_{\mathrm{𝑒𝑠𝑐}}`$ is the fraction of hydrogen ionizing radiation that escapes from the galaxy. Low-redshift observations imply upper limits of $`f_{\mathrm{𝑒𝑠𝑐}}10\%`$ (Leitherer et al., 1995; Hurwitz, Jelinsky & Dixon, 1997), so unless these presumably gas-rich galaxies have much larger $`f_{\mathrm{𝑒𝑠𝑐}}`$, the required star formation rates are substantial. However, current limits are quite weak, allowing rates $`1000M_{\mathrm{}}\text{yr}^1`$ (Steidel et al., 1999). Taniguchi & Shioya (2000) have suggested that the Ly$`\alpha `$ emission emerges from a galactic superwind that is powered by high star formation rates and extends to scales that are even larger than those of winds observed at low redshift (Heckman, Lehnert, & Armus, 1993). While the luminosities and sizes of these blobs can be explained by wind models, the mechanism for channeling the wind energy into Ly$`\alpha `$ emission is somewhat unclear. Drawing on the results of our more general investigation, we propose an alternative explanation for the Ly$`\alpha `$ blobs: they represent gas that is radiating away its gravitational potential energy as it settles into massive galaxies. We describe our numerical simulation techniques, with particular attention to our treatment of radiative cooling, in §2. In §3 we present our results for the cooling radiation and Ly$`\alpha `$ emission from forming galaxies. In §4 we discuss whether the cooling radiation model can account for the observed properties of the Ly$`\alpha `$ blobs. Section 5 discusses some of the numerical uncertainties in our calculations, compares our model to a similar model proposed independently by Haiman, Spaans, & Quataert (2000) using semi-analytic methods, summarizes our results and discusses their implications and predictions. ## 2 SIMULATIONS We perform our simulations using the parallel version of the cosmological N-body/hydrodynamic code TreeSPH (Hernquist & Katz, 1989; Katz, Weinberg, & Hernquist, 1996a; Davé, Dubinski, & Hernquist, 1997), a code that unites smoothed particle hydrodynamics (SPH) (Lucy, 1977; Gingold & Monaghan, 1977) with the hierarchical tree method for computing gravitational forces (Barnes & Hut, 1986; Hernquist, 1987). Dark matter, stars, and gas are all represented by particles; collisionless material is influenced only by gravity, while gas is subject to gravitational forces, pressure gradients, and shocks. The gas can also cool both radiatively, assuming primordial abundances, and through Compton cooling. TreeSPH is fully adaptive in both space and time. In SPH, gas properties are computed by averaging or “smoothing” over a fixed number of neighboring particles, 32 in the calculations here. Hence the smoothing lengths in TreeSPH decrease in collapsing regions, in proportion to the interparticle separation, and in underdense regions the smoothing lengths are larger. TreeSPH allows particles to have individual time steps according to their physical state, so that the pace of the overall computation is not driven by the small fraction of particles requiring the smallest time steps. There is a maximum allowed timestep, called the system timestep, and all particles are integrated with this step or one a power of two smaller. The timestep criteria are detailed further in Katz, Weinberg, & Hernquist (1996a) and Quinn et al. (2000); we set the tolerance parameter $`\eta `$ to 0.4. Since this paper concerns cooling radiation, it is important to understand how we evolve the thermal energy. Usually one has two choices: to integrate the thermal energy equation explicitly or implicitly. Integrating explicitly would require a timestep about three times smaller than the cooling time, which is much smaller than what would be required to integrate the dynamical equations, making the calculation prohibitively expensive computationally. To integrate the equations implicitly involves inverting an $`N_{gas}\times N_{gas}`$ matrix several times per timestep. With $`N_{gas}>3\times 10^6`$ in our simulations, this would also be prohibitively expensive. Instead we take an intermediate approach, solving the thermal energy equation semi-implicitly as described in Hernquist and Katz (1989). Briefly, we integrate the changes in the thermal energy caused by shocks and pressure forces explicitly, while we integrate those caused by radiative cooling implicitly. Since the radiative cooling depends only on a particle’s own temperature and density, independent of other particles, no matrix inversion is required, and the time scale of the non-radiative processes is comparable to the other time scales that govern the gas timestep. The semi-implicit approach guarantees that we integrate the thermal energy equation in a stable way, but it does not guarantee accuracy. Accuracy is maintained by keeping the size of the timestep reasonably small. We accomplish this in two ways. First, we integrate the thermal energy equation for all gas particles, independent of their dynamical timestep, using a timestep that is one half the size of the smallest dynamical timestep of any particle. Second, we damp the cooling rate so that no gas particle loses more than a given fraction of its thermal energy in one timestep (see Katz & Gunn 1991); i.e., we slightly change the physics to make the numerical integration more robust. This could have the effect of making some regions temporarily hotter than they would have been if these numerical compromises were not made. In practice, it just makes some regions take two or three timesteps to cool instead of one, since these regions have such short cooling times. This could change the temperature at which the energy is radiated, but it should not change the total radiated energy by a large amount. The simulations calculate radiative cooling processes assuming a primordial composition gas and ionization equilibrium. These processes include collisional excitation, radiative and dielectronic recombination, collisional ionization, and bremsstrahlung. Molecular processes and metal lines are omitted, which means that radiative cooling alone cannot reduce the temperature below $`10^4\text{K}`$. The gas cooling rates we use for these processes are listed in Katz, Weinberg, & Hernquist (1996a, see their figure 1). However, the rate at which the gas radiates energy is somewhat different from the rate at which it loses thermal energy: the emitted recombination radiation includes both the actual gas cooling and the atomic ionization potential, while collisional ionization removes thermal energy but yields no radiation at all. A possible deficiency of the simulations is the omission of He I line cooling, but we have verified that it is unimportant compared to the other processes in the simulations presented here. For the purposes of this paper, we are particularly interested in the Ly$`\alpha `$ emission. We assume that a fraction 0.68 of recombinations to H I produce a Ly$`\alpha `$ photon, appropriate for optically thick gas at $`10^4\text{K}`$; accounting for the relative photon energies this channels 0.49 of the recombination energy through Ly$`\alpha `$. In practice this is usually a small contribution compared to the collisional excitation. Excitation of H I by collisions with electrons can result in either a Ly$`\alpha `$ photon or in 2-photon decay from the metastable 2 <sup>2</sup>S state, as well as photons from higher series in some cases. The ratio between Ly$`\alpha `$ and 2-photon decay is weakly dependent on temperature. By averaging over one simulation, we find that a fraction 0.59 of the H I collisional excitation is channeled through Ly$`\alpha `$ with almost all of the remaining energy in the 2-photon continuum. TreeSPH can also include a metagalactic ionizing UV background field. TreeSPH does not include radiative transfer, so even dense regions, which in reality should be self-shielded, are exposed to the full background field. This results in a large energy exchange and unphysical gas radiation from these regions. Hence, we have restricted our analysis to simulations performed without such a background, which should yield reliable results for our purposes. In these simulations we include star formation and supernova feedback using the algorithm described in Katz, Weinberg, & Hernquist (1996a). The algorithm forms stars in dense cool regions at a rate essentially controlled by the dynamical supply of gas. For each star formation event, supernova energy is added to the surrounding particles as thermal energy on a time scale of $`2\times 10^7`$ years. In the version of our code used for these simulations, the thermal energy input from supernovae is added at the beginning of each system timestep, not continuously. The system timesteps are always larger than the cooling time in these dense star forming groups, so the excess thermal energy has radiated away by the end of the step when we output the system state. This actually turns out to be quite helpful, since the remaining radiation is caused by the radiating away of gravitational energy and thus can be measured in isolation. We can easily recover the supernova thermal input because it is proportional to the star formation rate. Using a Miller-Scalo initial mass function (IMF) with cutoffs at 0.1 and $`100M_{\mathrm{}}`$, the heat input from supernovae is $`2.7\times 10^{41}\text{erg}\text{s}^1M_{\mathrm{}}^1\text{yr}`$ when smoothed over the neighboring particles (the exact value would be $`2.5\times 10^{41}\text{erg}\text{s}^1M_{\mathrm{}}^1\text{yr}`$ if there were no smoothing). The drawback to this method is that we cannot easily compute the distribution of the supernova energy within galaxies or the processes by which it is radiated away. Since the supernova energy is deposited in the dense ISM over a length scale determined by our resolution, its space and temperature distributions are somewhat suspect in any case, and we will not attempt to reconstruct them. In addition to cooling radiation, we compute the photoionizing radiation from hot stars from the simulation outputs. Using the code STARBURST99 (Leitherer et al., 1999), we find a Lyman continuum intensity of $`2.6\times 10^{42}\text{erg}\text{s}^1M_{\mathrm{}}^1\text{yr}`$ for a Miller-Scalo IMF, assuming a mean Lyman continuum photon energy of 1.4 Ryd. For gas at $`10^4\text{K}`$, there are 0.68 Ly$`\alpha `$ photons emitted per photoionization (Charlot & Fall, 1993), giving an associated Ly$`\alpha `$ emissivity of $`9.4\times 10^{41}\text{erg}\text{s}^1M_{\mathrm{}}^1\text{yr}`$. Because the stars that produce photoionizing radiation are short-lived, we can take the stellar emissivity to be proportional to the instantaneous star formation rate, which we compute from the gas distribution. We do not include this UV emission or stellar winds as a source of feedback in the simulations. It is likely to have even less dynamical impact than supernova feedback, since any energy captured by the gas is deposited in the densest, star forming regions with moderate temperatures, where it can be quickly radiated away. To summarize, the three sources of radiative energy included in these simulations that could result in Ly$`\alpha `$ radiation are gravitational cooling, supernova feedback, and photoionizing input from hot stars. These sources have distinct physical origins, our code follows them separately, and we will keep them separate in the discussions and figures. When we refer to the “total cooling”, we mean the gravitational cooling summed over all radiative processes, not that we are including the supernova or photoionizing input. We calculate the cooling radiation at discrete output times with the analysis program TIPSY,<sup>2</sup><sup>2</sup>2http://www-hpcc.astro.washington.edu/TSEGA/tools/tipsy/tipsy.html using the same cooling algorithm as TreeSPH. To identify discrete objects in the simulations, we use the program SKID.<sup>3</sup><sup>3</sup>3http://www-hpcc.astro.washington.edu/TSEGA/tools/skid.html Because SKID defines gravitationally bound groups of particles, we will refer to these objects as “groups,” though each such group actually represents a single galaxy. SKID slides particles meeting density and temperature criteria along density gradients until they reach a local maximum. We use a density cutoff corresponding to the edge of a virialized isothermal halo, or a gas density of $`\rho _g=(\mathrm{\Omega }_b/\mathrm{\Omega }_m)(\rho _{vir}/3)`$, where the mean density of a spherical virialized halo $`\rho _{vir}`$ is 178 at early times and is given in general by Kitayama & Suto (1996). As in Weinberg et al. (1999), we also restrict ourselves to groups that contain more than 64 baryonic particles, roughly the mass resolution limit of the simulations. Once we identify the groups, we can easily add up the cooling radiation for all particles in the group. Cooling radiation can also be emitted outside these groups, but it proves to be a minor contribution except at very early times; most of this additional emission comes from groups excluded by our mass resolution criterion rather than from low density gas. All three of the simulations we discuss in this paper assume a $`\mathrm{\Lambda }`$-dominated cold dark matter cosmological model with $`\mathrm{\Omega }_m=0.4`$, $`\mathrm{\Omega }_\mathrm{\Lambda }=0.6`$, $`hH_0/(100\text{km}\text{s}^1\text{Mpc}^1)=0.65`$, and a primeval spectral index $`n=0.93`$. With the tensor mode contribution, normalizing to COBE using CMBFAST (Seljak & Zaldarriaga, 1996; Zaldarriaga, Seljak, & Bertschinger, 1998), implies a normalization $`\sigma _8=0.8`$, which provides a good match to cluster abundances (White, Efstathiou, & Frenk, 1993). We use the Hu & Sugiyama (1996, equation D28) formulation of the transfer function. We adopt a baryonic density $`\mathrm{\Omega }_b=0.02h^2`$ consistent with the deuterium abundance in high redshift Lyman limit systems (Burles & Tytler, 1997, 1998) and with the opacity of the Ly$`\alpha `$ forest (Rauch et al., 1997). All of our simulations model a triply periodic cubical volume. The main and largest simulation we discuss is the L144 simulation (Davé et al., 2000), with $`144^3`$ gas and dark matter particles, a box length of $`50h^1`$ comoving Mpc on a side, and a gravitational softening length $`ϵ_{grav}=7h^1`$ comoving kpc (equivalent Plummer softening). The nominal gas mass resolution is $`5.4\times 10^{10}M_{}`$, corresponding to 64 gas particles. To investigate the effects of our finite resolution we perform two additional simulations. The L11/64 simulation has a higher spatial and mass resolution, so it must be run in a smaller volume, $`11.1h^1`$ comoving Mpc on a side. It has $`64^3`$ gas and dark matter particles, $`ϵ_{grav}=3.5h^1`$ comoving kpc, and a gas mass resolution of $`6.8\times 10^9M_{}`$. The L11/32 simulation is identical to the L11/64 simulation, with the same initial phases, except that it uses $`32^3`$ particles of each type and has the same resolution as the L144 simulation. In all the simulations the nominal spatial resolution in physical units is $`2ϵ_{grav}/(1+z)`$. ## 3 COOLING RADIATION AND THE LY$`\alpha `$ LUMINOSITY FUNCTION Figure 1 displays the temperature distribution of the total gravitational cooling radiation (all radiative processes), in the L144 simulation at $`z=3`$ and $`z=0`$. In the conventional theoretical sketch of galaxy formation (e.g., White & Rees 1978; White & Frenk 1991), gas that falls into dark matter halos is shock heated to the virial temperature $`T_{vir}=(\mu m_p/2k)v_c^210^6\text{K}(v_c/165\text{km}\text{s}^1)^2`$, then cools and settles into the central galaxy. The dotted line in Figure 1 shows the temperature distribution of cooling radiation expected for gas cooling from an initial temperature of $`10^6\text{K}`$. The numerical simulation results paint a very different picture. A large fraction of the cooling radiation, 75% at $`z=3`$ and 30% at $`z=0`$, comes from gas with $`10^4\text{K}<T<2\times 10^4\text{K}`$. Most of the remaining radiation comes from much hotter gas, with $`10^6\text{K}<T<10^8\text{K}`$. The lack of cooling radiation from gas with $`2\times 10^4\text{K}<T<10^6\text{K}`$ cannot be a result of gas “moving quickly” across this temperature range, since even if it did, it would still have to radiate away its thermal energy in order to reach $`2\times 10^4\text{K}`$. Instead, Figure 1 implies that most of the gas that cools into galaxies is never heated to the virial temperature of a galaxy-mass dark halo. This conclusion accords with that of Kay et al. (2000), who find, based on similar sorts of simulations, that only $`10\%`$ of SPH particles that end up in galaxies were ever heated above $`10^5\text{K}`$. We find qualitatively similar results in our own simulations, but we have not examined particle temperature trajectories with the high (single timestep) time resolution used by Kay et al. (2000). This physical result has major implications for the spectrum of cooling radiation from forming galaxies, since much of the energy from neutral gas at $`T10^4\text{K}`$ emerges in the Ly$`\alpha `$ line as a result of collisional excitation (see Katz, Weinberg, & Hernquist 1996a, figure 1). The hot gas cooling, on the other hand, is dominated by bremsstrahlung. At $`z=3`$, Ly$`\alpha `$ emission accounts for 43% of the cooling radiation in the simulation, with 29% emerging in HI 2-photon emission, 19% in bremsstrahlung, and only 8% in other radiative processes. If we assumed a metal-enriched intergalactic medium instead of primordial composition, then more of the hot gas might be able to cool, boosting the fraction of radiation from $`10^5\text{K}<T<10^7\text{K}`$, but the large emissivity of lower temperature gas would remain. Our focus in this paper is the cooling radiation, and especially the Ly$`\alpha `$ emission, associated with individual galaxies. In Figure 2, the dot-dashed line shows the cumulative luminosity function of the total gravitational cooling at $`z=3`$. By “total” we mean that this includes all of the cooling radiation processes, not just Ly$`\alpha `$ radiation. The reradiated supernova energy is plotted as the dotted line. The gravitational energy available to a group increases more quickly with mass than the star formation rate. The dominant source of the total cooling radiation thus changes over from reradiated supernova energy to gravitational energy as the mass and luminosity increase. The two processes combined give the luminosity function shown by the solid line. Finally, the dashed line shows the stellar UV emissivity, calculated from the star formation rate in the galaxy. For all luminosities, there is more energy in the UV radiation produced by the massive stars than in the cooling radiation. However, the UV radiation from young stars is likely to be heavily absorbed by dust, and reradiated in the infrared. The gravitational cooling radiation emerges from lower density gas and is more likely to escape. The supernova energy may also stand a much better chance of escaping, as supernovae can destroy the dense clouds responsible for the heaviest absorption and deposit their kinetic energy in a more diffuse medium. We plot the cumulative luminosity function of the Ly$`\alpha `$ cooling radiation alone in Figure 3, at several redshifts. Since the fraction of supernova energy converted into Ly$`\alpha `$ is uncertain, we include only gravitational sources of cooling in this plot. Figure 2 shows that gravitational cooling dominates in the most luminous objects. The number of highly luminous objects reaches a peak at $`z=2`$, and declines thereafter. At $`z=3`$ there are $`4\times 10^5h^3\text{Mpc}^3`$ objects in the simulation with Ly$`\alpha `$ luminosities greater than $`3\times 10^{43}h^2\text{erg}\text{s}^1`$, comparable to the ‘blobs” of S99. In the left hand panel of Figure 4, we show a map of the Ly$`\alpha `$ emission contributed by gravitational energy in one of our simulated groups, and in the right hand panel we plot the stellar photoionization using a conversion factor of star formation to recombination-induced Ly$`\alpha `$ of $`6.6\times 10^{41}\text{erg}\text{s}^1M_{\mathrm{}}^1\text{yr}`$. The emission is shown by the gray scale images, with the intensity scale marked in terms of $`\mathrm{log}_{10}[I_{Ly\alpha }/(\text{erg}\text{s}^1\text{cm}^2\text{asec}^2)]`$. The emission from gravitational cooling is more spatially extended than the stellar emission. Emission of cooling radiation from reradiated supernova feedback would look like a scaled version of the right hand panel, slightly smoothed by the feedback algorithm. We also plot contours of the neutral hydrogen column density, calculated assuming an ionizing background of $`3\times 10^{22}\text{erg}\text{s}^1\text{cm}^2\text{Hz}^1\text{sr}^1`$ and correcting for self-shielding (Katz et al., 1996b). Self-shielding accounts for the rather sharp edges seen in the neutral gas (cf. Maloney 1993). These emission plots ignore radiative transfer effects and dust extinction, both of which could greatly alter the observed appearance of these systems. We discuss these issues in §4. The spatial extent of the emission for the groups in the L144 simulation is shown in Figure 5. The measure we use here is the root mean square distance from the center of the group, weighted by the Ly$`\alpha `$ emissivity. The dotted line shows the gravitational softening length; recall that the nominal spatial resolution is about twice this length. We plot the Ly$`\alpha `$ extent against the rms extent of the gas mass defined in a similar manner. We also show the size weighted by star formation rate, which would represent the size of the stellar UV emissivity region. In all cases, the star formation in our simulations occurs in a small, partially resolved region at the center of the group. The Ly$`\alpha `$ emission usually emerges over a region comparable to the size of the gas as a whole and is well resolved numerically. However, the most luminous groups in the simulation tend to have more concentrated emission; although there is weak emission at large radii, the typical rms sizes are less than 10 kpc. This size is much smaller than that of the blobs observed by S99, a point we will return to in §4. We plot the gravitational cooling in Ly$`\alpha `$ as a function of galactic mass in Figure 6. We define the galactic mass to be the stellar mass plus the mass of the gas that is at least 1000 times overdense and has temperature $`T<3\times 10^4\text{K}`$. To increase our dynamic range, we show both the L144 simulation and the higher resolution (but smaller volume) L11/64 simulation. There is a strong correlation between the emitted Ly$`\alpha `$ cooling radiation and the galactic mass. In the L144 simulation, the galaxies with high Ly$`\alpha `$ cooling luminosities are all high mass objects, many corresponding to $`L_{}`$ galaxies or above. In Figure 7 we plot the total gravitational cooling radiation as a function of the star formation rate at $`z=3`$. Supernova feedback would add an amount of cooling radiation shown by the dashed line. The Lyman continuum luminosity associated with the stellar UV emission is marked along the top axis. Star formation rates are underestimated in marginally resolved systems, a numerical artifact that causes the spread in these scatter plots towards low star formation rates at relatively low cooling luminosity. Figure 7 demonstrates on an object-by-object basis the features seen in the luminosity functions of Figure 2. Supernova cooling dominates gravitational cooling in low mass objects, but gravitational cooling takes over at high masses. The objects with the highest cooling luminosity also have high star formation rates ($`\text{SFR}100M_{\mathrm{}}\text{yr}^1`$). The stellar UV luminosity always exceeds the gravitational cooling radiation (all points representing well resolved objects lie below the dotted line), but they are of similar magnitude in the most luminous objects, so the cooling radiation would dominate if the stellar UV is heavily extinguished by dust. To examine the energetics of the cooling radiation, we would like to define the gravitational potential energy available to the baryons in the groups, but this definition is quite ambiguous. Rather than being symmetric, isolated entities, the groups are embedded in a complex, filamentary, and clumpy structure. We are interested in the energy available to the baryons, but they interact with the dark matter in a complex manner and energy is transferred between them. Nevertheless, it is interesting to see whether the potential energy, with the matter outside the group ignored, is a good predictor of the cooling radiation. In all of the previous figures, the groups defined by SKID consist of baryonic particles only. To study the gravitational energy, we must redefine the groups to include dark matter particles as well, using a density cutoff of $`\rho _{tot}=\rho _{vir}/3`$. If we defined $`U_{tot}`$ to be the total potential energy of the group, and if the baryons and dark matter were distributed identically with a baryon fraction $`f_b`$, and if we assigned half of the baryon-dark matter interaction energy to the baryon potential energy $`U_b`$, then we would have $`U_b=f_bU_{tot}`$. Another possibility would be to assign the entire interaction energy to the baryons. For example, if the cooling and collapse of baryons to the center of the group takes place when the dark matter halo is already assembled, then this latter definition is closer to the amount of energy that the gas radiates. As a practical matter, $`M_bV_c^2`$, where $`V_c`$ is the circular velocity and $`M_b`$ is the baryonic mass, usually lies between these two definitions. Hence, we take $`M_bV_c^2`$ as our estimate of the potential energy of the baryons. One might object that, by the virial theorem, the energy available is only $`\|U_b\|/2`$. However, the virial theorem does not apply to the baryons alone, as they are confined by the potential of the dark matter.<sup>4</sup><sup>4</sup>4In addition, the group as a whole is not an isolated system, and in our simulations the gravitational force is softened and thus not a power law; both of these facts also violate the conditions for the virial theorem to hold. As a rule the sum of the kinetic and thermal energies falls short of even the smaller definition of $`\|U_b\|`$ by a factor of 2 to 4. A simple estimate of the cooling radiation is then $`M_bV_c^2/t`$, the potential energy divided by the cosmic time. At $`z=3`$ this prescription somewhat underestimates the cooling from each group, as shown in Figure 8, though the discrepancy is not large considering the ambiguity in our definition of $`\|U_b\|`$. At $`z=0`$, this simple formula overestimates the cooling, indicating that the cooling occurs preferentially at early times. There could be several reasons for this trend. The cooling could be taking place less effectively since the virial temperatures are rising; the rate of accretion of matter into the group could have slowed; or the baryons could become more effective at transferring their energy to the dark halos. We are unable to determine the answer from the discrete outputs of the current simulations. Tracking the evolution of distinct groups as a function of time, as was done by Katz (1992) for a single galaxy, would give more insight into the energetics, but we leave this investigation for future work. ## 4 MODELING THE LY$`\alpha `$ BLOBS So far, we have established that galaxy-like groups in our simulations generically show large amounts of cooling in Ly$`\alpha `$. Can this cooling explain the “blobs” observed by S99? The Ly$`\alpha `$ luminosities of some of our groups are as large as those of the S99 blobs. The number density of groups in our simulations with a Ly$`\alpha `$ luminosity of $`3\times 10^{43}h^2\text{erg}\text{s}^1`$ is about $`4\times 10^5h^3\text{Mpc}^3`$. At present we can make only crude estimates of the number density of the observed Ly$`\alpha `$ blobs. The volume examined by S99 has a size of $`8^{}.7\times 8^{}.9`$ and a depth of $`\mathrm{\Delta }z=0.066`$, or a comoving volume of $`4200h^3\text{Mpc}^3`$ in our adopted cosmology. As long as the blobs are less abundant in other regions of space, they have a comoving density of $`<5\times 10^4h^3\text{Mpc}^3`$. A better estimate can be obtained from S99’s observation that this region is overabundant in both Lyman break galaxies and in Ly$`\alpha `$-emitting galaxies by a factor of $`6`$. If the blobs are biased in the same way, they have a density of $`8\times 10^5h^3\text{Mpc}^3`$, twice the density we find. If these blobs are associated with very massive objects, they are probably more highly biased than Lyman break galaxies; hence their actual number density is probably lower than this estimate. With only two objects, which are probably correlated, the statistical uncertainties are large. So while the current constraints are quite weak, the number density is consistent with that found in our simulations. The most luminous objects in our simulations typically have high mass and are strongly clustered. For example, the 100 most massive objects in the L144 simulation have a comoving correlation length of 5.7 Mpc. This strong clustering is consistent with the discovery of the blobs in a proto-cluster, though of course the abundance of blobs in blind fields is not well known. As shown in Figures 4 and 5, the length scale over which most of the Ly$`\alpha `$ cooling is emitted in our simulations is usually much smaller than the observed sizes of the blobs in S99, though it is also larger than the typical size of the star forming regions. Hence, we must appeal to resonant scattering to transport the Ly$`\alpha `$ photons to large radii. The radiative transfer of Ly$`\alpha `$ in a static slab is a classic problem (Adams, 1972, 1975; Neufeld, 1990). The behavior of Ly$`\alpha `$ photons depends upon the optical depth of the slab. For intermediate optical depths, the Ly$`\alpha `$ photons are spatially trapped, and they escape by scattering into the tails of the Doppler distribution, where the slab is optically thin. For very large optical depths, the photons escape by scattering into the damping wings, where they then perform a random walk in both space and frequency. The transition between these two regimes occurs roughly where the damping wings become optically thick. For gas with a temperature $`T_4T/(10^4\text{K})`$, the total central optical depth is $`\tau _0=(N_{\mathrm{𝐻𝐼}}/1.7\times 10^{13}\text{cm}^2)T_4^{1/2}`$, and the damping constant is $`a=4.7\times 10^4T_4^{1/2}`$. The damping wings, which have the line profile $`\varphi (x)=a/(\pi x^2)`$, become optically thick at $`\tau _04\times 10^4`$, or $`N_{\mathrm{𝐻𝐼}}7\times 10^{17}T_4^{1/2}\text{cm}^2`$. <sup>5</sup><sup>5</sup>5Note that this column density is much less than what is conventionally referred to as a “damped” line, $`N_{\mathrm{𝐻𝐼}}10^{20}\text{cm}^2`$. Despite the extensive work on the slab problem, we have not found calculations of the typical line-center optical depth at last scattering ($`\tau _{\mathrm{𝑙𝑎𝑠𝑡}}`$) in the literature. We can estimate $`\tau _{\mathrm{𝑙𝑎𝑠𝑡}}`$ in two regimes. In the case of intermediate optical depth, the spatial diffusion is negligible and $`\tau _{\mathrm{𝑙𝑎𝑠𝑡}}\tau _0/2`$, the optical depth to the slab center. The photons escape with a double-peaked profile with a typical frequency shift $`x\mathrm{\Delta }\nu /\mathrm{\Delta }\nu _{\mathrm{𝐷𝑜𝑝}}=\sqrt{\mathrm{ln}\tau _0}`$. For large optical depths, the random excursion that leads to escape takes place at a frequency $`x_{}(a\tau _0/2\sqrt{\pi })^{1/3}`$ (Adams, 1972), for which the optical depth through the slab is $`\tau _{}=\tau _0\varphi (x_{})(a\tau _0/2\sqrt{\pi })^{1/3}`$. The last scattering of the photons in that excursion occurs at optical depth $`1`$ at that frequency, or a line-center optical depth of $`\tau _{\mathrm{𝑙𝑎𝑠𝑡}}\varphi (x_{})^1(\tau _0/2)(a\tau _0/2\sqrt{\pi })^{1/3}`$. Without performing Monte Carlo calculations, it is difficult to say exactly where the transition between these regimes occurs; we will take it to be $`\tau _010^5`$. For very large columns, the Ly$`\alpha `$ photons are extinguished by dust. This occurs for $`N_{\mathrm{𝐻𝐼}}4\times 10^{20}\text{cm}^2T_4^{1/2}\xi _{\mathrm{𝑑𝑢𝑠𝑡}}^{3/4}`$ where $`\xi _{\mathrm{𝑑𝑢𝑠𝑡}}`$ is the dust-to-gas ratio relative to the Galactic value (Neufeld, 1990). Even though galaxies at high redshift might have low metallicity, star-forming regions should still be fairly rich in dust. We somewhat arbitrarily take $`\xi _{\mathrm{𝑑𝑢𝑠𝑡}}=0.1`$ as a typical value. Most of the neutral gas in our baryonic groups is at about $`10^4\text{K}`$. Hence, we might expect that Ly$`\alpha `$ photons emitted at $`N2\times 10^{21}\text{cm}^2`$ are absorbed by dust. Photons emitted at $`2\times 10^{18}\text{cm}^2N_{\mathrm{𝐻𝐼}}2\times 10^{21}\text{cm}^2`$ are scattered in the line wings and finally escape in the range $`7\times 10^{17}\text{cm}^2N_{\mathrm{𝐻𝐼}}7\times 10^{19}\text{cm}^2`$. Finally, photons emitted at $`N_{\mathrm{𝐻𝐼}}2\times 10^{18}\text{cm}^2`$ are scattered mostly in place and eventually escape not far from their region of formation. Although we are using one-dimensional models for these estimates, they should be at least crudely applicable to our three-dimensional groups. Applying this picture to Figure 4, we see that Ly$`\alpha `$ photons originating from stellar photoionization are likely to be absorbed. This is consistent with the strong absorption seen in star-forming galaxies at high redshifts (Smail, Ivison & Blain, 1997). However, many of the photons from gravitational cooling may be scattered outwards to the $`10^{18}\text{cm}^2`$ neutral hydrogen contour or about $`30h^1\text{kpc}`$, with velocity widths up to $`300\text{km}\text{s}^1`$. In general we find that much of the gravitational cooling is emitted outside the region of intense star formation. Usually $`20\%`$ is generated outside our nominal dust cutoff, but this fraction can be smaller or larger depending on the value we choose for the cutoff. A crucial ingredient in this argument is the presence of reservoirs of neutral gas at large radii around the largest groups in our simulations. The velocities obtained are not quite as high as in Figure 8 of S99, but the greatest velocity spread there comes from isolated knots and the velocity of the truly diffuse emission is mostly unconstrained. Clumping of the gas could make the escape of the photons easier and shrink the apparent size of the Ly$`\alpha `$-emitting regions (Neufeld, 1991). The presence of large bulk motions can greatly affect the line transfer, probably explaining the moderate fraction of cases where photons escape from star-forming regions (Kunth et al., 1998; Ahn & Lee, 1998). However, calculations using the velocity fields of our groups, which are not well resolved in any case, are beyond the scope of this paper. We can conclude at this point only that our model may be consistent with the observed sizes and velocity widths of the Ly$`\alpha `$ blobs. The cooling gas model for the blobs makes several testable predictions. Since the Ly$`\alpha `$ emission is expected to be scattered to larger radii, emission in other lines should be more centrally concentrated. The neutral hydrogen column should be $`10^{18}\text{cm}^2`$ out to the radius of the Ly$`\alpha `$ blobs. Since the Ly$`\alpha `$ is caused mostly by collisional excitation rather than photoionization, the H$`\alpha `$ flux should be quite small relative to Ly$`\alpha `$ ($`2`$%). These predictions are at odds with the results of Francis et al. (1996) and Francis, Woodgate & Danks (1997), who report a detection of H$`\alpha `$ and CIV in their three blobs and He II Balmer-$`\alpha `$ in two. In their brightest blob, labeled B1, H$`\alpha `$ has a similar strength and distribution to Ly$`\alpha `$. This suggests that at least these blobs are not due to gravitational cooling; this is concordant with the apparent double-lobed morphology of B1 and red stellar colors of the central galaxies, which suggest a AGN origin for these blobs. H$`\alpha `$ unfortunately falls in the K-band only in the range $`2.0<z<2.6`$, so it is important to search for other possible lines in the S99 blobs. Another implication of our model is that large luminosities in diffuse Ly$`\alpha `$ emission are associated with massive objects with large star formation rates. In fact, if Figure 7 is taken at face value, the star formation rates implied for the S99 blobs are $`100M_{\mathrm{}}\text{yr}^1`$. However, the tight relation between cooling luminosity and star formation rate is due to a similarly tight relation between baryonic mass and star formation rate. These quantities may not be as correlated in real galaxies. The more fundamental prediction is that there is a massive galaxy at the heart of each Ly$`\alpha `$ blob. As mentioned before, to power the Ly$`\alpha `$ nebulosity with Lyman continuum radiation from young stars, one needs $`300(f_{\mathrm{𝑒𝑠𝑐}}/0.1)^1M_{\mathrm{}}\text{yr}^1`$ where $`f_{\mathrm{𝑒𝑠𝑐}}`$ is poorly known. In the supernova wind model of Taniguchi & Shioya (2000), the required star formation rates are $`200M_{\mathrm{}}\text{yr}^1`$. This rough agreement between the required star formation rates of three different models is somewhat frustrating, with only the model of AGN photoionization allowing a different rate. ## 5 DISCUSSION The most basic, and perhaps the most surprising result of this work, is that most of the gravitational cooling radiation comes from gas at $`T<2\times 10^4\text{K}`$, far below the typical virial temperatures of galaxies (see Figure 1). In these simulations (and those of Kay et al. 2000), most of the gas that settles into galaxies is never heated to the virial temperature of a galaxy-mass dark matter halo. In §5.1 we discuss some of the numerical issues surrounding this result. Astronomical implications are discussed in §5.2. ### 5.1 Numerical Uncertainties While numerical simulations are a useful guide to physical intuition, they are far from a perfect model of reality. With regard to our principal result—the temperature distribution of the cooling—it is easy to think of some limitations of the current code that might affect cooling estimates. For example, the omission of molecules and metals might have some effect. The main effect of molecular cooling would simply be to allow cooling below $`10^4\text{K}`$ in the densest regions, so it would not affect our Ly$`\alpha `$ predictions. Metals might channel some of the Ly$`\alpha `$ cooling into other lines, and it would allow more high temperature gas to cool. However, the metallicity must be above a few percent of solar before it significantly affects the cooling curve, and such a high metallicity seems somewhat unlikely for gas that is falling into galaxies for the first time at high redshift. The key feature that leads to high Ly$`\alpha `$ luminosity is that most gas that enters high-redshift galaxies is never heated to high ($`T>10^5\text{K}`$) temperatures at all. In this regard, a more worrisome concern is inadequate resolution of shocks, which could allow gas temperatures to rise more slowly than they should. Concern about numerical resolution in general can be addressed by examining the simulations L11/32 and L11/64. As we mentioned earlier, L11/32 has the same resolution as our main simulation L144, but it covers a smaller volume. L11/64 resimulates the same volume as L11/32 with the same initial density field, but with eight times the mass resolution and twice the spatial resolution. These two resolutions are compared in Figure 9, where we plot the luminosity of the cooling radiation emitted in Ly$`\alpha `$ for both simulations. Since the initial density fields are identical, we can compare the Ly$`\alpha `$ cooling luminosity galaxy by galaxy. We find that although the individual Ly$`\alpha `$ cooling luminosities can vary, the ratio of Ly$`\alpha `$ cooling luminosity in the two simulations scatters around one, giving us confidence in our ability to predict the Ly$`\alpha `$ cooling luminosity in the L144 simulation. The amount of scatter is not surprising in view of the highly stochastic nature we find for the cooling luminosity in individual simulated galaxies. Though it is encouraging that the cooling luminosity function is consistent between our two different resolutions, the cooling could be altered by resolution effects if the important scales are below the resolution of even the L11/64 simulation. This caveat may undermine our prediction that Ly$`\alpha `$ should dominate H$`\alpha `$ and X-ray emission, as the presence of stronger shocks would increase collisional ionization and recombination radiation. We will eventually be able to test for resolution effects over a wider dynamic range, but this will require other, more computationally demanding simulations. Our method for time integration of the thermal energy also deserves comment. As mentioned above, we damp the cooling when the cooling times are shorter than the minimum timestep. It would be surprising if this substantially affects the total radiated energy. However, if there is an induced error, it is in the direction of causing us to slightly overestimate the temperature of the gas and hence slightly overestimate the importance of X-ray emission relative to Ly$`\alpha `$ emission. ### 5.2 Observational Implications Laying aside our numerical concerns, which can only be fully addressed by future work, let us summarize our principal astronomical results. We find that large amounts of gravitationally induced Ly$`\alpha `$ radiation should be produced around massive galaxies in the early universe. The gravitational cooling radiation is smaller than the stellar UV output, but its relative significance increases with the galaxy mass, and its physical extent is quite different, making it less likely to be extinguished by dust. The Ly$`\alpha `$ luminosity function extends up to $`10^{44}\text{erg}\text{s}^1`$, and it reaches a peak at $`z2`$. We suggest that this gravitational cooling radiation could explain the blobs found by S99. The luminosities, number densities, and clustering are consistent with current constraints. The cooling radiation is dominated by collisional excitation, so that the expected ratio of H$`\alpha `$ to Ly$`\alpha `$ is small. The size of the Ly$`\alpha `$ emission region is unlikely to be as large as the observed blobs, but we find that sizes approaching those observed can be produced by resonant scattering of the Ly$`\alpha `$ radiation. If our model of the blobs is correct, it follows that the currently observed blobs are merely among the brightest members of their class at $`z=3`$. Our derived luminosity function goes roughly as $`d𝒩(>L)/dLL^{1.5}`$ at S99’s luminosity threshold. If the sky background dominates the pixel noise, detecting much fainter objects at $`z=3`$ will be difficult. However, our luminosity evolution suggests the surface brightnesses of the blobs may peak at $`z1`$. Even at $`z=2`$, we expect $`6`$ times as many blobs at S99’s limiting surface brightness as at $`z=3`$ (these numbers are sensitive to cosmology). Ground-based observations at the lowest achievable redshift, $`z2`$, may be the optimal method for finding these blobs until the launch of NGST. The results we find have applications beyond the Ly$`\alpha `$ blobs. For example, semi-analytic models of galaxy formation generally assume that gas in galaxies should be cooling principally at the virial temperature of the galaxy, and hence be emitted in X-rays. In the picture of White & Frenk (1991), the gas in a halo shock heats to the virial temperature, then condenses onto the central galaxy from the inside out as it cools. The rate of cooling is given by the minimum of the dynamical gas infall rate and the growth of the mass within the cooling radius, defined to be the radius where the cooling time equals the cosmic time. The emitted cooling is taken to have a near isothermal spectrum at the virial temperature. A problem with this picture is that the expected X-ray emission from individual galaxies has not been detected with ROSAT (Benson et al., 1999). One reason for this failure may be that the cooling radiation is not emitted primarily at the virial temperature but instead covers a large range of temperatures, with $`10^4\text{K}`$ predominant. This in turn suggests that the assembly of gas to form galaxies is a more gentle process than in the White & Frenk (1991) picture. Once gas has collected into cool dense objects, it seems that it is difficult to force it out of that state, and dissipation mostly takes place through efficient atomic lines. Dominance of low temperature cooling does not necessarily require that galaxy assembly proceed by mergers of discrete, cold objects. If the gas encounters a series of weak shocks as it falls into a galaxy instead of a single strong shock, it may be able to radiate its internal energy as quickly as it acquires it, never reaching high temperature. During preparation of our paper, a preprint by Haiman et al. (2000) appeared proposing a very similar model for the S99 blobs. We note some of the similarities and differences of the two models here. Haiman et al. (2000) base their analysis on a semi-analytic calculation, using a merger tree formalism and a spherical collapse model. In contrast to previous semi-analytic calculations that assume the energy emerges at the virial temperature, Haiman et al. (2000) argue that cooling will be so efficient that most energy will be radiated at $`10^4\text{K}`$. In general, their picture is in reasonable agreement with ours, but it differs in quantitative details. We find lower amounts of Ly$`\alpha `$ radiation by a factor 2–4, partly because they ignore H I 2-photon emission and bremsstrahlung as coolants. Their treatment of radiative transfer seems to overemphasize the frequency shift due to resonant scattering and underestimate the spatial scattering. Because they assume the Ly$`\alpha `$ radiation is produced out to the virial radius, they do not consider this a problem. Our emission is somewhat more centrally concentrated. They assume monolithic collapse, so that for a given galaxy there is first a cooling stage and then a star formation stage. In contrast, we find that cooling and star formation happen simultaneously in massive galaxies. Finally, Haiman et al. (2000) find that the efficiency of star formation in producing Ly$`\alpha `$ radiation is only twice that due to gravitational cooling. In our simulation this ratio is about 20. The difference comes in part from their channeling all the cooling radiation through Ly$`\alpha `$ and in part from their assumption about the importance of feedback. They assume that only 10% of the gas forms stars. Since at the present day most galaxies are dominated by stars rather than gas, this implies the remaining gas must be blown out again by galactic winds. In our simulations, the efficiency of forming stars out of eligible gas is only 10% at each timestep, but the gas is not blown out, and eventually most of the cooled gas is turned into stars. The effectiveness of feedback in removing gas from galaxies is currently a major question in astrophysics, and the comparison of cooling radiation and stellar emission may eventually help to constrain the answer. Further theoretical work is needed to test the robustness of our predictions over a wider dynamic range of numerical parameters. Further observational work is needed to test whether the predicted Ly$`\alpha `$ emission from young galaxies exists in the real universe. This emission, perhaps already observed in the form of the Ly$`\alpha `$ blobs, represents a novel form of radiation from galaxies that potentially offers a direct view of the process of galaxy formation. We thank Chuck Steidel, Martin Weinberg, Chigurupati Murali, Paul Francis, and Mark Voit for helpful discussions. This work was supported by NASA Astrophysical Theory Grants NAG5-3922, NAG5-3820, and NAG5-3111, by NASA Long-Term Space Astrophysics Grant NAG5-3525, and by the NSF under grants ASC93-18185, ACI96-19019, and AST-9802568. The simulations were performed at the San Diego Supercomputer Center, NCSA, and the NASA/Ames Research Center.
warning/0007/nucl-th0007066.html	ar5iv	text	# Mean field studies of high-spin properties in the 𝑨∼𝟑𝟎 and 60 regions of superdeformation. ## Mean field studies of high-spin properties in the $`𝑨\mathbf{}\mathrm{𝟑𝟎}`$ and 60 regions of superdeformation. A. V. Afanasjev <sup>1</sup><sup>1</sup>1on leave of absence from the Laboratory of Radiation Physics, Institute of Solid State Physics, University of Latvia, LV 2169 Salaspils, Miera str. 31, Latvia, P. Ring, Physik-Department der Technischen Universität München, D-85747 Garching, Germany I. Ragnarsson Department of Mathematical Physics, Lund Institute of Technology, S-22100, Lund, Sweden Abstract: The importance of deformation changes and the possible role of proton-neutron pairing correlations on the properties of paired band crossings at superdeformation in the $`𝑨\mathbf{}\mathrm{𝟔𝟎}`$ mass region have been analyzed. The present analysis, supported in part by the cranked relativistic Hartree-Bogoliubov calculations for the SD band in <sup>60</sup>Zn, suggests that when going from <sup>60</sup>Zn to neighboring odd nuclei the properties of paired band crossings are strongly influenced by deformation changes. A number of questions related to the superdeformation in the $`𝑨\mathbf{}\mathrm{𝟑𝟎}`$ mass region has been studied with the cranked relativistic mean field theory and the configuration-dependent cranked Nilsson-Strutinsky approach. ### 0.1 Introduction Superdeformation at high spin is by now a wide-spread phenomenon across the periodic table. In recent years, the attention of the high-spin community has been shifted to the lighter nuclei in the vicinity of the $`𝑵\mathbf{}𝒁`$ line after the discovery of superdeformed (SD) bands in <sup>62</sup>Zn and neighboring nuclei and in <sup>36</sup>Ar . These regions of superdeformation are characterized by several distinct features which are either not present or much less visible at superdeformation in heavier nuclei. First, the relative polarization effects from the individual intruder and extruder orbitals are expected to be much stronger than in heavier mass regions. Second, the limited angular momentum content of specific configurations is expected to play a significant role in the definition of the rotational properties of the SD bands . For example, a considerable decrease of the dynamic moment of inertia ($`𝑱^{\mathbf{(}\mathrm{𝟐}\mathbf{)}}`$) with respect to the kinematic moment of inertia ($`𝑱^{\mathbf{(}\mathrm{𝟏}\mathbf{)}}`$) has been observed in the SD bands of the $`𝑨\mathbf{}\mathrm{𝟔𝟎}`$ mass region at the highest rotational frequencies. This feature is similar to the one seen in smoothly terminating bands in the $`𝑨\mathbf{}\mathrm{𝟏𝟏𝟎}`$ and $`𝑨\mathbf{}\mathrm{𝟔𝟎}`$ regions . In the $`𝑨\mathbf{}\mathrm{𝟑𝟎}`$ mass region, the recently discovered SD band in <sup>36</sup>Ar has been observed up to terminating state at $`𝑰^𝝅\mathbf{=}\mathrm{𝟏𝟔}^\mathbf{+}`$ . The third distinct feature is related to the possible effects emerging from the proton-neutron pairing correlations . In the present manuscript a number of issues related to the superdeformation in these mass regions is studied mainly in the framework of the cranked versions of the relativistic mean field theory . In addition, the general structure of the yrast lines in the $`𝑨\mathbf{}\mathrm{𝟑𝟎}`$ mass region emerging from the coexistence of collective and non-collective structures has been analyzed within the configuration-dependent cranked Nilsson-Strutinsky approach . ### 0.2 The $`𝑨\mathbf{}\mathrm{𝟔𝟎}`$ $`𝑵\mathbf{}𝒁`$ mass region. It is well known that the high-spin properties of the nuclei in the $`𝑨\mathbf{}\mathrm{𝟔𝟎}`$ region are dominated by a variety of phenomena among which smooth band termination and superdeformation (SD) are reliably established today. The cranked relativistic mean field (CRMF) theory, in which the pairing correlations are neglected, has been very successfully applied to the description of the properties of a number of SD bands in this mass region, see Refs. for details. In the present contribution, we will concentrate on the properties of SD bands in the <sup>60,61</sup>Zn and <sup>59</sup>Cu nuclei which have been in the focus of the recent discussions . The experimental dynamic moments of inertia $`𝑱^{\mathbf{(}\mathrm{𝟐}\mathbf{)}}`$ of these bands are shown in Fig. 1. One can see that the SD band in the $`𝑵\mathbf{=}𝒁`$ <sup>60</sup>Zn nucleus shows a large jump in $`𝑱^{\mathbf{(}\mathrm{𝟐}\mathbf{)}}`$ at rotational frequency $`𝛀_𝒙\mathbf{}\mathbf{1.0}`$ MeV. It was suggested in Ref. that simultaneous alignments of the first pairs of the $`𝒈_{\mathrm{𝟗}\mathbf{/}\mathrm{𝟐}}`$ protons and $`𝒈_{\mathrm{𝟗}\mathbf{/}\mathrm{𝟐}}`$ neutrons are responsible for this observed feature. Such an interpretation was based on the fact that in the calculations without pairing the assigned configuration has 2 $`𝒈_{\mathrm{𝟗}\mathbf{/}\mathrm{𝟐}}`$ protons and 2 $`𝒈_{\mathrm{𝟗}\mathbf{/}\mathrm{𝟐}}`$ neutrons. On the contrary, the SD band in the $`𝑵\mathbf{=}𝒁\mathbf{+}\mathrm{𝟏}`$ <sup>61</sup>Zn nucleus shows only a small bump at $`𝛀_𝒙\mathbf{}\mathbf{1.15}`$ MeV indicating a nearly complete blocking of the alignment observed in <sup>60</sup>Zn. Because of this feature, the authors of Ref. questioned the interpretation of the SD band in <sup>60</sup>Zn given above. Indeed, assuming the same deformation of the SD bands in these two nuclei and that the jump in $`𝑱^{\mathbf{(}\mathrm{𝟐}\mathbf{)}}`$ for the SD band in <sup>60</sup>Zn originates from the simultaneous alignments of independent $`𝒈_{\mathrm{𝟗}\mathbf{/}\mathrm{𝟐}}`$ proton and neutron pairs, it is reasonable to expect that the odd neutron in <sup>61</sup>Zn should only block the neutron contribution to the alignment, while the proton contribution should result in an alignment roughly half of that observed in <sup>60</sup>Zn. Thus it was suggested that the observed features may be due to $`𝑻\mathbf{=}\mathrm{𝟎}`$ proton-neutron pairing correlations present in <sup>60</sup>Zn, namely the peak in the $`𝑱^{\mathbf{(}\mathrm{𝟐}\mathbf{)}}`$ of <sup>60</sup>Zn is due to the crossing of the $`𝑻\mathbf{=}\mathrm{𝟏}`$ and $`𝑻\mathbf{=}\mathrm{𝟎}`$ bands. On the other hand, the analysis performed in Refs. within the single-$`𝒋`$ subshell model and the cranked shell model at fixed deformation indicates that the frequency of the first band crossing in the $`𝑵\mathbf{=}𝒁`$ nuclei is sensitive to the $`𝑻\mathbf{=}\mathrm{𝟏}`$ component of the two-body proton-neutron interaction but not to the $`𝑻\mathbf{=}\mathrm{𝟎}`$ component. The first alignment appears to be delayed by the $`𝑻\mathbf{=}\mathrm{𝟏}`$ proton-neutron pairing field when the intruder shell becomes more symmetrically filled. Similar to <sup>61</sup>Zn, a SD high-spin band has been observed experimentally also in the $`𝒁\mathbf{=}𝑵\mathbf{}\mathrm{𝟏}`$ <sup>59</sup>Cu nucleus, see Fig. 1. However, it is more complicated because of a branching at low spin in the observed SD band, which gives two $`𝑰\mathbf{=}\mathrm{𝟐𝟓}\mathbf{/}\mathrm{𝟐}`$ states, see Fig. 1 in Ref. . Depending on which state is assumed to be the lowest observed state in the SD band, the $`𝑱^{\mathbf{(}\mathrm{𝟐}\mathbf{)}}`$ moment of inertia is either smooth or has a very large jump at the lowest frequencies. In the latter case, it might be considered as a possible argument in favor of the delay of the first band crossing due to the $`𝑻\mathbf{=}\mathrm{𝟏}`$ proton-neutron pairing field discussed above. The considerations given above neglect the deformation changes between the SD bands which can play a considerable role in the definition of the properties of the first paired band crossings. It is interesting to note that features similar to the ones seen in the <sup>59</sup>Cu-<sup>60</sup>Zn-<sup>61</sup>Zn chain have been observed earlier in the $`𝑨\mathbf{}\mathrm{𝟏𝟓𝟎}`$ region of superdeformation, see Fig. 1 and Ref. for details. The large jump and the subsequent small bump in $`𝑱^{\mathbf{(}\mathrm{𝟐}\mathbf{)}}`$ of the yrast SD band in <sup>150</sup>Gd at $`𝛀_𝒙\mathbf{<}\mathbf{0.6}`$ MeV have been explained within the cranked Nilsson-Strutinsky approach based on a Woods-Saxon potential in terms of consecutive neutron and proton alignments . The configuration of this band is $`𝝅\mathrm{𝟔}^\mathrm{𝟐}𝝂\mathrm{𝟕}^\mathrm{𝟐}`$. The addition of one $`𝑵\mathbf{=}\mathrm{𝟔}`$ proton (band <sup>151</sup>Tb(1)) blocks not only the proton paired band crossing (which is expected from simple blocking arguments) but also the neutron paired band crossing. Similarly the configuration of the yrast SD band in <sup>152</sup>Dy does not show any signs of the ’expected’ proton and neutron paired band crossings. In the same fashion, there are no clear signs of proton paired band crossing in the dynamic moment of inertia of the <sup>149</sup>Gd(1) band. These examples show the strong dependence of the properties of the ’expected’ proton and neutron paired band crossings on the deformation in a system where the proton-neutron pairing correlations play no role. It is also reasonable to expect a similar impact of deformation changes on the properties of SD bands in the $`𝑨\mathbf{}\mathrm{𝟔𝟎}`$ region. It is especially true considering that the changes in transition quadrupole moments $`𝑸_𝒕`$ induced by additional particle(s) are relatively modest in the $`𝑨\mathbf{}\mathrm{𝟏𝟓𝟎}`$ region ($`𝑸_𝒕`$(<sup>152</sup>Dy)/$`𝑸_𝒕`$(<sup>150</sup>Gd)$`\mathbf{}\mathbf{1.13}`$, $`𝑸_𝒕`$(<sup>151</sup>Tb)/$`𝑸_𝒕`$(<sup>150</sup>Gd)$`\mathbf{}\mathbf{1.06}`$, $`𝑸_𝒕`$(<sup>149</sup>Gd)/$`𝑸_𝒕`$(<sup>150</sup>Gd)$`\mathbf{}\mathbf{0.95}`$; these ratios are based on the results of the CRMF calculations, see Ref. ) as compared with the $`𝑨\mathbf{}\mathrm{𝟔𝟎}`$ region, where, for example, the calculated ratio is $`𝑸_𝒕`$(<sup>59</sup>Cu)/$`𝑸_𝒕`$(<sup>60</sup>Zn)$`\mathbf{}\mathbf{0.82}`$ . In order to shed some light on the properties of the SD band in <sup>60</sup>Zn, they have been studied within the cranked relativistic Hartree-Bogoliubov (CRHB) theory , which has been very successful in the description of SD bands in the $`𝑨\mathbf{}\mathrm{𝟏𝟗𝟎}`$ mass region . The calculations have been performed with the NL3 force for the RMF Lagrangian and D1S set for the Gogny force in the particle-particle channel. Note that only like-particle pairing has been taken into account. In addition, approximate particle number projection has been performed by means of the Lipkin-Nogami method (further APNP(LN)). In the calculations all fermionic and bosonic states belonging to the shells up to $`𝑵_𝑭\mathbf{=}\mathrm{𝟏𝟐}`$ and $`𝑵_𝑩\mathbf{=}\mathrm{𝟏𝟔}`$ are taken into account and the basis deformation $`𝜷_\mathrm{𝟎}\mathbf{=}\mathbf{0.4}\mathbf{,}𝜸\mathbf{=}\mathrm{𝟎}^{\mathbf{}}`$ is used. The results of the calculations are shown in Figs. 2 and 3. It is clearly seen in Fig. 2 that the rise in $`𝑱^{\mathbf{(}\mathrm{𝟐}\mathbf{)}}`$ in <sup>60</sup>Zn with decreasing rotational frequency and the evolution of kinematic moment of inertia $`𝑱^{\mathbf{(}\mathrm{𝟐}\mathbf{)}}`$ are reasonably well reproduced in the CRHB calculations with no additional parameters (lines indicated by NL3+D1S+LN). At rotational frequencies above the band crossing, the CRHB calculations overestimate the experimental dynamic moment of inertia by $`\mathbf{}\mathrm{𝟏𝟎}`$%. At these frequencies, the CRMF calculations without pairing describe the $`𝑱^{\mathbf{(}\mathrm{𝟐}\mathbf{)}}`$ and $`𝑱^{\mathbf{(}\mathrm{𝟏}\mathbf{)}}`$ moments almost perfectly. According to the CRHB calculations, the jump in $`𝑱^{\mathbf{(}\mathrm{𝟐}\mathbf{)}}`$ originates from the simultaneous alignment of the first pairs of the $`𝒈_{\mathrm{𝟗}\mathbf{/}\mathrm{𝟐}}`$ protons and neutrons. This is contrary to the results obtained in the projected shell model where the jump in $`𝑱^{\mathbf{(}\mathrm{𝟐}\mathbf{)}}`$ originates from two successive band crossings. Fig. 3 shows the results of the calculations for other quantities of interest. The pairing correlations in the <sup>60</sup>Zn SD band are much smaller than the ones calculated in the $`𝑨\mathbf{}\mathrm{𝟏𝟗𝟎}`$ mass region, compare Fig. 3b in the present manuscript with Fig. 4 in Ref. . They decrease with increasing rotational frequency reflecting the Coriolis anti-pairing effect. Note also that the pairing collapse in the proton and neutron subsystems is observed in the calculations without APNP(LN). As a consequence of weak pairing correlations, the results of the calculations without pairing are very close to the ones with pairing at $`𝛀_𝒙\mathbf{}\mathbf{1.25}`$ MeV for the physical observables of interest such as kinematic and dynamic moments of inertia (Fig. 2), and transition quadrupole moments (Fig. 3b). The CRHB calculations indicate a slight lowering of kinematic moments of inertia and transition quadrupole moments $`𝑸_𝒕`$ at the frequencies $`𝛀_𝒙\mathbf{<}\mathbf{1.25}`$ MeV as compared with the calculations without pairing. The effect of the strength of the Gogny force on the results of the CRHB calculations has been investigated by introducing the scaling factor $`𝒇`$ into the Gogny force (see Ref. for details). The results of the calculations with the scaling factors $`𝒇\mathbf{=}\mathbf{0.9}`$ (lines indicated by NL3+0.9\D1S+LN) and $`𝒇\mathbf{=}\mathbf{1.1}`$ (lines indicated by NL3+1.1\D1S+LN) are shown in Figs. 2 and 3. The effect of the scaling of the Gogny force is especially drastic on the pairing properties, see Fig. 3b,c. It has also considerable impact on the rotational properties at $`𝛀_𝒙\mathbf{<}\mathbf{1.25}`$ MeV, see Fig. 2. For example, the frequency of the paired band crossing is increased (decreased) by $`𝚫𝛀_𝒙\mathbf{}\mathbf{0.135}`$ MeV when the strength of the Gogny force is increased (decreased) by 10%. The essence of the present discussion of the properties of the SD bands in the <sup>59</sup>Cu-<sup>60</sup>Zn-<sup>61</sup>Zn nuclei is the question if the observed features are due to the effects of (i) deformation changes or (ii) $`𝑻\mathbf{=}\mathrm{𝟏}`$ proton-neutron pairing interaction or (iii) combined effect of both of them. The similarity of the experimental situation in the nuclei around <sup>60</sup>Zn with the one around <sup>150</sup>Gd strongly suggests that the deformation changes should play an important role. The main features of paired band crossing in <sup>60</sup>Zn can be understood in the CRHB theory without an explicit proton-neutron pairing. However, this does by no means imply that there is no proton-neutron pairing field. Further development of the CRHB theory for description of the proton-neutron pairing is necessary in order to clarify how the balance between like-particle pairing and proton-neutron pairing is changed with increasing rotational frequency at superdeformation and how it affects the observed rotational properties. One should also note that the approximate particle number projection by means of the Lipkin-Nogami method might be a poor approximation to the exact particle number projection in the regime of weak pairing correlations in rotating nuclei. For example, the particle number fluctuations $`\mathbf{}\mathbf{(}𝚫𝑵\mathbf{)}^\mathrm{𝟐}\mathbf{}`$ in the unprojected wave function are rather small in the <sup>60</sup>Zn SD band indicating that the breaking of gauge symmetry is small. Studies in the full configuration space with exact particle number projection are definitely needed in order to estimate the accuracy of the Lipkin-Nogami method in rotating nuclei in the weak pairing regime. ### 0.3 The $`𝑨\mathbf{}\mathrm{𝟑𝟐}`$ $`𝑵\mathbf{}𝒁`$ mass region. In the nuclei in the upper half of the $`𝒔𝒅`$-shell, high-spin bands are formed in configurations with particles excited to the $`𝒇𝒑`$-shell. Of special interest is the yrast SD configuration in <sup>32</sup>S which was predicted long ago, see e.g. Refs. , but where the corresponding rotational band has not been observed at present. The question of superdeformation in this nucleus has been recently in the focus of a number of theoretical investigations within the microscopic theories based on the Skyrme and Gogny forces . Fig. 4 shows the calculated high-spin structure of this nucleus obtained in the CRMF theory with the NL3 parametrization of the RMF Lagrangian. The lowest SD configuration in this nucleus is lowest in energy amongst collective structures in the spin range of $`𝑰\mathbf{=}\mathrm{𝟏𝟎}\mathbf{}\mathrm{𝟐𝟐}\mathbf{}`$ and contains two protons and two neutrons excited to the $`𝒇𝒑`$-shell (see Fig. 5). It has a $`𝝅\mathrm{𝟑}^\mathrm{𝟐}𝝂\mathrm{𝟑}^\mathrm{𝟐}`$ structure in terms of occupied intruder high-$`𝑵`$ orbitals. The calculated SD configuration is built from the magic 16 particle $`𝝎_{\mathbf{}}\mathbf{:}𝝎_𝒛\mathbf{=}\mathrm{𝟐}\mathbf{:}\mathrm{𝟏}`$ configuration of the harmonic oscillator, which appears to be only slightly disturbed in realistic nuclear potentials. The dynamic and kinematic moments of inertia of this configuration are shown in Fig. 4b. While at low rotational frequencies these moments are approximately equal, at high frequencies of $`𝛀_𝒙\mathbf{}\mathbf{2.5}`$ MeV, the dynamic moment of inertia is approximately 60% of kinematic one. This feature is similar to the one which has been observed experimentally in the $`𝑨\mathbf{}\mathrm{𝟔𝟎}`$ mass region of superdeformation, see Refs. for details. It comes from the fact that it is not so much the deformation (at $`𝑰\mathbf{=}\mathrm{𝟎}`$) of the configuration which determines if it is rigid-rotor-like ($`𝑱^{\mathbf{(}\mathrm{𝟏}\mathbf{)}}\mathbf{}𝑱^{\mathbf{(}\mathrm{𝟐}\mathbf{)}}`$) or not but rather how far away the configuration is from its “maximum” spin (see Refs. for more details). Indeed, the “maximum” spin of this configuration defined from the distribution of particles and holes at low spin is $`𝑰_{𝒎𝒂𝒙}\mathbf{=}\mathrm{𝟐𝟒}\mathbf{}`$. The calculations also indicate a gradual drop of collectivity (i.e., a drop of transition quadrupole moment $`𝑸_𝒕`$) with increasing spin, see Fig. 4. At higher rotational frequencies, the dynamic moments of inertia increases due to the admixture of the lowest $`𝒈_{\mathrm{𝟗}\mathbf{/}\mathrm{𝟐}}`$ orbitals indicating that the lowest SD configuration changes its character from to \[2(1),2(1)\]. In many details the results of the CRMF calculations for the doubly-magic SD configuration in <sup>32</sup>S are similar to the ones obtained in the calculations based on the Skyrme and Gogny forces . An interesting difference is essentially related to the signature splitting effects emerging from the time-odd components of the mean field. Some features of this effect will be discussed below, while full results of the investigation of superdeformation in the $`𝑨\mathbf{}\mathrm{𝟑𝟎}`$ mass region within the framework of the CRMF theory will be presented in a forthcoming article . The signature separation induced by time-odd mean fields has been found earlier in the excited SD bands of <sup>32</sup>S in the cranked Hartree-Fock calculations based on the effective forces of the Skyrme type . The clear advantage of the CRMF theory compared with this approach is the fact that time-odd fields (emerging in this theory from nuclear magnetism) are defined in a unique way. In order to make a comparison between these two approaches straightforward, the CRMF calculations have been performed for the four excited SD configurations having the structure * $`𝝅\mathbf{:}𝒉\mathbf{[}\mathrm{𝟑𝟑𝟎}\mathbf{]}\mathrm{𝟏}\mathbf{/}\mathrm{𝟐}^{\mathbf{}}𝒑\mathbf{[}\mathrm{𝟐𝟎𝟐}\mathbf{]}\mathrm{𝟓}\mathbf{/}\mathrm{𝟐}^\mathbf{\pm }\mathbf{}𝝂\mathbf{:}𝒉\mathbf{[}\mathrm{𝟑𝟑𝟎}\mathbf{]}\mathrm{𝟏}\mathbf{/}\mathrm{𝟐}^{\mathbf{}}𝒑\mathbf{[}\mathrm{𝟐𝟎𝟐}\mathbf{]}\mathrm{𝟓}\mathbf{/}\mathrm{𝟐}^\mathbf{\pm }\mathbf{(}𝒓_{𝒕𝒐𝒕}\mathbf{=}\mathbf{\pm }\mathrm{𝟏}\mathbf{)}`$ which display the signature separation induced by time-odd fields in Skyrme calculations. Here the configurations are labeled by the particles $`\mathbf{(}𝒑\mathbf{)}`$ and holes $`\mathbf{(}𝒉\mathbf{)}`$ with respect to the doubly-magic SD configuration in <sup>32</sup>S and superscripts to orbital labels are used to indicate the sign of the signature $`𝒓`$ for that orbital ($`𝒓\mathbf{=}\mathbf{\pm }𝒊`$). These configurations are shown by lines with circles in Fig. 4. When nuclear magnetism (time-odd mean fields) is neglected these four configurations are degenerate in energy at no rotation. This degeneracy is broken and additional binding, which depends on the total signature of the configuration (0.907 MeV for the $`𝒓_{𝒕𝒐𝒕}\mathbf{=}\mathbf{+}\mathrm{𝟏}`$ configurations and 0.468 MeV for the $`𝒓_{𝒕𝒐𝒕}\mathbf{=}\mathbf{}\mathrm{𝟏}`$ configurations), is obtained when nuclear magnetism is taken into account. It is interesting to note that the NL1 and NLSH parametrizations of the RMF Lagrangian give very similar values of additional binding due to nuclear magnetism. The essential difference between relativistic and non-relativistic calculations lies in the size of the energy gap between the $`𝒓_{𝒕𝒐𝒕}\mathbf{=}\mathbf{+}\mathrm{𝟏}`$ and $`𝒓_{𝒕𝒐𝒕}\mathbf{=}\mathbf{}\mathrm{𝟏}`$ configurations. This gap exceeds 2 MeV in Skyrme calculations, while it is significantly smaller in the CRMF calculations being around 0.45 MeV. In addition, the CRMF results for the $`𝒓_{𝒕𝒐𝒕}\mathbf{=}\mathbf{}\mathrm{𝟏}`$ configurations differ considerably from the ones obtained in the Skyrme calculations where it was found that the $`𝒓_{𝒕𝒐𝒕}\mathbf{=}\mathbf{}\mathrm{𝟏}`$ configurations are not affected by the time-odd interactions (i.e. the interactions which give the time-odd mean fields through the Hartree-Fock averaging), while the $`𝒓_{𝒕𝒐𝒕}\mathbf{=}\mathbf{+}𝒊`$ configurations are significantly affected and acquire an additional binding. When discussing the general structure of the high-spectra in the $`𝑨\mathbf{}\mathrm{𝟑𝟎}`$ mass region, one should remember that similar to the $`𝑨\mathbf{}\mathrm{𝟔𝟎}`$ mass region it is reasonable to expect that non-collective structures will compete with SD ones for yrast status in some spin range. Considering that self-consistent microscopic mean field theories have been applied so far only to the description of few cases of such coexistence (see section 8 in Ref. for review) and that such description requires further development of relevant computer codes, we use here the configuration-dependent cranked Nilsson-Strutinsky (CNS) approach for outlining the general structure of high-spin spectra in the $`𝑨\mathbf{}\mathrm{𝟑𝟎}`$ mass region. The results of the CNS calculations are shown in Fig. 6. In the case of <sup>32</sup>S, the SD configuration with the structure is yrast from spin $`𝑰\mathbf{=}\mathrm{𝟏𝟐}\mathbf{}`$. It is interesting to mention that in the spin range $`𝑰\mathbf{=}\mathrm{𝟔}\mathbf{}\mathrm{𝟏𝟎}\mathbf{}`$, the yrast line is dominated by the aligned single-particle states in the CNS calculations. This feature has not been seen in previous microscopic self-consistent calculations which were restricted to collective shapes. Both the CRMF (Fig. 4) and CNS calculations show a large gap between the doubly magic yrast and the excited SD configurations. In heavier nuclei, the observed SD bands are generally formed when the orbitals below the 2:1 harmonic oscillator gaps and, in addition, a few upsloping orbitals above these gaps are occupied. For example, in the $`𝑵\mathbf{=}\mathrm{𝟖𝟔}`$ configuration of <sup>152</sup>Dy, the orbitals which are occupied in addition to those below the 2:1 $`𝑵\mathbf{=}\mathrm{𝟖𝟎}`$ gap are 5/2, 7/2 and 9/2. Similarly, starting from the harmonic oscillator 2:1 gap for 16 particles, another favored configuration is formed if the 5/2 orbital above this gap is occupied by two protons and two neutrons. This configuration appears to be responsible for the recently observed SD band in <sup>36</sup>Ar . In order to further analyze this configuration with 4 particles excited to the $`𝒇𝒑`$-shell, it appears interesting to investigate how it develops when starting from <sup>32</sup>S, the 5/2 nucleons are added one by one. Thus, the rotational bands for selected nuclei in this region, calculated in the CNS approach, are drawn in Fig. 6. Note that in these calculations, the proton and neutron single-particle orbitals are almost identical so the calculations for one nucleus can also be considered as a prediction for its mirror nucleus. The configurations in these nuclei can be characterized by the number of protons and neutrons in the $`𝒇𝒑`$-shell which also determines the number of the holes in the $`𝒔𝒅`$-shell. It is evident from Fig. 6 that the yrast region is characterized by a number of aligned terminating states. These are formed as the maximum spin states within specific configurations. The orbital occupation in these aligned states is straightforward to identify, noting that one proton or neutron in the $`𝑵\mathbf{=}\mathrm{𝟑}`$ shell will at most contribute with $`\mathrm{𝟕}\mathbf{/}\mathrm{𝟐}\mathbf{}`$ while two particles of the same kind in this shell contribute with $`\mathrm{𝟔}\mathbf{}`$. These states are formed at a pretty large oblate deformation $`𝜺_\mathrm{𝟐}\mathbf{=}\mathbf{0.2}\mathbf{}\mathbf{0.4}`$ which means that the two first holes in the $`𝑵\mathbf{=}\mathrm{𝟐}`$ shell will be formed in the 1/2 orbital (which is upsloping with increasing oblate deformation) and therefore do not give any spin contribution in the fully aligned state. The next holes are formed in the 3/2 and 1/2 orbitals, thus giving a spin contribution of $`\mathrm{𝟑}\mathbf{/}\mathrm{𝟐}\mathbf{}`$ for the third hole, $`\mathrm{𝟐}\mathbf{}`$ for four holes and $`\mathrm{𝟑}\mathbf{/}\mathrm{𝟐}\mathbf{}`$ for five holes. Higher spin states are formed if the last hole(s) are formed in the 3/2 and/or the 5/2 orbitals, but the states with holes in these orbitals are generally calculated to be less favored energetically (because of the large oblate deformation). These ‘rules’ suggest that favored aligned states should be formed at $`𝑰\mathbf{=}\mathrm{𝟏𝟎}\mathbf{}`$ in the configurations (with one $`𝒇_{\mathrm{𝟕}\mathbf{/}\mathrm{𝟐}}`$ proton and one $`𝒇_{\mathrm{𝟕}\mathbf{/}\mathrm{𝟐}}`$ neutron) both in <sup>32</sup>S (5+5 holes in the $`𝒔𝒅`$-shell) and in <sup>36</sup>Ar (3+3 holes) as confirmed by the full calculations, see Fig. 6. Comparing the three isotopes <sup>29</sup>S, <sup>32</sup>S and <sup>35</sup>S, one can notice a trend that when the number of neutrons comes closer to $`𝑵\mathbf{=}\mathrm{𝟐𝟎}`$, the yrast line is more dominated by aligned states while more collective bands are formed for smaller neutron numbers. The SD bands mentioned above are formed in the configurations. The calculations suggest that such a band is relatively low in energy in <sup>32</sup>S, somewhat higher in <sup>36</sup>Ar and even higher in the intermediate nuclei <sup>35</sup>Cl, <sup>34</sup>Cl and <sup>33</sup>S, the latter nucleus not shown in Fig. 6. The deformation at low spin in these bands varies continuously from $`𝜺_\mathrm{𝟐}\mathbf{}\mathbf{0.4}`$ in <sup>36</sup>Ar to $`𝜺_\mathrm{𝟐}\mathbf{}\mathbf{0.6}`$ in <sup>32</sup>S. The <sup>36</sup>Ar band approaches termination at $`𝑰\mathbf{=}\mathrm{𝟏𝟔}\mathbf{}`$ continuously, see Ref. , while the <sup>32</sup>S band is calculated only to decrease its deformation marginally reaching $`𝜺_\mathrm{𝟐}\mathbf{}\mathbf{0.57}`$ ($`𝜸\mathbf{}\mathrm{𝟒}^{\mathbf{}}`$) at $`𝑰\mathbf{=}\mathrm{𝟏𝟖}\mathbf{}`$ before the deformation starts to increase at even higher spin values. The kinematic and dynamic moments of inertia of this configuration are shown in Fig. 4b. In <sup>34</sup>Cl, four bands which are close to signature degenerate are formed, two of which are shown in Fig. 6. Their deformation decreases from $`𝜺_\mathrm{𝟐}\mathbf{}\mathbf{0.5}`$ at low spin to $`𝜺_\mathrm{𝟐}\mathbf{}\mathbf{0.4}`$ ($`𝜸\mathbf{=}\mathrm{𝟏𝟎}\mathbf{}\mathrm{𝟏𝟓}^{\mathbf{}}`$) at $`𝑰\mathbf{}\mathrm{𝟏𝟖}\mathbf{}`$ and then increases at higher spin values. For one of the bands, see Fig. 6, this smooth trend is ‘interrupted’ by one aligned state at $`𝑰\mathbf{=}\mathrm{𝟏𝟓}\mathbf{}`$ formed according to the rules outlined above. The trends calculated for these bands are in general agreement with the harmonic oscillator rules presented in Ref. (see also Ref. ) showing a division at a ground state deformation of $`𝜺_\mathrm{𝟐}\mathbf{}\mathbf{0.5}`$ ($`𝜸\mathbf{=}\mathrm{𝟎}^{\mathbf{}}`$) between bands which terminate and bands which stay collective for all spin values, reaching very large deformations in the limit of very high spin values. ### 0.4 Conclusions The rotational properties of SD bands in the <sup>59</sup>Cu-<sup>60</sup>Zn-<sup>61</sup>Zn nuclei, which are expected to be influenced by the proton-neutron pairing correlations, have been compared with the ones of SD bands around <sup>150</sup>Gd, where the proton-neutron pairing plays no role. The similarity of the experimental situation in these two regions suggests that the presence of a jump in the dynamic moment of inertia $`𝑱^{\mathbf{(}\mathrm{𝟐}\mathbf{)}}`$ of the SD band in <sup>60</sup>Zn and the absence of such jumps in the neighboring nuclei <sup>59</sup>Cu and <sup>61</sup>Zn cannot be considered as a clear signal of proton-neutron pairing correlations. It rather suggests a strong dependence of the ’expected’ proton and neutron band crossings properties on the deformation of the system. Deformation effects should be more pronounced in the $`𝑨\mathbf{}\mathrm{𝟔𝟎}`$ mass region where the relative polarization effects induced by the additional particle(s) are larger than in the $`𝑨\mathbf{}\mathrm{𝟏𝟓𝟎}`$ region. For example, the main features of a paired band crossing in the SD band of <sup>60</sup>Zn can be understood in the cranked relativistic Hartree-Bogoliubov theory without an explicit proton-neutron pairing. This does not imply, however, that there is no proton-neutron pairing but suggests that it does not play a dominant role in the definition of the properties of paired band crossings at superdeformation in the $`𝑨\mathbf{}\mathrm{𝟔𝟎}`$ mass region. A number of issues such as the high-spin structure of <sup>32</sup>S at superdeformation, rotational properties at superdeformation, the role of nuclear magnetism (time-odd components of the mean field) in the signature splitting of excited SD bands has been investigated within the cranked relativistic mean field theory. In addition, the general structure of high-spin spectra in the $`𝑨\mathbf{}\mathrm{𝟑𝟎}\mathbf{}\mathrm{𝟑𝟓}`$ mass region has been studied in the configuration-dependent CNS approach with main emphasis on the coexistence of collective and non-collective structures along the yrast line and the particle number dependence of the SD configurations with two protons and two neutrons in the $`𝒇𝒑`$-shell. Acknowledgements: A.V.A. acknowledges support from the Alexander von Humboldt Foundation. This work is also supported in part by the Bundesministerium für Bildung und Forschung under the project 06 TM 979 and by the Swedish Natural Science Research Council.
warning/0007/math-ph0007004.html	ar5iv	text	# On gauge invariant regularization of fermion currents. Partially supported by CONICET, Argentina. ## Abstract We compare Schwinger and complex powers methods to construct regularized fermion currents. We show that although both of them are gauge invariant they not always yield the same result. e-mail address: quique@dartagnan.fisica.unlp.edu.ar A difficulty specific to quantum field theories is the occurrence of infinities and hence the necessity of regularizing and renormalizing the theory. Whenever a field theory possesses a classical symmetry—and hence a conserved current—it is desirable to have at hand regularization procedures preserving that symmetry.<sup>1</sup><sup>1</sup>1As it is well known, not always it is possible to preserve all the classical symmetries present simultaneously and anomalies can arise. The calculation of vacuum expectation values of vector currents involves the evaluation of the Green function for the particle fields at the diagonal, so a regularization is required. In a classical paper J. Schwinger introduced a point splitting method to regularize fermion currents maintaining gauge symmetry on the quantum level . More recently, the so called $`\zeta `$-function method, based on complex powers of pseudodifferential operators , has proved to be a very valuable gauge invariant regularizing tool (see for example ). Some time ago, we used it to get fermion currents in 2 and 3 dimensional models . It is the aim of this work to compare the results obtained by the above mentioned methods. Let $`\overline{)}D=i\overline{)}+\overline{)}A`$ be an Euclidean Dirac operator coupled with a gauge field $`A`$ defined on a n-dimensional compact boundaryless manifold $`M`$. The operator $`\overline{)}D`$ is elliptic and, since its principal symbol has only real eigenvalues, it fulfills the Agmon cone condition . Thus, the complex powers $`\overline{)}D^s`$ can be constructed following Seeley . For $`\mathrm{Re}s<0`$ we can write $$\overline{)}D^s:=\frac{i}{2\pi }_\mathrm{\Gamma }\lambda ^s(\overline{)}D\lambda )^1𝑑\lambda ,$$ (1) where $`\mathrm{\Gamma }`$ is a contour enclosing the spectrum of $`\overline{)}D`$, and we define $`\overline{)}D^s`$ for $`\mathrm{Re}s0`$ by using $`\overline{)}D^{s+1}=\overline{)}D^s\overline{)}D`$. For each $`s`$, $`\overline{)}D^s`$ turns out to be a pseudodifferential operator of order $`s`$ and so, if $`\mathrm{Re}s<n`$, its Schwartz kernel $`K_s(x,y)`$ is a continuous function. The evaluation at the diagonal $`x=y`$ of this kernel, $`K_s(x,x)`$, admits a meromorphic extension to the whole complex s-plane $``$, with at most simple poles at $`s^{}`$. This extension will be also denoted by $`K_s(x,x)`$. Since $`K_1(x,y)`$ coincides with the Green function for $`xy`$, the finite part of $`K_s(x,x)`$ at $`s=1`$ can be used to obtain gauge invariant regularized fermion currents : $$J_\mu (x)=\mathrm{tr}\gamma _\mu \left(\underset{s=1}{\mathrm{FP}}K_s(x,x)\right)$$ (2) In order to compare this regularizing procedure with Schwinger’s one, it is convenient to consider the kernels $`K_s(x,x)`$ in the framework developed in . Since we are interested in studying the behaviour of these kernels for $`s1`$, we shall carry out our analysis just for $`1\mathrm{Re}s<0`$. By considering the finite expansion (see for instance ) $$\sigma (\overline{)}D^s)=\underset{\mathrm{}=0}{\overset{N}{}}c_s\mathrm{}(x,\xi )+r_N(x,\xi ,s),$$ (3) with $`N=n1`$, of the symbol of the operator $`\overline{)}D^s`$, with $`c_s\mathrm{}(x,\xi )`$ positively homogeneous of degree $`s\mathrm{}`$ for $`\left\|\xi \right\|1`$, we can write, for $`s1`$ the Schwartz kernel of this operator as $$K_s(x,y)=\underset{\mathrm{}=0}{\overset{N}{}}H_{ns+\mathrm{}}(x,u)+R_N(x,u,s),$$ (4) where $`H_{ns+\mathrm{}}(x,u)`$ is the Fourier transform in the variable $`\xi `$ of $`\stackrel{~}{c}_s\mathrm{}(x,\xi )`$, the homogeneous extension of $`c_s\mathrm{}(x,\xi )`$, evaluated at $`u=xy`$, and consequently u-homogeneous of degree $`ns+\mathrm{}`$ and $`R_N(x,u,s)`$ is that of $`r_N(x,\xi ,s)_{\mathrm{}=0}^N(\stackrel{~}{c}_s\mathrm{}c_s\mathrm{})(x,\xi )`$. Note that $`(\stackrel{~}{c}_s\mathrm{}c_s\mathrm{})(x,\xi )0`$ for $`\left\|\xi \right\|1`$. Now, for $`u0`$, simple poles can arise at $`s=1`$ in $`H_{ns+N}`$ and in $`R_N(x,u,s)`$ . Since $`K_s(x,xu)`$ is holomorphic in the variable $`s`$ for $`u0`$, these poles cancel each other. In fact, they are just due to the singularity of $`\stackrel{~}{c}_{sN}(x,\xi )`$ at $`\xi =0`$ and then $$\underset{s=1}{\mathrm{res}}R_N(x,u,s)=\underset{s=1}{\mathrm{res}}H_{ns+N}(x,u).$$ (5) Thus, for $`u0`$, we have for $`G(x,y)`$, the Green function of $`\overline{)}D`$, $$G(x,y)=\underset{s1}{lim}K_s(x,y)=\underset{\mathrm{}=0}{\overset{N}{}}G_{n+1+\mathrm{}}(x,u)+R_G(x,u),$$ (6) with $`G_{n+1+\mathrm{}}(x,u)=\underset{s1}{lim}H_{ns+\mathrm{}}(x,u)`$ for $`\mathrm{}<N`$, $`G_{n+1+N}(x,u)=\underset{s=1}{\mathrm{FP}}H_{ns+N}(x,u)`$ and $`R_G(x,u)=\underset{s=1}{\mathrm{FP}}R_N(x,u,s)`$. Then, taking into account that, for $`s1`$, (see, for instance ) $$K_s(x,x)=R_N(x,0,s),$$ (7) we have $$\underset{s=1}{\mathrm{FP}}K_s(x,x)=R_G(x,0),$$ (8) On the other hand, the fermionic currents regularized according to Schwinger’s prescription are given by $$J_\mu (x)=\underset{yx}{\mathrm{Sch}\mathrm{lim}}\mathrm{tr}\left(\gamma _\mu G(x,y)e^{i_x^yA.dz}\right),$$ (9) where $$_x^yA.dz=_0^1A_\mu (xtu)u_\mu 𝑑t,$$ (10) and $`\underset{yx}{\mathrm{Sch}\mathrm{lim}}`$ (Schwinger limit) is the usual limit when it exists, it vanishes for u-homogeneous functions of negative degree and for logarithmic ones, and it coincides with the mean value at $`\|u\|=1`$ for u-homogeneous functions of zero degree. The exponential factor was introduced by Schwinger in order to maintain gauge invariance. From (2), (8) and (9) we see that both methods yield the same result for $`J_\mu `$ if and only if $$\underset{yx}{\mathrm{Sch}\mathrm{lim}}\mathrm{tr}\left(\gamma _\mu \underset{\mathrm{}=0}{\overset{N}{}}G_{n+1+\mathrm{}}(x,u)e^{i_x^yA.dz}\right)=0$$ (11) since, being $`R_G(x,u)`$ continuous at $`x=y`$, $$\begin{array}{cc}\hfill \underset{yx}{\mathrm{Sch}\mathrm{lim}}\mathrm{tr}\left(\gamma _\mu R_G(x,u)e^{i_x^yA.dz}\right)& =\underset{yx}{\mathrm{Sch}\mathrm{lim}}\mathrm{tr}\left(\gamma _\mu R_G(x,u)\right)\hfill \\ \hfill =\underset{u0}{lim}\mathrm{tr}\left(\gamma _\mu R_G(x,u)\right)& =\mathrm{tr}\left(\gamma _\mu \underset{s=1}{\mathrm{FP}}K_s(x,x)\right).\hfill \end{array}$$ (12) Now, we shall see how this works in $`n=2`$, $`3`$ and $`4`$. By computing the $`G_{n+1+\mathrm{}}(x,u)`$’s we shall be able to establish when (11) holds and so, when both methods yield the same regularized currents. In a local coordinate chart $$\overline{)}D=\gamma _\mu D_\mu =\gamma _\mu (i_\mu +A_\mu ),$$ (13) where the algebra of the $`\gamma `$-matrices is $$\gamma _\mu \gamma _\nu +\gamma _\nu \gamma _\mu =\delta _{\mu \nu }.$$ (14) Its symbol, $`\sigma (\overline{)}D;x,\xi )`$, is $$\sigma (\overline{)}D;x,\xi )=\overline{)}\xi \overline{)}A(x).$$ (15) The symbol of the resolvent, $`\sigma ((\overline{)}D\lambda )^1;x,\xi )`$, has an asymptotic expansion $`_{\mathrm{}}\stackrel{~}{C}_1\mathrm{}(x,\xi ,\lambda )`$, where $`\stackrel{~}{C}_1\mathrm{}(x,\xi ,\lambda )`$ is homogeneous in $`\xi `$ and $`\lambda `$ of degree $`1\mathrm{}`$ . Then $$(\overline{)}D\lambda )^1\phi (x)\frac{1}{(2\pi )^{n/2}}\underset{\mathrm{}}{}\stackrel{~}{C}_1\mathrm{}(x,\xi ,\lambda )e^{i\xi .x}\widehat{\phi }(\xi )d\xi ,$$ (16) Applying $`\overline{)}D\lambda `$ to Equation (3) we get recursive equations for determining the $`\stackrel{~}{C}_1\mathrm{}(x,\xi ,\lambda )`$’s: $$\begin{array}{cc}& (\overline{)}\xi +\lambda )\stackrel{~}{C}_1(x,\xi ,\lambda )=1\hfill \\ & \overline{)}D_x\stackrel{~}{C}_1\mathrm{}(x,\xi ,\lambda )(\overline{)}\xi +\lambda )\stackrel{~}{C}_{1\mathrm{}1}(x,\xi ,\lambda )=0.\hfill \end{array}$$ (17) Consequently, $$\stackrel{~}{C}_1\mathrm{}(x,\xi ,\lambda )=\frac{(\overline{)}\xi \lambda )}{\xi ^2\lambda ^2}\left[\overline{)}D_x\frac{(\overline{)}\xi \lambda )}{\xi ^2\lambda ^2}\right]^{\mathrm{}}.$$ (18) Now, from equation (1), $$\begin{array}{c}\hfill H_{ns+\mathrm{}}(x,u)=\frac{1}{(2\pi )^n}\stackrel{~}{c}_s\mathrm{}(x,\xi )e^{i\xi .u}𝑑\lambda 𝑑\xi \\ \\ \hfill =\frac{i}{(2\pi )^{n+1}}_\mathrm{\Gamma }\stackrel{~}{C}_1\mathrm{}(x,\xi ,\lambda )\lambda ^se^{i\xi .u}𝑑\lambda 𝑑\xi ,\end{array}$$ (19) where the contour $`\mathrm{\Gamma }`$ can be chosen as shown in Figure 1. Therefore, $$\begin{array}{cc}& H_{ns+\mathrm{}}(x,u)\hfill \\ \\ & =\frac{i}{(2\pi )^{n+1}}_\mathrm{\Gamma }\frac{(\overline{)}\xi \lambda )}{(\xi ^2\lambda ^2)^{\mathrm{}+1}}\left[\overline{)}D_x(\overline{)}\xi \lambda )\right]^{\mathrm{}}\lambda ^se^{i\xi .u}𝑑\lambda 𝑑\xi \hfill \\ \\ & =\frac{i}{(2\pi )^{n+1}}_\mathrm{\Gamma }\frac{(i\overline{)}_u\lambda )}{(\xi ^2\lambda ^2)^{\mathrm{}+1}}\left[\overline{)}D_x(i\overline{)}_u\lambda )\right]^{\mathrm{}}\lambda ^se^{i\xi .u}𝑑\lambda 𝑑\xi .\hfill \end{array}$$ (20) Taking into account that, for any polynomial $`P(\lambda )`$, $$\begin{array}{cc}& \frac{i}{2\pi }_\mathrm{\Gamma }\frac{\lambda ^sP(\lambda )}{(\xi ^2\lambda ^2)^{\mathrm{}+1}}d\lambda \hfill \\ \\ & =\frac{i}{2\pi }\left\{_{\mathrm{}}^0\frac{(ze^{i\frac{\pi }{2}})^sP(iz)}{(\xi ^2+z^2)^{\mathrm{}+1}}idz+_0^{\mathrm{}}\frac{(ze^{i\frac{3\pi }{2}})^sP(iz)}{(\xi ^2+z^2)^{\mathrm{}+1}}idz\right\}\hfill \\ \\ & =\frac{i}{\pi }e^{i\frac{\pi }{2}s}\mathrm{sin}(\pi s)P(_a)\left[_0^{\mathrm{}}\frac{z^se^{iaz}}{(\xi ^2+z^2)^{\mathrm{}+1}}dz\right]_{a=0},\hfill \end{array}$$ (21) we can write $$\begin{array}{c}\hfill H_{ns+\mathrm{}}(x,u)=\frac{i}{\pi }e^{i\frac{\pi }{2}s}\mathrm{sin}(\pi s)(i\overline{)}_u+_a)\left[\overline{)}D_x(i\overline{)}_u+_a)\right]^{\mathrm{}}\\ \\ \hfill \times \underset{k=0}{\overset{\mathrm{}+1}{}}\frac{(ia)^k}{k!}_0^{\mathrm{}}z^{s+k}\frac{1}{(2\pi )^n}\frac{1}{(\xi ^2+z^2)^{\mathrm{}+1}}e^{i\xi .u}d\xi dz\|_{a=0}.\end{array}$$ (22) Now, the integrals in (22) can be performed using the known identities $$\begin{array}{c}\hfill \frac{1}{(2\pi )^n}(\xi ^2+z^2)^se^{i\xi .u}𝑑\xi =\frac{2^{1+s}}{(2\pi )^{\frac{n}{2}}}\frac{1}{\mathrm{\Gamma }(s)}\left(\frac{z}{u}\right)^{\frac{n}{2}+s}𝐊_{\frac{n}{2}+s}(zu)\end{array}$$ (23) where $`𝐊_\mu `$ is a Bessel function (see for instance ), and $$\begin{array}{c}\hfill _0^{\mathrm{}}z^\mu 𝐊_\nu (zu)𝑑z=2^{\mu 1}u^{\mu 1}\mathrm{\Gamma }\left(\frac{1+\mu +\nu }{2}\right)\mathrm{\Gamma }\left(\frac{1+\mu \nu }{2}\right),\end{array}$$ (24) (see for example ). Finally, we thus get the following expression for $`H_{ns+\mathrm{}}(x,u)`$: $$\begin{array}{cc}& H_{ns+\mathrm{}}(x,u)=\frac{i2^{s2\mathrm{}2}}{\pi ^{\frac{n}{2}+1}\mathrm{}!}e^{i\frac{\pi }{2}s}\mathrm{sin}(\pi s)\hfill \\ \\ & \times (i\overline{)}_u+_a)\left[\overline{)}D_x(i\overline{)}_u+_a)\right]^{\mathrm{}}\underset{k=0}{\overset{\mathrm{}+1}{}}\frac{(ia)^k}{k!}\hfill \\ \\ & \times \mathrm{\Gamma }\left(\frac{1+s+k}{2}\right)\mathrm{\Gamma }\left(\frac{s+k+n12\mathrm{}}{2}\right)u^{sn+2\mathrm{}+1k}\|_{a=0}.\hfill \end{array}$$ (25) The first four terms $`H_{ns+\mathrm{}}(x,u)`$’s, obtained from (25) after a straightforward but tedious computation just involving $`\gamma `$-matrices’s algebra and derivatives, are shown in Table I. There, as usual, $`F_{\mu \nu }=_\mu A_\nu _\nu A_\mu =i(D_\mu A_\nu D_\nu A_\mu )`$. It is worth noticing that the first terms of the exponential $$\begin{array}{c}\hfill e^{i_x^yA.dz}=1+i(u.A)\frac{(u.D)(u.A)}{2!}i\frac{(u.D)(u.D)(u.A)}{3!}+\mathrm{}\end{array}$$ (26) start to appear as an overall factor in the sum of the expansion (4) for $`K_s(x,y)`$. Now, we shall compute the sum in expression (11) in order to see whether both methods coincide or not. Taking into account that $`G_{n+1+\mathrm{}}(x,u)=\underset{s1}{lim}H_{ns+\mathrm{}}(x,u)`$ for $`\mathrm{}<N`$ and $`G_{n+1+N}(x,u)=\underset{s=1}{\mathrm{FP}}H_{ns+N}(x,u)`$, from Table I we get the following relations. For $`n=2`$, we have $$\begin{array}{c}\hfill \underset{\mathrm{}=0}{\overset{1}{}}G_{2+1+\mathrm{}}(x,u)e^{i_x^yA.dz}=\frac{i}{2\pi }\frac{\overline{)}u}{u^2}(1+o(u^2)),\end{array}$$ (27) so it is clear that (11) holds in this case. For $`n=3`$, we get $$\begin{array}{c}\hfill \underset{\mathrm{}=0}{\overset{2}{}}G_{3+1+\mathrm{}}(x,u)e^{i_x^yA.dz}=\frac{i}{4\pi }\frac{\overline{)}u}{u^3}(1+o(u^3))\\ \hfill +\frac{1}{16\pi }\left[\frac{u_\rho }{u}\gamma _\mu \gamma _\rho \gamma _\nu +\gamma _\mu \gamma _\nu \right]F_{\mu \nu },\end{array}$$ (28) and so $$\underset{yx}{\mathrm{Sch}\mathrm{lim}}\mathrm{tr}\left(\gamma _\mu \underset{\mathrm{}=0}{\overset{2}{}}G_{3+1+\mathrm{}}(x,u)e^{i_x^yA.dz}\right)=\frac{1}{16\pi }\mathrm{tr}[\gamma _\mu \gamma _\rho \gamma _\nu ]F_{\rho \nu },$$ (29) which vanishes or not depending on the $`\gamma `$’s representation (it does not vanish if the $`2\times 2`$ Pauli matrices are chosen). Finally, we consider $`n=4`$. In this case, a pole is present in $`H_{4s+3}(x,u)`$ at $`s=1`$. After computing the finite part in order to get $`G_{4+1+3}(x,u)`$ we have $$\begin{array}{cc}& \underset{\mathrm{}=0}{\overset{3}{}}G_{4+1+\mathrm{}}(x,u)e^{i_x^yA.dz}=\frac{i}{2\pi ^2}\frac{\overline{)}u}{u^4}(1+o(u^4))\hfill \\ & +\frac{1}{16\pi ^2}\frac{u_\rho }{u^2}\gamma _\mu \gamma _\rho \gamma _\nu F_{\mu \nu }(1+o(u^2))\hfill \\ & \frac{i}{48\pi ^2}\frac{u_\rho u_\sigma }{u^2}(\frac{3}{2}\gamma _\mu \gamma _\rho \gamma _\nu _\sigma F_{\mu \nu }\gamma _\rho _\mu F_{\sigma \mu }+\gamma _\mu _\rho F_{\sigma \mu })\hfill \\ & \frac{i}{24\pi ^2}(\mathrm{ln}2\mathrm{ln}u\frac{i\pi }{2}+\mathrm{\Gamma }^{}(1))\gamma _\nu _\mu F_{\mu \nu },\hfill \end{array}$$ (30) which, in general, clearly yields a nonzero result for expression (11). So, we see that although Schwinger and complex powers methods are both gauge invariant, they only coincide for the two-dimensional case. In $`3`$ dimensions the coincidence depends on the representation chosen for the $`\gamma `$-matrices’s, while for $`n=4`$ they in general disagree.
warning/0007/hep-ph0007202.html	ar5iv	text	# 1 Introduction ## 1 Introduction The Minimal Supersymmetric Standard Model (MSSM) is one of the most promising extensions of the Standard Model. It offers a natural solution of the hierarchy problem , amazing gauge coupling unification , and Dark Matter candidates . If Nature chooses low energy supersymmetry (SUSY), sparticles will be found for sure, as they will be copiously produced at future colliders such as the Large Hadron Collider (LHC) at CERN or TeV scale $`e^+e^{}`$ linear colliders (LC). The LHC would be a great discovery machine if SUSY breaking masses lie below a few TeV . On the other hand, there are several on-going and future projects searching for LSP Dark Matter. One of them even claims a positive signal , although the current situation is rather contradictory . In any case, it seems very plausible that both SUSY collider signals and LSP Dark Matter in the Universe will be found in future. Recently interesting possibilities have been pointed out where non–thermal production of Dark Matter is significant . Generally the known bound from the thermal LSP density may easily be evaded by assuming a low post–inflationary reheating temperature of the Universe, without endangering the standard successes of Big Bang cosmology . If the reheating temperature is below the neutralino decoupling temperature, the relation between neutralino pair annihilation rates and the mass density of the Universe disappears. The mass may then be determined by other parameters, such as the Q ball formation rate and decay time , or the moduli masses and their decay rates to LSPs . While these non–thermal mechanisms open exciting new possibilities, direct experimental or observational tests of them might be difficult, since they all have to occur before Big Bang nucleosynthesis (BBN).<sup>1</sup><sup>1</sup>1For the Q ball case, measurements of the cosmic microwave background by the MAP and PLANCK satellites might find isocurvature fluctuations due to the Affleck–Dine Field . It is therefore interesting to determine 1. the actual LSP relic density, both “locally” (in the solar system) and averaged over the Universe; and 2. the predicted thermal LSP relic density, as precisely as possible. These quantities are closely related to the mass and interactions of the LSP. A positive difference between the actual and predicted LSP density would indicate the existence of non–thermal relics, whereas a negative difference would hint at large entropy production below the LSP freeze–out temperature (e.g. due to a low reheating temperature). The matter density in the Universe divided by the critical density, $`\mathrm{\Omega }_{\mathrm{matter}}`$, is claimed to be tightly constrained already; $`\mathrm{\Omega }_{\mathrm{matter}}=0.35\pm 0.07`$ . On the other hand, the thermal relic density of the Universe $`\mathrm{\Omega }_{\stackrel{~}{\chi }_1^0}h^2`$ ($`h=0.65\pm 0.05`$) has been calculated through the mass and interaction of the LSP, which is likely to be the lightest neutralino $`\stackrel{~}{\chi }_1^0`$. In the absence of direct production of sparticles we have to rely on experimental lower bounds on sparticle masses as well as naturalness arguments to conclude that the predicted $`\mathrm{\Omega }_{\stackrel{~}{\chi }_1^0}h^2`$ lies somewhere between $`10^3`$ and $`10^3`$; clearly this is not a very useful prediction, although it is encouraging that this wide range at least includes the correct value. The purpose of this paper is to discuss how future LHC experiments can contribute to the determination of the MSSM parameters that are needed to predict the thermal LSP relic density and the LSP–nucleon scattering cross section. Our goal is thus somewhat different from that of ref., where it was simply assumed that all relevant parameters had somehow been determined by various experiments, with given errors; the main emphasis was on estimating the resulting uncertainties in the predictions of the thermal LSP relic density and the LSP–nucleon scattering cross section. In contrast, we discuss in some detail how these parameters can be determined, and with what errors. The determination of mass parameters has been discussed in detail in the minimal supergravity (mSUGRA) model, where one assumes universality of scalar masses and of gaugino masses at the scale $`M_X`$ of Grand Unification . In Sec. 2, we point out that $`\stackrel{~}{\chi }_2^0\stackrel{~}{e}_R`$ is open for most parameters giving a reasonable LSP density, making the determination of $`m_{\stackrel{~}{\chi }_2^0}`$, $`m_{\stackrel{~}{\chi }_1^0}`$ and $`m_{\stackrel{~}{e}_R}`$ possible at the LHC. We demonstrate that the mass density is determined by the LSP and slepton masses, if the LSP is mostly a bino as expected in mSUGRA. In this case $`\mathrm{\Omega }_{\stackrel{~}{\chi }_1^0}`$ can be predicted to about 10 to 20% accuracy. In Secs. 3 and 4 we discuss a non–mSUGRA scenario. In Sec. 3 we relax the assumption of universal scalar masses for Higgs bosons. It is then easy to find cases with comparable higgsino and gaugino masses, $`\mu M`$, while keeping all squared scalar masses positive at $`M_X`$. The LSP then has a significant higgsino component, so that its density cannot be predicted by only studying $`\stackrel{~}{\chi }_2^0\stackrel{~}{e}_R\stackrel{~}{\chi }_1^0`$ decays. The situation is further complicated if we also relax the assumption of universal gaugino masses, since the neutralino mass matrix then depends on three independent, unknown mass parameters. We point out that the cascade decay $`\stackrel{~}{\chi }_2^+\stackrel{~}{\nu }_L\stackrel{~}{\chi }_1^+`$ can then often be identified, providing clear evidence that $`\mu M`$. In Sec. 4 we present a detailed case study with $`\mu M_2`$ to confirm the potential of LHC experiments to analyze $`\stackrel{~}{\chi }_2^+`$ cascade decays; this allows a complete determination of the neutralino mass matrix (in the absence of CP–violating phases). Sec. 5 is devoted to discussions. ## 2 $`\mathrm{\Omega }_{\stackrel{~}{\chi }_1^0}`$ in mSUGRA In the minimal supergravity model one assumes universal soft breaking parameters at the GUT scale: a universal scalar mass $`m`$, universal gaugino mass $`M`$, universal trilinear coupling $`A`$, and Higgs mass parameter $`B`$. The renormalization group evolution of soft breaking squared Higgs masses then leads to consistent breaking of the electroweak symmetry, provided the higgsino mass parameter $`\mu `$ can be tuned independently. In this paper, we chose the weak scale input parameters $`m_b(m_b)=4.2`$ GeV, $`m_t(m_t)=165`$ GeV, and $`\mathrm{tan}\beta `$. We minimize the tree level potential at renormalization scale $`Q=\sqrt{m_{\stackrel{~}{t}}m_t}`$, which reproduces the correct value of $`\mu `$ obtained by minimizing the full 1–loop effective potential. We include loop corrections to the masses of neutral Higgs bosons, including leading two–loop corrections . The mass density $`\mathrm{\Omega }_{\stackrel{~}{\chi }_1^0}h^2`$ of the LSP is calculated from the pair annihilation cross section by using the expressions $`\mathrm{\Omega }_{\stackrel{~}{\chi }_1^0}h^2`$ $`=`$ $`{\displaystyle \frac{1.07\times 10^9/\mathrm{GeV}x_F}{\sqrt{g_{}}M_P(a+3b/x_F)}}`$ (1) $`\sigma (\stackrel{~}{\chi }_1^0\stackrel{~}{\chi }_1^0\mathrm{all})v`$ $`=`$ $`a+bv^2`$ (2) $`x_F(m_{\stackrel{~}{\chi }_1^0}/T_F)`$ $`=`$ $`\mathrm{log}{\displaystyle \frac{\left(0.764M_P(a+6b/x_F)c(2+c)m_{\stackrel{~}{\chi }_1^0}\right)}{\sqrt{g_{}x_F}}}`$ (3) except near regions of parameter space where special care is needed. Here $`M_P=1.2210^{19}`$ GeV is the Planck mass, and $`a`$ and $`b`$ are the first two coefficients in the Taylor expansion of the pair annihilation cross section of the LSP with respect to the relative velocity $`v`$ of the LSP pair in its center of mass frame. $`g^{}`$ is the effective number of relativistic degrees of freedom at LSP freeze–out temperature $`T_F`$. The expansion in $`v`$ breaks down around $`s`$channel poles; here the thermal average is calculated numerically, using the formalism given by Griest and Seckel . We also take into account sub–threshold annihilation into $`hh`$ and $`W^+W^{}`$ final states. When the LSP is higgsino–like, coannihilation of $`\stackrel{~}{\chi }_1^0`$ with $`\stackrel{~}{\chi }_1^+`$ and $`\stackrel{~}{\chi }_2^0`$ are important . The annihilation modes $`\stackrel{~}{\chi }_1^0\stackrel{~}{\chi }_1^+ff^{}`$ and $`\stackrel{~}{\chi }_1^0\stackrel{~}{\chi }_2^0f\overline{f}`$ are approximated by $`s`$channel $`W`$ and $`Z`$ exchange, respectively; $`\stackrel{~}{\chi }_1^0\stackrel{~}{\chi }_1^+W\gamma `$ is also included. All other higgsino coannihilation modes are treated assuming $`SU(2)`$ invariance. We also include one loop radiative corrections to the mass splitting of higgsino–like states . We do not include $`\stackrel{~}{\chi }_1^0\stackrel{~}{\tau }`$ coannihilation, since we do not study cases with $`m_{\stackrel{~}{\chi }_1^0}m_{\stackrel{~}{\tau }}`$. MSUGRA predicts a bino–like LSP $`\stackrel{~}{\chi }_1^0`$ and wino–like $`\stackrel{~}{\chi }_1^+`$ and $`\stackrel{~}{\chi }_2^0`$ for moderate values of $`m`$ and $`M`$ (below $`500`$ GeV). This is a rather model independent result . Large positive corrections to squark masses from gaugino loops, together with the large top Yukawa coupling, drive the squared soft breaking Higgs mass $`m_2^2`$ negative at the weak scale. On the other hand, correct symmetry breaking requires $`m_2^2+\mu ^2>m_Z^2/2`$. One has to make $`\mu `$ large to obtain the correct electroweak symmetry breaking scale, if scalar masses and gaugino masses are of the same order. If slepton masses are moderate, the LSP is bino–like, and one is sufficiently far away from $`s`$channel poles ($`2m_{\stackrel{~}{\chi }_1^0}m_Z,m_{\mathrm{Higgs}}`$), the mass density is essentially determined by $`t`$channel $`\stackrel{~}{e}_R`$ exchange . This is because 1. A pure bino couples only to fermion and sfermion, or Higgs and higgsino. Higgsino exchange is suppressed for $`\mu ^2M^2`$. 2. $`m_{\stackrel{~}{e}_R}<m_{\stackrel{~}{e}_L}m_{\stackrel{~}{\nu }}m_{\stackrel{~}{q}}`$ in mSUGRA, therefore $`\stackrel{~}{e}_R`$ exchange is least suppressed by large masses in the propagator. 3. The hypercharges of sleptons satisfy the relation $`Y_{\stackrel{~}{e}_R}=2Y_{\stackrel{~}{e}_L}`$, therefore $`\sigma (\stackrel{~}{e}_R)v=16\sigma (\stackrel{~}{e}_L\mathrm{or}\stackrel{~}{\nu }_L)v`$ when sfermion masses are equal. This can be seen in Fig. 1 a)-d), where $`\mathrm{\Omega }_{\stackrel{~}{\chi }_1^0}`$ (a, b) and $`b10^6\mathrm{GeV}^2\times \mathrm{\Omega }_{\stackrel{~}{\chi }_1^0}h^2\sigma _{\stackrel{~}{B}}`$ (c,d) are plotted. Here $`\sigma _{\stackrel{~}{B}}`$ is the scaled bino pair annihilation cross section in the limit where $`m_{\stackrel{~}{e}_R}m_{\stackrel{~}{e}_L},m_{\stackrel{~}{q}}`$ , $$\sigma _{\stackrel{~}{B}}=\frac{m_{\stackrel{~}{\chi }_1^0}^2}{(m_{\stackrel{~}{e}_R}^2+m_{\stackrel{~}{\chi }_1^0}^2)^2}\times \left[\left(1\frac{m_{\stackrel{~}{\chi }_1^0}^2}{m_{\stackrel{~}{e}_R}^2+m_{\stackrel{~}{\chi }_1^0}^2}\right)^2+\frac{m_{\stackrel{~}{\chi }_1^0}^4}{(m_{\stackrel{~}{e}_R}^2+m_{\stackrel{~}{\chi }_1^0}^2)^2}\right].$$ (4) We find that the mass density increases with increasing $`Mm_{\stackrel{~}{\chi }_1^0}`$ and $`m`$; $`m`$ is essentially proportional to $`m_{\stackrel{~}{e}_R}`$ for $`mM`$. Dotted lines are for constant $`\stackrel{~}{\chi }_1^0`$ mass. The fact that it basically only depends on $`M`$ indicates that the LSP is indeed bino–like. The mass density becomes very small for $`m_{\stackrel{~}{\chi }_1^0}=m_Z/2`$, because LSP pair annihilation through $`Z`$ exchange is enhanced. In Fig. 1 c) and 1d) we show contours of constant $`b`$. Although $`\mathrm{\Omega }_{\stackrel{~}{\chi }_1^0}h^2`$ changes by more than a factor of 4, the change of $`b`$ is very small over the wide range of parameter region with $`M>160`$ GeV, again confirming the bino–like nature of the LSP for the mSUGRA case. The $`\mathrm{tan}\beta `$ dependence is also very weak, as can be seen in Fig. 2 a) and b). This again shows that the LSP is bino dominant, and bino–higgsino mixing, which is controlled by the off–diagonal elements of the neutralino mass matrix, has negligible effect on the LSP relic density for the parameters given in the plot. For sufficiently heavy $`\stackrel{~}{\chi }_1^0`$, $`\mathrm{\Omega }_{\stackrel{~}{\chi }_1^0}`$ is simply determined by $`m_{\stackrel{~}{e}_R}`$ and $`m_{\stackrel{~}{\chi }_1^0}`$ so that $`b1`$. We now show that analyses of sparticle production at the LHC would lead to tight constraints on the predicted thermal relic density $`\mathrm{\Omega }_{\stackrel{~}{\chi }_1^0}h^2`$. Recently, quite a few studies of precision measurements of sparticle masses at the LHC have been performed. When the cascade decay $`\stackrel{~}{q}\stackrel{~}{\chi }_2^0\stackrel{~}{e}_R\stackrel{~}{\chi }_1^0`$ is open, a clean SUSY signal is $`ll+jets+`$ missing $`E_T`$. It was shown that $`m_{\stackrel{~}{q}}`$, $`m_{\stackrel{~}{\chi }_2^0}`$, $`m_{\stackrel{~}{e}_R}`$ and $`m_{\stackrel{~}{\chi }_1^0}`$ can be reconstructed from the upper end points of the $`m_{jll}`$ and $`m_{jl}`$ distributions, $`m_{jll}^{\mathrm{max}}`$ and $`m_{jl}^{\mathrm{max}}`$; the edge of the $`m_{ll}`$ distribution, $`m_{ll}^{\mathrm{max}}`$; and the lower end point of the $`m_{jll}`$ distribution with $`m_{ll}>m_{ll}^{\mathrm{max}}/\sqrt{2}`$, $`m_{jll}^{\mathrm{min}}`$. Here $`j`$ refers to one of the two hardest jets in the event. In most cases it is chosen such that it has the smaller $`jll`$ invariant mass; this is meant to select the jet from the primary $`\stackrel{~}{q}\stackrel{~}{\chi }_2^0q`$ decay. However, $`m_{jll}^{\mathrm{min}}`$ is reconstructed by taking the jet which gives the larger $`jll`$ invariant mass, in order to avoid contamination. Those end points are given by the analytical formulae : $`m_{jll}^{\mathrm{max}}`$ $`=`$ $`\left[{\displaystyle \frac{(m_{\stackrel{~}{q}_L}^2m_{\stackrel{~}{\chi }_2^0}^2)(m_{\stackrel{~}{\chi }_2^0}^2m_{\stackrel{~}{\chi }_1^0}^2)}{m_{\stackrel{~}{\chi }_2^0}^2}}\right]^{1/2}`$ (5) $`m_{jl}^{\mathrm{max}}`$ $`=`$ $`\mathrm{Max}(\left[{\displaystyle \frac{(m_{\stackrel{~}{q}_L}^2m_{\stackrel{~}{\chi }_2^0}^2)(m_{\stackrel{~}{\chi }_2^0}^2m_{\stackrel{~}{e}_R}^2)}{m_{\stackrel{~}{\chi }_2^0}^2}}\right]^{1/2},\left[{\displaystyle \frac{(m_{\stackrel{~}{q}_L}^2m_{\stackrel{~}{\chi }_2^0}^2)(m_{\stackrel{~}{e}_R}^2m_{\stackrel{~}{\chi }_1^0}^2}{m_{\stackrel{~}{e}_R}^2}}\right]^{1/2})`$ (6) $`m_{ll}^{\mathrm{max}}`$ $`=`$ $`\sqrt{{\displaystyle \frac{(m_{\stackrel{~}{\chi }_2^0}^2m_{\stackrel{~}{e}_R}^2)(m_{\stackrel{~}{e}_R}^2m_{\stackrel{~}{\chi }_1^0}^2)}{m_{\stackrel{~}{e}_R}^2}}}`$ (7) $`m_{jll}^{\mathrm{min}}`$ $`=`$ $`{\displaystyle \frac{1}{4m_{\stackrel{~}{\chi }_2^0}^2m_{\stackrel{~}{e}_R}^2}}[m_{\stackrel{~}{\chi }_1^0}^2m_{\stackrel{~}{\chi }_2^0}^4+3m_{\stackrel{~}{\chi }_1^0}^2m_{\stackrel{~}{\chi }_2^0}^2m_{\stackrel{~}{e}_R}^2m_{\stackrel{~}{\chi }_2^0}^4m_{\stackrel{~}{e}_R}^2m_{\stackrel{~}{\chi }_2^0}^2m_{\stackrel{~}{e}_R}^4m_{\stackrel{~}{\chi }_1^0}^2m_{\stackrel{~}{\chi }_2^0}^2m_{\stackrel{~}{q}_L}^2`$ (10) $`m_{\stackrel{~}{\chi }_1^0}^2m_{\stackrel{~}{e}_R}^2m_{\stackrel{~}{q}_L}^2+3m_{\stackrel{~}{\chi }_2^0}^2m_{\stackrel{~}{e}_R}^2m_{\stackrel{~}{q}_L}^2m_{\stackrel{~}{e}_R}^4m_{\stackrel{~}{q}_L}^2+(m_{\stackrel{~}{\chi }_2^0}^2m_{\stackrel{~}{q}_L}^2)\times `$ $`\sqrt{(m_{\stackrel{~}{\chi }_1^0}^4+m_{\stackrel{~}{e}_R}^4)(m_{\stackrel{~}{\chi }_2^0}^2+m_{\stackrel{~}{e}_R}^2)^2+2m_{\stackrel{~}{\chi }_1^0}^2m_{\stackrel{~}{e}_R}^2(m_{\stackrel{~}{\chi }_2^0}^46m_{\stackrel{~}{\chi }_2^0}^2m_{\stackrel{~}{e}_R}^2+m_{\stackrel{~}{e}_R}^4)}]`$ In addition to those quantities, one can measure the end point $`m_{jl}^{\mathrm{min}}`$ of the distribution of the smaller of the two $`m_{jl}`$ values. It can be expressed as $`m_{jl}^{\mathrm{min}}`$ $`=`$ $`\sqrt{{\displaystyle \frac{(m_{\stackrel{~}{q}_L}^2m_{\stackrel{~}{\chi }_2^0}^2)(m_{\stackrel{~}{e}_R}^2m_{\stackrel{~}{\chi }_1^0}^2)}{2m_{\stackrel{~}{e}_R}^2m_{\stackrel{~}{\chi }_1^0}^2}}}\mathrm{if}2m_{\stackrel{~}{e}_R}^2(m_{\stackrel{~}{\chi }_1^0}^2+m_{\stackrel{~}{\chi }_2^0}^2)<0`$ (11) $`=`$ $`\sqrt{{\displaystyle \frac{(m_{\stackrel{~}{q}_L}^2m_{\stackrel{~}{\chi }_2^0}^2)(m_{\stackrel{~}{\chi }_2^0}^2m_{\stackrel{~}{e}_R}^2)}{m_{\stackrel{~}{\chi }_2^0}^2}}}\mathrm{if}2m_{\stackrel{~}{e}_R}^2(m_{\stackrel{~}{\chi }_1^0}^2+m_{\stackrel{~}{\chi }_2^0}^2)>0`$ (12) Because there are only four masses involved, the last end point is redundant, but might be useful to cross check the decay kinematics.<sup>2</sup><sup>2</sup>2We are assuming that squarks are basically degenerate. Note that essentially only left–handed squarks will contribute here, since $`SU(2)`$ singlet squarks very rarely decay into $`\stackrel{~}{\chi }_2^0`$. Barring “accidental” cancellations, bounds on flavor changing neutral current processes imply that squarks with equal gauge quantum numbers must be close in mass. The mass splitting between $`\stackrel{~}{u}_L`$ and $`\stackrel{~}{d}_L`$ squarks is limited by $`SU(2)`$ invariance. With the possible exception of third generation squarks the assumed degeneracy therefore holds almost model–independently. If required, contributions from third generation squarks can be filtered out by anti–tagging $`b`$jets. For the example studied in , the so–called “point 5”, $`m=100`$ GeV and $`M=300`$ GeV, which results in $`m_{\stackrel{~}{\chi }_2^0}=233`$ GeV, $`m_{\stackrel{~}{e}_R}=157.2`$ GeV and $`m_{\stackrel{~}{\chi }_1^0}=121.5`$ GeV. The errors on $`m_{\stackrel{~}{e}_R}`$ and $`m_{\stackrel{~}{\chi }_1^0}`$ are strongly correlated and are found to be 12% for $`m_{\stackrel{~}{\chi }_1^0}`$ and 9% for $`m_{\stackrel{~}{e}_R}`$. Within the framework of mSUGRA the measured LSP mass excludes the possibility that $`s`$channel poles are important for the LSP pair annihilation cross section (see below). We find that the corresponding error on $`\sigma _{\stackrel{~}{B}}`$, and hence on the prediction for $`\mathrm{\Omega }_{\stackrel{~}{\chi }_1^0}h^2`$, for this parameter point is 20%. If the error (which is dominated by systematics associated with uncertainties of signal distributions) is reduced by a detailed study of various signal distributions, the error on $`\sigma _{\stackrel{~}{B}}`$ may go down below 10%. Fig. 1 also contains contours where $`m_{\stackrel{~}{\chi }_2^0}=m_{\stackrel{~}{e}_R}`$ and $`m_{\stackrel{~}{\chi }_2^0}=m_{\stackrel{~}{e}_L}`$. To the left of these contours $`\stackrel{~}{\chi }_2^0`$ decays into $`\stackrel{~}{l}`$ are accessible, giving a substantial constraint to the kinematics of the events. First, note that $`\stackrel{~}{\chi }_2^0\stackrel{~}{e}_R`$ decays are open for most of the cosmologically acceptable region with $`M200`$ GeV. There is even a substantial region of parameter space where both $`\stackrel{~}{\chi }_2^0\stackrel{~}{e}_L`$ and $`\stackrel{~}{\chi }_2^0\stackrel{~}{e}_R`$ are open. In our argument above, we assumed that all observed edges and end points kinematic distributions come from $`\stackrel{~}{q}_L\stackrel{~}{\chi }_2^0\stackrel{~}{e}_R`$ rather than $`\stackrel{~}{\chi }_2^0\stackrel{~}{e}_L`$. When the latter decay mode is open, the branching ratio dominates over $`\stackrel{~}{e}_R`$, since $`\stackrel{~}{\chi }_2^0\stackrel{~}{W}_3`$ and $`\stackrel{~}{e}_R`$ is an $`SU(2)`$ singlet. However if one assumes that squared scalar masses are positive at the GUT scale, $`\stackrel{~}{e}_L`$ cannot be too much lighter than $`\stackrel{~}{\chi }_2^0`$, so there is some kinematical suppression. In mSUGRA the relevant masses are expressed as: $`M_1`$ $`=`$ $`0.4M,M_2=0.8M`$ (13) $`m_{\stackrel{~}{e}_L}^2`$ $`=`$ $`m^2+0.5M^2\left({\displaystyle \frac{1}{2}}\mathrm{sin}^2\theta _W\right)m_Z^2\mathrm{cos}2\beta `$ (14) $`m_{\stackrel{~}{e}_R}^2`$ $`=`$ $`m^2+0.15M^2\mathrm{sin}^2\theta _Wm_Z^2\mathrm{cos}2\beta ,`$ (15) and $`m_{\stackrel{~}{\chi }_1^0}M_1`$ and $`m_{\stackrel{~}{\chi }_2^0}M_2`$ if $`M\mu `$. In , it was shown that the two edges can be observed separately even if $`\stackrel{~}{\chi }_2^0\stackrel{~}{e}_L`$ is not strongly phase space suppressed. It might also be possible to find evidence for light left–handed sleptons by looking into the relative strengths of different SUSY signals. If $`\stackrel{~}{\chi }_2^0\stackrel{~}{e}_L,\stackrel{~}{\nu }_L`$ is open, $`\stackrel{~}{\chi }_1^+\stackrel{~}{e}_L`$ or $`\stackrel{~}{\nu }_L`$ is also open and dominant, yielding relatively large $`l^+l^{}`$ and $`l^+l^{}l^{}`$ signals compared to the $`l^+l^{}`$ signal. If we assume bottom Yukawa corrections are negligible and squared scalar masses are positive at the GUT scale, the pseudoscalar Higgs mass $`m_A`$ is bounded from below as $`m_A^2>\mu ^2+m_{\stackrel{~}{\nu }}^2`$ . Under the bino dominant assumption, and for moderate value of $`\mathrm{tan}\beta `$, neutralino annihilation through $`s`$channel poles can thus not be important. On the other hand, for large $`\mathrm{tan}\beta `$ the pseudoscalar Higgs boson can be light enough to achieve $`m_{\stackrel{~}{\chi }_1^0}m_A/2`$ . However, in mSUGRA large $`\mathrm{tan}\beta `$ also implies a rather light $`\stackrel{~}{\tau }_1`$, which greatly depletes the $`l^+l^{}`$ signal ; the observation of strong multi–lepton signals would thus already indicate that $`\mathrm{tan}\beta `$ is not very large. Note also that for large $`\mathrm{tan}\beta `$ direct production of the heavy neutral Higgs bosons from gluon fusion and/or in association with $`b\overline{b}`$ pairs allows to detect or exclude these Higgs bosons at the LHC for $`m_A`$ up to several hundred GeV . We will come back to the importance of determining $`m_A`$ later in Sec. 3. In Fig. 1 and 2, we only looked into the parameter space with moderate (“natural”) values of $`m`$ and $`M`$. If $`mM`$, solutions with $`\mu M`$ may be obtained , and the assumption $`\stackrel{~}{\chi }_1^0\stackrel{~}{B}`$ is not valid any more. In such a case the decay $`\stackrel{~}{\chi }_2^0\stackrel{~}{e}_R`$ is not open. However there is still a chance that wino–like charginos and neutralinos ($`\stackrel{~}{\chi }_4^0`$ and $`\stackrel{~}{\chi }_2^+`$) are produced in cascade decays, and yield additional kinematic constraints besides the end point measurement of the $`m_{ll}`$ distribution from $`\stackrel{~}{\chi }_2^0\stackrel{~}{\chi }_1^0ll`$ decay; see Sec. 3. Large $`m`$ may also be allowed when $`m_{\stackrel{~}{\chi }_1^0}m_Z/2`$, in which case $`\stackrel{~}{\chi }_2^0\stackrel{~}{e}_R`$ need not be open to make $`\mathrm{\Omega }_{\stackrel{~}{\chi }_1^0}`$ small. Even then the $`m_{ll}`$ end point determines $`m_{\stackrel{~}{\chi }_2^0}m_{\stackrel{~}{\chi }_1^0}`$ , and the $`m_{ll}`$ distribution of three body $`\stackrel{~}{\chi }_2^0`$ decays is sensitive to very large $`m_{\stackrel{~}{e}_R}`$ . Another twist appears when $`\stackrel{~}{\chi }_2^0\stackrel{~}{\chi }_1^0Z`$ is open and dominates $`\stackrel{~}{\chi }_2^0`$ decays. The small leptonic branching ratio of the $`Z`$ boson might then make it difficult to study neutralino masses, and there is no sensitivity to slepton masses. Note, however, that in the bino–dominant region $`\stackrel{~}{\chi }_2^0Z`$ decays cannot compete with $`\stackrel{~}{\chi }_2^0\stackrel{~}{e}_R`$ decays unless the latter are strongly phase space suppressed. We already briefly alluded to the case where $`m_{\stackrel{~}{e}_R}m_{\stackrel{~}{\tau }_1}`$ due to renormalization group effects and $`\stackrel{~}{\tau }`$ mixing. The lighter $`\stackrel{~}{\tau }`$ can be substantially lighter than the other sleptons if $`\mu \mathrm{tan}\beta `$ is large . In this case pair annihilation through $`t`$ channel $`\stackrel{~}{\tau }`$ exchange can even dominate other sparticle exchange contributions , because $`\stackrel{~}{\tau }_1`$ could be lighter than the other sparticles, and the mixing induces an $`S`$wave amplitude. In the possibility to detect and study $`\stackrel{~}{\tau }`$ at the LHC is discussed. The end point of the $`j_\tau j_\tau `$ invariant mass distribution, where $`j_\tau `$ denotes a $`\tau `$jet, is not as well determined as that of the $`m_{ll}`$ distribution, but it has been estimated that a $`5\%`$ measurement should be possible. Even if the $`j_\tau j_\tau `$ end point indicates $`m_{\stackrel{~}{\tau }_1}<m_{\stackrel{~}{e}_R}`$, the constraint on $`m_{\stackrel{~}{q}}`$, $`m_{\stackrel{~}{\chi }_2^0}`$ and $`m_{\stackrel{~}{\chi }_1^0}`$ from $`ll`$ events originating from $`\stackrel{~}{\chi }_2^0\stackrel{~}{e}_R`$ decays can perhaps be used to reduce the $`m_{\stackrel{~}{\tau }}`$ error, in which case the combined error should not increase too much. However, if $`\mathrm{tan}\beta `$ is very large, it becomes easier to have an acceptable LSP relic density even if $`m_{\stackrel{~}{e}_R}>m_{\stackrel{~}{\chi }_2^0}`$. In this case one may need a linear collider to perform precision measurements of the nature of $`\stackrel{~}{\tau }_1`$ , where $`\sigma _{\stackrel{~}{\tau }_1}`$, the end point of the $`\tau `$ jet energy distribution, and a measurement of the $`\tau `$ polarization would do a good job in determining the parameters needed to predict the thermal LSP relic density. ## 3 $`\mathrm{\Omega }_{\stackrel{~}{\chi }_1^0}`$ in non-mSUGRA scenarios and collider signals In the previous section, we have shown that the mSUGRA assumption predicts a bino–dominant LSP. We also found that measurements at LHC experiments are sufficient for a prediction of $`\mathrm{\Omega }_{\stackrel{~}{\chi }_1^0}h^2`$, if the cascade decay $`\stackrel{~}{\chi }_2^0\stackrel{~}{e}_R\stackrel{~}{\chi }_1^0`$ is open and LSP bino dominance is assumed. Now the question is if LHC experiments can be used to check the assumption that the LSP is mostly a bino. After all, it is possible that $`\mu `$ is smaller than or of the order of the gaugino masses, and that the mSUGRA relation $`M_1M_2/2`$ is broken. In this and the following Section, we discuss a scenario where the inequality $`M_1<M_2`$ is kept, while $`\mu `$ is substantially smaller than the mSUGRA prediction. In such a case $`Z`$ exchange effects and/or LSP annihilation into $`W`$ pairs are expected to be more important than in the strict mSUGRA scenario studied in the previous Section, and one needs more information to predict the thermal contribution to $`\mathrm{\Omega }_{\stackrel{~}{\chi }_1^0}h^2`$. The relative size between $`\mu `$ and $`M`$ is controlled by Higgs sector mass parameters. The MSSM Higgs potential can be written as $$V=(m_1^2+\mu ^2)H_1^{}H_1+(m_2^2+\mu ^2)H_2^{}H_2+(B\mu H_1H_2+h.c.)+(4\mathrm{t}\mathrm{h}\mathrm{order}\mathrm{terms}).$$ (16) Here $`m_1`$ and $`m_2`$ are soft breaking Higgs masses. In the previous Section we took $`m_1=m_2=m`$ at the GUT scale, which gave $`\mu ^2M^2`$ unless $`m^2M^2`$. In general, $`\|\mu \|M`$ may be achieved by allowing non-universal soft breaking Higgs masses, $`m_1,m_2m`$. For simplicity we will keep $`m_1=m_2m_h`$ at the GUT scale; we briefly comment on the effect of relaxing this assumption below. In Fig 3a), we plot $`\|\mu \|`$ vs. $`(m_h/m)^2`$. By increasing $`m_h`$, $`\mu `$ is reduced gradually so that $`m_h^2+\mu ^2`$ at the GUT scale is roughly constant. Note that the negative radiative correction to Higgs mass $`m_2^2`$ is dominated by the gaugino mass through the stop and sbottom masses for this choice of parameters<sup>3</sup><sup>3</sup>3The fact that in mSUGRA $`m_2^2`$ at the weak scale is almost independent of $`m^2`$ is closely related to the “focus point” behavior studied in ref... Therefore the value of $`m_h^2`$ giving $`\|\mu \|M_2`$ is almost independent of $`m`$, $`m_h330`$ GeV. Generally $`\|\mu \|M`$ can be achieved if $`m_h\|_{GUT}\stackrel{>}{_{}}M`$; the precise value is determined by the top Yukawa coupling. In Fig. 3b) and 3c), we also plot $`\mathrm{\Omega }_{\stackrel{~}{\chi }_1^0}`$ and the $`b`$ factor. These quantities vary substantially once $`\|\mu \|`$ falls below $`M_2`$. In Fig. 4 we show contours of constant $`\mathrm{\Omega }_{\stackrel{~}{\chi }_1^0}`$ and constant $`b`$ factor in the ($`m_h^2/m^2,M`$) plane for fixed $`m=100`$ GeV. We first note that $`\mathrm{\Omega }_{\stackrel{~}{\chi }_1^0}`$ decreases as $`m_h`$ is increased. This is due to the reduction of $`\|\mu \|`$ for larger $`m_h`$, see Fig. 3. This increases the higgsino components of $`\stackrel{~}{\chi }_1^0`$ and also reduces its mass. Not only $`\mathrm{\Omega }_{\stackrel{~}{\chi }_1^0}`$ but also the $`b`$ factor decreases, therefore pair annihilation is no longer dominated by sfermion exchanges. Especially in Fig. 4d) we find very strong effects from LSP annihilation into $`W`$ pairs. The same effect also can be found in Fig. 3b and c), where the rise of $`b`$ and $`\mathrm{\Omega }_{\stackrel{~}{\chi }_1^0}`$ corresponds to the closure of the $`WW`$ mode. Note that no consistent solution with electroweak symmetry breaking exists below and to the right of the dashed line.<sup>4</sup><sup>4</sup>4Right on this line electroweak symmetry breaking requires $`\mu =0`$. Searches for neutralino and chargino production at LEP therefore exclude the region just above the dashed line. However, this experimentally excluded region is very narrow, since $`\|\mu \|`$ varies very rapidly near the maximal allowed value of $`m_h`$, as shown in Fig. 3. As mentioned earlier we assume the two soft breaking Higgs masses to be the same at the GUT scale. However, once $`\mathrm{tan}^2\beta 1`$, the higgsino mass $`\|\mu \|`$ is essentially only sensitive to the value of $`m_2^2`$. One can therefore increase or reduce the pseudoscalar Higgs mass by varying $`m_1^2`$ at the GUT scale without affecting $`\mu `$ at the weak scale significantly. Nevertheless, as long as $`m_1^2(M_X)>0`$ and $`\mathrm{tan}\beta `$ is not very large, $`m_A=\sqrt{m_1^2+m_2^2+2\mu ^2}\|_{\mathrm{weak}}`$ remains well above $`2m_{\stackrel{~}{\chi }_1^0}`$. However, in principle there is nothing wrong with having $`m_1^2(M_X)<0`$, as long as the “boundedness condition” $`m_1^2+m_2^2>2\|B\mu \|`$ remains satisfied at all scales. If $`m_A2m_{\stackrel{~}{\chi }_1^0}`$, the thermal LSP relic density is very small. Strictly speaking the constraints on $`\mathrm{\Omega }_{\stackrel{~}{\chi }_1^0}h^2`$ that we will derive below are therefore merely upper bounds as long as we cannot prove experimentally that $`m_A`$ is well above $`2m_{\stackrel{~}{\chi }_1^0}`$. The reduction of $`\|\mu \|`$ would alter SUSY signals at colliders significantly. When $`\|\mu \|\stackrel{<}{_{}}M`$, $`\stackrel{~}{\chi }_4^0`$ and $`\stackrel{~}{\chi }_2^+`$ production from the decay of $`SU(2)`$ doublet squarks becomes important as they have substantial wino component. This leaves an imprint on the kinematics of di–lepton events, which gives us access to additional MSSM parameters, especially when the decay channels of neutralinos and charginos into real sleptons are open. This increases the statistics of clean $`ll`$ +jets+missing $`P_T`$ events, since the channels $`\stackrel{~}{\chi }_2^+`$ $``$ $`\stackrel{~}{\nu }_L^{()}\stackrel{~}{\chi }_1^+`$ (17) $`\stackrel{~}{\chi }_4^0`$ $``$ $`\stackrel{~}{e}_L^{()}(\stackrel{~}{e}_R^{()})\stackrel{~}{\chi }_2^0(\stackrel{~}{\chi }_1^0)`$ (18) should be seen in addition to the conventional $`\stackrel{~}{\chi }_2^0\stackrel{~}{\chi }_1^0ll`$ signal.<sup>5</sup><sup>5</sup>5 When $`M_1`$ and $`M_2`$ have the same sign and $`\|\mu \|`$ is not too small, one of the neutralinos is very higgsino–like and would not be produced from the first and second generation squark decays. Here we implicitly assume $`M_1<\mu \stackrel{<}{_{}}M_2`$, in which case the higgsino–like state is $`\stackrel{~}{\chi }_3^0`$. As a result, 1. The $`m_{ll}`$ edge, and the other end points of the $`jl`$ and $`jll`$ invariant mass distributions of $`\stackrel{~}{\chi }_2^+\stackrel{~}{\nu }_L\stackrel{~}{\chi }_1^+`$ may be measured. By identifying $`\tau `$leptons from $`\stackrel{~}{\chi }_1^+`$ decay, one can confirm experimentally that the cascade decay originates from $`\stackrel{~}{\chi }_2^+`$. This gives lower and upper bounds on $`\|\mu \|`$, which in turn constrain the size of the higgsino component of the LSP. An explicit example will be analyzed in Sec. 4. 2. $`\stackrel{~}{\chi }_4^0`$ may decay into $`\stackrel{~}{e}_L`$ directly followed by $`\stackrel{~}{e}_L`$ decay into $`\stackrel{~}{\chi }_2^0`$ or $`\stackrel{~}{\chi }_1^0`$. On the other hand the decay $`\stackrel{~}{\chi }_2^0\stackrel{~}{e}_L`$ is usually forbidden or kinematically suppressed. Therefore $`\stackrel{~}{\chi }_2^0`$ decays and $`\stackrel{~}{\chi }_4^0`$ decays give information on different slepton masses. Note that there are substantial constraints on –ino masses and slepton masses from $`SU(2)\times U(1)`$ gauge invariance. The six chargino and neutralino masses are determined (up to radiative corrections ) by the values of the four parameters $`M_1`$, $`M_2`$, $`\mu `$ and $`\mathrm{tan}\beta `$, while $`m_{\stackrel{~}{e}_L}`$ and $`m_{\stackrel{~}{\nu }}`$ are related by $$m_{\stackrel{~}{\nu }}^2m_{\stackrel{~}{e}_L}^2=m_Z^2\mathrm{cos}^2\theta _W\mathrm{cos}2\beta $$ (19) Therefore the measured edges and end points originating from several decay chains can over–constrain the relevant MSSM parameters. In Fig. 5, we show various $`\stackrel{~}{q}_L`$ decay branching ratios, defined as an average of $`\stackrel{~}{u}_L`$ and $`\stackrel{~}{d}_L`$ branching ratios. As $`m_h`$ increases we find substantial branching ratios into the heavier neutralino and chargino, once $`\|\mu \|`$ becomes comparable to $`M_2`$. The sources of the rise of the of $`\stackrel{~}{\chi }_2^+`$ signal are: 1. The increase of squark branching ratios into $`\stackrel{~}{\chi }_2^+`$ and $`\stackrel{~}{\chi }_4^0`$ with increasing wino component. In the limit $`\|\mu \|M_2`$ the branching ratios satisfy (assuming $`M_1<M_2`$): $$Br(\stackrel{~}{q}_L\stackrel{~}{\chi }_2^+):Br(\stackrel{~}{q}_L\stackrel{~}{\chi }_4^0):Br(\stackrel{~}{q}_L\stackrel{~}{\chi }_1^+)=2:1:0.$$ (20) Throughout Fig. 5, $`\stackrel{~}{\chi }_3^0`$ is a nearly pure higgsino and does not have a substantial branching ratio. See Table 2 in Sec. 4 for an explicit example. 2. The growth of the $`\stackrel{~}{\chi }_2^+`$ decay branching ratio into $`\stackrel{~}{\nu }_Ll`$, again due to the increase of its wino component. Note that $`\stackrel{~}{\chi }_2^+\stackrel{~}{\nu }_L`$ is kinematically favored compared to $`\stackrel{~}{\chi }_2^+\stackrel{~}{e}_L`$. 3. There is little or no phase space for $`\stackrel{~}{\nu }_L`$ decays into $`\stackrel{~}{\chi }_1^+l`$ if $`M_2<\|\mu \|`$. On the other hand, this mode may open up when $`\stackrel{~}{\chi }_1^+`$ becomes higgsino–like. Indeed for Fig. 5a), in the region of small $`m_h`$ the decay $`\stackrel{~}{\nu }_L\stackrel{~}{\chi }_1^+`$ is suppressed due to the near mass degeneracy between $`\stackrel{~}{\nu }_L`$ and $`\stackrel{~}{\chi }_1^+`$. 4. Finally, “conventional” modes such as $`\stackrel{~}{q}\stackrel{~}{\chi }_1^+`$ and $`\stackrel{~}{q}\stackrel{~}{\chi }_2^0`$ will be suppressed due to the reduced gaugino components of these light states. Moreover, the decay $`\stackrel{~}{\chi }_2^0\stackrel{~}{e}_R`$ may be suppressed or closed kinematically even for small values of $`m`$, if $`\|\mu \|<M_2`$. In the limit $`\|\mu \|<M_1`$, $`m_{\stackrel{~}{\chi }_2^0}m_{\stackrel{~}{\chi }_1^0}`$ is small, and the corresponding $`m_{ll}`$ distribution might be too soft to be accessible experimentally. These observations tell us that one should look for $`\stackrel{~}{\chi }_2^+`$ and $`\stackrel{~}{\chi }_4^0`$ signals in addition to conventional $`\stackrel{~}{\chi }_2^0\stackrel{~}{\chi }_1^0l^+l^{}`$ decays. Discriminating experimentally between scenarios with $`\|\mu \|>M`$, where these new signals are small, and $`\|\mu \|<M_2`$, where they are expected to be significant, would be important to predict the mass density of the Universe. In the next Section we illustrate how these new signals could be analyzed at the LHC. ## 4 Analyzing the MSSM with $`\|\mu \|M`$ at the LHC ### 4.1 A Monte Carlo Study We now study leptonic SUSY signals at the LHC for a case where $`\stackrel{~}{\chi }_2^+`$ production from $`\stackrel{~}{q}_L`$ decays is sufficiently common to be detectable. We used ISAJET 7.42 to generate signal events, while ATLFAST 2.21 was used to simulate the detector response. For this analysis we choose the MSSM parameter point shown in Table 1. Here we took a moderate value for $`M`$, leading to a large sample of signal events. The value of the GUT scale Higgs mass is chosen such that the $`\stackrel{~}{B}`$ component of $`\stackrel{~}{\chi }_1^0`$ $`N_{\stackrel{~}{B}}=0.9`$, so that effects from its other components on the predicted LSP relic density start to be significant; $`(N_{\stackrel{~}{B}},N_{\stackrel{~}{W}},`$ $`N_{\stackrel{~}{H}_1},N_{\stackrel{~}{H}_2})`$ $`=(0.91,0.15,`$ $`0.19,0.35)`$. In ISAJET this requires $`m_h/m=4`$. Our one–loop RG analysis described in Sec. 3 reproduces this point for $`m_h/m3.74`$, see Fig. 3a. See also Figs. 3b) and 3c) for the corresponding values of $`\mathrm{\Omega }_{\stackrel{~}{\chi }_1^0}`$ and the $`b`$ factor. Reducing $`\|\mu \|`$ even further (by increasing $`m_h`$) would lead to even larger differences to well–known mSUGRA scenarios, making it easier to measure all relevant parameters. In $`pp`$ collisions one mostly produces squarks and gluinos. They decay further into neutralinos and charginos. In our case gluinos do not decay exclusively into third generation squarks; the branching ratio into first and second generation left handed squarks is about 20% (11.3% into $`\stackrel{~}{u}_L`$ and 9.6% into $`\stackrel{~}{d}_L`$). These squarks then often decay into $`\stackrel{~}{\chi }_2^+`$ and $`\stackrel{~}{\chi }_4^0`$. The branching ratios relevant for the following discussions are summarized in Table 2. The tiny branching ratio into $`\stackrel{~}{\chi }_3^0`$ is due to the fact that it is mostly higgsino. In Table 3 we show the dominant cascade decay processes which produce opposite sign same flavor lepton pairs in the final state. In this Table we also list the corresponding end points of the kinematic distributions discussed in Sec. 2, see eqs.(5) and (11). We now show several SUSY event distributions, after applying the following cuts to reduce the SM background to a negligible level: * 4 jets with $`P_{T,1}>100`$ GeV and $`P_{T,2,3,4}>50`$ GeV. * $`M_{\mathrm{eff}}`$ $`P_{T,1}+P_{T,2}+P_{T,3}+P_{T,4}+E/_T`$ $`>400`$ GeV. * $`E/_T>\mathrm{Max}(100\mathrm{GeV},0.2M_{\mathrm{eff}})`$. * Two isolated leptons with $`P_T^l>10`$ GeV and $`\|\eta \|<2.5`$. Isolation is defined as having less than 10 GeV energy deposited in a cone with $`\mathrm{\Delta }R=0.2`$ around the lepton direction. In the following plots we reduce SUSY backgrounds by subtracting event samples with different flavor, opposite sign dileptons ($`e^+\mu ^{}`$ and $`\mu ^{}e^+`$ ) from the sum of the $`e^+e^{}`$ and $`\mu ^+\mu ^{}`$ event samples. To do this consistently we require two and only two isolated leptons in the final state.<sup>6</sup><sup>6</sup>6However, as we have discussed in previous Sections, the rates of 4 and 3 lepton events compared to 2 lepton events must contain important information about MSSM parameters. We generated events corresponding to an integrated luminosity of 200 $`fb^1`$, but the figures are normalized to 100 $`fb^1`$. In Fig. 6 we show the di–lepton invariant mass distribution for our representative point. After the subtraction of $`e\mu `$ events, we see a distribution with at least four edges.<sup>7</sup><sup>7</sup>7Note that at $`m_{ll}55`$ GeV, this subtraction reduces the number of events by a factor of 0.35. The fluctuation of the resulting distribution is therefore higher than what is expected from the number of events in this distribution. They are consistent with those found in Table 3. Note that a rather weak edge from decay D3) should appear very close to the one from D2) in both the $`M\|\mu \|`$ and $`\|\mu \|M`$ limit; $`m_{\stackrel{~}{\chi }_2^+}m_{\stackrel{~}{\chi }_4^0}`$, $`m_{\stackrel{~}{\chi }_2^0}m_{\stackrel{~}{\chi }_1^+}`$ and $`m_{\stackrel{~}{\nu }}m_{\stackrel{~}{e}_L}`$ hold in a wide region of parameter space. The two edges must be separated out by fitting the smeared $`m_{ll}`$ distribution. Note that since the kinematics of two decay chains is expected to be similar, the systematic errors associated with the fitting should be small. It seems that at least the first four $`m_{ll}`$ edges can be used for the fit of MSSM parameters, while it is not clear if the last one is detectable statistically. We then follow the analysis of , by taking the jets with the first and the second largest $`P_T`$ and considering their $`m_{jll}`$ distributions. We label $`j_1`$ and $`j_2`$ so that $`m_{j_1ll}<m_{j_2ll}`$. We then find that most events have $`m_{j_1ll}`$ below $`400`$ GeV. The $`m_{jll}`$ distribution will contain events from the different decay chains listed in Table 3, but they can easily be separated out by requiring $`m_{ll}`$ to lie between certain values. For example, if we require that $`m_{ll}<55`$ GeV (Fig. 7a) and $`55<m_{ll}<125`$ GeV (Fig. 7b), the distributions should dominantly contain events from decay chains D1) and D2), respectively. In Fig. 7a) the $`m_{jll}`$ end points are indeed consistent with the values of end points listed in Table 3. The distribution in Fig. 7b) is somewhat smeared out near the end point, due to contamination from $`\stackrel{~}{\chi }_4^0`$ decays. In the next step we select events where $`m_{j_1ll}<500\mathrm{GeV}<m_{j_2ll}`$; the resulting $`m_{jll}`$ distributions are shown in Figs. 7c) and 7d). These additional cuts have been applied in ref. because they reduce the probability to select the “wrong” jet, which does not come from primary $`\stackrel{~}{q}_L`$ decays. The $`m_{j_1ll}`$ distribution is then substantially harder, better reflecting the distribution of the “correct” jet. Especially for events with 55 GeV$`<m_{ll}<125`$ GeV, the $`m_{j_1ll}`$ end point of decay D2) can be seen more clearly over the distributions from $`\stackrel{~}{\chi }_4^0`$ decays D4) and D5), which have higher $`m_{j_1ll}`$ edges. In Figs. 7c) and d), we nevertheless see some continuous background near the end point of $`m_{j_1ll}`$ which cannot be explained by $`\stackrel{~}{\chi }_4^0`$ contamination. Note that for our choice of parameters, $`\stackrel{~}{q}_L`$ is considerably lighter than for the case studied in ; moreover, $`m_{\stackrel{~}{\chi }_2^+}`$ is not too small compared to $`m_{\stackrel{~}{q}}`$. The probability that one of the two hardest jets does not come from primary squark decays should therefore be higher than in the example analyzed in ref.. These mis-reconstructed events also contaminate the $`m_{j_1l}^{\mathrm{max}}`$ edge if we demand $`m_{j_1ll}<500\mathrm{GeV}<m_{j_2ll}`$, as can be seen in Figs. 8a), b). Here we plot the higher of the two $`m_{j_1l}`$ values in each event. However, the edges seem to be higher than the expected values in Table 3. Note that we exclude events with $`m_{ll}m_Z`$ because $`\stackrel{~}{\chi }_2^+Z\stackrel{~}{\chi }_1^+`$ followed by $`Zll`$ has a higher $`m_{j_1l}`$ edge. For the sample with $`m_{ll}<55`$ GeV, the contamination is seen as a change of slope, while for the samples with $`55`$ GeV$`<m_{ll}<85`$ GeV or $`95`$ GeV$`<m_{ll}<125`$ GeV, no structure can be seen near the expected end point. This contamination actually was to be expected, because the events that fall above the real $`m_{j_1ll}`$ edge must be mis-reconstructed events where the jet originates from another sparticle decay or QCD radiation. Therefore the corresponding $`m_{jl}`$ has no need to respect $`m_{jl}^{\mathrm{max}}`$, either; it tends to have a value larger than this nominal end point. The artificial upper limit of the $`m_{j_1ll}`$ distribution imposed by the cut then distorts the event distribution in Fig. 8 b). We find that the $`m_{j_1l}`$ distribution without the requirement $`m_{j_1ll}<500\mathrm{GeV}<m_{j_2ll}`$ reproduces the $`m_{jl}^{\mathrm{max}}`$ end point of decay chain D2) better for the events with $`125`$ GeV$`>m_{ll}>95`$ or $`85`$ GeV$`>m_{ll}>55`$ GeV (Fig. 8c), although the distribution is still affected somewhat by events coming from $`\stackrel{~}{\chi }_4^0`$ decays. The lower edge $`m_{jll}^{\mathrm{min}}`$ may be reconstructed from the $`m_{j_2ll}`$ distribution requiring $`m_{ll}m_{ll}^{\mathrm{max}}/\sqrt{2}`$; see Fig. 9. This distribution is much harder than the corresponding $`e\mu `$ distribution; this is a sign that the observed lower edge is real. The fit of the end point distributions will be given elsewhere . We now discuss the possibility to identify $`\stackrel{~}{\chi }_2^+`$ decays through the chain D2). In this case most daughter $`\stackrel{~}{\chi }_1^+`$’s would decay further as $`\stackrel{~}{\chi }_1^+\stackrel{~}{\tau }_1\stackrel{~}{\chi }_1^0`$, see Table 2, producing a $`\tau `$ lepton in the last step of the cascade decay. The $`\tau ll`$ invariant mass never exceeds $`m_{\stackrel{~}{\chi }_2^+}m_{\stackrel{~}{\chi }_1^0}`$. Hadronic $`\tau `$ decays might be identified by looking for a narrow jet that is isolated from other jet activity. Instead of studying the jet selection, we use information from the event generator to chose jets consistent with the parent $`\tau `$ direction in the event list. The jet with minimum $`dR`$ is selected as $`\tau `$jet if $`dR<0.3`$, $`\|\eta \|<2.5`$ and $`P_T/P_{Tj}>0.9`$, where $`P=P_\tau P_{\nu _\tau }`$. We plot the $`m_{j_\tau ll}^{\mathrm{min}}`$ distribution, where $`j_\tau `$ is selected so that $`m_{j_\tau ll}`$ is minimal if the event contains several $`\tau `$jets. When we compare the distributions for $`m_{ll}<55`$ GeV (Fig. 10a) and $`55`$ GeV $`<m_{ll}<125`$ GeV (Fig. 10b), we find the latter events clustered in the region $`m_{j_\tau ll}<190`$ GeV, while no such structure is found for the events with $`m_{ll}<55`$ GeV. The only possible interpretation would be that most $`ll`$ pairs with 55 GeV$`<m_{ll}<`$125 GeV stem from the decay of a charged particle, $`\stackrel{~}{\chi }_2^+`$. In the above plot, we are assuming 100% acceptance of $`\tau `$ jets and no contamination from QCD jets. A rejection factor of $`O(10^2)`$ against QCD jets together with a 40% $`\tau `$ identification efficiency might be possible in the ATLAS experiment for jets with $`P_T>30`$ GeV . In , the fake tau distribution is studied assuming a rejection factor of 15 for the case where $`\stackrel{~}{\chi }_2^0`$ decays dominantly into $`\tau ^+\tau ^{}\stackrel{~}{\chi }_1^0`$. Fake $`\tau `$ backgrounds are then sizable in the region above the edge of the signal $`\tau ^+\tau ^{}`$ distribution. The use of the $`j_\tau ll`$ distribution to clean up the $`\stackrel{~}{\chi }_2^+`$ sample might nevertheless help to reconstruct edges from decay chain D2). ### 4.2 Parameter Fitting In the previous subsection, we checked if it is possible to reconstruct the end points of invariant mass distributions involving charged leptons. Statistically, it seems possible to do so for decay modes D1) and D2). This constrains mass differences among $`\stackrel{~}{q}_L`$, $`\stackrel{~}{\chi }_2^0`$, $`\stackrel{~}{\chi }_1^0`$, $`\stackrel{~}{e}_R`$ (D1) and $`\stackrel{~}{q}_L`$, $`\stackrel{~}{\chi }_2^+`$, $`\stackrel{~}{\chi }_1^+`$, $`\stackrel{~}{\nu }_L`$ (D2). We expect that these masses can be reconstructed with O(10) GeV errors, as was the case in ref.. However, the corresponding errors on some MSSM parameters are significantly larger. In order to illustrate this point, we list two sets of MSSM parameters which reproduce all kinematic end points within $`\mathrm{\Delta }\chi ^2=1`$, where $`\mathrm{\Delta }\chi ^2`$ is defined as $$\mathrm{\Delta }\chi ^2=\underset{i}{}(M_i^{\mathrm{input}}M_i^{\mathrm{fit}})^2/(\mathrm{\Delta }M_i)^2.$$ (21) Here $`M_i`$ runs over all five end points, $`m_{jll}^{\mathrm{max}(\mathrm{min})}`$, $`m_{jl}^{\mathrm{max}(\mathrm{min})}`$ and $`m_{ll}^{\mathrm{max}}`$, of the decay chains D1) and D2) listed in Table 3. We assume $`\mathrm{\Delta }(M_i)`$ is 1% of $`M_i^{\mathrm{input}}`$ for distributions involving a jet, and $`0.3`$ % of $`m_{ll}^{\mathrm{max},\mathrm{input}}`$. In Table 4, we list the solution with maximal and minimal $`\mu `$ (for $`\mathrm{tan}\beta 20`$) that satisfy $`\mathrm{\Delta }\chi ^21`$. Note that the errors of the dimensionful parameters are strongly correlated, so that solutions with $`\mathrm{\Delta }\chi ^2<1`$ almost fall onto a one–dimensional line in the seven–dimensional parameter space. Table 4 shows that the kinematic quantities we have used in the fit give rather weak constraints for $`M_2`$ and $`\mu `$, with errors of order 20 GeV to 50 GeV. In fact, for fixed $`\mathrm{tan}\beta `$ we find two distinct sets of solutions, with $`\mu >M`$ and $`\mu <M`$, respectively. Moreover, one cannot fix the actual value of $`\mathrm{tan}\beta `$ from this fit; one can only determine that $`\mathrm{tan}\beta \stackrel{>}{_{}}8.65`$ where the minimum is achieved when $`M_2\mu `$. Table 5 shows that the corresponding chargino and neutralino masses only vary within 15 GeV between the two extreme solutions (except for $`\stackrel{~}{\chi }_3^0`$, which is almost not produced in $`\stackrel{~}{q}`$ decays). Hence one will need additional information, beyond the kinematics of the decay chains D1) and D2), to reduce the errors on the fundamental parameters. Reducing the errors on $`\mu `$ and $`\mathrm{tan}\beta `$ would be necessary to predict the thermal relic density accurately. The $`\mu `$ (max,min) solutions predict $`\mathrm{\Omega }_{\stackrel{~}{\chi }_1^0}h^2=0.160`$ and 0.122, respectively, as compared to 0.152 for the input point. The $`\mu `$ max point predicts a similar relic density as the input point; indeed, within the region with $`\mathrm{\Delta }\chi ^21`$, we were not able to find solutions with $`\mathrm{\Omega }_{\stackrel{~}{\chi }_1^0}h^2>0.165`$. On the other hand, the $`\mu `$ min solution predicts a significantly smaller relic density, and even smaller values of $`\mathrm{\Omega }_{\stackrel{~}{\chi }_1^0}h^2`$ are possible if we relax the upper bound on $`\mathrm{tan}\beta `$, which was imposed “by hand” in this fit. For example, there is a solution with $`\mathrm{tan}\beta =36`$ and $`(M_1,M_2,\mu ,m_{\stackrel{~}{q}},m_{\stackrel{~}{e}_R},m_{\stackrel{~}{\nu }})=(108.3,194.7,239.3,576.9,148.0,203.9)`$ (all masses in GeV), giving $`\mathrm{\Omega }_{\stackrel{~}{\chi }_1^0}h^2=0.112`$. We hence need to reduce the errors on both $`\mu `$ and $`\mathrm{tan}\beta `$. The former determines the size of the higgsino components of the LSP, which begins to be significant in this region of parameter space. The product $`\mu \mathrm{tan}\beta `$ determines the amount of $`\stackrel{~}{\tau }_L\stackrel{~}{\tau }_R`$ mixing, which reduces the predicted relic density through a reduced $`\stackrel{~}{\tau }_1`$ mass and enhanced $`S`$wave annihilation. In the following we discuss strategies that might be useful for reducing the errors on these two quantities. One possibility is to measure some branching ratios. In Table 6, we compare the $`\stackrel{~}{q}`$ decay branching ratios into charginos and neutralinos for the two solutions. Note that the ratio of the $`\stackrel{~}{\chi }_2^+`$ and $`\stackrel{~}{\chi }_2^0`$ modes increases by more than a factor of three, from 0.45 to 1.71 for $`\stackrel{~}{u}_L`$ decay and from 1.11 to 4.25 for $`\stackrel{~}{d}_L`$ decay, when switching from the $`\mu `$ max solution to the $`\mu `$ min solution. This is almost entirely due to the change of $`\mu `$; the value of $`\mathrm{tan}\beta `$ is not important here (as long as $`\mathrm{tan}^2\beta 1`$). The relative strengths of the signals from decay chains D1) and D2) should thus yield important information to reduce the errors on MSSM parameters. The strengths of these signals can be extracted purely kinematically, e.g. from the relative number of events with $`m_{ll}`$ below the $`\stackrel{~}{\chi }_2^0`$ and $`\stackrel{~}{\chi }_2^+`$ edge, respectively, and/or by trying to determine the fraction of di–lepton events that have a $`\tau `$jet near the charged lepton pair, as discussed above. For a given solution in Table 4, all chargino and neutralino mixing angles and masses are fixed. As stated above, this is a fairly constrained fit where all relevant sparticle masses are effectively described by one parameter. The acceptances should then be very well calibrated from the mass constraints, so that systematic errors should be small. In order to extract squark branching ratios from the number of events with a lepton pair in the final state, one must know $`Br(\stackrel{~}{\chi }_2^0\stackrel{~}{e}_R)`$ and $`Br(\stackrel{~}{\chi }_2^+\stackrel{~}{\nu }_L)`$. These branching ratios also depend on MSSM parameters, as shown in Table 7. Here we assume that the $`\stackrel{~}{\tau }`$ and $`\stackrel{~}{\nu }_\tau `$ soft breaking mass parameters are the same as for first and second generation sleptons. We compute the $`\stackrel{~}{\tau }`$ mixing angle by setting $`A_\tau =0`$ at the weak scale; whenever it is sizable, $`\stackrel{~}{\tau }_L\stackrel{~}{\tau }_R`$ mixing is anyway dominated by the contribution $`\mu \mathrm{tan}\beta `$. With these assumptions all parameters required to compute these branching ratios can in principle be extracted from the kinematic fitting described above. The least critical quantity in Table 7 is the branching ratio for $`\stackrel{~}{\nu }_e\stackrel{~}{\chi }_1^+`$ decays. It decreases slightly with decreasing $`\mu `$, due to the shrinking wino component of $`\stackrel{~}{\chi }_1^+`$. However, this effect is weaker than the simultaneous increase of $`Br(\stackrel{~}{\chi }_2^+\stackrel{~}{\nu }_e)`$, which is due to the increasing wino component of $`\stackrel{~}{\chi }_2^+`$. The strength of the signal from decay chain D2) is proportional to the product of these two branching ratios, which varies between 0.027 and 0.041. Together with the simultaneous change of $`Br(\stackrel{~}{q}_L\stackrel{~}{\chi }_2^+)`$ shown in Table 6, this means that for our choice of parameters the signal strength of D2) decreases rapidly with increasing $`\mu `$. Moreover, the relevant branching ratios do not depend significantly on the details of the $`\stackrel{~}{\tau }`$ sector, and can thus be predicted fairly reliably from the quantities listed in Table 4.<sup>8</sup><sup>8</sup>8In principle $`\stackrel{~}{\chi }_2^+`$ branching ratios could change somewhat if $`m_{h_l}<m_{\stackrel{~}{\chi }_2^+}m_{\stackrel{~}{\chi }_1^+}`$, in which case additional 2–body decay modes of $`\stackrel{~}{\chi }_2^+`$ would open up. However, such scenarios are already tightly constrained by LEP data, and would give rise to a variety of Higgs signals at the LHC. Unfortunately this is not true for the branching ratio for $`\stackrel{~}{\chi }_2^0\stackrel{~}{e}_Re`$ decays, which does depend strongly on the mass and mixing angle of $`\stackrel{~}{\tau }_1`$. Note that the prediction in Table 7 for the input point (0.296) differs from the input value in Table 2 (0.236). This is because we ignored the reduction of soft breaking $`\stackrel{~}{\tau }`$ masses through RG effects when computing the entries of Table 7. In the given case these effects only reduce $`m_{\stackrel{~}{\tau }_1}`$ by $`5`$ GeV. This is sufficient to increase the partial width for $`\stackrel{~}{\chi }_2^0\stackrel{~}{\tau }_1\tau `$ significantly; note that $`\stackrel{~}{\chi }_2^0\stackrel{~}{l}l`$ decays are pure P–wave in the limit $`m_l0`$, and the available phase space for these decays is not large in our case. Since for both fit solutions shown in Table 4 $`\mathrm{tan}\beta `$ is significantly larger than the input value, these solutions predict even lighter $`\stackrel{~}{\tau }_1`$ states and enhanced $`\stackrel{~}{\tau }_L\stackrel{~}{\tau }_R`$ mixing. The use of these parameters would therefore underestimate the true branching ratio for $`\stackrel{~}{\chi }_2^0\stackrel{~}{e}_Re`$ decays significantly. In order to extract the squark branching ratios of Table 6 to better than a factor of 2 one will therefore need additional information on the $`\stackrel{~}{\tau }`$ sector. This might be obtained by studying $`\stackrel{~}{\chi }_2^0\tau ^+\tau ^{}\stackrel{~}{\chi }_1^0`$ decays. As mentioned at the end of Sec. 3, it should be possible to determine the edge of the di$`\tau `$jet invariant mass distribution to $`5\%`$. This would be sufficient to detect large differences between $`\stackrel{~}{\tau }`$ and $`\stackrel{~}{e}`$ masses; however, it would not suffice to distinguish between the three cases used in Table 7. To this end one would need to determine the ratio of branching ratios for $`\stackrel{~}{\chi }_2^0e^+e^{}\stackrel{~}{\chi }_1^0`$ and $`\stackrel{~}{\chi }_2^0\tau ^+\tau ^{}\stackrel{~}{\chi }_1^0`$ decays. The precision of this measurement might be limited by systematic effects, since the two signals have very different efficiencies.<sup>9</sup><sup>9</sup>9Since the $`\stackrel{~}{\chi }_2^0\stackrel{~}{\tau }_1`$ mass difference is quite small, one may have to allow one of the $`\tau `$jets to be quite soft. However, given that this ratio of branching ratios differs by more than a factor of 4.5 between the three scenarios of Table 7 we think it likely that its measurement will help to reduce the errors of the extracted squark branching ratios significantly. Finally, once a linear collider of sufficient energy becomes available precision studies of $`\stackrel{~}{\tau }_1`$ production and decay will be possible . Let us summarize this somewhat complicated discussion by turning the argument around. One should first extract information about the $`\stackrel{~}{\tau }`$ sector, e.g. by comparing signals from $`\stackrel{~}{\chi }_2^0\tau ^+\tau ^{}\stackrel{~}{\chi }_1^0`$ to those from $`\stackrel{~}{\chi }_2^0e^+e^{}\stackrel{~}{\chi }_1^0`$. This will give information on the soft breaking masses in the $`\stackrel{~}{\tau }`$ sector as well as on the product $`\mu \mathrm{tan}\beta `$. This information, together with the result of the kinematic fit described above, will allow one to predict the branching ratios of the decays listed in Table 7 with reasonable precision. This in turn will allow to translate the measured strengths of the signals from decay chains D1) and D2) into squark branching ratios. Finally, these branching ratios can be used to greatly reduce the error on $`\mu `$. Another way to further constrain the relevant MSSM parameters is to include $`\stackrel{~}{\chi }_4^0`$ decay edges from decays D3) and D4) in the fit. Just measuring $`m_{ll}^{\mathrm{edge}}`$ values of these decay modes with 1% errors allows to reduce $`\mu ^{\mathrm{max}}`$ to 214 GeV. However, this would still not allow us to give an upper bound on $`\mathrm{tan}\beta `$.<sup>10</sup><sup>10</sup>10Including this new information gives the strong upper bound $`\mathrm{tan}\beta 11`$ at the $`1\sigma `$ level, but $`\mathrm{tan}\beta =20`$ remains allowed at $`2\sigma `$. Moreover, this edge may not be visible for larger gluino and squark masses, where the production cross section is substantially smaller. Given that the very weak upper bound $`\mathrm{tan}\beta 20`$ which we imposed in the fit summarized in Table 4 is sufficient to predict $`\mathrm{\Omega }_{\stackrel{~}{\chi }_1^0}^{th}h^20.135\pm 0.03`$, it seems certain that the strategy outlined above will again allow to predict the thermal relic density to better than 20%. The only loophole occurs if $`\mathrm{tan}\beta `$ is very large. In this case the $`\stackrel{~}{\chi }_1^0\stackrel{~}{\tau }_1`$ mass difference becomes so small that the $`\tau `$ from $`\stackrel{~}{\tau }_1`$ decays become effectively invisible at hadron colliders. At the same time $`\stackrel{~}{\tau }_1\stackrel{~}{\chi }_1^0`$ co–annihilation reduces the predicted LSP relic density by up to a factor of ten . One would then need to increase $`m`$ and/or $`M`$ in order to get a cosmologically interesting value of $`\mathrm{\Omega }_{\stackrel{~}{\chi }_1^0}h^2`$; $`\stackrel{~}{\chi }_2^0\stackrel{~}{e}_Re`$ decays may not be open. In this case straightforward kinematic fitting as we described here will not be possible at the LHC, although one should still get a hint for the relative ordering of $`\stackrel{~}{\tau }_1`$ and $`\stackrel{~}{e}_R`$ masses by observing $`\tau `$jets in missing $`E_T+`$jets events, which will yield the most robust SUSY signal in this case. In such a somewhat contrived scenario kinematical precision measurements would probably only be possible at a lepton collider. ## 5 Discussion In this paper, we argued that LHC experiments can play a substantial role in predicting the contribution $`\mathrm{\Omega }_{\stackrel{~}{\chi }_1^0}^{th}`$ of thermal relic LSPs to the mass density of the Universe. Previous simulations in the literature were mostly done using mSUGRA assumptions, where usually $`\|\mu \|^2M^2`$. In such a case the measured $`\stackrel{~}{\chi }_2^0`$ cascade decay determines $`m_{\stackrel{~}{e}_R}`$, $`m_{\stackrel{~}{\chi }_2^0}`$ and $`m_{\stackrel{~}{\chi }_1^0}`$. Once we know that the LSP is mostly bino, these three masses are sufficient to determine $`\mathrm{\Omega }_{\stackrel{~}{\chi }_1^0}^{th}`$ within 20%. On the other hand, if Nature does not respect universality of all scalar soft breaking masses, it is possible that $`\mu M`$. In such a case, one needs to know $`\mu `$ and $`M`$ in addition to $`m_{\stackrel{~}{\chi }_1^0}`$ and $`m_{\stackrel{~}{e}_R}`$ to determine $`\mathrm{\Omega }_{\stackrel{~}{\chi }_1^0}^{th}`$, because $`s`$-channel exchange of $`Z`$ and $`h`$, or $`WW`$ production might play important roles in $`\stackrel{~}{\chi }_1^0`$ pair annihilation in the early Universe. We showed that, if $`\mu M`$, $`\stackrel{~}{\chi }_2^+`$ and $`\stackrel{~}{\chi }_4^0`$ will be produced copiously in $`\stackrel{~}{q}_L`$ decays. One can then determine all MSSM parameters needed to predict $`\mathrm{\Omega }_{\stackrel{~}{\chi }_1^0}^{th}`$ through the study of these cascade decay channels, using fits of kinematic end points and edges of invariant mass distributions. The isolation of $`\stackrel{~}{\chi }_2^+\stackrel{~}{\nu }_L\stackrel{~}{\chi }_1^+`$ decays by observing the subsequent $`\stackrel{~}{\chi }_1^+\stackrel{~}{\tau }`$ decay may be used to improve the reconstruction of the $`\stackrel{~}{\chi }_2^+`$ production and decay kinematics. Moreover, the measurement of the relative number of events from different decay chains further constrains MSSM parameters. In the end it should again be possible to predict the thermal LSP relic density with an error of 20% or better even in this more complicated scenario. In fact, this scenario is advantageous, since it allows us to determine both the gaugino and higgsino components of the LSP; these are needed to predict the strength of the LSP couplings to Higgs bosons, which in turn are required for predicting the LSP–nucleon scattering cross section. In mSUGRA scenarios with $`\|\mu \|>M`$ one can probably only establish an upper bound on the higgsino component of the LSP, which only allows one to derive upper bounds on LSP–Higgs couplings. Notice that we only used information that can be extracted from studies at the LHC to arrive at this rather optimistic conclusion. If any one of the relevant masses could be determined with better precision elsewhere, e.g. at a lepton collider, the allowed region would shrink significantly, since the fit of hypothetical LHC data resulted in an almost one–dimensional $`\mathrm{\Delta }\chi ^21`$ domain. In this paper we discussed the case where $`mM`$ so that neutralino decay into sfermion is open. This is a good assumption if $`\stackrel{~}{\chi }_1^0`$ is gaugino like, as $`\stackrel{~}{\chi }_1^0`$ density overclose the Universe if $`mM`$. For increased higgsino component of $`\stackrel{~}{\chi }_1^0`$, such a requirement is no longer necessary. It is interesting to see if one can extract sparticle masses from decay distributions for such cases. In this paper, we did not study the case where $`\mu M_1,M_2`$, where the higgsino–like states $`\stackrel{~}{\chi }_1^0`$, $`\stackrel{~}{\chi }_2^0`$ and $`\stackrel{~}{\chi }_1^+`$ are nearly degenerate in mass. In such a case we should observe $`\stackrel{~}{\chi }_2^+,\stackrel{~}{\chi }_4^0`$ production from squark decays in addition to $`\stackrel{~}{\chi }_3^0`$ production, which is now mostly $`\stackrel{~}{B}`$. If scalar masses are not too large so that decays of the heavier neutralinos and charginos into real sfermions are open, the analysis is similar to the one that has been given in Sec. 4. If the sfermion decay mode is closed, the decay to a (virtual) Higgs boson might play an important role, unlike the case where $`\mu M`$. While on–shell Higgs bosons produced in SUSY cascade decays can be identified , the kinematical fitting would be more difficult since it would be entirely based on jets. Note, however, that the thermal relic density of higgsino–like LSPs is small unless $`m_{\stackrel{~}{\chi }_1^0}\stackrel{>}{_{}}500`$ GeV, in which case it might be difficult to even discover supersymmetry at the LHC. We also did not discuss the case where $`M_2M_1,\mu `$ suggested in models with anomaly mediated supersymmetry breaking . These models predict a rather heavy gluino. This results in a limited number of events even at the LHC, making precision studies rather difficult. In models with a not too heavy gluino while keeping $`M_2M_1,\mu `$, the relative number of events from $`\stackrel{~}{B}\stackrel{~}{e}_R`$ and $`\stackrel{~}{B}\stackrel{~}{e}_L`$ might be useful to show that $`M_1M_2`$, if both modes are open. This would be sufficient to show that the thermal LSP relic density is small, independent of the relative ordering of $`M_2`$ and $`\mu `$, since both wino–like and higgsino–like LSPs with mass in the (few) hundred GeV range annihilate efficiently. We thus conclude that whenever LHC experiments find a large sample of SUSY events, it will be possible to either predict the thermal relic density of LSPs with a fairly small error, or else one will be able to conclude that thermal relic LSPs do not contribute significantly to the overall mass density of the Universe. In the latter case one would need physics beyond the MSSM, and/or a non–thermal LSP production mechanism, to explain the Dark Matter in the Universe. ### Acknowledgements The work of MD was supported in part by the “Sonderforschungsbereich 375–95 für Astro–Teilchenphysik” der Deutschen Forschungsgemeinschaft.
warning/0007/hep-ph0007300.html	ar5iv	text	# Scenario for Ultrarelativistic Nuclear Collisions: II. Geometry of quantum states at the earliest stage. ## I Introduction In our previous papers , we began a systematic theoretical study of the scenario of ultrarelativistic collision of heavy ions. Our main result obtained in Ref. (further quoted as paper \[I\]) was that the dense system of quark and gluons which is commonly associated with the quark-gluon plasma (QGP) can be formed only in a single quantum transition. In this and two subsequent papers we continue to develop this approach in greater detail. We come to a conclusion that ultrarelativistic nuclear collisions is a unique physical phenomenon when the quantum dynamics of the process is enforced by a macroscopic finite size of the colliding objects rather than by a microscopic origin of their constituents. The entropy (the number of excited degrees of freedom) produced in collisions of heavy ions is a natural measure of the strength of the colored fields interaction. Indeed, before the collision, the quark and gluon fields are assembled into two coherent wave packets (the nuclei) and therefore, the initial entropy equals zero. The coherence is lost, and entropy is created due to the interaction. A search for the QGP in heavy-ion collisions is, in the first place, a search for evidence of entropy production. Though one may wish to rely on the invariant formula $`S=\mathrm{Tr}\rho \mathrm{ln}\rho `$, which expresses the entropy $`S`$ via the density matrix $`\rho `$, at least one basis of states should be found explicitly. It is imperative to design such a basis, and to practically study the collective effects that take place at the earliest ($`<1fm`$) stage of the collision. In any standard exclusive scattering process, no entropy can be produced since the scattering process begins with a pure quantum state of two stable colliding particles and the final state is also given as a pure state of several particles in exactly known quantum states. The only way one can address the quantum problem of entropy production is to consider inclusive measurements. Since these measurements are not complete (i.e., are not exclusive), they indeed form an ensemble with finite entropy. Quantum chromodynamics still cannot provide the theory of nuclear collisions with detailed information about nuclear structure before the collision. We face a formidable task to build a reliable theory of nuclear collision knowing almost nothing about the initial state. We may rely safely only upon the fact that the nuclei are stable bound states of the QCD and therefore, their configuration is dominated by the stationary quark and gluon fields which are genuine constituents of these quantum states. Fortunately, this, at first glance very scarce, information appears to be sufficient for the understanding of many intimate details of the collision process, if the problem is addressed from first principles. We hope that the final state is defined more accurately and believe that a single-particle distribution of quarks and gluons at some early moment after the nuclei have intersected, describe it sufficiently. Thus, we may count upon a reasonably well-defined quantum observable. The measurement of the one-particle distribution is an inclusive measurement. The corresponding operator should count the number of final-state particles defined as the excitations above the perturbative vacuum. As long as we expect that this counting makes sense on the event-by-event basis, the collision is indeed producing the entropy. To develop the theory for this transition process we have to cope with a binding feature that the “final” state has to be defined at a finite time. This may look disturbing for readers well versed in scattering theory, because the whole idea of a scenario as a temporal sequence of different stages is alien to the standard S-matrix theory. The general framework of an appropriate theory, named quantum field kinetics (QFK), has been developed in our previous papers. It is based on a remarkable similarity; the measurement of one-particle distributions is as inclusive as the measurement of the distribution of the final-state electron in deeply inelastic ep-scattering (DIS). This conceptual similarity, however, meets difficulties in its practical implementation. (i) The inclusive DIS directly measures only the electromagnetic fluctuations in the proton. The problem is posed according to the S-matrix scattering theory improved by means of the renormalization group. The concept of running coupling emerges precisely in this context. The operator product expansion (OPE) allows one to hide all the unknown information about the proton (commonly associated with large distances) into the local operators of various dimensions. Introduced in this way, structure functions (given explicitly in terms of their momenta) are applicable to DIS process, and only to DIS. (ii) It is impossible to derive structure functions of pp-scattering (not to say about AA ) using the OPE method, because in this case the composite QCD operators become essentially non-local.<sup></sup><sup></sup>* Similar situation takes place in the ep-process if a jet is chosen as the inclusive observable. Then the dynamics of the process is sensitive to the QCD content of the electron (see Sec.IV in paper \[I\]). (iii) Historically, the escape was provided by the parton model ( the factorization hypothesis ), which was successfully applied to various processes that accompany pp-scattering (like Drell-Yan pairs production), where the factorization scale can be kept under the data control, since the number of particles in the final state is relatively small. In AA-collisions, the control over the factorization scale is practically impossible because of the enormously high multiplicity. Furthermore, the phase space of the final state is densely populated and the picture of an independent emission (unitary cut in the Feynman diagram) employed for the derivation of DIS structure functions does not hold any more. As it has been already mentioned, in the AA-case we need a developing in time scenario which cannot be accessed from the S-matrix scattering theory, while the DIS structure functions are constructed within S-matrix approach. The QFK method has been developed in order to resolve these problems by addressing not only the nuclear collision as a transient process, but the ep-DIS also. Our major hope was to derive QCD evolution equations and to introduce the structure functions using the framework of an independently initiated theory of nuclear collisions. The first step along this guideline was an immediate success . It was demonstrated, that the evolution equations indeed describe a transient process that ends as an electromagnetic fluctuations inclusively probed by the electron. To give a flavor of how the method works practically, let us start with a qualitative description of the inclusive e-p DIS measurement (for now, at the tree level without discussion of the effects of interference). In this experiment, the only observable is the number of electrons with a given momentum in the final state. Something in the past has to create the electromagnetic field that deflects the electron. Before this field is created, the electromagnetic current, which is the source of this field, has to be formed. Since the momentum transfer in the process is very high, the current has to be sufficiently localized. This localization requires, in its turn, that the electric charges which carry this current must be dynamically decoupled from the bulk of the proton before the scattering field is created (to prevent a recoil to the other parts of the proton which could spread the emission domain). Such a dynamical decoupling of a quark requires a proper rearrangement of the gluonic component of the proton with the creation of short-wave components of a gluon field. By causality, corresponding gluonic fluctuation must happen before the current has decoupled, etc. Thus we arrive at the picture of the sequential-dynamical fluctuations which create an electromagnetic field probed by the electron. The lifetimes of these fluctuations can be very short. Nevertheless, they all coherently add up to form a stable proton, unless the interaction of measurement breaks the proper balance of phases. This intervention freezes some instantaneous picture of the fluctuations, but with wrong “initial velocities” which results in a new wave function, and collapse of the old one. This qualitative picture has been described many times and with many variations in the literature, starting with the pioneering lecture by Gribov , and including a recent textbook ; however, the sequential temporal ordering of the fluctuations has never been a key issue. We derive this ordering as a consequence of the Heisenberg equations of motion for the observables. The practical scheme of calculation that emerges in this way appears to be a special form of quantum mechanics which describes an inclusive measurement as a transient process. Translated into mathematical language in momentum space, this picture leads to the most general form of the evolution equations, which may then be reduced (under different assumptions) to the known DGLAP, BFKL, or GRV equations . The evolution equations were derived immediately in the closed form of the integral equations avoiding a selective summation of the perturbation series. The standard inclusive e-p DIS indeed delivers information about quantum fluctuations which may dynamically develop in the proton before it is destroyed by a hard electromagnetic probe. One of the most amazing features that has been discovered in the framework of QFK is that the QCD evolution equations are an intrinsic property of the inclusive measurement process, and they are not limited by the factorization condition. In paper \[I\], we studied the problem of loop corrections in the QFK evolution equations. First, we found that they do not corrupt the causal picture of the measurement described above, at the tree level. Second, they indeed provide a scale to the entire process. This scale is connected with collective interactions in the final state, which dynamically generate masses for the final states of emission, thus regulating the abundant collinear divergences of the null-plane dynamics. We required that the real parts of all radiative corrections (phase shifts) must vanish along the direction of the initial-state propagation of the colliding objects. Thus, we explicitly accounted for the integrity of the nuclear wave function before the collision. This special choice of the renormalization point, is natural for ultrarelativistic nuclear collisions, since it allows one to treat nuclei as finite-size quantum objects and incorporate their Lorentz contraction as a classical boundary condition imposed on the space-time evolution of quantum fields after the nuclear coherence is broken. The net yield of our previous study in paper \[I\] can be summarized as follows: The interaction between the two ultrarelativistic nuclei switches on almost instantaneously. This interaction explores all possible quantum fluctuations which could have developed by the moment of the collision and freezes (as the final states) only the fluctuations compatible with the measured observable. These snapshots cannot have an arbitrary structure, since the emerging configurations must be consistent with all the interactions which are effective on the time-scale of the emission process. In other words, the modes of the radiation field which are excited in the course of the nuclear collision should be the collective excitations of the dense quark-gluon system. This conclusion is the result of an intensive search of the scale inherent in the process of a heavy-ion collision. We proved that the scale is determined only by the physical properties of the final state. Our previous study clearly indicates that a theory that describes both phenomena (i.e. ep-DIS and AA-collisions) from a common point of view can be built on two premises: causality, and the condition of emission. The latter is also known as the principle of cluster decomposition, which must hold in any reasonable field theory. What the “resolved clusters” are is a very delicate question. These states should be defined with an explicit reference as to how they are detected. Conventional detectors deal with hadrons and allow one to hypothesize about jets. QGP turns out to be a kind of collective detector for quarks and gluons. In DIS experiment, the new wave function is measured inclusively which itself could be the source of the entropy production if the final state had some properties of the collective system. This collective system would then be a detector. It turns out that a dramatic difference in population of the final states is the sole fact that makes DIS and heavy ion collisions so different. At this moment, the natural line of development of these ideas brought us to the point when any further progress is impossible without explicit knowledge of the normal modes of the expanding dense quark-gluon system. There are several conceptual and technical problems of different caliber where this knowledge is crucial. 1. Most of the entropy is expected to be produced during the initial breakup of the nuclei coherence. Computing the entropy amounts to the digital counting of the exited degrees of freedom. Therefore, the states themselves must be precisely defined. From this point of view, the role of dynamical masses of the normal modes is decisive. They provide an infrared boundary for the space of final states thus making the possible number of the excited states (the entropy) finite. 2. Only after the infrared boundary for the QCD states is found can we hope to have a self-consistent perturbation theory. This was an original idea which motivated the search of the QGP . A perturbative description at the kinetic stage of the scenario cannot rely on massless QCD, which has no intrinsic scale. It can be effective only if it is based on the interaction of the partons-plasmons, i.e., quarks and gluons with the effective masses. Built on these premises, the scenario for the ultra- relativistic nuclear collision promises to be more perturbative than the standard pQCD. 2. Standard perturbative calculations with massless gauge fields always lead to collinear singularities that require a parameter of resolution for their practical removal. When this singularity is due to the emission into the final state, then this parameter is usually found as a property of the detector. As long as we consider the QGP itself as a detector, no external parameters of this kind can be in the theory. Collinear problems also appear in loop corrections, even in their imaginary parts. Therefore, they are also due to real processes. \[ In physical gauges, the collinear singularities in the loop corrections can also be connected with the spurious poles of the gluon propagator, which is a consequence of an incomplete gauge fixing and imperfect separation between the longitudinal fields and the fields of radiation.\] As it has been discussed in paper \[I\], the collinear problems in perturbative QCD show up only because the unphysical states are added to the list of the possible final states of the radiation processes. These states can be eliminated from the theory by accounting for the real interactions in the final state which provide effective masses for all radiated fields. In the null-plane dynamics, this appeared to be impossible, since any type of kinetics that may lead to the formation of the effective mass is frozen on the light cone. In order to have meaningful evolution equations for heavy ion collisions we must account for the dynamical masses of the realistic final states in dense expanding matter; the QCD evolution has to provide a kind of self-screening of the collinear singularities. The way the effective mass was estimated in paper \[I\] was crude, and it was our original goal to improve the calculations using the full framework of wedge dynamics. ## II Outline of ideas, calculations, main results, and conclusion In this section, we review the work presented in this and two subsequent papers (hereafter quoted as papers \[III\] and \[IV\]). Our approach is strongly motivated by an idea, that collisions of ultrarelativistic heavy ions is the cleanest laboratory where one can study the dynamics of strong interactions. We consider an adequate choice of the interacting quantum states at different stages of the scenario as the issue of first priority. The focus of our previous study was on the QCD evolution equations in the environment of the heavy ion collision. Now, we concentrate on the possible properties of the state that emerges immediately after the coherence of the nuclei is broken by the first hard interaction. As in paper \[I\], we view the dynamics of the early stage as a single quantum process and concentrate on the study of quantum fluctuations subjected to the condition of a simple inclusive measurement (currently, on the inclusive one-particle distributions). We endeavor to take full advantage of approaching the problem from first principles. ### A Heuristic arguments. Collision of ultrarelativistic heavy ions is such a unique physical phenomenon, that it is difficult to find its complete analog throughout everything that has been studied in physics previously. However, we can point to several examples which share some common distinctive patterns with the process under investigation. We begin with these examples in order to help the reader understand the ideas of our new synthesis. 1. Let an electron-positron pair be created by two photons. If the energy of the collision is large, then the electron and positron are created in the states of freely propagating particles and the cross-section of this process accurately agrees with the tree-level perturbative calculation. However, if the energy of the collision is near the threshold of the process, then the relative velocity of the electron and positron is small, and they are likely to form positronium. It would be incredibly difficult to compute this case using scattering theory. Indeed, one has to account for the multiple emission of soft photons which gradually builds up the Coulomb field between the electron and positron and binds them into the positronium. However, the problem is easily solved if we realize that the bound state is the final state for the process. We can still use low-order perturbation theory to study the transition between the two photons and the bound state of a pair . 2. Let an excited atom be in a cavity with ideally conducting walls. The system is characterized by three parameters: the size $`L`$ of the cavity, the wave-length $`\lambda L`$ of the emission, and the life-time $`\mathrm{\Delta }t=1/\mathrm{\Gamma }`$ of the excited state. The questions are, in what case will the emitted photon bounce between the cavity walls, and when will the emission field be one of the normal cavity modes? The answer is very simple. If $`c\mathrm{\Delta }tL`$, the photon will behave like a bouncing ball. When the line of emission is very narrow, $`c\mathrm{\Delta }tL`$, the cavity mode will be excited. It is perfectly clear that in the first case, the transition current that emits the photon is localized in the atom. In the second case it is not. By the time of emission, the currents in the conducting walls have to rearrange charges in such a way that the emission field immediately satisfies the proper boundary conditions. We thus have a collective transition in an extended system. From a practical point of view, these two different problems are united by the method of obtaining their solutions. A part of the interaction (Coulomb interaction in the first case, and the interaction of radiation with the cavity walls in the second case) is attributed to the new “bare” Hamiltonian which is diagonalized by the wave functions of the final state modes. The less significant interactions can be accounted for by means of perturbation theory. For us, the most important message is that it is possible to avoid a difficult study of the transient process that physically creates these modes. 3. Let an experimental device consists of quantum detectors that register photons emitted by a pulse source. Each pulse initiates an “event”. Let a sheet of glass is placed somewhere between the source and detectors. If this glass were installed permanently in a fixed position, then the method to account for its presence would be trivial. One must expand the field of the initial light pulse over the system of modes (Fresnel triplets of incident, reflected, and refracted waves) that satisfy the continuity conditions on the glass boundaries. The quantum theory would then treat these triplets as the photons, etc. When the position of the glass sheet is unknown, e.g., it changes in the time periods between the pulses, then such a universal decomposition becomes impossible. Nevertheless, in each particular event there exists an important element of classical boundary conditions. Using special tricks (e.g., by measurement of the times of arrival of the precursors), one may determine the glass position and thus to learn how the translational symmetry of free space was actually broken and what are the photons of a particular event. Though the whole set up of this example is artificial, it illustrates the major idea. The quantum theory of an individual event can be fully recovered, even if macroscopic parameters of the theory are not known until the event is completely recorded. Indeed, the prepared at a large distance light pulse can be expanded over any of the systems of the Fresnel triplets (corresponding to different positions of the glass sheet). Only after analysis of the data can it be learned, which of these decompositions is meaningful. One can fill the space between the detectors with gas and account for the interaction between the light and gas (or even for a non-linear interaction of photons in the gaseous medium) by perturbation theory. Being the non-interacting waves in “free space”, the Fresnel triplets will serve as the zeroth-order approximation of a quantum theory. One may also decide not to begin with the triple waves. Then the glass must be treated as an active element. The same triplets will be recovered in the course of a real transient process on the glass surface. The translational symmetry will be broken dynamically. A very similar picture develops during the heavy ion collision. The normal modes of the final state are formed in the course of real interactions. The mechanism responsible for effective mass of the plasmons is illustrated by the first two examples. The third example points us to an optimal choice of the zeroth-order approximation. Exactly in the same way as the reflected and refracted waves of the Fresnel triplet cannot physically appear before the light front reaches the glass surface, nothing can happen with the nuclei before they overlap geometrically. Only at this instance the interaction determines the collision coordinates in $`(tz)`$-plane. The symmetry gets uniquely broken, and the normal modes of the propagating colored fields after the interaction exist only inside the future region of the interaction domain. If the coupling is small then we may disregard later interactions. However, the system of the final-state free fields will have a broken translational symmetry, which will be remembered by the normal modes that obey certain macroscopic boundary conditions. Referring to the above examples, one should keep in mind the source of the major difference between the QED and QCD phenomena. The local gauge symmetry of QED can be extended to a global gauge symmetry which generates the conserved global quantum number (electrical charge) which can be sensed at a distance. The proper field of an electric charge is the main obstacle for the definition of its size. On the other hand, the radiation field of QED appears as a result of the changes in the extended proper fields of accelerated charges, and one can physically create such an object as a front of electromagnetic wave. In QCD, the local gauge invariance of the color group does not correspond to any conserved charge. Hence, we can easily determine the size of the colorless nucleus, but we cannot create a front of color radiation in the gauge-invariant vacuum. These two properties of QCD both work for us. They allow one to use the Lorenz contraction to localize the initial moment of the collision and thus, to impose the classical boundary conditions on the propagating color fields at the later times. The existence of the collective propagating quark and gluon modes at these times is the conjecture that has to be verified by the study of heavy ion collisions. The finite size of the colliding nuclei, and a strong localization of the initial interaction as its consequence, is a sufficient input for the theory that describes the earliest stage of the collision. The formalism of quantum field theory appears to be a powerful tool that allows one to derive many properties of the quark-gluon system after the collision. ### B Phenomenological input. (i) We consider the rapidity plateau seen event-by-event in nuclear collisions at very large energy as a confirmed by the data indication that the quantum transient process has no scale corresponding to the finite resolution in the $`t`$\- and $`z`$-directions. By a common wisdom, the absence of this scale must cause the boost-invariant expansion.This plateau in the distribution of the final-state hadrons is clearly seen even in the inclusive jet distribution in $`ep`$-DIS data, but only statistically. (ii) All existing data indicate that, regardless of the nature of the colliding objects, a certain number of particles with large transverse momentum are found in the final state. At high $`p_t`$, the cross section reasonably well follows the Rutherford formula. We rely on the universality of Rutherford scattering as an indication that there is no scale parameter of resolution in the transverse $`(xy)`$-plane that characterize this process. We assume that in nuclear collisions, these hard states created at the very early instance of the collision can be described by the one-particle distribution measured on event-by-event basis. ### C Ideas. (i) The finite size of colliding nuclei plays a crucial role in our approach since it allows for a realistic measurement of the Lorentz contraction thus precisely fixing the time and the coordinate of the collision point. In the laboratory frame, both nuclei are Lorentz contracted to a longitudinal size $`R_0/\gamma 0.1fm`$, while the scale relevant for the hadron structure is $`0.3fm`$. Therefore, in the center-of-mass frame, both nuclei are passing through a “pin-hole”, and the detailed information about the microscopic nuclear structure is not essential. A precise measurement of the velocity, i.e. the coordinates at two close time moments, is impossible . Hence, a celebrated rapidity plateau in every single collision of two ultrarelativistic ions is a direct consequence of this type of measurement. We accept the fact of the rapidity plateau as a classical boundary condition for the quantum sector of the theory. (ii) There is no doubt that the entire collision process must develop inside the future light cone of the collision domain. Only there can the dynamics of the propagating color fields become a physical reality. In other words, the resolution of colored degrees of freedom is a consequence of the precise measurement of the coordinate by means of strong interactions. (iii) The true scale of the entire quantum process coincides with its infrared boundary, which is build dynamically in the course of this process. Namely, the hard partons, which are produced as localized and countable particles at the earliest time of the process, define masses for the soft field states formed at the later times thus bringing the transient process to its saturation. ### D Strategy and theoretical foundations. Addressing the problem of normal modes of the expanding quark-gluon system, we proceed in two major steps. First, we study the classical and quantum properties of the normal modes subjected to the boundary condition of a localized interaction that follows from the relativistic causality (being the free fields in all other respects). Then, we use these modes as a basis for the perturbation theory and compute the effective mass of the quark propagating through the background distribution of hard partons. (i) We begin in Sec. III A with the qualitative study of free fields, fully incorporating the properties of the geometric background of the expanding matter. Taking the simplest plane-wave of the scalar field as an example, and studying the probability to detect this wave on the space-like hypersurface of constant proper time $`\tau `$, we conclude that it is capable of passing through the center $`t=z=0`$. The only price paid for this feature is the full delocalization of the state along the hyperplanes $`\tau ^2=t^2z^2=0`$. The state is completely delocalized at $`\tau p_t1`$, and it is sharply localized in the rapidity direction at $`\tau p_t1`$. In this way, we approach an idea of wedge dynamics, which employs the proper time $`\tau `$ as the natural direction of the evolution. In Sec. III B, we consider a wave packet and demonstrate that the process of localization at finite time $`\tau `$ is physical; it is accompanied by the gradual re-distribution of the charge density and the current of this charge. From this observation, we may anticipate a special role of the magneto-static interactions at the earliest times, when the process of the charge density rearrangement is extremely rapid. Further calculations of paper \[IV\] give even more evidence that the quantum process of delocalization predicted by wedge dynamics is a material process. (ii) As a first step towards practical calculations, the fields are described classically and quantized in the scope of wedge dynamics. In Sec. IV of this paper, we accomplish this procedure for the fermion fields. In Sec. V, we derive the expressions for various quantum correlators, which are used for the perturbative calculation of the fermion self-energy in paper \[IV\]. An important observation made at this point is that the material parts of the field correlators immediately have the form of Wigner distributions. This is a unique property of wedge dynamics which relies on the highly localized states as its one-particle basis. (iii) The third one, technically the most complicated paper \[III\] of this cycle, is dedicated to the vector gauge field in wedge dynamics. Several conceptual and technical problems are addressed there. First of all, the states of the free radiation field are studied classically. Also at the classical level, we compute the retarded Green function of the vector gauge field and explicitly separate the longitudinal (i.e., governed by Gauss law) field and the field of radiation. It is found that if the physical charge density $`\rho =\tau j_\tau `$ vanishes at the starting point $`\tau =0`$, then Gauss law of the wedge dynamics, being in fact a constraint, becomes an immediate consequence of the equations of motion. Therefore, Gauss law can be explicitly used to eliminate the unphysical degrees of freedom of the gauge field, and the gauge $`A^\tau =0`$ can be fixed completely. Using this result, we were able to quantize the gluon field according to the standard procedure of canonical quantization. The requirement $`\rho (\tau =0)=0`$ would not be physical in QED, where the long-range proper fields of electric charges would limit the possible localization of the first interaction, and the applicability of the wedge dynamics. On the other hand, in the wedge dynamics of colorless objects built from the colored fields, which are “stretched” at $`\tau 0`$ along a very wide rapidity interval, this can be a true initial condition. The later creation of the localized color charges can indeed be initiated by the color currents in the color-neutral (at $`\tau =0`$) system. (iv) A distinctive property of the longitudinal gauge fields in wedge dynamics is that they do not look like usual static fields. The Hamiltonian time $`\tau `$ does not coincide with a usual time of some particular inertial Lorentz frame. This is a proper time for all observers that move with all possible rapidities starting from the point $`t=z=0`$. The system, which is static with respect to this time experiences a permanent expansion, and its Gauss fields have magnetic components. As a consequence, the longitudinal part of the gauge field propagator acquires a contact term, $$D_{\eta \eta }^{[contact]}=\frac{\tau _1^2\tau _2^2}{2}\delta (\eta )\delta (\stackrel{}{r_t}).$$ The component $`D_{\eta \eta }`$ establishes a connection between the $`A_\eta `$ component of the potential and the $`j_\eta `$ component of the current. In its turn, $`A_\eta `$ is responsible for the $`\eta `$-component $`E_\eta =_\tau A_\eta `$ of the electric field and the $`x`$\- and $`y`$-components, $`B_x=_yA_\eta `$, $`B_y=_xA_\eta `$ of the magnetic field. The electrical field in the longitudinal $`\eta `$-direction is not capable of producing the scattering with transverse momentum transfer. However, this transfer can be provided by the magnetic forces; the two currents $`j_\eta `$ can interact via the magnetic field $`\stackrel{}{B}_t=(B_x,B_y)`$. The origin of these currents is intrinsically connected with the geometry of states in the wedge form of dynamics. The existence of these currents indicates that the delocalization of the nuclear wave packet is more than a formal decomposition in terms of fancy modes. This is a physical phenomenon which plays an important role in the formation of the IR scale of the entire process. ### E Calculation of the effective mass The first calculation that incorporates both the ideas and technical part of the wedge dynamics is attempted in paper \[IV\]. We compute the effective “transverse mass” $`\mu (\tau ,p_t)`$ of the soft (i.e., $`\tau p_t<1`$) quark mode propagating through the expanding background of hard (i.e., $`\tau k_t>1`$) partons. (i) In order to find the normal modes of the quark field in the expanding quark-gluon system, we solve the Dirac equation with radiative corrections, which can be derived as a projection of the Schwinger-Dyson equation for the retarded quark propagator onto the one-particle initial state. This equation can be converted into a dispersion equation that includes the retarded self-energy and connects the effective transverse mass $`\mu (\tau ,p_t)`$ of the soft mode with its transverse momentum $`p_t`$. This equation depends on the current proper time $`\tau `$ as a parameter, $$\mu (\tau ,p_t)=p_t+_0^\tau 𝑑\tau _2\sqrt{\tau \tau _2}e^{i\mu (\tau ,p_t)(\tau \tau _2)}\mathrm{\Sigma }_{ret}(\tau ,\tau _2;p_t),$$ and we assumed that $`d\mathrm{ln}\mu /d\mathrm{ln}\tau 1`$, in deriving it. The solution with this property is indeed found. (ii) The material part of the self-energy can be divided into several parts corresponding to different processes of the forward quark scattering on the hard partons of the expanding surroundings. First, the quark may scatter on a real (transverse) gluon. The second process is quark-quark scattering, which can be conveniently divided into two subprocesses. In one of them, the interaction is mediated by the radiation part of the gluon field, in the other, the mediator is the longitudinal part. The latter can be split further into the contact and non-local parts. Our strategy was to find the leading terms of the self-energy which are singular at $`\tau \tau _2=0`$, and thus can significantly contribute to the effective quark mass within a short time. Indeed, since we are looking for the time-dependent $`\mu (\tau ,p_t)`$, this mass has to be formed during a sufficiently short time interval. Accordingly, we have chosen the dimensionless parameter $`\xi =(\tau \tau _2)/\sqrt{\tau \tau _2}`$ as a small parameter. (iii) The distribution of hard quarks and gluons that may provide an effective mass to a soft quark mode with transverse momentum $`p_t`$ at the time $`\tau 1/p_t`$ are taken in agreement with the qualitative arguments of sections II B and II C, $$n_f(q_t,\theta )\frac{𝒩_f}{\pi R_{}^2}\frac{\theta (q_tp_{})}{q_t^2},n_g(k_t,\alpha )\frac{𝒩_g}{\pi R_{}^2}\frac{\theta (k_tp_{})}{k_t^2}.$$ They are not related to any dynamical scale and the normalization factors $`𝒩_g`$ and $`𝒩_f`$ are the only (apart from the coupling $`\alpha _s`$) parameters of the theory. The impact cross section $`\pi R_{}^2`$ and the full width $`2Y`$ of the rapidity plateau are defined by the geometry of a particular collision and the c.m.s. energy, respectively. These are irrelevant for the local screening parameters we are interested in. (iv) Analysis of the terms that include radiation fields clearly reveals two trends. On the one hand, the integration over the transverse momenta of hard quarks and gluons is capable of creating a singularity when the rapidities corresponding to the two lines in the loop coincide. On the other hand, the interval of rapidities where the collinear geometry is possible is extremely narrow due to the light-cone boundaries (causality) of the forward scattering process. The second factor always wins, and the contribution of the collinear domain is always small. We also found that the observed intermediate collinear enhancement of the forward scattering amplitude is, as a matter of fact, fictitious. It is entirely formed by the integration over the infinitely large transverse momenta which are physically absent in the distribution of the hard partons. (Formally, the infinite transverse momentum is needed to provide a precise tuning of two states with given rapidities to each other.) These collinear singularities are integrable, and they do not lead to a disaster of collinear divergence. Our way to pick out the leading contributions from the space-time domains, where the phases of the interacting fields are stationary, is a generalization of the known method of isolating the leading terms using the pinch-poles in the plane of complex energy. The wedge dynamics does not allow for a standard momentum representation, since its geometric background is not homogeneous in $`t`$\- and $`z`$-directions. Nevertheless, the patches of phase space, where the phases of certain field fragments are stationary and effectively overlap, do now the same job as the pinch-poles, and yield the same answers when the homogeneity required for the momentum representation is restored. This way to tackle the problem is genuinely more general, because it addresses the space-time picture of the interacting fields. The role of pinch-poles is taken over by the geometrical overlap of the field patterns with the same rapidity. This observation can serve as a footing for the future development of an effective technique for perturbative calculations in wedge dynamics. (v) The effect of the non-local components of the longitudinal part of the gluon propagator that mediates the quark-quark scattering, was shown to be small also. This interaction cannot lead to the collinear enhancement. However, its yield could be not very small, because the interaction has long range. It occurs, that the non-local electro- and magneto-static interactions of charges just almost compensate each other. (vi) The only term in the quark self-energy which is singular at small time differences is due to the above mentioned contact term in the $`D^{\eta \eta }`$ component of the gluon propagator. This is the leading contribution to the dispersion equation provided by the magneto-static interaction of the longitudinal currents. Studied in the first approximation, the solution of the dispersion equation indicates that in compliance with the original idea, the effective mass $`\mu (\tau ,p_t)`$ gradually increases with time reaching its maximum when $`\tau p_t1`$. This is the major practical result of this study. Evolution of the fields at the later times must be approached with another set of normal modes that, from the very beginning, account for the screening effects developed at the previous stage. ### F Conclusion and perspectives. In a series of papers reviewed in this section, we demonstrated that the field theory is indeed able to describe a scenario. By scenario we mean a continuous smoothly developing temporal sequence of one stage into another. These stages are different only in the respect that each of them is characterized by its individual optimal set of normal modes. In contrast with paper \[I\], we do not focus on the stage of QCD evolution, since we have no clear image of the objects that initiate destruction of nuclear coherence. Instead, we try to understand, what can be the immediate products of this destruction. This is an example of the continuity that stands behind the idea of the scenario. The next stage will be the kinetics of the partons-plasmons, and we anticipate that it will impose new restrictions, which will improve our current results. \[Quantum mechanics works remarkably in both directions: any information about the properties of the final state imposes limitations on the possible line of the evolution (including the initial data) at the earlier times exactly in the same way as the known initial data imposes restrictions on the possible final states.\] By the same token, we must look for a connection between the objects resolved in the first interaction of two nuclei and the known properties of hadrons and the QCD vacuum. Unfortunately, this appealing opportunity is still distant. First principles appeared to be a powerful tool for achieving our goals. With minimal theoretical input and with the reference to the simplest data, they allow one to build a self-consistent picture of the initial stage of the collision. Colliding the nuclei, we probably create the theoretically simplest situation for understanding the nature of the process. In the course of this study, we relied only on the fact of boost invariance of the process and an assumption that the field states with large transverse momentum, even at very early times, may be associated with the localized particles and thus can be described by the distribution with respect to their rapidity and transverse momentum. Our strategy of looking for the leading contributions and all our approximations in calculating the material part of the quark self-energy are based on this assumption. If it appears incorrect, then it is most likely that the quark-gluon matter created in the collision of two nuclei never, and in no approximation, can be considered as a system of nearly free and weakly interacting field states. Our decision to begin the exploration of potentialities of the wedge dynamics with the computation of quark self-energy is motivated only by technical reasons. The gluon propagator of wedge dynamics is a very complicated function, and we preferred to start with the computation of the fermion loop which has only one gluon correlator in it. We hope that the discovery of, in the course of our study, an enormous simplifications (with respect to what we had to start with) will allow us to address the more important problem of the gluon self-energy in a reasonably economic way. ## III Field states in the proper-time dynamics The dynamical masses of normal modes at finite density are found from the dispersion equation that includes the corresponding self-energy, i.e., the amplitude of the forward scattering of the mode on the particles that populate the phase space. In paper \[I\], we found that it is impossible to adequately describe this basic process of forward scattering in the null-plane dynamics. The problem arises due to the singular behavior of the field pattern which is defined as the static field with respect to the Hamiltonian time $`x^+`$. This singular behavior alone shows that the choice of the dynamics and the proper definition of the field states is a highly nontrivial and important issue. Besides, if we tried to describe quantum fluctuations in the second nucleus in the same fashion, then it would require a second Hamiltonian time $`x^{}`$, which is not acceptable. Thus, if we wish to view the collision of two nuclei as a unique quantum process, then it is imperative to find a way to describe quarks and gluons of both nuclei, as well as the products of their interaction, using the same Hamiltonian dynamics. An appropriate choice for the gluons is always difficult because the gauge is a global object (as are the Hamiltonian dynamics) and both nuclei should be described using the same gauge condition. Quantum field theory has a strict definition of dynamics. This notion was introduced by Dirac at the end of the 1940’s in connection with his attempt to build a quantum theory of the gravitational field. Every (Hamiltonian) dynamics includes its specific definition of the quantum mechanical observables on the (arbitrary) space-like surfaces, as well as the means to describe the evolution of the observables from the “earlier” space-like surface to the “later” one. The primary choice of the degrees of freedom is effective if, even without any interaction, the dynamics of the normal modes adequately reflects the main physical features of the phenomenon. The intuitive physical arguments clearly indicate that the normal modes of the fields participating in the collision of two nuclei should be compatible with their Lorentz contraction. Unlike the incoming plane waves of the standard scattering theory, the nuclei have a well-defined shape and the space-time domain of their intersection is also well-defined. Hence, the geometric properties of the expected normal modes follows, in fact, from the uncertainty principle. Indeed, we may view the first touch of the nuclei as the first of the two measurements which are necessary to determine the velocity. Since a precise measurement of the nuclei coordinate at an exactly determined moment appears to be an inelastic process that completely destroys the nuclei, the spectrum of the longitudinal velocities of the final-state components must become extremely wide . These components may also be different by their transverse momenta. With respect to the measurement of the longitudinal velocity, the latter plays a role of an “adjoint mass”. The velocity of a heavier object can be measured with a larger accuracy. Therefore, the separation of the “heavy” final state fragments by their longitudinal velocities requires less time and can be verified earlier than for the “light” ones.The boost-invariance with the fixed center means the absence of a corresponding scale and vice-versa. Any relativistic equations, regardless of their physical content, will yield a self-similar solution. For example, the relativistic hydrodynamic equations lead to a known Bjorken solution with the rapidity plateau. In its turn, the Bjorken solution can be obtained as a limit of the Landau solution with an infinite Lorentz contraction of the colliding objects. We favor the arguments that are closer to quantum mechanics and allow for the further connection with the properties of the quantum states. The same conclusion can be reached formally: Of the ten symmetries of the Poincaré group, only rotation around the collision $`z`$-axis, boost along it, and the translations in the transverse $`x`$ and $`y`$-directions survive. The idea of the collision of two plane sheets immediately leads us to the wedge form; the states of quark and gluon fields before and after the collision must be confined within the past and future light cones (wedges) with the $`xy`$-collision plane as the edge. Therefore, it is profitable to choose, in advance, the set of normal modes which have the symmetry of the localized initial interaction and carry quantum numbers adequate to this symmetry. These quantum numbers are the transverse components of momentum and the rapidity of the particle (which replaces the component $`p^z`$ of its momentum). In this ad hoc approach, all the spectral components of the nuclear wave functions ought to collapse in the two-dimensional plane of the interaction, even if all the confining interactions of the quarks and gluons in the hadrons and the coherence of the hadronic wave functions are neglected. In the wedge form of dynamics, the states of free quark and gluon fields are defined (normalized) on the space-like hyper-surfaces of the constant proper time $`\tau `$, $`\tau ^2=t^2z^2`$. The main idea of this approach is to study the dynamical evolution of the interacting fields along the Hamiltonian time $`\tau `$. The gauge of the gluon field is fixed by the condition $`A^\tau =0`$. This simple idea solves several problems. On the one hand, it becomes possible to treat the two different light-front dynamics which describe each nucleus of the initial state separately, as two limits of this single dynamics. On the other hand, after the collision, this gauge simulates a local (in rapidity) temporal-axial gauge. This feature provides a smooth transition to the boost-invariant regime of the created matter expansion (as a first approximation). Particularly, addressing the problem of screening, we will be able to compute the plasmon mass in a uniform fashion, considering each rapidity interval separately. As it was explained in the first two sections, the feature of the states to collapse at the interaction vertex is crucial for understanding the dynamics of a high-energy nuclear collision. A simple optical prototype of the wedge dynamics is the camera obscura (a dark chamber with the pin-hole in the wall). Amongst the many possible a priori ways to decompose the incoming light, the camera selects only one. Only the spherical harmonics centered at the pin-hole can penetrate inside the camera. The spherical waves reveal their angular dependence at some distance from the center and build up the image on the opposite wall. Here, we suggest to view the collision of two nuclei as a kind of diffraction of the initial wave functions through the “pin-hole” $`t=0,z=0`$ in $`tz`$-plane. Using the proper time $`\tau `$ as the natural direction of the evolution of the nuclear matter after the collisions has far reaching consequences. The surfaces of constant $`\tau `$ are curved, and the oriented objects like spinors and vectors have to be defined with due respect to this curvature. We have to incorporate the tetrad formalism in order to differentiate them covariantly. The properties of local invariance are modified also, since the different directions in the tangent plane become not equivalent. The physical content of the theory also undergoes an important change. The system of observers that are used to normalize the quantum states of wedge dynamics is different from the observers of any particular inertial Lorentz frame. ### A One-particle wave functions in wedge dynamics In order to study the main kinematic properties of the states of the wedge dynamics, it is enough to consider the one-particle wave functions of the scalar field. Let us take the wave function $`\psi _{\theta ,p_{}}(x)`$ of the simplest form, $`\psi _{\theta ,p_{}}(x)={\displaystyle \frac{1}{4\pi ^{3/2}}}e^{ip^0t+ip^zz+i\stackrel{}{p}_{}\stackrel{}{r}_{}}\{\begin{array}{c}4^1\pi ^{3/2}e^{im_{}\tau \mathrm{cosh}(\eta \theta )}e^{i\stackrel{}{p}_{}\stackrel{}{r}_{}},\tau ^2>0,\hfill \\ 4^1\pi ^{3/2}e^{im_{}\tau \mathrm{sinh}(\eta \theta )}e^{i\stackrel{}{p}_{}\stackrel{}{r}_{}},\tau ^2<0.\hfill \end{array}`$ (3) where $`p^0=m_{}\mathrm{cosh}\theta `$, $`p^z=m_{}\mathrm{sinh}\theta `$ ($`\theta `$ being the rapidity of the particle), and, as usual, $`m_{}^2=p_{}^2+m^2`$. The above form implies that $`\tau `$ is positive in the future of the wedge vertex and negative in its past. Even though this wave function is obviously a plane wave which occupies the whole space, it carries the quantum number $`\theta `$ (rapidity of the particle) instead of the momentum $`p_z`$. A peculiar property of this wave function is that it may be normalized in two different ways, either on the hypersurface where $`t=const`$, $`{\displaystyle _{t=const}}\psi _{\theta ^{},p_{}^{}}^{}(x)i\stackrel{}{{\displaystyle \frac{}{t}}}\psi _{\theta ,p_{}}(x)dzd^2\stackrel{}{r}_{}=\delta (\theta \theta ^{})\delta (\stackrel{}{p}_{}\stackrel{}{p}_{}^{}{}_{}{}^{}),`$ (4) or, equivalently, on the hypersurfaces $`\tau =const`$ in the future- and the past–light wedges of the collision plane, where $`\tau ^2>0`$, $`{\displaystyle _{\tau =const}}\psi _{\theta ^{},p_{}^{}}^{}(x)i\stackrel{}{{\displaystyle \frac{}{\tau }}}\psi _{\theta ,p_{}}(x)\tau d\eta d^2\stackrel{}{r}_{}=\delta (\theta \theta ^{})\delta (\stackrel{}{p}_{}\stackrel{}{p}_{}^{}{}_{}{}^{}).`$ (5) Being almost identical mathematically, these two equations are very different physically. Eq. (4) implies that the state is detected by a particular Lorentz observer equipped by a grid of detectors that cover the whole space, while Eq. (5) normalizes the measurements performed by an array of the detectors moving with all possible velocities. At any particular time of the Lorentz observer, this array even does not cover the whole space. The norm of a particle’s wave function always corresponds to the conservation of its charge or the probability to find it. Since the norm given by Eq. (5) does not depend on $`\tau `$, the particle with a given rapidity $`\theta `$ (or velocity $`v=\mathrm{tanh}\theta =p^z/p^0`$), which is “prepared” on the surface $`\tau =const`$ in the past light wedge, cannot flow through the light-like wedge boundaries; the particle is predetermined to penetrate in the future light wedge through its vertex. The dynamics of the penetration process can be understood in the following way. At large $`m_{}\|\tau \|`$, the phase of the wave function $`\psi _{\theta ,p_{}}`$ is stationary in a very narrow interval around $`\eta =\theta `$ (outside this interval, the function oscillates with exponentially increasing frequency); the wave function describes a particle with rapidity $`\theta `$ moving along the classical trajectory. However, for $`m_{}\|\tau \|1`$, the phase is almost constant along the surface $`\tau =const`$. The smaller $`\tau `$ is, the more uniformly the domain of stationary phase is stretched out along the light cone. A single particle with the wave function $`\psi _{\theta ,p_{}}`$ begins its life as the wave with the given rapidity $`\theta `$ at large negative $`\tau `$. Later, it becomes spread out over the boundary of the past light wedge as $`\tau 0`$. Still being spread out, it appears on the boundary of the future light wedge. Eventually, it again becomes a wave with rapidity $`\theta `$ at large positive $`\tau `$. The size and location of the interval where the phase of the wave function is stationary plays a central role in all subsequent discussions, since it is equivalent to the localization of a particle. Indeed, the overlapping of the domains of stationary phases in space and time provides the most effective interaction of the fields. The size $`\mathrm{\Delta }\eta `$ of the $`\eta `$-interval around the particle rapidity $`\theta `$, where the wave function is stationary, is easily evaluated. Extracting the trivial factor $`e^{im_{}\tau }`$ which defines the evolution of the wave function in the $`\tau `$-direction, we obtain an estimate from the exponential of Eq. (3), $`2m_{}\tau \mathrm{sinh}^2(\mathrm{\Delta }\eta /2)1.`$ (6) The two limiting cases are as follows, $`\mathrm{\Delta }\eta \sqrt{{\displaystyle \frac{2}{m_{}\tau }}},\mathrm{when}m_{}\tau 1,\mathrm{and}\mathrm{\Delta }\eta 2\mathrm{ln}{\displaystyle \frac{2}{m_{}\tau }},\mathrm{when}m_{}\tau 1.`$ (7) In the first case, one may boost this interval into the laboratory reference frame and see that the interval of the stationary phase is Lorentz contracted (according to the rapidity $`\theta `$) in $`z`$-direction. This estimate confirms what follows from physical intuition; for a heavier quantum object, the velocity can be measured with the higher accuracy. The states of the wedge dynamics appear to be almost ideally suited for the analysis of the processes that are localized at different times $`\tau `$ and intervals of rapidity $`\eta `$, and are characterized by a different transverse momentum transfer. With respect to any particular process, these states are easily divided into slowly varying fields and localized particles. In this way, one may introduce the distribution of particles and study their effect on the dynamics of the fields. As a result, we can calculate the plasmon mass as a local (at some scale) effect which agrees with our understanding of its physical origin. ### B Dynamical properties of states in wedge dynamics The property of the wave function to concentrate with the time near the classical world line of a particle with the given velocity has important implications. This is a gradual process and it must be accompanied by the re-distribution of the charge density and the current of this charge. To see how this happens explicitly, let us consider a particle in a superposition state $`\|\theta _0`$ of a normalized wave packet, $`\|\theta _0={\displaystyle _{\mathrm{}}^{\mathrm{}}}𝑑\theta f(\theta \theta _0)𝒂_\theta ^{\mathbf{}}\|0,\theta _0\|\theta _0={\displaystyle _{\mathrm{}}^{\mathrm{}}}𝑑\theta f^{}(\theta \theta _0)f(\theta \theta _0)=1,`$ (8) where $`𝒂_\theta ^{\mathbf{}}`$ is the Fock creation operator for the one-particle state with the rapidity $`\theta `$.<sup>§</sup><sup>§</sup>§We do not describe here the procedure of the scalar field quantization in wedge dynamics. It is exactly the same as quantization of the fermion field in the next section. The explicit form of the weight function in Eq. (8) may vary. Solely for convenience, we take the weight function $`f(\theta \theta _0)`$ of the form, $`f(\theta \theta _0)=[K_0(2\xi )]^{1/2}e^{\xi \mathrm{cosh}(\theta \theta _0)}(4\xi /\pi )^{1/4}e^\xi e^{\xi \mathrm{cosh}(\theta \theta _0)},`$ (9) which provides a sharp localization of the wave packet. In the second of these equations, we used an asymptotic approximation of the Kelvin function $`K_0(2\xi )`$, which is reasonably accurate starting from $`\xi 1/2`$. The operator of the four-current density for the complex scalar field $`\mathrm{\Psi }`$ is well known to be $`J_\mu (x)=\mathrm{\Psi }^{}(x)i\underset{\mu }{\overset{}{}}\mathrm{\Psi }(x),`$ (10) and to obey the covariant conservation law, $`_\mu J^\mu (x)=(g)^{1/2}_\mu [(g)^{1/2}g^{\mu \nu }J_\nu (x)]=\tau ^1[_\tau (\tau J_\tau )+_\eta (\tau ^1J_\eta )]=0.`$ (11) (Here, for simplicity, we consider the two-dimensional case and employ the metric $`g^{\tau \tau }=1`$, $`g^{\eta \eta }=\tau ^2`$.) The physical components of the current (which are defined in such a way that the integral form of the conservation law is not altered by the curvilinear metric) are $`𝒥_\tau =\tau J_\tau `$ and $`𝒥_\eta =\tau ^1J_\eta `$. Using Eqs. (8) and (10), we can compute their expectation values of these components in the state $`\|\theta _0`$. $`\theta _0\|𝒥_\tau \|\theta _0=\tau k_t{\displaystyle _{\mathrm{}}^{\mathrm{}}}{\displaystyle \frac{d\theta _1d\theta _2}{4\pi }}f^{}(\theta _1\theta _0)f(\theta _2\theta _0)[\mathrm{cosh}(\eta \theta _1)+\mathrm{cosh}(\eta \theta _2)]e^{i\tau k_t[\mathrm{cosh}(\eta \theta _1)\mathrm{cosh}(\eta \theta _2)]},`$ (12) $`\theta _0\|𝒥_\eta \|\theta _0={\displaystyle \frac{k_t}{\tau }}{\displaystyle _{\mathrm{}}^{\mathrm{}}}{\displaystyle \frac{d\theta _1d\theta _2}{4\pi }}f^{}(\theta _1\theta _0)f(\theta _2\theta _0)[\mathrm{sinh}(\eta \theta _1)+\mathrm{sinh}(\eta \theta _2)]e^{i\tau k_t[\mathrm{cosh}(\eta \theta _1)\mathrm{cosh}(\eta \theta _2)]}.`$ (13) The integrals over $`\theta _1`$ and $`\theta _2`$ can be estimated by means of the saddle point approximation even for the relatively small values of $`\xi `$, e.g. $`\xi 1`$, because the hyperbolic functions in the exponents vary sufficiently rapidly near the stationary points. These calculations yield the following result, $`\theta _0\|𝒥_\tau \|\theta _0={\displaystyle \frac{2\tau k_t}{(\pi \xi )^{1/2}}}{\displaystyle \frac{\mathrm{cosh}(\eta \theta _0)}{1+\frac{\tau ^2k_t^2}{\xi ^2}\mathrm{cosh}[2(\eta \theta _0)]}}{\displaystyle \frac{e^{\frac{\tau ^2k_t^2}{\xi }\mathrm{sinh}^2(\eta \theta _0)}}{\sqrt{1+\frac{\tau ^2k_t^2}{\xi ^2}\mathrm{sinh}^2(\eta \theta _0)}}},`$ (14) $`\theta _0\|𝒥_\eta \|\theta _0={\displaystyle \frac{2k_t}{(\pi \xi )^{1/2}}}{\displaystyle \frac{\mathrm{sinh}(\eta \theta _0)}{1+\frac{\tau ^2k_t^2}{\xi ^2}\mathrm{cosh}[2(\eta \theta _0)]}}{\displaystyle \frac{e^{\frac{\tau ^2k_t^2}{\xi }\mathrm{sinh}^2(\eta \theta _0)}}{\sqrt{1+\frac{\tau ^2k_t^2}{\xi ^2}\mathrm{sinh}^2(\eta \theta _0)}}}.`$ (15) These dependences are plotted in Fig. 1 up to a common scale factor. From the left figure, it is easy to see that the evolution of the charge density $`𝒥_\tau `$ starts from the lowest magnitude and the widest spread at small $`\tau `$. Then it gradually becomes narrow and builds up a significant amplitude near the classical trajectory with the rapidity $`\theta _0`$. This process is accompanied by the charge flow $`𝒥_\eta `$ (right figure) which has its maximal values at small $`\tau `$, and then gradually vanishes at later times, when the process of building the classical particle comes to its saturation. The extra factor $`\tau ^1`$ in $`\theta _0\|𝒥_\eta \|\theta _0`$, which tends to boost current at small $`\tau `$, is of geometric origin. Thus, the behavior of the local observables in the wave packet confirms the simple arguments of Sec. III A based on the analysis of the domain where the wave function is stationary. One can guess about the possible nature of interactions at the earliest times by making an observation that the $`\eta `$-component of the current must produce the $`x`$\- and $`y`$-components of the magnetic field. These fields are the strongest at the earliest times when $`\tau k_t1`$. The magnetic fields of the transition currents provide scattering with the most effective transfer of the transverse momentum. Indeed, at time $`\tau _2`$ the quark with the transverse momentum $`p_t`$, $`\tau _2p_t1`$ interacts with the gluon field and acquires a large transverse momentum $`k_t`$, $`\tau _2k_t1`$. This transition is characterized by a drastic narrowing of the charge spread in the rapidity direction, and must be accompanied by a strong $`\eta `$-component of the transition current. A similar transition in the opposite direction happens at the time $`\tau _1`$, when the gluon field interacts with another quark that has large initial transverse momentum $`k_t`$, and recovers the soft state with $`\tau _2p_t1`$ in the course of this interaction. This second transition current readily interacts with the magnetic component of the gluon field. These speculations will be justified in paper \[IV\] of this cycle by the explicit calculation of quark self-energy in the expanding system. Three remarks are in order: First, the field of a free on-mass-shell particle can be only static, and it is common to think that, in the rest frame of the particle, it is a purely electric field. In the wedge dynamics, the particle is formed during a finite time and this formation process unavoidably generates the magnetic component of the longitudinal (i.e., governed by the Gauss law) field. This will be obtained more rigorously in the next paper when the full propagator of the gauge field in wedge dynamics will be found. Furthermore, in wedge dynamics, the source must be called as static if it expands in such a way that $`𝒥_\tau =\tau J_\tau =const(\tau )`$ , and its field strength also has a magnetic component. Second, the local color current density may be large even when the system is color-neutral (begins its evolution from the colorless state), as it seems to be the case in heavy-ion collisions. It will be also shown in paper \[III\], that in order to fix the gauge $`A^\tau =0`$ completely, one must require that the physical charge density $`𝒥^\tau =0`$ at $`\tau =0`$. Finally, in wedge dynamics we meet a unique structure of phase space, where two variables, the velocity of a particle and its rapidity coordinate, just duplicate each other at sufficiently late proper time $`\tau `$. The quantum mechanical uncertainty principle does not prohibit one to address them on equal footing, because the one-particle wave packets of the wedge dynamics, evolving in time, become more and more narrow in rapidity direction. ## IV States of Fermions The hypersurfaces of constant Hamiltonian time $`\tau `$ of wedge dynamics are curved. Therefore, all oriented objects like vectors or spinors are essentially defined only in the tangent space and therefore, their covariant derivatives should be calculated in the framework of the so-called tetrad formalism .In what follows, we use the Greek indices for four-dimensional vectors and tensors in the curvilinear coordinates, and the Latin indices from $`a`$ to $`d`$ for the vectors in flat Minkowsky coordinates. We use Latin indices from $`r`$ to $`w`$ for the transverse $`x`$\- and $`y`$-components ($`r,\mathrm{},w=1,2`$), and the arrows over the letters to denote the two-dimensional vectors, e.g., $`\stackrel{}{k}=(k_x,k_y)`$, $`\|\stackrel{}{k}\|=k_t`$. The Latin indices from $`i`$ to $`n`$ ($`i,\mathrm{},n=1,2,3`$) will be used for the three-dimensional internal coordinates $`u^i=(x,y,\eta )`$ on the hyper-surface $`\tau =const`$. The covariant derivative of the tetrad vector includes two connections (gauge fields). One of them, the Levi-Civita connection $$\mathrm{\Gamma }_{\mu \nu }^\lambda =\frac{1}{2}\mathrm{g}^{\lambda \rho }\left[\frac{\mathrm{g}_{\rho \mu }}{x^\nu }+\frac{\mathrm{g}_{\rho \nu }}{x^\mu }\frac{\mathrm{g}_{\mu \nu }}{x^\rho }\right],$$ is the gauge field, which provides covariance with respect to the general transformation of coordinates. The second gauge field, the spin connection $`\omega _\mu ^{ab}(x)`$, provides covariance with respect to the local Lorentz rotation. Let $`x^\mu =(\tau ,x,y,\eta )`$ be the contravariant components of the curvilinear coordinates and $`x^a=(t,x,y,z)(x^0,x^1,x^2,x^3)`$ are those of the flat Minkowsky space. Then the tetrad vectors $`e_\mu ^a`$ can be taken as follows, $`e_\mu ^0=(1,0,0,0),e_\mu ^1=(0,1,0,0),e_\mu ^2=(0,0,1,0),e_\mu ^3=(0,0,0,\tau ).`$ (16) They correctly reproduce the curvilinear metric $`\mathrm{g}_{\mu \nu }`$ and the flat Minkowsky metric $`g_{ab}`$, i.e., $`\mathrm{g}_{\mu \nu }=g_{ab}e_\mu ^ae_\nu ^b=\mathrm{diag}[1,1,1,\tau ^2],g^{ab}=\mathrm{g}^{\mu \nu }e_\mu ^ae_\nu ^b=\mathrm{diag}[1,1,1,1].`$ (17) The spin connection can be found from the condition that the covariant derivatives of the tetrad vectors are equal to zero, $`_\mu e_\nu ^a=_\mu e_\nu ^a+\omega _{\mu b}^ae_\nu ^b\mathrm{\Gamma }_{\mu \nu }^\lambda e_\lambda ^a=0.`$ (18) The covariant derivative of the spinor field includes only the spin connection, $`_\mu \psi (x)=\left[_\mu +{\displaystyle \frac{1}{4}}\omega _\mu ^{ab}(x)\mathrm{\Sigma }_{ab}\right]\psi (x),`$ (19) where $`\mathrm{\Sigma }^{ab}=\frac{1}{2}[\gamma ^a\gamma ^b\gamma ^b\gamma ^a]`$ is an obvious generator of the Lorentz rotations and $`\gamma ^a`$ are the Dirac matrices of Minkowsky space. Introducing the Dirac matrices in curvilinear coordinates, $`\gamma ^\mu (x)=e_a^\mu (x)\gamma ^a`$, one obtains the Dirac equation in curvilinear coordinates, $`[\gamma ^\mu (x)(i_\mu +gA_\mu (x))m]\psi (x)=0,`$ (20) where $`A^\mu (x)`$ is the gauge field associated with the local group of the internal symmetry. The conjugated spinor is defined as $`\overline{\psi }=\psi ^{}\gamma ^0`$, and obeys the equation, $`(i_\mu +gA_\mu (x))\overline{\psi }(x)\gamma ^\mu (x)m\overline{\psi }(x)=0.`$ (21) These two Dirac equations correspond to the action, $`𝒜={\displaystyle d^4x\sqrt{g}(x)}={\displaystyle d^4x\sqrt{g}\{\frac{i}{2}[\overline{\psi }\gamma ^\mu (x)_\mu \psi (_\mu \overline{\psi })\gamma ^\mu (x)\psi ]+g\overline{\psi }\gamma ^\mu (x)A_\mu \psi m\overline{\psi }\psi \}},`$ (22) from which one easily obtains the locally conserved $`U(1)`$-current, $`J^\mu (x)=\overline{\psi }(x)\gamma ^\mu (x)\psi (x),(\mathrm{g})^{1/2}_\mu [(\mathrm{g})^{1/2}\mathrm{g}^{\mu \nu }(x)J_\nu (x)]=0.`$ (23) The Dirac equations (20) and (21) can be alternatively obtained as the equations of the Hamiltonian dynamics along the proper time $`\tau `$. The canonical momenta conjugated to the fields $`\psi `$ and $`\overline{\psi }`$ are $`\pi _\psi (x)={\displaystyle \frac{\delta (\sqrt{\mathrm{g}})}{\delta \dot{\psi }(x)}}={\displaystyle \frac{i\tau }{2}}\overline{\psi }(x)\gamma ^0\mathrm{and}\pi _{\overline{\psi }}(x)={\displaystyle \frac{\delta (\sqrt{\mathrm{g}})}{\delta \dot{\overline{\psi }(x)}}}={\displaystyle \frac{i\tau }{2}}\gamma ^0\psi (x),`$ (24) respectively. The Hamiltonian of the Dirac field in the wedge dynamics has the following form, $`H={\displaystyle 𝑑\eta d^2\stackrel{}{r}\sqrt{\mathrm{g}}\{\frac{i}{2}[\overline{\psi }\gamma ^i(x)_i\psi (_i\overline{\psi })\gamma ^i(x)\psi ]g\overline{\psi }\gamma ^\mu (x)A_\mu \psi +m\overline{\psi }\psi \}},`$ (25) and the wave equations are just the Hamiltonian equations of motion for the momenta. The non-vanishing components of the connections are $`\mathrm{\Gamma }_{\eta \tau \eta }^{}=\mathrm{\Gamma }_{\eta \eta \tau }^{}=\mathrm{\Gamma }_{\tau \eta \eta }^{}=\tau `$ and $`\omega _\eta ^{30}=\omega _\eta ^{03}=1`$. Moreover, we have $`\gamma ^\tau (x)=\gamma ^0`$ and $`\gamma ^\eta (x)=\tau ^1\gamma ^3`$. The explicit form of the Dirac equation in our case is as follows, $`[i\overline{)}m]\psi (x)=[i\gamma ^0(_\tau +{\displaystyle \frac{1}{2\tau }})+i\gamma ^3{\displaystyle \frac{1}{\tau }}_\eta +i\gamma ^r_rm]\psi (x)=0.`$ (26) The one-particle solutions of this equation must be normalized according to the charge conservation law (23). We choose the scalar product of the following form, $`(\psi _1,\psi _2)={\displaystyle \tau 𝑑\eta d^2\stackrel{}{r}\overline{\psi }_1(\tau ,\eta ,\stackrel{}{r})\gamma ^\tau \psi _2(\tau ,\eta ,\stackrel{}{r})}.`$ (27) With this definition of the scalar product, the Dirac equation is self-adjoint. The solutions to this equation will be looked for in the form $`\psi (x)=[i\overline{)}+m]\chi (x)`$, with the function $`\chi (x)`$ that obeys the “squared” Dirac equation, $`[i\overline{)}m][i\overline{)}+m]\chi (x)=\left[_\tau ^2+{\displaystyle \frac{1}{\tau }}_\tau {\displaystyle \frac{1}{\tau ^2}}_\eta ^2_r^2+m^2\gamma ^0\gamma ^3{\displaystyle \frac{1}{\tau ^2}}_\eta \right]\chi (x)=0.`$ (28) The spinor part $`\beta _\sigma `$ of the function $`\chi (x)`$ can be chosen as an eigenfunction of the operator $`\gamma ^0\gamma ^3`$, namely, $`\gamma ^0\gamma ^3\beta _\sigma =\beta _\sigma `$, and $`\sigma =1,2`$. Therefore, the solution of the original Dirac equation (20) can be written down as $`\psi _\sigma ^\pm =w_\sigma \chi ^\pm (x)`$, with the bi-spinor operators $`w_\sigma =[i\overline{)}+m]\beta _\sigma `$ that act on the positive- and negative-frequency solutions $`\chi ^\pm (x)`$ of the scalar equation $`\left[_\tau ^2+{\displaystyle \frac{1}{\tau }}_\tau {\displaystyle \frac{1}{\tau ^2}}(_\eta +{\displaystyle \frac{1}{2}})^2_r^2+m^2\right]\chi ^\pm (x)=0.`$ (29) In what follows, we shall employ only the partial waves with quantum numbers of transverse momentum $`\stackrel{}{p_t}`$ and rapidity $`\theta `$ of massless quarks. In this case, the (already normalized) scalar functions $`\chi ^\pm (x)`$ are $`\chi _{\theta ,\stackrel{}{p}_t}^\pm (x)=(2\pi )^{3/2}(2p_t)^{1/2}e^{(\theta \eta )/2}e^{ip_t\tau \mathrm{cosh}(\theta \eta )}e^{\pm i\stackrel{}{p}\stackrel{}{r}}.`$ (30) Consequently, the one-particle solutions are $`\mathrm{\Omega }_{\sigma ,\theta ,\stackrel{}{p}_t}^\pm (x)=(2\pi )^{3/2}(2p_t)^{1/2}i\overline{)}\beta _\sigma e^{(\theta \eta )/2}e^{ip_t\tau \mathrm{cosh}(\theta \eta )}e^{\pm i\stackrel{}{p}\stackrel{}{r}},`$ (31) where the spinors $`\beta _\sigma `$ can be chosen in different ways. However, regardless of a particular choice of the spinors $`\beta _\sigma `$, the polarization sum is always $`{\displaystyle \underset{\sigma }{}}\beta _\sigma \beta _\sigma ={\displaystyle \frac{1+\gamma ^0\gamma ^3}{2}}.`$ (32) The waves $`\mathrm{\Omega }_{\sigma ,\theta ,\stackrel{}{p}_t}^\pm (x)`$ are orthonormalized according to $`(\mathrm{\Omega }_{\sigma ,\theta ,\stackrel{}{p}}^{(\pm )},\mathrm{\Omega }_{\sigma ^{},\theta ^{},\stackrel{}{p}^{}}^{(\pm )})=\delta _{\sigma \sigma ^{}}\delta (\stackrel{}{p}\stackrel{}{p}^{})\delta (\theta \theta ^{}),(\mathrm{\Omega }_{\sigma ,\theta ,\stackrel{}{p}}^{(\pm )},\mathrm{\Omega }_{\sigma ^{},\theta ^{},\stackrel{}{p}^{}}^{()})=0.`$ (33) These partial waves form a complete set (cf. Eq. (61)) and therefore, can be used to decompose the fermion field, $`\mathrm{\Psi }(x)={\displaystyle \underset{\sigma }{}}{\displaystyle d^2\stackrel{}{p}_t𝑑\theta [𝒂_{\sigma ,\theta ,\stackrel{}{p}_t}\mathrm{\Omega }_{\sigma ,\theta ,\stackrel{}{p}_t}^{(+)}(x)+𝒃_{\sigma ,\theta ,\stackrel{}{p}_t}^{}\mathrm{\Omega }_{\sigma ,\theta ,\stackrel{}{p}_t}^{()}(x)]},`$ (34) $`\mathrm{\Psi }^{}(x)={\displaystyle \underset{\sigma }{}}{\displaystyle d^2\stackrel{}{p}_t𝑑\theta [𝒂_{\sigma ,\theta ,\stackrel{}{p}_t}^{}\overline{\mathrm{\Omega }}_{\sigma ,\theta ,\stackrel{}{p}_t}^{(+)}(x)+𝒃_{\sigma ,\theta ,\stackrel{}{p}_t}\overline{\mathrm{\Omega }}_{\sigma ,\theta ,\stackrel{}{p}_t}^{()}(x)]}.`$ (35) The canonical quantization procedure, which identifies the coefficients $`𝒂`$ and $`𝒃`$ with the Fock operators, is standard, and it leads to the anti-commutation relations, $`[𝒂_{\sigma ,\theta ,\stackrel{}{p}_t},𝒂_{\sigma ^{},\theta ^{},\stackrel{}{p}_{t}^{}{}_{}{}^{}}^{}]_+=[𝒃_{\sigma ,\theta ,\stackrel{}{p}_t},𝒃_{\sigma ^{},\theta ^{},\stackrel{}{p}_{t}^{}{}_{}{}^{}}^{}]_+=\delta _{\sigma \sigma ^{}}\delta (\stackrel{}{p}\stackrel{}{p}^{})\delta (\theta \theta ^{}),`$ (36) all other anticommutators being zero. Non-trivial issues of the canonical quantization in wedge dynamics show up only in the gluon sector. They will be discussed in paper \[III\] of this cycle. ## V Fermion correlators The field-theory calculations are based on various field correlators. A full set of these correlators is employed by the Keldysh-Schwinger formalism which will be used below in the form given in Refs. The indices of the contour ordering, as well as the labels of linear combinations of variously ordered correlators, are placed in square brackets, e.g., $`G_{[AB]}`$, $`G_{[ret]}=G_{[00]}G_{[01]}`$, etc.. This set consists of two Wightman functions, where the field operators are taken in fixed order, $`G_{[10]}(x_1,x_2)=i\mathrm{\Psi }(x_1)\overline{\mathrm{\Psi }}(x_2),G_{[01]}(x_1,x_2)=i\overline{\mathrm{\Psi }}(x_2)\mathrm{\Psi }(x_1),`$ (37) and two differently ordered Green functions $`G_{[00]}(x_1,x_2)=iT[\mathrm{\Psi }(x_1)\overline{\mathrm{\Psi }}(x_2)],G_{[11]}(x_1,x_2)=iT^{}[\mathrm{\Psi }(x_1)\overline{\mathrm{\Psi }}(x_2)].`$ (38) Here, $`\mathrm{}`$ denotes the average over an ensemble of the excited modes. The vacuum state (of each particular mode) is a part of this ensemble. In order to find the explicit form of these correlators, we shall employ the modes corresponding to the states with a given transverse momentum $`\stackrel{}{p_t}`$ and an unusual rapidity quantum number $`\theta `$. Further on, it will be profitable to use the field correlators in the mixed representation when they are Fourier-transformed only by their transverse coordinates $`\stackrel{}{r_t}`$, while the dependence on the proper time $`\tau `$ and the rapidity coordinate $`\eta `$ is retained explicitly. Below, we derive the corresponding expressions. The details of the derivation are important, since they help to clarify physical issues related to the the localization of quanta in the wedge dynamics, and are beneficial for the future analysis of collinear singularities in paper \[IV\]. As for the “vacuum part” of the correlators, we obtain the more or less known expressions and put them into the form which is convenient for future calculations. For the practical calculations, we shall need not the functions $`G_{[AB]}`$ of Eqs. (37) and (38), but their linear combinations, the fermion anti-commutator $`G_{[0]}`$ and the density of states $`G_{[1]}`$, $`G_{[0]}(x_1,x_2)=G_{[10]}(x_1,x_2)G_{[01]}(x_1,x_2),G_{[1]}(x_1,x_2)=G_{[10]}(x_1,x_2)+G_{[01]}(x_1,x_2),`$ (39) and the retarded and advanced Green functions, $`G_{[ret]}(x_1,x_2)=G_{[00]}(x_1,x_2)G_{[01]}(x_1,x_2)=\theta (\tau _1\tau _2)G_{[0]}(x_1,x_2),`$ (40) $`G_{[adv]}(x_1,x_2)=G_{[00]}(x_1,x_2)G_{[10]}(x_1,x_2)=\theta (\tau _2\tau _1)G_{[0]}(x_1,x_2).`$ (41) Nevertheless, we have to start with the computation of the simplest correlators, the Wightman functions. Using Eqs. (37) and (35), we obtain $`G_{[10]}(x_1,x_2;p_t)=i{\displaystyle \frac{d\theta }{8\pi }\left[\gamma ^+p_te^\theta e^{(\eta _1+\eta _2)/2}+\gamma ^{}p_te^{+\theta }e^{(\eta _1+\eta _2)/2}+p_r\gamma ^r\gamma ^0(\gamma ^+e^{\frac{\eta _1\eta _2}{2}}+\gamma ^{}e^{+\frac{\eta _1\eta _2}{2}})\right]}`$ (42) $`\times \left[[1n^+(\theta ,p_t)]e^{ip_t[\tau _1\mathrm{cosh}(\theta \eta _1)\tau _2\mathrm{cosh}(\theta \eta _2)]}+n^{}(\theta ,p_t)e^{+ip_t[\tau _1\mathrm{cosh}(\theta \eta _1)\tau _2\mathrm{cosh}(\theta \eta _2)]}\right].`$ (43) It is useful to keep in mind a simple connection between this expression and the standard one. Since, $`\gamma ^\pm =\gamma ^0\pm \gamma ^3`$, and $`p_te^{\pm \theta }=p^\pm p^0\pm p^3`$, the first line in this formula can be rewritten as $`\mathrm{\Lambda }(\eta _1)\overline{)}p\mathrm{\Lambda }(\eta _2)`$, where $`\mathrm{\Lambda }(\eta )=\mathrm{cosh}(\eta /2)+\gamma ^0\gamma ^3\mathrm{sinh}(\eta /2)=\mathrm{diag}[e^{\eta /2},e^{\eta /2},e^{\eta /2},e^{\eta /2}],`$ (44) is the matrix of Lorentz rotation with the boost $`\eta `$. Furthermore, the quantum number $`\theta `$ can be formally changed into $`p_z`$. Incorporating the mass-shell delta-function $`\delta (p^2)`$ and returning to Cartesian coordinates, we obtain, $`G_{[10]}(x_1,x_2)=\mathrm{\Lambda }(\eta _1){\displaystyle }{\displaystyle \frac{d^4p}{(2\pi )^4}}e^{ip(xx^{})}[2\pi i\delta (p^2)\overline{)}p]\{(\theta (p^0)[1n^+(p)](\theta (p^0)n^{}(p)\}\mathrm{\Lambda }(\eta _2).`$ (45) The expression between the two spin-rotating matrices $`\mathrm{\Lambda }`$ is what is commonly known for this type correlator in flat Minkowsky space, and it explicitly depends on the difference, $`xx^{}`$, of Cartesian coordinates. The matrices $`\mathrm{\Lambda }(\eta )`$ corrupt this invariance, because the curvature of the hypersurface of constant $`\tau `$ causes the effect known as Thomas precession of the fermion spin that can be seen by an observer that changes his rapidity coordinate and thus is subjected to an acceleration in $`z`$-direction. From the representation (45), it is still difficult to see that the correlators (37) depend only on the difference $`\eta =\eta _1\eta _2`$ (provided the distributions $`n^\pm (\theta ,p_t)`$ are boost invariant). This fact becomes clear after we change the variable, $`\theta =\theta ^{}+(\eta _1+\eta _2)/2`$. Then $`G_{[10]}(x_1,x_2;p_t)=i{\displaystyle \frac{d\theta ^{}}{8\pi }\left[\gamma ^+p_te^\theta ^{}+\gamma ^{}p_te^{+\theta ^{}}+p_r\gamma ^r\gamma ^0(\gamma ^+e^{\frac{\eta }{2}}+\gamma ^{}e^{+\frac{\eta }{2}})\right]}`$ (46) $`\times [[1n^+({\displaystyle \frac{\eta _1+\eta _2}{2}}+\theta ^{},p_t)]e^{ip_t[\tau _1\mathrm{cosh}(\theta \eta /2)\tau _2\mathrm{cosh}(\theta +\eta /2)]}`$ (47) $`+n^{}({\displaystyle \frac{\eta _1+\eta _2}{2}}+\theta ^{},p_t)e^{+ip_t[\tau _1\mathrm{cosh}(\theta \eta /2)\tau _2\mathrm{cosh}(\theta +\eta /2)]}].`$ (48) An amazing property of this formula is that the rapidity argument of the distributions $`n^\pm (\theta ,p_t)`$ is shifted by $`(\eta _1+\eta _2)/2`$ towards the geometrical center of the correlator. Now, the spin rotation in the $`(tz)`$-plane is virtually eliminated in such a way that both the spin direction and the occupation numbers acquired a reference point exactly in the middle between the endpoints $`\eta _1`$ and $`\eta _2`$. Now, things look exactly as if we had performed the Wigner transform of the correlator. In actual fact, we did not. If the distributions $`n^\pm `$ are boost-invariant along some finite rapidity interval, then the fermion correlator (48) will have the same property. The Wightman function (48) has two different parts. One part is connected with the vacuum density of states. The second “material” part is connected with the occupation numbers. The first one is always boost invariant. Furthermore, we may expect that it depends (apart from the spin-rotation effects) only on the invariant interval $`\tau _{12}^2=(t_1t_2)^2(z_1z_2)^2`$. The invariance of the material part is limited, e.g., by the full width $`2Y`$ of the rapidity plateau and we have to be careful in the course of further its transformation. In order to extract the dependence on $`\tau _{12}`$, we must make a second change of variable, $`\theta ^{}=\theta ^{\prime \prime }+\psi `$, where $`\psi (\tau _1,\tau _2,\eta )`$ depends on the sign of the interval $`\tau _{12}`$ between the points $`(\tau _1,\eta _1)`$ and $`(\tau _2,\eta _2)`$. Let the interval $`\tau _{12}`$ be time-like. Then $`\tau _{12}^2=\tau _1^2+\tau _2^22\tau _1\tau _2\mathrm{cosh}\eta >0,\mathrm{tanh}\psi (\eta )={\displaystyle \frac{\tau _1+\tau _2}{\tau _1\tau _2}}\mathrm{tanh}{\displaystyle \frac{\eta }{2}},`$ (49) $`\|\eta \|<\eta _0=\mathrm{ln}{\displaystyle \frac{\tau _1}{\tau _2}},\mathrm{tanh}\psi (\pm \eta _0)=\pm 1,\psi (\pm \eta _0)=\pm \mathrm{}.`$ (50) Then, Eq. (48) becomes $`G_{[10]}(x_1,x_2;p_t)=i{\displaystyle \frac{d\theta ^{\prime \prime }}{8\pi }\left[\gamma ^+e^\psi p_te^{\theta ^{\prime \prime }}+\gamma ^{}e^\psi p_te^{+\theta ^{\prime \prime }}+p_r\gamma ^r\gamma ^0\left(\gamma ^+e^{\frac{\eta }{2}}+\gamma ^{}e^{+\frac{\eta }{2}}\right)\right]}`$ (51) $`\times \left[[1n^+({\displaystyle \frac{\eta _1+\eta _2}{2}}+\psi +\theta ^{\prime \prime },p_t)]e^{ip_t\tau _{12}\mathrm{cosh}\theta ^{\prime \prime }}+n^{}({\displaystyle \frac{\eta _1+\eta _2}{2}}+\psi +\theta ^{\prime \prime },p_t)e^{+ip_t\tau _{12}\mathrm{cosh}\theta ^{\prime \prime }}\right],`$ (52) and we see that the rapidity distributions of particles are shifted by $`\psi (\eta )`$ towards the direction between the points $`(\tau _1,\eta _1)`$ and $`(\tau _2,\eta _2)`$. According to (50), the rapidity $`\psi `$ may be infinite when this direction is light-like ($`\tau _{12}^2=0`$). Then this shifted argument appears to be beyond the physical rapidity limits $`\pm Y`$ of the background distribution $`n^\pm (\theta ,p_t)`$. This is extremely important, since this light-like direction is dangerous; it is solely responsible for the collinear singularities in various amplitudes. One may think that the cut-off $`\pm Y`$ will now appear as a parameter in the final answer. This would be counter-intuitive, e.g., for many local quantities related to the central rapidity region, like dynamical masses we are intending to compute. It will be shown later, that the theory is totally protected from collinear singularities even in its vacuum part and no explicit cut-off is necessary. For the case of a space-like interval $`\tau _{12}`$, we introduce $`\stackrel{~}{\tau }_{12}^2=\tau _{12}^2=\tau _1^2\tau _2^2+2\tau _1\tau _2\mathrm{cosh}\eta >0,`$ (53) $`\mathrm{tanh}\stackrel{~}{\psi }(\eta )={\displaystyle \frac{\tau _1\tau _2}{\tau _1+\tau _2}}\mathrm{coth}{\displaystyle \frac{\eta }{2}},\|\eta \|>\eta _0,`$ (54) and rewrite Eq. (43) as follows, $`G_{[10]}(x_1,x_2;\stackrel{}{p_t})=i{\displaystyle \frac{d\theta ^{\prime \prime }}{4\pi }\left[\frac{1}{2}\gamma ^+e^{\stackrel{~}{\psi }}p_te^{\theta ^{\prime \prime }}+\frac{1}{2}\gamma ^{}e^{\stackrel{~}{\psi }}p_te^{\theta ^{\prime \prime }}+p_r\gamma ^r(\mathrm{cosh}\frac{\eta }{2}\gamma ^0\gamma ^3\mathrm{sinh}\frac{\eta }{2})\right]}`$ (55) $`\times \left[[1n^+({\displaystyle \frac{\eta _1+\eta _2}{2}}+\stackrel{~}{\psi }+\theta ^{\prime \prime },p_t)]e^{ip_t\stackrel{~}{\tau }_{12}\mathrm{sign}\eta \mathrm{sinh}\theta ^{\prime \prime }}+n^{}({\displaystyle \frac{\eta _1+\eta _2}{2}}+\stackrel{~}{\psi }+\theta ^{\prime \prime },p_t)e^{+ip_t\stackrel{~}{\tau }_{12}\mathrm{sign}\eta \mathrm{sinh}\theta ^{\prime \prime }}\right].`$ (56) Now it is easy to see that we are protected from the null-plane singularities in the material sector of the theory on both sides of the light-like plane. Similar calculations can be done for the second Wightman function $`G_{[10]}`$ which differs from $`G_{[10]}`$ by the obvious replacements, $`1n^+n^+`$, and $`n^{}1n^{}`$. The results can be summarized as follows, $`G_{[10]}(\tau _1,\tau _2,\eta ;\theta ^{\prime \prime },p_t)=[1n^+(\theta ,p_t)]G_{[10]}^{(0)}(\tau _1,\tau _2,\eta ;\theta ^{\prime \prime },p_t)n^{}(\theta ,p_t)G_{[01]}^{(0)}(\tau _1,\tau _2,\eta ;\theta ^{\prime \prime },p_t),`$ (57) $`G_{[01]}(\tau _1,\tau _2,\eta ;\theta ^{\prime \prime },p_t)=n^+(\theta ,p_t)G_{[10]}^{(0)}(\tau _1,\tau _2,\eta ;\theta ^{\prime \prime },p_t)+[1n^{}(\theta ,p_t)]G_{[01]}^{(0)}(\tau _1,\tau _2,\eta ;\theta ^{\prime \prime },p_t),`$ (58) where according to Eqs. (48), (52) and (56), $`\theta =(\eta _1+\eta _2)/2+\psi +\theta ^{\prime \prime }`$. Here, $`G_{[\alpha ]}^{(0)}`$ is the vacuum counterpart of $`G_{[\alpha ]}`$, and $`G_{[01]}^{(0)}(x_1,x_2;\theta ,\stackrel{}{p_t})=[G_{[10]}^{(0)}(x_1,x_2;\theta ,\stackrel{}{p_t})]^{}`$. Using Eqs. (58), we may easily obtain the field correlators defined by Eqs. (39). One of them is the causal anti-commutator, $`G_{[0]}(x_1,x_2;\stackrel{}{p_t})G_{[10]}(x_1,x_2;\stackrel{}{p_t})G_{[10]}(x_1,x_2;\stackrel{}{p_t})=G_{[10]}^{(0)}(x_1,x_2;\stackrel{}{p_t})G_{[10]}^{(0)}(x_1,x_2;\stackrel{}{p_t}),`$ (59) which does not include occupation numbers, while the density of states, $`G_{[1]}(x_1,x_2;\stackrel{}{p_t})G_{[10]}(x_1,x_2;\stackrel{}{p_t})+G_{[10]}(x_1,x_2;\stackrel{}{p_t})=[12n_f(\theta ,p_t)]G_{[1]}^{(0)}(x_1,x_2;\stackrel{}{p_t}),`$ (60) carries all the information about the phase-space population. In the last equation, we have put $`n^{}(\theta ,p_t)=n^+(\theta ,p_t)=n_f(\theta ,p_t)`$. It is straightforward to check that $`G_{[0]}(\tau ,\eta _1,\stackrel{}{r}_{t1};\tau ,\eta _2,\stackrel{}{r}_{t2})=i0\|[\mathrm{\Psi }(\tau ,\eta _1,\stackrel{}{r}_{t1}),\overline{\mathrm{\Psi }}(\tau ,\eta _2,\stackrel{}{r}_{t2})]_+\|0=i{\displaystyle \frac{\gamma ^0}{\tau }}\delta (\eta _1\eta _2)\delta (\stackrel{}{r}_{t1}\stackrel{}{r}_{t2}).`$ (61) This property of the equal-proper-time commutator is the canonical commutation relation which is translated into commutation relations for the Fock operators. It also verifies that the system of wave functions we employ forms a complete set. In any calculations connected with the local quantities in heavy ion collisions, we would like to rely on the rapidity plateau in all distributions and to avoid its width as a parameter in the final answers. If this is possible (which appears to be the case), then we may consider the occupation numbers as the functions of $`p_t`$ only, and accomplish the integration over the rapidity $`\theta ^{\prime \prime }`$. This integration gives the vacuum correlators $`G_{[\alpha ]}(\tau _1,\tau _2,\eta ;\stackrel{}{p_t})`$ in closed form.<sup>\</sup><sup>\</sup>\**Some of the integrals over $`\theta ^{\prime \prime }`$ are defined as distributions by means of analytic continuation. The integrations are straightforward and result in the following representation of the fermion correlators, $`G_{[\alpha ]}(\tau _1,\tau _2;\eta ,\stackrel{}{p_t})=\gamma ^+p_tg_{[\alpha ]}^{L(+)}+\gamma ^{}p_tg_{[\alpha ]}^{L()}+p_r\gamma ^r\gamma ^0\gamma ^+g_{[\alpha ]}^{T(+)}+p_r\gamma ^r\gamma ^0\gamma ^{}g_{[\alpha ]}^{T()}.`$ (62) The products of three gamma-matrices in this expression indicates that the fermion correlators acquire an axial component ($`\gamma ^r\gamma ^5`$), which is consistent with the absence of complete Lorentz and rotational symmetry in our problem. In order to obtain the compact expressions for the invariants $`g_{[\alpha ]}`$, one must note that in all domains, we can replace $`(e^\psi ,\mathrm{sign}\eta e^{\stackrel{~}{\psi }}){\displaystyle \frac{\tau _1e^{\eta /2}\tau _2e^{\pm \eta /2}}{\sqrt{\|\tau _{12}^2\|}}}.`$ (63) These transformations lead to the final expressions for the invariants of the fermion correlators that we shall use in our calculations. For the invariants of the causal anti-commutator $`G_{[0]}`$, we have $`g_{[0]}^{L(\pm )}=i{\displaystyle \frac{\tau _1e^{\eta /2}\tau _2e^{\pm \eta /2}}{4\sqrt{\|\tau _{12}^2\|}}}\theta (\tau _{12}^2)J_1(p_t\tau _{12}),g_{[0]}^{T(\pm )}={\displaystyle \frac{e^{\eta /2}}{4}}\theta (\tau _{12}^2)J_0(p_t\tau _{12}).`$ (64) They are causal in the sense, that they are completely confined to the interior of the future light wedge. Depending on the context, the invariants of the density $`G_{[1]}`$ will be used in two different representations, $`g_{[1]}^{L(\pm )}={\displaystyle \frac{d\theta ^{}}{4\pi }\left[12n_f(\frac{\eta _1+\eta _2}{2}+\theta ^{},p_t)\right]e^\theta ^{}\mathrm{sin}\left(p_t[\tau _1\mathrm{cosh}(\theta \eta /2)\tau _2\mathrm{cosh}(\theta +\eta /2)]\right)}`$ (65) $`={\displaystyle \frac{\tau _1e^{\eta /2}\tau _2e^{\pm \eta /2}}{4\sqrt{\|\tau _{12}^2\|}}}\left[\theta (\tau _{12}^2)Y_1(p_t\tau _{12})+{\displaystyle \frac{2}{\pi }}\theta (\tau _{12}^2)K_1(p_t\stackrel{~}{\tau _{12}})\right]\left[12n_f(p_t)\right],`$ (66) $`g_{[1]}^{T(\pm )}=ie^{\eta /2}{\displaystyle \frac{d\theta ^{}}{4\pi }\left[12n_f(\frac{\eta _1+\eta _2}{2}+\theta ^{},p_t)\right]\mathrm{cos}\left(p_t[\tau _1\mathrm{cosh}(\theta \eta /2)\tau _2\mathrm{cosh}(\theta +\eta /2)]\right)}`$ (67) $`=i{\displaystyle \frac{e^{\eta /2}}{4}}\left[\theta (\tau _{12}^2)Y_0(p_t\tau _{12}){\displaystyle \frac{2}{\pi }}\theta (\tau _{12}^2)K_0(p_t\stackrel{~}{\tau _{12}})\right]\left[12n_f(p_t)\right].`$ (68) The first of these representations will be expedient when the quark from the distribution $`n_f(p_t)`$ in the self-energy loop is interacting with the radiation component of the gluon field which imposes the physical limits on the rapidity $`\psi (\eta )`$ in the phase, $`\mathrm{\Phi }=\tau _{12}(\eta )p_t\mathrm{cosh}(\theta ^{}\psi (\eta ))`$, in the integrands of Eqs. (66) and (68). Then, the integration $`d\theta ^{}`$ will have finite limits defined by the light cone and the localization of states with the large $`p_t`$. When the quark interacts with the longitudinal (static) component of the gluon field, no limitations of this kind appear and we are able to use the second analytic representation. ACKNOWLEDGMENTS The author is grateful to Berndt Muller, Edward Shuryak and Eugene Surdutovich for helpful discussions at various stages in the development of this work, and appreciate the help of Scott Payson who critically read the manuscript. This work was partially supported by the U.S. Department of Energy under Contract No. DE–FG02–94ER40831.
warning/0007/hep-th0007045.html	ar5iv	text	# 1 Introduction ## 1 Introduction The WZNW model is perhaps the most important model of 2-dimensional conformal field theory due to its applications in string theory and to the fact that many other interesting models can be understood as its reductions. The reduction procedures, such as Hamiltonian reduction and the Goddard-Kent-Olive coset construction, rely on the affine Kac-Moody symmetry of the model. Besides this linear symmetry, the WZNW model also provides an arena in which non-linear, quantum group symmetries appear . One of the quantum group aspects of the model is that the fusion rules of the WZNW primary fields reflect certain truncated Clebsch-Gordan series for tensor products of representations of a Drinfeld-Jimbo quantum group $`U_q(𝒢)`$. Another very interesting result is that the monodromy representations of the braid group that arise on the solutions of the Knizhnik-Zamolodchikov (KZ) equation, which governs the chiral WZNW conformal blocks, are equivalent to corresponding representations generated by the universal R-matrix of $`U_q(𝒢)`$. This aspect of the connection between quantum groups and WZNW models is most elegantly summarized by Drinfeld’s construction of a canonical quasi-Hopf deformation $`𝒜_h(𝒢)`$ of the universal enveloping algebra $`U(𝒢)`$ that encodes the monodromy properties of the KZ equation . As a coalgebra $`𝒜_h(𝒢)=U(𝒢)[[h]]`$, it has a quasi-triangular structure given by $`R_h=\mathrm{exp}\left(h\mathrm{\Omega }\right)`$, where $`\mathrm{\Omega }`$ is the appropriately normalized tensor Casimir of $`𝒢`$, and a coassociator $`\mathrm{\Phi }𝒜_h(𝒢)𝒜_h(𝒢)𝒜_h(𝒢)`$ defined by means of the KZ equation. An advantage of the category of quasi-Hopf algebras is that it admits a notion of twisting, under which many different looking objects could be equivalent. In particular, for generic $`q`$ $`U_q(𝒢)`$ is twist equivalent to $`𝒜_h(𝒢)`$, which in many ways is a simpler object to consider. For a review, see e.g. . The classical limits of the Hopf-algebraic formal deformations of $`U(𝒢)`$ are the Lie bialgebra structures on $`𝒢`$, which integrate to Poisson-Lie groups, while in the quasi-Hopf case the analogous objects are Lie quasi-bialgebras and quasi-Poisson-Lie groups . There have been many studies devoted to the description of the possible Poisson-Lie symmetries of the so called chiral WZNW phase space given by $$_{chir}:=\{gC^{\mathrm{}}(𝐑,G)\|g(x+2\pi )=g(x)M,MG\},$$ (1) where $`G`$ is a connected Lie group corresponding to $`𝒢`$. The upshot (see e.g. ) is that such a symmetry can be defined globally on $`_{chir}`$ whenever an appropriately normalized solution $`\widehat{r}𝒢𝒢`$ of the modified classical Yang-Baxter equation is available, which is used to define the Poisson-Lie structure on $`G`$ and appears also in the definition of the appropriate Poisson structure on $`_{chir}`$. In fact, the Poisson structure on $`_{chir}`$ can be encoded by a local formula of the following form: $$\left\{g(x)\stackrel{}{,}g(y)\right\}=\frac{1}{\kappa }\left(g(x)g(y)\right)\left(\widehat{r}+\mathrm{\Omega }\mathrm{s}ign(yx)\right),0<x,y<2\pi .$$ (2) Here $`\mathrm{\Omega }=\frac{1}{2}_iT_iT^i`$, where $`T_i`$ and $`T^i`$ denote dual bases of $`𝒢`$ with respect to a symmetric, invariant, non-degenerate bilinear form $`(\|)`$ on $`𝒢`$, $`(T_i\|T^j)=\delta _i^j`$, and $`\kappa `$ is a constant. In terms of the usual tensorial notation, the Jacobi identity of (2) requires that $$[\widehat{r}_{12},\widehat{r}_{23}]+[\widehat{r}_{12},\widehat{r}_{13}]+[\widehat{r}_{13},\widehat{r}_{23}]=[\mathrm{\Omega }_{12},\mathrm{\Omega }_{13}].$$ (3) It is worth noting that for a compact simple Lie algebra such an ‘exchange r-matrix’ does not exist, because of the negative sign on the right hand side of (3). On the basis of the above mentioned results (see also ), it is natural to expect that the classical analogue of the quasi-Hopf algebra $`𝒜_h(𝒢)`$ can also be made to act as a symmetry on $`_{chir}`$, but as far as we know this question has not been investigated so far. Apparently, the notion of a classical symmetry action of a quasi-Poisson-Lie group itself has only been defined very recently . The purpose of this letter is to point out that the expectation just alluded to is indeed correct, since the group $`G`$ equipped with the so called canonical quasi-Poisson-Lie structure, which is the classical limit of $`𝒜_h(𝒢)`$, acts as a symmetry in the sense of on the chiral WZNW quasi-Poisson space. We shall see that the simplest quasi-Poisson structure on $`_{chir}`$ for which this holds can still be defined by (2) but with $`\widehat{r}=0`$. This symmetry is thus available for any Lie algebra (compact or not) with a invariant scalar product, since it relies only on the Casimir $`\mathrm{\Omega }`$. In the next section we briefly recall the necessary notions and then deal with the quasi-Poisson structure of $`_{chir}`$ in sections 3 and 4. In the final section we present the natural generalization of certain results obtained previously in the chiral WZNW example. ## 2 The notion of a quasi-Poisson space We first recall from that a Manin quasi-triple is a Lie algebra $`𝒟`$ with a non-degenerate, invariant scalar product $`\|`$ and decomposition $`𝒟=𝒢`$, where $`𝒢`$ and $``$ are maximal isotropic subspaces and $`𝒢`$ is also a Lie subalgebra in $`𝒟`$. $`(𝒟,𝒢,)`$ becomes a Manin triple if $``$ is a Lie subalgebra, too. Choosing a basis $`\{e_i\}`$ $`i=1,2,\mathrm{},n`$ in $`𝒢`$ and corresponding dual basis $`\{\epsilon ^j\}`$ $`j=1,2,\mathrm{},n`$ in $``$ (satisfying $`e_i\|\epsilon ^j=\delta _i^j`$) the commutation relations can be characterized in terms of the structure constants $`f_{ij}^l`$, $`F_i^{jl}`$ and $`\phi ^{ijl}`$ as follows: $`[e_i,e_j]`$ $`=`$ $`f_{ij}^le_l,`$ (4) $`[e_i,\epsilon ^j]`$ $`=`$ $`f_{li}^j\epsilon ^l+F_i^{jl}e_l,`$ (5) $`[\epsilon ^i,\epsilon ^j]`$ $`=`$ $`F_l^{ij}\epsilon ^l+\phi ^{ijl}e_l.`$ (6) Here $`f_{ij}^l`$ are the structure constants of the Lie algebra $`𝒢`$, $`F_i^{jl}`$ is antisymmetric in $`j,l`$, $`\phi ^{ijl}`$ is totally antisymmetric; and the usual summation convention is in force. It is easy to write down the quadratic equations in terms of the structure constants that express the Jacobi identities of the commutation relations (4-6). One of the equations (consisting of terms of the form $`fF`$) can be interpreted as requiring the $`𝒢𝒢𝒢`$ mapping $`\widehat{F}`$ defined by $`\widehat{F}(e_i)=F_i^{jl}e_je_l`$ to be a 1-cocycle. Further there are equations of $`F\phi `$ and also of $`FF+f\phi `$ type. The triple $`(𝒢,\widehat{F},\widehat{\phi })`$ is called a Lie quasi-bialgebra, where $`\widehat{\phi }=\phi ^{ijl}e_ie_je_l`$ is here interpreted as a special element in $`^3(𝒢)`$. It follows from (6) that $`(𝒢,\widehat{F},\widehat{\phi })`$ becomes a Lie bialgebra if $`\widehat{\phi }=0`$. Note that $`\widehat{F}`$ and $`\widehat{\phi }`$ correspond to the classical limits of the coproduct and the coassociator of a quasi-Hopf deformation of $`U(𝒢)`$. A simple and important solution of the Jacobi constraints is given by $`\widehat{F}=0`$ and $`\widehat{\phi }`$ invariant with respect to the adjoint action of $`𝒢`$. Below we shall use the following ‘canonical’ realization of this special case. We consider a (real or complex) simple Lie algebra $`𝒢`$ and use the invariant metric $`\gamma _{ij}=(e_i\|e_j)`$ (where $`(\|)`$ denotes a fixed invariant scalar product on $`𝒢`$) to raise and lower Lie algebra indices. $`𝒟`$ is given by $`𝒢𝒢`$ and the scalar product is defined by $$(a,b)\|(c,d)=k\left[(a\|c)(b\|d)\right],$$ (7) where $`k`$ is an arbitrary constant, which is real in the case of a real Lie algebra. Now in terms of a basis $`\{T_i\}`$ $`i=1,2,\mathrm{}n`$ in $`𝒢`$ the elements of the dual $`𝒟`$ basis are written as $$e_i=(T_i,T_i),\epsilon ^j=\frac{1}{2k}(T^j,T^j).$$ (8) In this case $`\widehat{\phi }`$ is given by $$\phi ^{ijl}=Cf^{ijl},$$ (9) where $`C=\frac{1}{4k^2}`$. Note that while the Jacobi identities for the commutation relations (4-6) are algebraically satisfied with $`\widehat{F}=0`$ and $`\widehat{\phi }`$ given by (9) with any $`C`$, for a real Lie algebra $`𝒢`$ the canonical realization defined above always gives $`C>0`$. Manin quasi-triples and Lie quasi-bialgebras can be deformed by the following transformation called ‘twist’. In terms of the dual basis the twisted quasi-triple is defined by $`\stackrel{~}{e}_i=e_i`$ and $$\stackrel{~}{\epsilon }^i=\epsilon ^i+t^{ij}e_j,$$ (10) where $`t^{ij}`$ is an arbitrary antisymmetric matrix. The twisted structure constants $`f_{ij}^l`$, $`\stackrel{~}{F}_i^{jl}`$ and $`\stackrel{~}{\phi }^{ijl}`$ are easily obtained by substituting (10) into (5,6). In particular, the 1-cocycle transforms as $$\widehat{\stackrel{~}{F}}(X)=\widehat{F}(X)+[X1+1X,\widehat{t}],X𝒢,$$ (11) where $`\widehat{t}=t^{ij}e_ie_j`$. The importance of twisting is due to the fact that the canonical Lie quasi-bialgebra defined by the above example can be twist transformed into a Lie bialgebra. In this case the 1-cocyle is a 1-coboundary, $$\widehat{\stackrel{~}{F}}(X)=[X1+1X,\widehat{t}],$$ (12) and the requirement $`\widehat{\stackrel{~}{\phi }}=0`$ is equivalent to the modified classical Yang-Baxter equation $$[[\widehat{t},\widehat{t}]]+C\widehat{f}=0,$$ (13) where $`[[\widehat{t},\widehat{t}]]=[\widehat{t}_{12},\widehat{t}_{23}]+[\widehat{t}_{13},\widehat{t}_{23}]+[\widehat{t}_{12},\widehat{t}_{13}]`$ and $`\widehat{f}=f^{ijl}e_ie_je_l`$. It is well-known that for a real compact Lie algebra (13) has solutions for $`C<0`$ only. Thus the twisting from the canonical Lie quasi-bialgebra to a Lie bialgebra is possible if $`𝒢`$ is a real simple algebra for non-compact real forms only. In the complex case it is always possible. The global objects corresponding to Lie quasi-bialgebras $`(𝒢,\widehat{F},\widehat{\phi })`$ are the quasi-Poisson-Lie groups . Such a Lie group with Lie algebra $`𝒢`$ is equipped with a multiplicative bivector that corresponds to $`\widehat{F}`$ and satisfies certain conditions involving $`\widehat{\phi }`$. The precise definition is not needed in this letter. The final notion to be recalled is that of a quasi-Poisson space . This is a manifold $``$ which is equipped with a bivector $`P_{}`$ and on which a (left) action of a connected quasi-Poisson-Lie group $`G`$ is given subject to some conditions. These conditions are specified below in terms of the corresponding Lie quasi-bialgebra. To describe them, note that on any manifold a bivector can be encoded by the associated ‘quasi-Poisson bracket’ $`\{,\}`$. The quasi-Poisson bracket is associated with the bivector in the same way as the Poisson bracket on a Poisson manifold is associated with the Poisson bivector . Thus $`\{,\}`$ is a bilinear, antisymmetric derivation on the functions on $``$, whose properties differ from the usual Poisson bracket only in that it does not necessarily satisfy the Jacobi identity. Using this language a quasi-Poisson space is required to satisfy $$\overline{X}_i\{f,g\}\{\overline{X}_if,g\}\{f,\overline{X}_ig\}=F_i^{jl}\left(\overline{X}_jf\right)\left(\overline{X}_lg\right)$$ (14) and $$\{\{f,g\},h\}+\{\{h,f\},g\}+\{\{g,h\},f\}=\phi ^{ijl}\left(\overline{X}_if\right)\left(\overline{X}_jg\right)\left(\overline{X}_lh\right).$$ (15) Here $`\overline{X}_i`$ are the infinitesimal generators of the left action of the (quasi-Poisson-Lie) group $`G`$ on functions on $``$ satisfying $`[\overline{X}_i,\overline{X}_j]=f_{ij}^l\overline{X}_l`$. It is easy to prove that if $``$ equipped with the quasi-Poisson bracket $`\{,\}`$ is a quasi-Poisson space in the above sense with respect to some Lie quasi-bialgebra then it is also a quasi-Poisson space with respect to the twisted Lie quasi-bialgebra using the twisted bracket $$\stackrel{~}{\{f,g\}}=\{f,g\}t^{ij}\left(\overline{X}_if\right)\left(\overline{X}_jg\right).$$ (16) Note that the requirements (14) and (15) ensure that the quasi-Poisson bracket can be restricted to the space of invariant functions where it becomes a genuine Poisson bracket, which is also invariant under twisting . The above conditions become the usual conditions of a Poisson-Lie action on a Poisson manifold if $`\widehat{\phi }=0`$. Another simplification occurs in the case of $`\widehat{F}=0`$, that is e.g. for the canonical structure, since in this case (14) simply means that the bivector $`P_{}`$ must be invariant under the action of $`G`$. ## 3 $`_{chir}`$ as a quasi-Poisson space After this short review we turn to the study of our example, the chiral WZNW phase space $`_{chir}`$. We here show that this phase space can be equipped with a very simple and natural quasi-Poisson bracket which makes it a quasi-Poisson space with respect to the canonical Lie quasi-bialgebra. In this example $`G`$ has to be identified with the WZNW group and the corresponding (left) action on functions of $`g(x)`$ is infinitesimally generated by $$\overline{X}_ig(x)=g(x)T_i.$$ (17) It is natural to equip $`_{chir}`$ with such a bivector which guarantees that the components of the current $`J_i(x)=\kappa (g^{}(x)g^1(x)\|T_i)`$ generate the affine Kac-Moody algebra and $`g(y)`$ is a primary field of this algebra: $$\{J_i(x),g(y)\}=T_ig(x)\delta (xy).$$ (18) The motivation for this second property is that it ensures the analogous property of the full $`G`$-valued WZNW field of which we are here considering the chiral part. Now the simplest Poisson bracket on $`_{chir}`$ consistent with the requirements that the classical KM algebra relations together with the primary field nature of the chiral WZNW field are reproduced is given by (2). Analogously, the simplest quasi-Poisson bracket still consistent with the above two requirements is $$\left\{g(x)\stackrel{}{,}g(y)\right\}=\frac{1}{\kappa }\left(g(x)g(y)\right)\mathrm{\Omega }\mathrm{s}ign(yx),0<x,y<2\pi ,$$ (19) which is simply the exchange relation (2) with $`\widehat{r}=0`$. Similarly to the Poisson brackets , the quasi-Poisson brackets are only defined for a class of ‘admissible’ functions, which are typically smeared out functions of the chiral WZNW field $`g(x)`$ and the relation (19) has to be interpreted in a distributional sense. Now it is very easy to see that the equivariance requirement (14) (with $`\widehat{F}=0`$) is satisfied by the bracket (19) so we are left with (15). Since (19) is understood in a distributional sense, we keep the arguments $`x,y`$ and $`z`$ strictly different from each other and then find $$\left\{\left\{g(x)\stackrel{}{,}g(y)\right\}\stackrel{}{,}g(z)\right\}+\text{cycl. perm. }=\frac{1}{4\kappa ^2}g(x)g(y)g(z)\widehat{f}.$$ (20) By taking into account (9) and (17), we conclude by comparing (15) with (20) that $`_{chir}`$ with the bracket (19) is a quasi-Poisson space with respect to the canonical Lie quasi-bialgebra if the constant $`C`$ in (9) is chosen as $`C=\frac{1}{4\kappa ^2}`$. We make this choice by identifying the Lie quasi-bialgebra parameter $`k`$ in (7) with the classical KM level parameter $`\kappa `$. As we have mentioned, a canonical quasi-Poisson structure may be twisted to a genuine Poisson structure. In our example the twist that transforms (19) into (2) is given by $$\widehat{t}=\frac{1}{\kappa }\widehat{r}.$$ (21) Recalling (13) and using $`C=1/4\kappa ^2`$ we notice that this transformation is possible if $`\widehat{r}`$ satisfies the modified classical YB equation $`[[\widehat{r},\widehat{r}]]=(1/4)\widehat{f}`$. Thus we see once more that $`_{chir}`$ can be equipped with a genuine Poisson structure of the form of (2) for complex or non-compact real groups only. On the other hand, the quasi-Poisson structure (19) is perfectly well-defined for compact groups as well. It is interesting to note that (19) is not the only possible choice for a quasi-Poisson structure on $`_{chir}`$. An other solution is defined as follows. The quasi-Poisson brackets are still generated by the formula (2) but the constant exchange r-matrix $`\widehat{r}`$ is replaced by a ‘dynamical’ r-matrix $`\widehat{r}_{\mathrm{d}yn}(M)`$ depending on the dynamical variables through the monodromy matrix $`M`$. The $`M`$-dependence is given by the formula $$r_{\mathrm{d}yn}(M)=\frac{1}{2}\mathrm{tanh}\left(\frac{1}{2}\mathrm{a}dY\right),$$ (22) where $`Y:=\mathrm{log}M`$ varies in a neighbourhood of zero in $`𝒢`$ on which the exponential parametrization of the monodromy matrix, $`M=e^Y`$, can be used. In (22) $`r_{\mathrm{d}yn}(M)`$ has to be interpreted as a linear operator on $`𝒢`$ corresponding to $`\widehat{r}_{\mathrm{d}yn}(M)`$ by means of the natural identification. $`_{\mathrm{chir}}`$ equipped with this ‘dynamical’ quasi-Poisson structure is also a quasi-Poisson space with respect to the canonical Lie quasi-bialgebra, with $`C=1/\kappa ^2`$, at least on that subspace of the chiral WZNW phase space where the exponential parametrization of $`M`$ is valid. There it can also be twisted to a genuine Poisson structure by adding a constant r-matrix, but now the constant r-matrix defining the twist (21) has to be normalized according to $`[[\widehat{r},\widehat{r}]]=\widehat{f}`$. The resulting twisted dynamical r-matrix, $$r+r_{\mathrm{d}yn}(M)=r\frac{1}{2}\mathrm{tanh}\left(\frac{1}{2}\mathrm{a}dY\right)=r+\frac{1}{2}\mathrm{coth}\left(\frac{1}{2}\mathrm{a}dY\right)\mathrm{coth}\left(\mathrm{a}dY\right),$$ (23) is the $`\nu =1`$ member of the family of dynamical r-matrices constructed in (section 5 of) , which were shown to satisfy a generalization of the modified classical YB equation and were interpreted in terms of certain Poisson-Lie groupoids. We shall return to these dynamical r-matrices in section 5. ## 4 The monodromy matrix as momentum map In this section we would like to point out that the quasi-Poisson structure (19) on $`_{chir}`$ admits a group valued momentum map, which is provided by the monodromy matrix of $`g(x)_{chir}`$, as might be expected. We first recall the definition of the generalized momentum map introduced in . For this we need to consider the connected Lie groups $`D`$ and $`GD`$ integrating $`𝒟`$ and $`𝒢`$ respectively as well as the coset space $`S=D/G`$. The action of $`D`$ on itself by left multiplications induces an action of $`D`$ on the coset space $`S`$. We denote the infinitesimal generators of this left action on functions on $`S`$ by $`X_i`$ and $`Y^j`$ corresponding to $`e_i`$ and $`\epsilon ^j`$ respectively. In the ‘canonical example’ of our interest $`𝒟=𝒢𝒢`$, and thus we can represent $`D=G\times G`$ as $`D=\{(g_1,g_2)\}`$ with $`g_1,g_2G`$ and the elements of the form $`(g,g)`$ give the subgroup $`G`$ embedded diagonally. Then the coset space can be represented by $`\{\sigma =g_1g_2^1\}`$, and hence $`S`$ in this case is identified with the group $`G`$ itself. As a consequence of (8), the infinitesimal generators of the $`D`$-action on $`SG`$ are explicitly given in the canonical case by $$X_i\sigma =[T_i,\sigma ],Y^j\sigma =\frac{1}{2k}[T^j,\sigma ]_+.$$ (24) Here $`T_i`$ and $`\sigma `$ are matrices in some linear representation corresponding to the Lie algebra generators and the group element respectively and $`[,]_+`$ means matrix anticommutator. The momentum map $`\mu :S`$ introduced in is required to satisfy the following two conditions. First, it must be equivariant with respect to the corresponding $`G`$-actions, which means that $$(X_i\mathrm{\Psi })\mu =\overline{X}_i(\mathrm{\Psi }\mu )$$ (25) for any function $`\mathrm{\Psi }`$ on $`S`$. The second condition may be formulated as the equality $$\{\mathrm{\Psi }\mu ,f\}=(\overline{X}_if)(Y^i\mathrm{\Psi })\mu ,$$ (26) where $`\mathrm{\Psi }`$ is an arbitrary function on $`S`$ and $`f`$ an arbitrary function on $``$. More precisely, one also requires a non-degeneracy condition, which ensures that (26) can be solved for $`\overline{X}_if`$ in terms of the quasi-Poisson brackets of $`f`$ with the coordinate functions of $`\mu `$; so that $`\mu `$ generates the vector fields $`\overline{X}_i`$ on $``$ through $`\{,\}`$. For the precise details the reader may consult . There it is also shown that the momentum map $`\mu `$ is always a bivector map, i.e. it satisfies $$\{\mathrm{\Psi }_1\mu ,\mathrm{\Psi }_2\mu \}=\{\mathrm{\Psi }_1,\mathrm{\Psi }_2\}_S\mu ,$$ (27) where $`\{,\}_S`$ is the quasi-Poisson bracket on the coset space $`S`$, which is a quasi-Poisson space itself : $$\{\mathrm{\Psi }_1,\mathrm{\Psi }_2\}_S=(Y^i\mathrm{\Psi }_1)(X_i\mathrm{\Psi }_2).$$ (28) In the canonical example, we can rewrite (25) and (26) more explicitly as $$[T_i,\mu ]=\overline{X}_i\mu $$ (29) and $$\{\mu ,f\}=\frac{1}{2k}(\overline{X}_if)[T^i,\mu ]_+,$$ (30) where we use some matrix representation of the elements of $`SG`$ like in (24). Now our point is that for the quasi-Poisson structure (19) on $`_{chir}`$ the momentum map is given by $$\mu :_{chir}g(x)M=g^1(x)g(x+2\pi )GS.$$ (31) In fact, (17) implies immediately that $`\mu =M`$ satisfies (29). Furthermore, one easily obtains from (19) the relation $$\left\{M\stackrel{}{,}g(x)\right\}=\frac{1}{2\kappa }[T^i,M]_+g(x)T_i,$$ (32) which is nothing but (30) in our case after the identification $`k=\kappa `$. We conclude that the monodromy matrix plays the role of the group valued momentum map with respect to the quasi-Poisson structure (19), similarly to its well-known role in the Poisson-Lie context for the Poisson bracket given by (2). Incidentally, the non-degeneracy condition mentioned above is satisfied upon restriction to a domain of $`_{chir}`$, where $`M`$ is near enough to the unit element. ## 5 Dynamical twists from quasi-Poisson to Poisson spaces Let $`\widehat{}𝒢𝒢=^{ij}T_iT_j`$ be a constant classical r-matrix subject to $$[[\widehat{},\widehat{}]]=\nu ^2\widehat{f},$$ (33) where $`\nu `$ is an arbitrary constant. Associate with $`\widehat{}`$ a coboundary Lie bialgebra structure on $`𝒢`$ given by the cocommutator $`\widehat{}`$ that operates as $$\widehat{}:T_i_i^{jl}T_jT_l\text{with}_i^{jl}:=\frac{1}{k}\left(^{jm}f_{mi}^l+^{ml}f_{mi}^j\right),$$ (34) where $`k`$ is an other arbitrary constant. A result of shows that locally it is possible to modify the quasi-Poisson bracket (19) by shifting it with a monodromy dependent r-matrix in such a way to obtain a proper Poisson bracket for which the natural left action of $`𝒢`$ becomes an infinitesimal Poisson-Lie symmetry with respect to the Lie bialgebra $`(𝒢,\widehat{})`$. We next recall these ‘dynamical twists’ of the WZNW quasi-Poisson space, and then point out their natural generalization. For our construction we choose a neighbourhood of zero $`\stackrel{ˇ}{𝒢}𝒢`$ which is diffeomorphic to an open submanifold $`\stackrel{ˇ}{G}G`$ by the exponential map. We introduce a function $`r_{}:\stackrel{ˇ}{𝒢}\mathrm{E}nd(𝒢)`$ with the aid of the formula $$r_{}:\stackrel{ˇ}{𝒢}Y+\frac{1}{2}\mathrm{coth}\left(\frac{1}{2}\mathrm{a}dY\right)\nu \mathrm{coth}\left(\nu \mathrm{a}dY\right).$$ (35) Here $`(r_{})`$ is defined by means of the power series expansion of the corresponding complex analytic function, $`f_\nu (z)`$, around zeroFor $`\nu =0`$ the complex function $`f_\nu (z):=\frac{1}{2}\mathrm{coth}\left(\frac{1}{2}z\right)\nu \mathrm{coth}(\nu z)`$ becomes $`f_0(z)=\frac{1}{2}\mathrm{coth}\left(\frac{1}{2}z\right)\frac{1}{z}`$., and $`\stackrel{ˇ}{𝒢}`$ is chosen so that the corresponding power series in $`\mathrm{a}dY`$ is convergent. $`\mathrm{E}nd(𝒢)`$ is the operator corresponding to $`\widehat{}`$, and $`\widehat{r}_{}(Y)=r_{}^{ij}(Y)T_iT_j`$ below denotes the $`𝒢𝒢`$ valued dynamical r-matrix associated with $`r_{}(Y)`$. By using the above dynamical r-matrix, we now define a Poisson bracket $`\{,\}_{}`$ on the domain of the chiral WZNW phase space where the monodromy matrix $`M`$ varies in $`\mathrm{exp}\left(\stackrel{ˇ}{𝒢}\right)`$. This is given by the following ‘dynamical twist’ of (19): $$\left\{g(x)\stackrel{}{,}g(y)\right\}_{}=\frac{1}{\kappa }\left(g(x)g(y)\right)\left(\mathrm{\Omega }\mathrm{s}ign(yx)+\widehat{r}_{}(\mathrm{log}M)\right),0<x,y<2\pi .$$ (36) We proved in that $`\{,\}_{}`$ satisfies the Jacobi identity and that (17) defines an infinitesimal Poisson-Lie symmetry with respect to $`\{,\}_{}`$. The second property means that the identity obtained from (14) by replacing $`\{,\}`$ by $`\{,\}_{}`$ and also replacing $`F_i^{jl}`$ by $`_i^{jl}`$ in (34), with $`k:=\kappa `$, can be verified. Now we generalize the preceding construction to the class of quasi-Poisson spaces that contains the chiral WZNW phase space as a representative example. For this we consider a quasi-Poisson space $`(,\{,\})`$ with respect to a canonical Lie quasi-bialgebra such that the $`𝒢`$-action admits a group valued momentum map $`\mu :G`$. More precisely, we also assume that $`\stackrel{ˇ}{}:=\mu ^1\left(\mathrm{exp}(\stackrel{ˇ}{𝒢})\right)`$ is a non-empty open submanifold in $``$, where $`\stackrel{ˇ}{𝒢}`$ is introduced in (35), and restrict our attention to $`\stackrel{ˇ}{}`$. In general, we define a new bracket $`\{,\}_{}`$ on $`\stackrel{ˇ}{}`$ by the following formula: $$\{f,g\}_{}:=\{f,g\}+\frac{1}{k}r_{}^{ij}(\mathrm{log}\mu )\left(\overline{X}_if\right)\left(\overline{X}_jg\right),$$ (37) where $`f`$, $`g`$ are functions on $`\stackrel{ˇ}{}`$ and $`\overline{X}_i`$ are the infinitesimal generators of the $`𝒢`$-action. It can be proven that $`\{,\}_{}`$ satisfies the Jacobi identity and the equation $$\overline{X}_i\{f,g\}_{}\{\overline{X}_if,g\}_{}\{f,\overline{X}_ig\}_{}=_i^{jl}\left(\overline{X}_jf\right)\left(\overline{X}_lg\right).$$ (38) This means that the $`\overline{X}_i`$ generate an infinitesimal Poisson-Lie action of the Lie bialgebra $`(𝒢,\widehat{})`$ on the Poisson space $`(\stackrel{ˇ}{},\{,\}_{})`$. The proof is obtained straightforwardly by combining the properties of the momentum map $`\mu `$ with the properties of the r-matrix $`r_{}(Y)`$. We only note here that the equivariance property $$[1T+T1,\widehat{r}_{}(Y)\widehat{}]=\frac{d}{d\tau }\widehat{r}_{}(e^{\tau T}Ye^{\tau T})\|_{\tau =0}T𝒢,$$ (39) gives rise to (38), while the Jacobi identity for $`\{,\}_{}`$ hinges on a certain dynamical Yang-Baxter equation satisfied by $`r_{}(Y)`$ as shown in . Notice that for $`\nu =\frac{1}{2}`$ we have $`\widehat{r}_{}=\widehat{}`$ by (35), and thus the ‘dynamical twist’ of the quasi-Poisson bracket defined by (37) simplifies to a special case of the ‘twist’ that appears in (16). This explains our terminology. Similarly to the constant twists (16), for $`𝒢`$-invariant functions $`\{,\}_{}`$ gives the same as $`\{,\}`$. We wish to remark that the dynamical twist is also available if $`=0`$ and $`\nu =0`$, in which case the Poisson-Lie symmetry becomes a ‘classical $`𝒢`$-symmetry’. This special case of our general construction has been considered previously in . If $`=0`$, then $`r_{}(Y)`$ becomes the Alekseev-Meinrenken solution of the classical dynamical Yang-Baxter equation , which was independently found in in the context of the dynamical twist construction in the chiral WZNW model. In this case it is known (see also ) that with respect to $`\{,\}_{}`$ the map $`J:=k\mathrm{log}\mu :\stackrel{ˇ}{}𝒢𝒢^{}`$ is an equivariant momentum map in the classical sense, and the natural inverse of the dynamical twist construction is then available, too. Namely, one can always translate from a Poisson space with a classical $`𝒢`$-symmetry generated by an equivariant momentum map, $`J`$, to a quasi-Poisson space with respect to a canonical Lie quasi-bialgebra: just twist the Poisson bracket ‘backwards’ as can be read off from (37) with the identification $`k\mathrm{log}\mu =J`$. Finally, it is worth stressing that by combining the last mentioned construction with the dynamical twists introduced in (37), locally (i.e. on $`\stackrel{ˇ}{}`$) one can always convert a classical $`𝒢`$-symmetry into an infinitesimal Poisson-Lie symmetry associated with any constant, antisymmetric solution of (33). For definiteness, so far we have taken $`𝒢`$ to be a simple Lie algebra since the WZNW model is usually studied in this setting thanks to the relationship with the affine Kac-Moody algebras. However, as a classical field theory the model is equally well-defined for any finite dimensional Lie group $`G`$ whose Lie algebra carries an invariant scalar product. It is clear that $`_{chir}`$ with (19) is a quasi-Poisson space in the same manner in all these examples as well. Of course, the dynamical twist construction is also valid in this general context. Acknowledgements. This investigation was supported in part by the Hungarian National Science Fund (OTKA) under T030099, T029802, T025120 and by the Ministry of Education under FKFP 0178/1999, FKFP 0596/1999.
warning/0007/hep-th0007057.html	ar5iv	text	# Spinor representations of the Virasoro and super-Virasoro algebras for conformal spin to be equal 1/𝑘 ## Abstract It is considered here the possibility of unitary spinor representations of the Virasoro and super-Virasoro algebras for conformal spin to be equal $`\frac{1}{k}`$; k are integers. Virasoro group on the two-dimensional plane of complex variable z is defined by the following group of conformal transformations : $$z^n=\frac{az^n+b}{cz^n+d};adbc=1;nZ$$ (1) Virasoro generators $`L_n`$ are determined by transformations: $$L_n=z^{n+1}\frac{d}{dz}$$ (2) They satisfy the usual classical commutator algebra: $$[L_n,L_m]=(nm)L_{n+m}$$ (3) Quantum mechanical applications of the Virasoro algebra lead to central extensions: $$[L_n,L_m]=(nm)L_{n+m}+c_{mn}$$ (4) Where $$c_{mn}=\frac{c}{12}m(m^21)\delta _{m,n}$$ (5) Unitary conditions for these operators $`L_n`$ are $$L_n^{}=L_n$$ (6) In physical applications (vertices of string theory) we use operator functions F(z): $$F(z)=\underset{n}{}F_nz^n$$ (7) which are representations of this Virasoro group corresponding to conformal spin $`j`$: $$[L_n,F(z)]=(z^{n+1}\frac{d}{dz}jnz^n)F(z)$$ (8) Then we should have for any conformal spin j : $$[L_n,F_r]=((j1)nr)F_{n+r}$$ (9) Unitary representations of the Virasoro and super-Virasoro algebras are found for conformal spins j to be equal $`0,1`$ and $`\frac{1}{2}`$ . For j=1 we have: $$F_{j=1}(z)=\underset{n=1}{}a_nz^n+p+\underset{n=1}{}a_nz^n$$ (10) $$[a_n,a_m]=n\delta _{n,m};n>0a_n^{}=a_n;$$ (11) $$L_n=\frac{1}{2}\underset{m0}{}a_{nm}a_m+pa_n;n0;L_0=\underset{m0}{}a_ma_m+\frac{1}{2}p^2;L_n^{}=L_n$$ (12) For $`j=\frac{1}{2}`$ we have constructions with components $`b_r`$ (r are half-integers) to be anticommuting: $$F_{j=\frac{1}{2}}(z)=\underset{r=\frac{1}{2}}{}b_rz^r+\underset{r=\frac{1}{2}}{}b_rz^r;r=\frac{1}{2};\frac{3}{2};\frac{5}{2}\mathrm{}$$ (13) $$\{b_r,b_s\}=\delta _{r,s};b_r^{}=b_r;$$ (14) $$L_n=\frac{1}{2}\underset{r}{}(\frac{n}{2}+r)b_{nr}b_r;n0;L_0=\underset{r>0}{}rb_rb_r;L_n^{}=L_n$$ (15) Of course we are able to obtain boson representations for arbitrary conformal spin as composite ones from j=0 components. They are exponential vertex operators of Veneziano type : $$F_j(z)=\mathrm{exp}(k\underset{n>0}{}a_n\frac{z^n}{n})\mathrm{exp}(ikx_0+kp\mathrm{ln}z)\mathrm{exp}(k\underset{n>0}{}a_n\frac{z^n}{n});$$ (16) Here $$[p,x_0]=\frac{1}{i};j=\frac{k^2}{2}$$ (17) Now we shall give a spinor consruction for $`j=\frac{1}{4}`$. We use anticommuting spinor components $`\psi _r`$ (r are multiples of quarters): $$\{\stackrel{~}{\psi }_{\alpha ,r},\psi _{\beta ,s}\}=\delta _{\alpha ,\beta }\delta _{r,s};\psi _{\alpha ,r}^{}=\psi _{\alpha ,r};r=\pm \frac{1}{4};\pm \frac{3}{4};\pm \frac{5}{4}\mathrm{}$$ (18) $$\stackrel{~}{\psi }=\psi T_0;(T_0)_{\alpha \beta }=(T_0)_{\beta \alpha }$$ (19) Let us build currents $`J(z)`$ from these spinor components $`\psi _r`$ and then we introduce the Sugawara-like operators for $`L_n`$ (compare ): $$J(z)=\underset{n=1}{}J_nz^n+J_0+\underset{n=1}{}J_nz^n;J_n=\underset{r}{}\stackrel{~}{\psi }_{nr}\mathrm{\Gamma }\psi _r;$$ (20) $$J_0=\underset{r}{}\stackrel{~}{\psi }_r\stackrel{~}{\mathrm{\Gamma }}\psi _r;\stackrel{~}{\mathrm{\Gamma }}=\frac{1}{\sqrt{\rho }}\mathrm{\Gamma }$$ (21) Here $$J_n=J_n^{}(T_0\mathrm{\Gamma })_{\alpha \beta }=(T_0\mathrm{\Gamma })_{\alpha \beta }\mathrm{\Gamma }^2=\rho I;Tr\mathrm{\Gamma }^2=1;Tr\mathrm{\Gamma }=0$$ $$L_n=\frac{1}{4}\underset{m}{}J_{nm}J_m;n0;L_0=\frac{1}{4}J_0^2+\frac{1}{2}\underset{m>0}{}J_mJ_m;L_n^{}=L_n$$ (22) $`J_n`$ satisfy commutation relations: $$[J_n,J_m]=2n\delta _{n,m};n>0$$ (23) $`L_n`$ satisfy the extended Virasoro algebra (5). J(z) has the conformal spin j to be 1 in relation to $`L_n`$ (22). Now we can obtain the spinor representation $`\mathrm{\Psi }(z)`$ for $`j=\frac{1}{4}`$ in relation to $`L_n`$ (22) acting on vacuum state $`<0\|`$. Here $`\psi _{\alpha ,r}\|0>=<0\|\psi _{\alpha ,r}=0`$ ; $`r>0`$ $$<0\|\mathrm{\Psi }(z)=<0\|\underset{r}{}\mathrm{\Psi }_rz^r$$ (24) We take $$<0\|\mathrm{\Psi }_{\frac{1}{4}}=<0\|\psi _{\frac{1}{4}}$$ (25) $$<0\|\mathrm{\Psi }_{\frac{1}{4}}L_0=<0\|\psi _{\frac{1}{4}}(\frac{1}{4}J_0^2)=\frac{1}{4}<0\|\psi _{\frac{1}{4}}$$ (26) Other components of $`\mathrm{\Psi }(z)`$ we are able to obtain using $$[L_1,\mathrm{\Psi }_r]=(\frac{3}{4}r)\mathrm{\Psi }_{r+1}$$ (27) So in correspondence with (10),(27) we have $$<0\|\mathrm{\Psi }_{\frac{5}{4}}=<0\|[L_1,\psi _{\frac{1}{4}}]=\frac{1}{2}<0\|(\stackrel{~}{\mathrm{\Gamma }}\psi _{\frac{1}{4}})J_1$$ (28) Similary we have $$<0\|\mathrm{\Psi }_{\frac{9}{4}}=\frac{1}{2}<0\|[L_1,\mathrm{\Psi }_{\frac{5}{4}}]=<0\|(\frac{1}{4}(\stackrel{~}{\mathrm{\Gamma }}\psi _{\frac{1}{4}})J_2+\frac{1}{8}\psi _{\frac{1}{4}}J_1^2)$$ (29) and $$<0\|\mathrm{\Psi }_{\frac{13}{4}}=\frac{1}{3}<0\|[L_1,\mathrm{\Psi }_{\frac{9}{4}}]=<0\|(\frac{1}{6}(\stackrel{~}{\mathrm{\Gamma }}\psi _{\frac{1}{4}})J_3+\frac{1}{8}\psi _{\frac{1}{4}}J_1J_2+\frac{1}{48}(\stackrel{~}{\mathrm{\Gamma }}\psi _{\frac{1}{4}})J_1^3)$$ (30) and finally we have $$<0\|\mathrm{\Psi }(z)=<0\|z^{\frac{1}{4}}((\stackrel{~}{\mathrm{\Gamma }}\psi _{\frac{1}{4}})\mathrm{sinh}(\underset{n>0}{}J_n\frac{z^n}{2n})+\psi _{\frac{1}{4}}\mathrm{cosh}(\underset{n>0}{}J_n\frac{z^n}{2n}))$$ (31) It is easy to find the correct correlation function: $$<0\|\mathrm{\Psi }(z)\mathrm{\Psi }^{}(1)\|0>=\frac{z^{\frac{1}{4}}}{\rho \sqrt{(1z)}}$$ (32) The required construction of super Virasoro algebra appears due to introduction of an additional field $`\mathrm{\Phi }_{j=\frac{1}{2}}(z)`$ and corresponding supergenerators: $$G_r=\frac{1}{\sqrt{2}}\underset{n}{}J_n\mathrm{\Phi }_{rn}$$ (33) $$\mathrm{\Phi }_{j=\frac{1}{2}}(z)=\underset{r=\frac{1}{2}}{}\mathrm{\Phi }_rz^r+\underset{r=\frac{1}{2}}{}\mathrm{\Phi }_rz^r;r=\frac{1}{2};\frac{3}{2};\frac{5}{2}\mathrm{}$$ (34) $$\{\mathrm{\Phi }_r,\mathrm{\Phi }_s\}=\delta _{r,s};\mathrm{\Phi }_r^{}=\mathrm{\Phi }_r;$$ (35) So we obtain the necessary super Virasoro algebra: $$\{G_r,G_s\}=2L_{r+s}+\frac{c^{}}{3}(r^21/4)\delta _{r,s}$$ (36) $$[L_n,L_m]=(nm)L_{n+m}+\frac{c}{12}n(n^21)\delta _{n,m}$$ (37) $$[L_n,G_r]=(n/2r)G_{n+r}$$ (38) $$L_n=\frac{1}{4}\underset{m}{}J_{nm}J_m)+\frac{1}{2}_r(\frac{n}{2}+r)\mathrm{\Phi }_{nr}\mathrm{\Phi }_r;n0$$ (39) $$L_0=\frac{1}{4}J_0^2+\frac{1}{2}\underset{m>0}{}J_mJ_m+\underset{r>0}{}r\mathrm{\Phi }_r\mathrm{\Phi }_r;L_n^{}=L_n$$ (40) Generalization of this formalism for $`j=\frac{1}{k}`$ with any integer $`k>2`$ is evident.
warning/0007/math0007172.html	ar5iv	text	# THE PSEUDOSPECTRAL PROPERTIES OF NON-SELF-ADJOINT SCHRÖDINGER OPERATORS IN THE SEMI-CLASSICAL LIMIT ## 1 Introduction Several authors have demonstrated that the spectrum of certain Schrödinger operators with complex potentials is unstable; this is shown by observing that the resolvent norm $`(H\lambda )^1`$ becomes unbounded as some parameter associated with the operator $`H`$ varies, even though $`\lambda `$ may be far from the spectrum of $`H`$. This phenomena is commonly quantified using the concept of the pseudospectral sets $$\mathrm{Spec}_ϵ(H):=\mathrm{Spec}(H)\{\lambda 𝐂:(H\lambda )^1ϵ^1\},$$ where we adopt the convention that if $`\lambda \mathrm{Spec}(H)`$ then $`(H\lambda )^1:=\mathrm{}.`$ For any closed operator $`T`$ acting on a Hilbert space $``$ the $`numerical`$ $`range`$, defined by $$\mathrm{Num}(T):=\{Tf,f:f\mathrm{Dom}(T),\text{ and }f=1\}$$ is a convex subset of $`𝐂`$ \[1, Theorem 6.1\], containing $`\mathrm{Spec}(T)`$ if $`(T+s)`$ is $`maximal`$ $`quasi`$-$`accretive`$ \[7, p.279\]; equivalently, if $$\mathrm{Re}(\mathrm{Num}(T+s))0\text{ and }\mathrm{Ran}(T+t)=$$ for some (and hence all) $`t>s`$. It is then well-known that, provided $`𝐂\backslash \overline{\mathrm{Num}(T)}`$ is a connected set $$(T\lambda )^1\frac{1}{\mathrm{dist}(\lambda ,\overline{\mathrm{Num}(T)})}$$ (1) for all $`\lambda \mathrm{Num}(T)`$ \[7, p.268\]. We will be concerned with the Schrödinger operator $$H_h:=h^2\mathrm{\Delta }+V$$ with complex-valued $`V`$ and $`h>0`$, acting in $`L^2(\mathrm{\Omega })`$ where $`\mathrm{\Omega }`$ is some region in $`𝐑^N`$. We assume Dirichlet boundary conditions throughout. The $`h`$-independent set $$\mathrm{\Phi }(V):=\{\overline{\mathrm{Ran}(V)}+[0,\mathrm{})\}$$ (2) will be of fundamental importance. In Section 3 we show that for any $`\lambda \mathrm{\Phi }(V)`$, the resolvent norm tends to infinity in the semi-classical limit, $`h0`$. The fact that $`V`$ may take complex values means that $`\mathrm{conv}(\mathrm{\Phi }(V))\backslash \mathrm{\Phi }(V)`$ (conv denoting the convex hull) is in general non-empty, and in Section 4 we give new results (Theorems 5 and 6) which show that in the semi-classical limit a bound analogous to (1) holds for $`\lambda `$ in this set. ## 2 Preliminaries First we discuss the conditions which we shall impose on $`V`$ and the question of the domain of the operator $`H_h`$. We assume that there exists a closed set $`M\mathrm{\Omega }`$ with Lebesgue measure zero, such that the restriction $`V\|_{\mathrm{\Omega }\backslash M}`$ is continuous and bounded. Since the operator $`H_h`$ will not be changed on sets of measure zero, we allow $`V`$ to be undefined on $`M`$. Defining $`H_{h,0}`$ to be the self-adjoint operator $`h^2\mathrm{\Delta }`$ with domain $`W_0^{1,2}(\mathrm{\Omega })`$, it is trivial that $`V`$ has relative bound zero with respect to $`H_{h,0}`$ since $`VL^{\mathrm{}}(\mathrm{\Omega })`$. Therefore, $`\mathrm{Dom}(H_h)=W_0^{1,2}(\mathrm{\Omega })`$, and the fact that $$V(H_{h,0}+\lambda )^1V_{\mathrm{}}(H_{h,0}+\lambda )^1=\lambda ^1V_{\mathrm{}}$$ for all $`\lambda >0`$, together with an argument similar to the proof of \[3, Theorem 1.4.2\] shows that $`H_h`$ is maximal on $`W_0^{1,2}(\mathrm{\Omega })`$. Moreover, since we may integrate by parts $$H_hf,f=_\mathrm{\Omega }V(x)\left\|f(x)\right\|^2dx+h^2_\mathrm{\Omega }\left\|f\right\|^2dx$$ (3) for all $`fW_0^{1,2}(\mathrm{\Omega })`$. Since $$\{\mathrm{Re}(V(x)):x\mathrm{\Omega }\backslash M\}k$$ for some $`k𝐑`$, it follows that $`H_h`$ is maximal $`quasi`$-$`accretive`$ and so $`\mathrm{Spec}(H_h)\overline{\mathrm{Num}(H_h)}`$. It also follows from (3) that ###### Lemma 1 With $`H_h`$ as defined above $$\overline{\mathrm{Num}(H_h)}\mathrm{conv}(\mathrm{\Phi }(V))$$ for all $`h>0`$. ###### Proposition 2 For all $`\lambda \mathrm{conv}(\mathrm{\Phi }(V))`$ $$(H_h\lambda )^1\frac{1}{\mathrm{dist}(\lambda ,\mathrm{conv}(\mathrm{\Phi }(V)))}.$$ Proof $`H_h`$ satisfies the conditions for (1) to hold, and then one can apply the lemma. ## 3 Spectral instability In a sense our result in this section generalises that of \[5, Section 2\]; however, our conclusion is not as strong since we do not show super-polynomial growth of the resolvent norm in the semi-classical limit. Note that the specific form of the phase function $`x\gamma x`$ below has been chosen to ensure that the second derivative disappears, and to exploit the fact that $`\lambda :=V(c)+\left\|\gamma \right\|^2`$. We have not attempted to optimise the choice of phase function, but instead have aimed for a clear demonstration of the underlying processes. ###### Theorem 3 For $`z\mathrm{\Phi }(V)`$, we have $$(H_h\lambda )^1\mathrm{}\text{ as }h0.$$ Proof Let $`\lambda \{\mathrm{Ran}(V)+[0,\mathrm{})\}`$ so that $`\lambda :=V(c)+\left\|\gamma \right\|^2`$, where $`c\mathrm{\Omega }\backslash M`$, and $`\gamma 𝐑^N`$. Let $`\varphi C_c^{\mathrm{}}(𝐑^N)`$ be a function whose support is contained within the open ball $`B(0;1)`$, and put $$\varphi _{\lambda ,h}(x):=\varphi \left(\frac{xc}{h^p}\right)$$ where $`p>0`$ is a constant to be determined, and $$f_{\lambda ,h}(x):=\mathrm{e}^{ih^1\gamma x}\varphi _{\lambda ,h}(x).$$ Then $`\mathrm{supp}(f_{\lambda ,h})B(c;h^p)`$ and $`H_hf_{\lambda ,h}`$ $`=h^2\mathrm{\Delta }\mathrm{e}^{ih^1\gamma x}\varphi _{\lambda ,h}+V\mathrm{e}^{ih^1\gamma x}\varphi _{\lambda ,h}`$ $`=h^2\mathrm{e}^{ih^1\gamma x}\mathrm{\Delta }\varphi _{\lambda ,h}h^2\varphi _{\lambda ,h}\mathrm{\Delta }\mathrm{e}^{ih^1\gamma x}2h^2(\mathrm{e}^{ih^1\gamma x}\varphi _{\lambda ,h})+V\mathrm{e}^{ih^1\gamma x}\varphi _{\lambda ,h}`$ $`=h^2\mathrm{e}^{ih^1\gamma x}\mathrm{\Delta }\varphi _{\lambda ,h}+\left\|\gamma \right\|^2\mathrm{e}^{ih^1\gamma x}\varphi _{\lambda ,h}2ih\mathrm{e}^{ih^1\gamma x}\gamma \varphi _{\lambda ,h}+V\mathrm{e}^{ih^1\gamma x}\varphi _{\lambda ,h}.`$ Therefore, it follows that $`(H_h\lambda )f_{\lambda ,h}_2`$ $``$ $`h^2\mathrm{\Delta }\varphi _{\lambda ,h}_2+2h\gamma \varphi _{\lambda ,h}_2+(V(x)V(c))\|_{B(c;h^p)}_{\mathrm{}}\varphi _{\lambda ,h}_2`$ and so $`{\displaystyle \frac{(H_h\lambda )f_{\lambda ,h}_2}{f_{\lambda ,h}_2}}`$ $``$ $`{\displaystyle \frac{h^2\mathrm{\Delta }\varphi _{\lambda ,h}_2}{\varphi _{\lambda ,h}_2}}+{\displaystyle \frac{2h\gamma \varphi _{\lambda ,h}_2}{\varphi _{\lambda ,h}_2}}+(V(x)V(c))\|_{B(c;h^p)}_{\mathrm{}}.`$ Taking the limit, $`\underset{h0}{lim}{\displaystyle \frac{(H_h\lambda )f_{\lambda ,h}_2}{f_{\lambda ,h}_2}}`$ $``$ $`\underset{h0}{lim}\left(k_1h^{22p}+k_2h^{1p}+(V(x)V(c))\|_{B(c;h^p)}_{\mathrm{}}\right)`$ where $`k_1,k_2`$ are constants dependent upon our choice of $`\varphi `$ and $`\gamma `$. Thus, by taking $`0<p<1`$, the continuity of $`V`$ on $`\mathrm{\Omega }\backslash M`$ ensures that $$\underset{h0}{lim}\frac{(H_h\lambda )f_{\lambda ,h}_2}{f_{\lambda ,h}_2}=0,$$ or equivalently, that $$\underset{h0}{lim}(H_h\lambda )^1=\mathrm{}.$$ Now let $`w\mathrm{\Phi }(V)`$ and, aiming for a contradiction, suppose that $$(H_hw)^1m\text{ as }h0.$$ For any $`\delta >0`$ there exists $`\lambda \{\mathrm{Ran}(V)+[0,\mathrm{})\}`$ such that $`\left\|\lambda w\right\|<\delta `$, by the definition of the closure. Hence, using the resolvent identity, $`(H_h\lambda )^1`$ $`=`$ $`(H_hw)^1(\lambda w)(H_h\lambda )^1(H_hw)^1`$ $``$ $`m+\left\|\lambda w\right\|m(H_h\lambda )^1`$ $`<`$ $`m+\delta m(H_h\lambda )^1\text{ as }h0.`$ Since $`\delta `$ may be taken arbitrarily small, we have $$(H_h\lambda )^1m$$ as $`h0`$, contradicting the result just obtained, and completing the proof. ## 4 Bounded behaviour of the Resolvent norm We have seen that when $`\lambda \mathrm{\Phi }(V)`$ the resolvent norm becomes infinitely large as $`h0`$ (Theorem 3). Conversely, when $`\lambda \mathrm{conv}(\mathrm{\Phi }(V))`$ the resolvent norm is uniformly bounded in $`h>0`$ (Proposition 2). Therefore, the natural question arises: how does $`lim_{h0}(H_h\lambda )^1`$ behave for $`\lambda \mathrm{conv}(\mathrm{\Phi }(V))\backslash \mathrm{\Phi }(V)`$? On the one hand, Proposition 2 cannot in general be extended to $`\lambda \mathrm{conv}(\mathrm{\Phi }(V))\backslash \mathrm{\Phi }(V)`$, as the following counter-example shows: ###### Example 4 Consider the operator $$H_{\delta ,h}f(x):=h^2f^{\prime \prime }(x)+V_\delta (x)f(x)\text{ acting on }L^2(1,1)$$ where $$V_\delta (x):=\{\begin{array}{cc}i(x+\delta )\hfill & \text{ for }x>0\text{ }\hfill \\ i(x\delta )\hfill & \text{ for }x<0.\text{ }\hfill \end{array}$$ For any $`\lambda >0`$, it follows that $`\lambda \mathrm{conv}(\mathrm{\Phi }(V_\delta ))\backslash \mathrm{\Phi }(V_\delta ),`$ where $$\mathrm{\Phi }(V_\delta ):=\{\overline{\mathrm{Ran}(V_\delta )}+[0,\mathrm{})\}.$$ But, we have shown elsewhere that countably many of the eigenvalues $`\{\lambda _{h,n}\}_{n=1}^{\mathrm{}}`$ of $`H_{\delta ,h}`$ are positive real, for $`every`$ $`h>0`$, in which case $$(H_{\delta ,h}\lambda _{h,n})^1:=\mathrm{}.$$ On the other hand, for a wide class of potentials, we have the positive result (initially suggested by numerical simulations of the associated discrete problem using Matlab) that for any given $`\lambda \mathrm{conv}(\mathrm{\Phi }(V))\backslash \mathrm{\Phi }(V)`$ the resolvent norm becomes bounded eventually, as $`h0`$. In the one-dimensional case we have the following result, which we believe to be new. ###### Theorem 5 Let $`K_h`$ be the non-self-adjoint operator $$K_hf(x):=h^2\frac{\mathrm{d}^2f}{\mathrm{d}x^2}+V(x)f(x)$$ (4) acting in $`L^2(a,b)`$, $`\mathrm{}a<b+\mathrm{}`$ and $`h>0`$. When $`a`$ or $`b`$ are finite we impose Dirichlet boundary conditions. We assume that there exists a partition $$a=x_0<x_1<\mathrm{}<x_n=b$$ of the interval $`(a,b)`$, such that the complex-valued $`VL^{\mathrm{}}`$ satisfies: (i) $`\{\mathrm{Re}V(x):x(a,b)\}k`$ for some $`k𝐑`$. (ii) $`VC^2`$ on each sub-interval $`(x_j,x_{j+1})`$, $`j=0,\mathrm{},n1`$. (iii) $$_a^b\left\|\frac{q^{\prime \prime }(x)}{q^{3/2}(x)}\frac{5}{4}\frac{q^2(x)}{q^{5/2}(x)}\right\|dt<\mathrm{}$$ holds, where $`q(x):=V(x)\lambda `$. Then, for any $`\lambda 𝐂\backslash \mathrm{\Phi }(V)`$, we have $$\underset{h0}{lim\; sup}(K_h\lambda )^1\frac{1}{\mathrm{dist}(\lambda ,\mathrm{\Phi }(V))}.$$ Proof We first prove the case when $`\mathrm{}<a<b<+\mathrm{}`$, noting that $`(iii)`$ is then automatically satisfied. Our proof will involve adding extra points to those in the given partition of the real interval $`(a,b)`$. We will then estimate the resolvent norm on each of the sub-intervals $`(x_j,x_{j+1})`$. Without loss of generality therefore, we may initially assume that $`V`$ is twice continuously differentiable and bounded on the interval $`(1,1)`$, since the extension to the general case follows easily. Our method uses the so called WKB approximations to the solutions of the differential equation $$(K_h\lambda )f(x)=0$$ (5) in the semi-classical limit $`h0`$. The operator $`K_h`$ is defined formally by (4). By considering only $`\lambda \mathrm{\Phi }(V)`$ we have $`V(x)\lambda 0`$ for all $`x(1,1)`$. Moreover, since the path $`\gamma `$ defined by $$\gamma :(1,1)V(x)\lambda $$ does not cross the negative real axis, condition $`(ii)`$ also ensures that we may choose a twice continuously differentiable branch of $`\sqrt{V(x)\lambda }`$ such that $$\mathrm{Re}\sqrt{V(x)\lambda }>0$$ (6) for all $`x(1,1)`$. Denoting the definite integral $$\xi (x):=_a^x\sqrt{V(t)\lambda }dt$$ where $`a(1,1)`$ is arbitrary and introduces a constant term which we will omit from our later calculations, it follows from (6) that the function $`x\mathrm{Re}\xi (x)`$ is increasing on the interval $`(1,1)`$. This fact will be called upon several times in our proof. Property (6) will greatly simplify our application of the WKB approximations, since questions about the Stokes’ phenomenon and valid domains do not then arise. For fixed $`h>0`$, let the functions $`g_1`$ and $`g_2`$ be linearly independent, $`exact`$ classical solutions to (5). For any $`\alpha [1,1]`$, put $$g\{\alpha ;x\}:=g_2(\alpha )g_1(x)g_2(x)g_1(\alpha )x[1,1],$$ so that $`g\{1;x\}`$ and $`g\{1;x\}`$ are also independent (classical) solutions satisfying $`g\{1;1\}=g\{1;1\}=0`$. Then by elementary Sturm-Liouville theory, for any $`\lambda 𝐂`$ which is not an eigenvalue, the Green function is given by $$G_\lambda (x,y)=W_\lambda ^1\{\begin{array}{cc}g\{1;x\}g\{1;y\}\hfill & \text{ for }1x<y\text{ }\hfill \\ g\{1;x\}g\{1;y\}\hfill & \text{ for }y<x1\text{ }\hfill \end{array}$$ where the Wronskian $$W_\lambda :=g\{1;1\}(g_2(0)g_1^{}(0)g_1(0)g_2^{}(0)).$$ Now consider the operator $`\stackrel{~}{K}_h`$, again defined formally by (4), but with the extra ‘boundary condition’ $`f(0)=0`$, so that $`\stackrel{~}{K}_h`$ effectively acts on the space $`L^2(1,0)L^2(0,1)`$. Then the difference resolvent operator $$(\stackrel{~}{K}_h\lambda )^1(K_h\lambda )^1$$ (7) is of rank one, provided $`\lambda `$ is not an eigenvalue. Moreover, by Lemma 7 in the Appendix, the operator has a resolvent kernel given by $$\mathrm{\Psi }(x,y):=c\varphi (x)\varphi (y)$$ where $$\varphi (x):=\{\begin{array}{cc}g\{1;x\}/g\{1;0\}\hfill & \text{ for }1x0\text{ }\hfill \\ g\{1;x\}/g\{1;0\}\hfill & \text{ for }0x1\text{ }\hfill \end{array}$$ and $$c:=W_\lambda ^1g\{1;0\}g\{1;0\}.$$ Here we have chosen the normalising constant $`c`$ so that $`\varphi (0)=1`$. (7) is seen to be the rank one operator which acts as $`((\stackrel{~}{K}_h\lambda )^1(K_h\lambda )^1)f(x)`$ $`:=`$ $`c\varphi (x){\displaystyle _1^1}f(y)\varphi (y)dy`$ $`=`$ $`c\varphi f,\overline{\varphi }`$ on $`fL^2(1,1)`$, where $$(\stackrel{~}{K}_h\lambda )^1(K_h\lambda )^1=\left\|c\right\|\varphi _2\overline{\varphi }_2=\left\|c\right\|\varphi _2^2.$$ We now turn to the semi-classical behaviour as $`h0`$. Under the assumptions of the theorem, asymptotic approximations to solutions of (5) are given by (e.g. \[6, p33\]) $$y_1(x)=(V(x)\lambda )^{1/4}\mathrm{exp}\{h^1\xi (x)\}(1+O(h))$$ (8) and $$y_2(x)=(V(x)\lambda )^{1/4}\mathrm{exp}\{h^1\xi (x)\}(1+O(h))$$ (9) as $`h0`$. The bound for the remainder term is uniform on $`x(1,1)`$, in the sense that $`\left\|O(h)\right\|mh`$ for $`h1`$, where $`m`$ does not depend upon $`x`$. These approximations may be differentiated with respect to $`x`$, giving $$y_1^{}(x)=h^1(V(x)\lambda )^{1/4}\mathrm{exp}\{h^1\xi (x)\}(1+O(h))$$ (10) and $$y_2^{}(x)=h^1(V(x)\lambda )^{1/4}\mathrm{exp}\{h^1\xi (x)\}(1+O(h))$$ (11) as $`h0`$, again the remainder term being uniform on $`x(1,1)`$. The functions (8), (9), (10) and (11) will be used to estimate the norm of the rank one difference operator (7) as $`h0`$. Indeed, substituting the approximate solutions $`y_1`$, $`y_2`$, $`y_1^{}`$ and $`y_2^{}`$ for the exact solutions $`g_1`$, $`g_2`$, $`g_1^{}`$ and $`g_2^{}`$, one obtains for $`\alpha ,\beta (1,1)`$, $`\alpha <\beta `$, $`g\{\alpha ;\beta \}`$ $`:=`$ $`g_2(\alpha )g_1(\beta )g_2(\beta )g_1(\alpha )`$ $`=`$ $`y_2(\alpha )y_1(\beta )y_2(\beta )y_1(\alpha )`$ $`=`$ $`2(V(\alpha )\lambda )^{1/4}(V(\beta )\lambda )^{1/4}\mathrm{sinh}(h^1(\xi (\beta )\xi (\alpha )))(1+O(h))`$ $`=`$ $`(V(\alpha )\lambda )^{1/4}(V(\beta )\lambda )^{1/4}\mathrm{exp}\{h^1(\xi (\beta )\xi (\alpha ))\}(1+O(h))`$ as $`h0`$. The last line uses the fact that the function $`x\mathrm{Re}\xi (x)`$ is increasing on the interval $`(1,1)`$, and that the vanishing term in the sinh function decreases (much) more rapidly than $`O(h)`$. The Wronskian simplifies to $`W_\lambda `$ $`:=`$ $`g\{1;1\}(g_2(0)g_1^{}(0)g_1(0)g_2^{}(0))`$ $`=`$ $`g\{1;1\}(y_2(0)y_1^{}(0)y_1(0)y_2^{}(0))(1+O(h))`$ $`=`$ $`g\{1;1\}2h^1(1+O(h))`$ as $`h0`$, enabling us to estimate $`c`$ $`:=`$ $`W_\lambda ^1g\{1;0\}g\{1;0\}`$ $`=`$ $`hg\{1;0\}g\{1;0\}/2g\{1;1\}(1+O(h))`$ $`=`$ $`{\displaystyle \frac{h(V(0)\lambda )^{1/2}\mathrm{exp}\{h^1(\xi (1)\xi (1))\}(1+O(h))}{2\mathrm{exp}\{h^1(\xi (1)\xi (1))\}(1+O(h))}}`$ $`=`$ $`O(h)`$ as $`h0`$. It also follows that for $`0<x1`$ $`\varphi (x)`$ $`:=`$ $`g\{1;x\}/g\{1;0\}`$ $`=`$ $`{\displaystyle \frac{(V(1)\lambda )^{1/4}(V(x)\lambda )^{1/4}\mathrm{exp}\{h^1(\xi (1)\xi (x))\}(1+O(h))}{(V(1)\lambda )^{1/4}(V(0)\lambda )^{1/4}\mathrm{exp}\{h^1(\xi (1)\xi (0))\}(1+O(h))}}`$ $`=`$ $`{\displaystyle \frac{(V(x)\lambda )^{1/4}}{(V(0)\lambda )^{1/4}}}\mathrm{exp}\{h^1(\xi (0)\xi (x))\}(1+O(h))`$ as $`h0`$. We note that $$\mathrm{Re}(\xi (0)\xi (x))<0$$ for $`0<x1`$; and $`\varphi (0)=1+O(h)`$. Then, using the fact that $`\varphi `$ is even, and applying the method of steepest descents $`\varphi _{L^2(1,1)}^2`$ $`=`$ $`2{\displaystyle _0^1}\left\|\varphi (x)\right\|^2dx`$ $``$ $`c_1{\displaystyle _0^1}\left\|\mathrm{exp}\{h^1(\xi (0)\xi (x))\}(1+O(h))\right\|^2dx`$ $`=`$ $`c_1{\displaystyle _0^1}\mathrm{exp}\{2h^1\mathrm{Re}(\xi (0)\xi (x))\}dx(1+O(h))`$ $`=`$ $`c_1{\displaystyle _0^1}\mathrm{exp}\{2h^1\mathrm{Re}(\xi ^{}(0)x))\}\mathrm{d}x(1+O(h))`$ $`=`$ $`{\displaystyle \frac{c_1h}{2\mathrm{R}\mathrm{e}(\xi ^{}(0))}}(1+O(h))`$ $`=`$ $`O(h)`$ as $`h0`$, since $`\mathrm{Re}(\xi ^{}(0))=\mathrm{Re}\sqrt{V(0)\lambda }>0`$. Therefore $`(\stackrel{~}{K}_h\lambda )^1(K_h\lambda )^1`$ $`=`$ $`\left\|c\right\|\varphi _2^2`$ $`=`$ $`O(h)\varphi _2^2`$ $`=`$ $`O(h^2)`$ as $`h0`$. Now defining the operator $`\stackrel{~}{K}_h`$ formally by (4) but with the finite number of boundary conditions $$f(x_j)=0j=0,\mathrm{},n,$$ $`\stackrel{~}{K}_h`$ then effectively acts on $$L^2(1,x_1)L^2(x_1,x_2)\mathrm{}L^2(x_{n1},1).$$ By induction, our argument so far shows that the operator $$(\stackrel{~}{K}_h\lambda )^1(K_h\lambda )^1$$ is of at most rank $`n`$, and we have the norm resolvent convergence $$\underset{h0}{lim}(\stackrel{~}{K}_h\lambda )^1(K_h\lambda )^1=0.$$ (12) Moreover, letting $`V_j`$ denote the potential $`V`$ restricted to the interval $`(x_j,x_{j+1})`$, condition (i) ensures that one can apply Proposition 2 to $`\stackrel{~}{K}_h`$ separately on each interval $`(x_j,x_{j+1})`$. Therefore, taking $$\lambda 𝐂\backslash \underset{j=0}{\overset{n1}{}}\mathrm{conv}(\mathrm{\Phi }(V_j))$$ we have $$(\stackrel{~}{K}_h\lambda )^1\underset{j}{\mathrm{max}}\left\{\frac{1}{\mathrm{dist}(z,\mathrm{conv}(\mathrm{\Phi }(V)))}\right\}<\mathrm{}$$ (13) uniformly on $`h>0`$. As the partition of $`(1,1)`$ becomes increasingly fine, it is clear that for every $`\lambda 𝐂\backslash \mathrm{\Phi }(V)`$ one has $$\underset{j}{\mathrm{min}}\{\mathrm{dist}(\lambda ,\mathrm{conv}(\mathrm{\Phi }(V_j)))\}\mathrm{dist}(\lambda ,\mathrm{\Phi }(V)).$$ Then, by (12) and (13) it follows that $$\underset{h0}{lim\; sup}(K_h\lambda )^1\frac{1}{\mathrm{dist}(\lambda ,\mathrm{\Phi }(V))}$$ to complete the proof in the finite interval case. On the interval $`(a,+\mathrm{})`$, the WKB approximations to the classical solutions of (5) take the form $$\stackrel{~}{y}_1(x)=(V(x)\lambda )^{1/4}\mathrm{exp}\{h^1\xi (x)\}(1+o(1))$$ and $$\stackrel{~}{y}_2(x)=(V(x)\lambda )^{1/4}\mathrm{exp}\{h^1\xi (x)\}(1+o(1))$$ as $`x\mathrm{}`$, for all $`h>0`$, provided $`(iii)`$ holds (see \[6, p50\]). Comparing $`\stackrel{~}{y}_{1,2}`$ with $`y_{1,2}`$ in the proof above, and noting that $`\stackrel{~}{y}_2(x)0`$ exponentially as $`x+\mathrm{}`$, one can check that the proof just given still carries through. The interval $`(\mathrm{},b)`$ is dealt with similarly, by a change of signs, completing the proof for the general case. ## 5 A Different Approach In Theorem 5 we relied upon the theory of ODEs to prove the norm resolvent convergence (12). The proof of the next theorem uses a powerful but technically simple construction, the so-called ‘Twisting Trick’ \[3, Section 8.6\] or . ###### Theorem 6 Let $`K_h`$ be defined by (4) on $`L^2(\mathrm{\Omega })`$, where $`\mathrm{\Omega }`$ is a bounded region in $`𝐑^N`$ and $`V:\overline{\mathrm{\Omega }}𝐂`$ is continuous. Then, for $`\lambda \mathrm{\Phi }(V)`$ $$\underset{h0}{lim\; sup}(K_h\lambda )^1\frac{1}{\mathrm{dist}(\lambda ,\mathrm{\Phi }(V))}.$$ Proof If $`\lambda \mathrm{conv}(\mathrm{\Phi }(V))`$ then Proposition 2 applies and we are done. So, assume that $`\lambda \mathrm{conv}(\mathrm{\Phi }(V))\backslash \mathrm{\Phi }(V)`$ is given. For any $`\delta >0`$ we define $`\{S_j\}`$ to comprise $`N`$-dimensional cubes of the form $`\{(x_1,\mathrm{},x_N):\delta r_i<x_i<\delta (r_i+1)\}`$, where the $`r_1,\mathrm{},r_N`$ take integer values. Then by the uniform continuity of $`V`$ on $`\overline{\mathrm{\Omega }}`$, there exists a covering of $`\overline{\mathrm{\Omega }}`$ by disjoint cubes $$\overline{\mathrm{\Omega }}\underset{j=1}{\overset{M}{}}\overline{S}_j$$ each of side length $`\delta `$, such that $$\lambda \underset{j=1}{\overset{M}{}}\mathrm{conv}\left\{\mathrm{\Phi }\left(V\|_{\overline{\mathrm{\Omega }}\overline{S}_j}\right)\right\}.$$ In addition, for any given $`0<\alpha <1`$ we can always take $`\delta >0`$ small enough so that $$\mathrm{dist}(\lambda ,\underset{j=1}{\overset{M}{}}\mathrm{conv}\left\{\mathrm{\Phi }\left(V\|_{\overline{\mathrm{\Omega }}\overline{S}_j}\right)\right\})\alpha \mathrm{dist}(\lambda ,\mathrm{\Phi }(V)).$$ (14) The proof proceeds by a series of bisections in each of the $`N`$ dimensions of $`\mathrm{\Omega }`$. Choose a point $`c=(c_1,\mathrm{},c_N)`$ such that each $`c_i=\delta r_i`$ for some integer $`r_i`$. Then the hyperplane $`\{x:x_i=c_i\}`$ splits the cubes into two families; one covering the region $`\mathrm{\Omega }_1:=\{x:x_ic_i>0\}`$, and the other covering the region $`\mathrm{\Omega }_2:=\{x:x_ic_i<0\}`$. Define $$V_1(x):=\{\begin{array}{cc}V(x)\hfill & \text{ if }x\mathrm{\Omega }_1\text{ }\hfill \\ m\hfill & \text{ if }x\mathrm{\Omega }_2\text{ }\hfill \end{array}$$ and $$V_2(x):=\{\begin{array}{cc}V(x)\hfill & \text{ if }x\mathrm{\Omega }_2\text{ }\hfill \\ m\hfill & \text{ if }x\mathrm{\Omega }_1\text{ }\hfill \end{array}$$ where $`m`$ is some sufficiently large real number. Then consider the two operators $$H_1:=\left(\begin{array}{cc}h^2\mathrm{\Delta }+V& 0\\ 0& h^2\mathrm{\Delta }+m\end{array}\right),H_2:=\left(\begin{array}{cc}h^2\mathrm{\Delta }+V_1& 0\\ 0& h^2\mathrm{\Delta }+V_2\end{array}\right),$$ both acting in the Hilbert space $`:=L^2(\mathrm{\Omega })L^2(\mathrm{\Omega })`$. We will show that $$(H_1\lambda )^1(H_2\lambda )^10$$ as $`h0`$. Defining $`\theta :𝐑[0,\pi /2]`$ by $$\theta (s):=\{\begin{array}{cc}\pi /2\hfill & \text{ if }s1/3\text{ }\hfill \\ \pi (13s)/4\hfill & \text{ if }1/3s1/3\text{ }\hfill \\ 0\hfill & \text{ if }s1/3\text{ }\hfill \end{array}$$ we define the unitary operator $`U_h:`$ by $$U_h\left(\begin{array}{c}f(x)\\ g(x)\end{array}\right):=\left(\begin{array}{cc}\mathrm{cos}\theta ((x_ic_i)/h^\gamma )& \mathrm{sin}\theta ((x_ic_i)/h^\gamma )\\ \mathrm{sin}\theta ((x_ic_i)/h^\gamma )& \mathrm{cos}\theta ((x_ic_i)/h^\gamma )\end{array}\right)\left(\begin{array}{c}f(x)\\ g(x)\end{array}\right)$$ where $`\gamma >0`$ is to be determined. Thus $$U_h(x)=\{\begin{array}{cc}\left(\begin{array}{cc}1& 0\\ 0& 1\end{array}\right)\hfill & \text{ if }x_ic_i+h^\gamma /3\text{ }\hfill \\ \left(\begin{array}{cc}0& 1\\ 1& 0\end{array}\right)\hfill & \text{ if }x_ic_ih^\gamma /3\text{ }.\hfill \end{array}$$ To ease notation we denote the following functions, which are to be regarded as multiplication operators on $`L^2(\mathrm{\Omega })`$, $$C_h(x):=\mathrm{cos}\theta ((x_ic_i)/h^\gamma )$$ $$S_h(x):=\mathrm{sin}\theta ((x_ic_i)/h^\gamma )$$ together with the partial differentiation operator $`D_i:=/x_i`$. Then, one can show using elementary matrix calculations that $$U_hH_1U_h^{}=H_2+P_hD_i+Q_h+G_h$$ (15) where $`P_h`$, $`Q_h`$ and $`G_h`$ are the matrix-valued functions on $`\mathrm{\Omega }`$ given by $$P_h:=\frac{3\pi h^{2\gamma }}{2}\chi _𝒞\left(\begin{array}{cc}0& 1\\ 1& 0\end{array}\right)$$ $$Q_h:=\frac{9\pi ^2h^{22\gamma }}{16}\chi _𝒞\left(\begin{array}{cc}1& 0\\ 0& 1\end{array}\right)$$ and $$G_h:=(mV)\left(\begin{array}{cc}\chi _{\mathrm{\Omega }_1}S_h^2\chi _{\mathrm{\Omega }_2}C_h^2& C_hS_h\\ C_hS_h& \chi _{\mathrm{\Omega }_1}S_h^2+\chi _{\mathrm{\Omega }_2}C_h^2\end{array}\right),$$ where $$𝒞:=\{x\mathrm{\Omega }:h^\gamma /3<x_ic_i<h^\gamma /3\}.$$ Thus $`P_h=O(h^{2\gamma })`$, $`Q_h=O(h^{22\gamma })`$ and since $`\chi _{\mathrm{\Omega }_1}S_h`$ and $`\chi _{\mathrm{\Omega }_2}C_h`$ are $`O(h^\gamma )`$, $`G_h=O(h^\gamma )`$, as $`h0`$. We therefore take the optimal value $`\gamma =2/3`$. Now, for our given $`\lambda `$, one may write $$(H_2\lambda )^1(U_hH_1U_h^{}\lambda )^1=(H_2\lambda )^1(P_hD_i+Q_h+G_h)(U_hH_1U_h^{}\lambda )^1,$$ so that $$(H_2\lambda )^1(U_hH_1U_h^{}\lambda )^1(H_2\lambda )^1G_h+P_hD_i(U_hH_1U_h^{}\lambda )^1+Q_h.$$ (16) Now $`(H_1\lambda )^1`$ and $`(H_2\lambda )^1`$ are bounded from $``$ to $`W_0^{1,2}`$, $`D_i`$ is bounded from $`W_0^{1,2}`$ to $``$, and $`U_h`$ is uniformly bounded from $`W_0^{1,2}`$ to $`W_0^{1,2}`$ for all $`h1`$. Thus $`D_i(U_hH_1U_h^{}\lambda )^1`$ $`=`$ $`D_iU_h(H_1\lambda )^1U_h^{}`$ $``$ $`\beta `$ for some $`\beta <\mathrm{}`$ and all $`h1`$. Therefore, from (16), we obtain $$(U_hH_1U_h^{}\lambda )^1(H_2\lambda )^1=O(h^{1/2})$$ as $`h0`$, so that $$(H_1\lambda )^1=(U_hH_1U_h^{}\lambda )^1=(H_2\lambda )^1+O(h^{1/2})$$ where, applying Proposition 2, one has $$(H_2\lambda )^1\mathrm{max}\{\frac{1}{\mathrm{dist}(\lambda ,\mathrm{conv}(\mathrm{\Phi }(V_1)))},\frac{1}{\mathrm{dist}(\lambda ,\mathrm{conv}(\mathrm{\Phi }(V_2)))}\}.$$ One can now bisect each of $`\mathrm{\Omega }_1`$ and $`\mathrm{\Omega }_2`$ in the same manner, and carry out the above process on four copies of $`L^2(\mathrm{\Omega })`$. Repeating until $`\mathrm{\Omega }`$ has been divided into ‘strips’ of thickness $`\delta `$, one changes to another coordinate direction and repeats the process until all $`N`$ dimensions have been decomposed. Then, recalling (14) we have $$(H_h\lambda )^1\frac{\alpha ^1}{\mathrm{dist}(\lambda ,\mathrm{\Phi }(V))}+O(h^{1/2})$$ as $`h0`$, where $`0<\alpha <1`$ was arbitrarily chosen. Taking $`\alpha `$ as close as one likes to $`1`$ will then complete the proof. ## 6 Appendix We give a proof of the following well-known result. ###### Lemma 7 Let $`L`$ be the Sturm-Liouville operator $$(L\lambda )f(x):=\frac{\mathrm{d}^2f(x)}{\mathrm{d}x^2}+V(x)f(x)\lambda f(x)=0$$ (17) acting in $`L^2(a,b)`$, together with boundary conditions $$f(a)=f(b)=0.$$ (18) Here V is a complex-valued continuous function on $`[a,b]`$, and $`\lambda `$ is a complex constant. We may assume that $`a<0<b`$, and let $`\stackrel{~}{L}`$ denote the operator given formally by (17) but subject to the additional condition $`f(0)=0`$. Then $$(\stackrel{~}{L}\lambda )^1(L\lambda )^1$$ is a rank one operator for all $`\lambda \{\mathrm{Spec}(\stackrel{~}{L})\mathrm{Spec}(L)\}`$. Proof Let $`u`$, $`v`$ be a pair of independent classical solutions to the differential equation (17), with $`u`$, $`v`$ satisfying the boundary conditions at $`a`$, $`b`$ respectively. Multiplying $`u`$ by the constant $`v(0)/u(0)`$, we may further assume that $`u(0)=v(0)`$. Then the Green function is given by $$G_\lambda (x,y):=W_\lambda ^1\{\begin{array}{cc}u(x)v(y)\hfill & \text{ if }axyb\hfill \\ v(x)u(y)\hfill & \text{ if }bxya.\hfill \end{array}$$ For any $`x(a,b)`$, the Wronskian is given by $$W_\lambda :=u(x)v^{}(x)u^{}(x)v(x).$$ Imposing the boundary condition $`f(0)=0`$, $`\stackrel{~}{L}`$ effectively acts on the Hilbert space $`L^2(a,0)L^2(0,b)`$. Then, putting $$w(x):=u(x)v(x)$$ we see that $`w(0)=0`$, and the new Wronskian on $`L^2(a,0)`$: $`W^{}`$ $`:=`$ $`u(0)w^{}(0)u^{}(0)w(0)`$ $`=`$ $`u(0)(u^{}(0)v^{}(0))u^{}(0)(u(0)v(0))`$ $`=`$ $`u(0)v^{}(0)+u^{}(0)v(0)`$ $`:=`$ $`W.`$ By a similar calculation, the Wronskian on $`L^2(0,b)`$ is given by $`W^+=W`$. Hence we construct the new ‘Green’ function $$\stackrel{~}{k}(x,y):=W^1\{\begin{array}{cc}0\hfill & \text{ if }ax0\text{ and }by0\hfill \\ 0\hfill & \text{ if }bx0\text{ and }ay0\hfill \\ w(y)v(x)\hfill & \text{ if }0yxb\hfill \\ v(y)w(x)\hfill & \text{ if }0xy\hfill \\ w(x)u(y)\hfill & \text{ if }ayx0\hfill \\ u(x)w(y)\hfill & \text{ if }axy0.\hfill \end{array}$$ It is then straightforward to check that putting $$\sigma (x):=\{\begin{array}{cc}v(x)\hfill & \text{ if }bx0\hfill \\ u(x)\hfill & \text{ if }ax0\hfill \end{array}$$ the ‘Green’ function of $$(\stackrel{~}{L}\lambda )^1(L\lambda )^1$$ is given by $$W^1\sigma (x)\sigma (y)$$ for all $`x,y`$ in $`(a,b)`$. Clearly $`\sigma L^2(a,b)`$, and for all $`fL^2(a,b)`$ $`\left((\stackrel{~}{L}\lambda )^1(L\lambda )^1\right)f(x)`$ $`=`$ $`W^1{\displaystyle _a^b}\sigma (x)\sigma (y)f(y)dy`$ $`=`$ $`W^1\sigma (x){\displaystyle _a^b}\sigma (y)f(y)dy.`$ $$(\stackrel{~}{L}\lambda )^1(L\lambda )^1$$ is a compact rank one operator on $`L^2(a,b)`$, which completes the proof. Acknowledgements I should like to thank A. Aslanyan, E. B. Davies and Y. Safarov for valuable discussions and comments. Department of Mathematics King’s College Strand London WC2R 2LS England e-mail:Redparth@mth.kcl.ac.uk
warning/0007/astro-ph0007470.html	ar5iv	text	# Search for interactions between ejections of GRS 1915+105 and its environment ## 1. Introduction The first known galactic superluminal source $`\text{GRS }1915+105`$ is a highly energetic and relativistically ejecting source. Consequently one wonders if there is an observable interaction when the frequently ejected plasma clouds collide at relativistic velocities with the interstellar medium, or heat molecular clouds surrounding this source. Indeed, the ensemble of ejections of such a microquasar must have an effect on its environment, as it is the case for the well-known ejecting source $`\text{SS }433`$. Therefore, we undertook a comprehensive study of the environment of $`\text{GRS }1915+105`$ at near-infrared, mid-infrared, radio centimeter and millimeter wavelengths. Here some of the radio observations are described and discussed; the reader can refer to Chaty et al. (2000, hereafter C00) for a complete description of the study. ## 2. The observations: two axisymmetric sources The region surrounding $`\text{GRS }1915+105`$ was inspected and described by Rodríguez and Mirabel (1998, hereafter RM98). This search was performed at $`\lambda =20`$ cm, with the VLA (Very Large Array) of NRAO<sup>1</sup><sup>1</sup>1The National Radio Astronomy Observatory is operated by Associated Universities, Inc., under cooperative agreement with the USA National Science Foundation, in C-configuration, giving a resolution of $`15^{\prime \prime }`$. The resulting map is shown in Figure 1. They discovered that there were two axisymmetrically placed continuum radio sources, each located at $`17^{}`$ from $`\text{GRS }1915+105`$, and coincident with IRAS sources. Their positions are given in Table 1. Furthermore, the position angle of these sources is $`157\pm 1^{}`$ from $`\text{GRS }1915+105`$, very similar to the one of the well studied sub-arcsec radio-ejections from $`\text{GRS }1915+105`$ ($`150^{}`$). In order to interpret the radio data, we remind here that the angle between the ejections and the line of sight towards $`\text{GRS }1915+105`$ is $`70^{}`$, that the South component is approaching us, and the North component is receding (Mirabel and Rodríguez, 1994; Fender et al., 1999). Although these two sources could be a chance alignment, the striking point-symmetric position of these two clouds suggests that they result from an association with the high-energy source $`\text{GRS }1915+105`$. ### 2.1. Centimeter wavelength observations High-resolution maps of the two continuum radio sources have been obtained with the VLA (RM98). These maps are shown in the Figure 2. Concerning the North lobe, the centimeter map shows that it resembles to a common cometary H II region, but it also shows a shockwave structure to the South, e.g. to the direction of $`\text{GRS }1915+105`$. For the South lobe, the centimeter map shows to the northwest a non-thermal jet, pointing along the direction of $`\text{GRS }1915+105`$. The flux densities of this jet are $`1`$, $`2`$ and $`5\text{ mJy}`$ respectively at $`2,6`$ and $`20\text{ cm}`$, showing a spectral index of $`0.8`$. Furthermore, the South lobe shows a sharp edge to the South, which could be either a bow shock, or an ionization front in the H ii region. The following discussion emphasizes these two striking features of the South lobe. ### 2.2. Millimeter wavelength observations We used the IRAM (Institut de Radio Astronomie Millimétrique) 30-m radio telescope, located on Pico Veleta, near Granada, Spain. The details of observations are described in C00, and the results for $`\text{IRAS }19132+1035`$ are shown in Figure 3. The OFF position (position switching) was chosen at ($`\alpha =500^{\prime \prime }`$, $`\delta =1200^{\prime \prime }`$) from $`\text{GRS }1915+105`$. The main results are that i) the density profile of the cloud exhibits an asymmetric velocity distribution, ii) the maximum of the profile is closer to the counter-jet for high density tracers (compare e.g. <sup>12</sup>CO 2-1 to the CS 2-1 transition), and iii) there are two maxima in the <sup>12</sup>CO 2-1 transition and only one in the others. The other main result is that we detected a 4-$`\sigma `$ SiO 2-1 line, localized on the position of the counter-jet. All these facts could indicate the presence of an interaction, although they do not constitute a clear proof thereof. Is there an association, or the two H ii regions are point-symmetric by chance? ## 3. Discussion and Conclusion There is a possibility that these two IRAS sources received energy from $`\text{GRS }1915+105`$ through shocks initiated by plasma clouds ejected by $`\text{GRS }1915+105`$ and colliding with H ii regions, creating the non-thermal jet seen in the South lobe. There is also a possibility that the relativistic ejecta have induced star formation, and this could have created the non-thermal jet as a Herbig-Haro-like feature. However, we consider this last possibility as unlikely because of the timescale of the different phenomena. The other possibility is that these two IRAS sources have nothing to do with $`\text{GRS }1915+105`$: the alignment could be a background coincidence. It is worthwhile to remember that there are two point-symmetric sources, and furthermore the IRAS fluxes and the molecular lines show that the two IRAS sources are in our Galaxy (RM98). This decreases the probability of a background coincidence. Although our observations spanned in a large range of wavelengths (C00), and there are some striking facts, we can not clearly prove any association between $`\text{GRS }1915+105`$ and the two IRAS sources. ## ACKNOWLEDGEMENTS S.C. acknowledges support from grant F/00-180/A from the Leverhulme Trust, and is grateful to C.A. Haswell for improving the language of the manuscript. ## REFERENCES Chaty, S., Rodríguez, L.F., Mirabel I.F. et al., 2000, A&A submitted Fender, R. et al., 1999, MNRAS, 304, 865 Mirabel I.F. and Rodríguez, L.F., 1994, Nat, 371, 46 Rodríguez, L.F. and Mirabel I.F., 1998, A&A, 340, L47
warning/0007/cond-mat0007470.html	ar5iv	text	# REFERENCES Large non-adiabatic hole polarons and matrix element effects in the angle-resolved photoemission spectroscopy of dielectric cuprates A.S. Moskvin, E.N. Kondrashov, V.I. Cherepanov Department of Theoretical Physics, Ural State University 620083, Ekaterinburg, Russia It has been made an extention of the conventional theory based on the assumption of the well isolated Zhang-Rice singlet to be a first electron-removal state in dielectric copper oxide. One assumes the photohole has been localised on either small (pseudo)Jahn-Teller polaron or large non-adiabatic polaron enclosed one or four to five $`CuO_4`$ centers, respectively, with active one-center valent $`(^1A_{1g}{}_{}{}^{1,3}E_{u}^{})`$ manifold. In the framework of the cluster model we have performed a model microscopic calculation of the $`𝐤`$-dependence of the matrix element effects and photon polarization effects for the angle-resolved photoemission in dielectric cuprate like $`Sr_2CuO_2Cl_2`$. We show that effects like the ”remnant Fermi surface” detected in ARPES experiment for $`Ca_2CuO_2Cl_2`$ may be, in fact, a reflection of the matrix element effects, not a reflection of the original band-structure Fermi surface, or the strong antiferromagnetic correlations. The measured dispersion-like features in the low-energy part of the ARPES spectra may be a manifestation of the complex momentum-dependent spectral line-shape of the large PJT polaron response, not the dispersion of the well-isolated Zhang-Rice singlet in antiferromagnetic matrix. Introduction Angle-resolved photoemission spectroscopy (ARPES) is considered to be a key experiment to elucidate a number of principal issues of electronic theory related to the unconventional properties of cuprates, manganites, nickellates, bismuthates, and other strongly correlated oxides. These are the quasiparticle dispersion, the Fermi surface, (pseudo)gap behaviour and other ones. Many researchers consider namely ARPES data to be a main evidence in favour of either model of electronic structure and energy spectrum. However, the current practice of ARPES activity in oxides does not justify these expectations. Up to now the ARPES measurements are treated as a rule in the framework of oversimplified ”three-stage” approach. The first ”experimental” one relates straightforwardly to measurements of the ($`E,𝐤`$)-dependencies of photocurrent intensity. Any problems here are related to a sample preparation, experimental setup, and attempts to avoid such external parasitic phenomena as a charging effect. The very ”dangerous” second ”experimental-theoretical” stage implies the preliminary treatment and often incorporates a ”hidden” interpretation based on a number of seemingly inviolable statements like: 1. ARPES data in a wide spectral range could be self-consistently described by the conventional band models. Electronic structure and energy spectrum near the Fermi level are formed by Landau quasiparticles with Fermi statistics which fill an energy band. 2. The peaks position for the photocurrent intensity links to the peaks in the quasiparticle spectral density. In other words, ARPES essentially measures the one-particle spectral function of the initial state. 3. Some authors go further and make use of the standard method which provides the information on the Fermi surface from ARPES data in the conventional band metals. First, one find the occupation probability, $`n(𝐤)`$, by integrating the ARPES spectral function $`A(𝐤,E)`$ over energy. Experimentally, one choses an energy window for integration, thus becoming the relative $`n(𝐤)`$. Then, the drop of the relative $`n(𝐤)`$ is used to determine the Fermi surface. In practice, one defines $`k_F`$ as the locus of points of maximum gradient of $`n_\stackrel{}{k}`$ or as the point of steepest descent in the relative $`n(𝐤)`$. Naturally, this method implies the simple metallic-like electronic structure, where the identification of a Fermi surface is convincing. In our opinion, this ”band-like” paradigm supported only by the simplest model like that of free electrons, turns out to be at least questionable in all points in the case of strongly correlated oxides. Firstly, an ability of band models, even modified like LDA+U , to yield a relevant description of electron spectra for strongly correlated oxides is merely a misleading, at present there are not convincing examples for such a description, in particular, for the lowest-lying occupied band, or the so-called first electron-removal states. The typical errors in locating the $`final`$ $`states`$ for $`ab`$ $`initio`$ band structures are generally expected to be of the order of a few eV’s (!). Large number of experimental data evidences in favour of unconventional ”non-Landau ” nature of quasiparticles and occurrence of unusual correlations in cuprates and other oxides. Traditional interpretation of ARPES data like a simple accordance between the photointensity peak position and the quasiparticle spectral density peak implies a full neglect of several factors each of which is capable to result in crucial reconsideration of the ARPES data: i) the matrix element effects, or the intensity dispersion; ii) surface effects; iii) effects of multiple scattering; iv) effects of finite lifetimes of the initial and final states; v) effects of coupling with phonons, spin excitations and other possible degrees of freedom; vi) effects of configurational interaction; vii) effects of electron inhomogeneity, for instance, in doped cuprates. For insulating samples it is difficult to escape the charging effects. Importance of matrix element effects and the ARPES intensity dispersion for different cuprates was underlined earlier , and a role played by configurational interaction was partially illustrated in Ref. for $`Sr_2CuO_2Cl_2`$. The hole polaron formation due to electron-phonon coupling and its manifestation in ARPES was demonstrated by Alexandrov and Dent for cuprates like Y123 and Y124. One should be noted that all the above mentioned citations relate to the nontraditional approach in ARPES. The third, purely theoretical stage implies a qualitative and quantitative description of the dispersion law and other quasiparticle properties obtained on the foregoing stage and to be considered as ”experimental data” (?!). Unfortunately, too often this stage looks like a formal fitting with either model theory, and with no critical inspection of experimental data. Here one might mention, for instance, numerous papers with theoretical treatment of ”experimental” ARPES data for $`Sr_2CuO_2Cl_2`$ in the framework of various extended $`tJ`$, $`tt^{}J`$, $`tt^{}t^{\prime \prime }J`$ models . Summarizing, we see this ”three-stage” approach could result in a natural doubts as to conclusions based on such an oversimplified interpretation. As a convenient demonstrative model system for ARPES in the insulating layered copper oxides one might be chosen oxychlorides $`Sr_2CuO_2Cl_2`$ and $`Ca_2CuO_2Cl_2`$, which are isostructural to famous 214 system $`La_2CuO_4`$. The oxychloride $`Sr_2CuO_2Cl_2`$ is one of the most popular model system for insulating phase of the high-$`T_c`$ cuprates and is intensively studied both experimentally and theoretically. In this tetragonal antiferromagnetic with nearly ideal $`CuO_2`$ planes there are chlorine atoms instead of apex oxygens with considerably larger $`CuCl_{apex}`$ separation (2.86Å) than that of $`CuO_{apex}`$ (2.42Å) in $`La_2CuO_4`$. Hence, in $`Sr_2CuO_2Cl_2`$ one appears a real opportunity to examine the $`CuO_2`$ plane states, both copper and oxygen, without ”parasitic” contribution of apex oxygens. At present there are a rather large number of experimental data for $`Sr_2CuO_2Cl_2`$ obtained with the help of optical spectroscopy , X-ray photoemission (XPS) , ultraviolet photoemission (UPS) , X-ray absorption spectroscopy (XAS) , electron energy loss spectroscopy (EELS) , angle-resolved photoemission spectroscopy . Similar experimental ARPES results were obtained recently by F. Ronning et al. for $`Ca_2CuO_2Cl_2`$ which is a full analog of $`Sr_2CuO_2Cl_2`$. The authors state: ”This is a measurement of the dispersion of a single hole in an antiferromagnetic background, a problem that has been heavily investigated theoretically”. It seems, this is a very strong and unambiguous statement, which oversimplifies the problem and does not account of many alternative scenarios. Moreover, the experimental data could hardly considered to be a reliable basis set for any decisive conclusions. Indeed, the spectral dependence of the photocurrent intensity shows a complex nature of the low-energy photo-hole states with a strong and dispersive contribution of the high-lying states. It is very important to emphasize that, while the ARPES spectra in various oxides displayed as the photointensity against $`E,𝐤`$ curves show the dispersion-like features (see, e.g. Fig.1, Ref., or Fig.3, Ref.), the ”dispersing” states which ”peak positions” are plotted are extremely broad, with width comparable to binding energy, and these simply cannot be thought of as quasiparticles. This general point is true at all $`𝐤`$’s. In addition, in the most part of the Brillouin zone there are no well-defined ARPES peaks at all. Moreover, the observed peak position may rather strongly depend on the energy resolution. The similar to $`Sr_2CuO_2Cl_2`$ experimental results were obtained by F. Ronning et al. for $`Ca_2CuO_2Cl_2`$. The improved spectral quality allows authors to reveal a steep drop in spectral intensity across a contour that is close to the Fermi surface predicted by the band calculation. They concluded that the Fermi surface, which is destroyed by the strong Coulomb interactions, left a remnant in this insulator with a volume and shape similar to what one expects if the strong electron correlation in this system is turned off. The lowest energy peak exhibits a dispersion with approximately the $`\|cosk_xacosk_ya\|`$ form along this remnant Fermi surface, in other words the strong correlation effect deforms this otherwise iso-energetic contour (the non-interacting Fermi surface) into the form that resembles the d-wave like pseudogap dispersion with a very high energy scale of 320 meV . The authors consider the d-wave like dispersion of the parent insulator to be the underlying reason for the pseudogap in the underdoped cuprates. They follow straightforwardly the simplest model approach to ARPES and electronic structure of the photo-hole, and do not consider either alternative approaches, albeit they mention some ”parasitic” effects of matrix elements and photon polarization, especially, if these effects hardly keep within their generic model. The approach is demonstrative for many papers on ARPES, in particular, addressing the Fermi surface problem. At present there are several papers with experimental ARPES data on $`Sr_2CuO_2Cl_2`$ and $`Ca_2CuO_2Cl_2`$ systems distinguished by different energy resolution from 25 $`meV`$ to 105-115 $`meV`$ , different photon energy from 10 $`eV`$ to 80 $`eV`$ , light polarization , and the measurement temperature. Despite the many common features there are some important departures. So, contrary to findings , the strong ”quasiparticle” dispersion was observed in $`Sr_2CuO_2Cl_2`$ for the $`(\pi ,0)`$ direction with strong and unusual dependence of the peak amplitude on the light polarization . Kim et al. performed the ARPES measurements in Sr-oxychloride at 150 K, well below the Néel temperature, and have confirmed that the spectrum in the $`(\pi ,\pi )`$ direction consists of a single relatively sharp peak near $`(\pi /2,\pi /2)`$. However, the spectra along $`(\pi ,0)`$ direction are very broad and consist of at least two peaks separated by about 0.4 $`eV`$. Just recently, using the ARPES spectra of $`Sr_2CuO_2Cl_2`$ as an example, the authors have experimentally demonstrated a significant impact of electron-photon matrix elements on both the relative spectral intensity and the shape of a low-energy feature in ARPES spectrum. Many experimental ARPES data and conclusions on $`Sr_2CuO_2Cl_2`$ known up to now were revised very recently in a detailed investigation by C. Dürr et al. . The authors observed the marked oscillating photon-energy dependence of the photoemission signal of the first electron-removal state, which was attributed to the diffraction of the photoelectron wave on the $`c`$-axis periodically arrayed $`CuO_2`$ planes. They found a strong polarization dependence in ARPES spectra along the high-symmetry directions, compatible with that expected for a Zhang-Rice singlet. The ratio between the coherent and incoherent spectral weight in ARPES spectra near the first electron-removal state appears to be photon-energy dependent. Among several mechanisms of this puzzling effect the authors mention the possible contribution of the low-lying electronic states other than the Zhang-Rice singlet. One of the remarkable spectral features clearly revealed in the ARPES measurements for both insulating cuprates is a significant low-energy spectral weight in the $`\mathrm{\Gamma }`$ (0,0) point that accordingly to symmetry of the electric-dipole matrix elements implies a significant weight of the purely oxygen odd $`e_u`$-symmetry photo-hole state. However, in the framework of traditional approach one prefers to take no notice of this feature. Our paper has not for an object the elaboration of the general theory of ARPES in the strongly correlated oxides. The authors would like to emphasize on the possibly simple but real examples an importance of some factors such as matrix element effects, formation of the hole non-adiabatic polaron, often to be disregarded in the framework of conventional approaches to interpretation of ARPES data in copper oxides. At the same time the paper could be considered as a first step in elaboration of an original theory of ARPES in the strongly correlated oxides. The paper is organised as follows. In Section I we present a brief summary of results of quantum chemical modelling the electronic structure and energy spectrum for the $`CuO_4^6`$ and $`CuO_4^5`$ centers with one and two holes, respectively. One considers the formation of small and large non-adiabatic polarons. It should be mentioned here that the concept of polarons led to the discovery of the copper oxide superconductors. Section II incorporates an analysis of the generic expression for the photoemission current intensity in the framework of the PJT polaronic approach. In Section III we present a model calculation of dipole matrix elements which describe a transition of a bound $`\gamma \mu `$ electron to unbound state. An illustrative modelling of the $`k`$-, and polarization dependence for the matrix element part of the ARPES intensity is given in Section IV. 1. Electronic structure of the hole state in cuprates. From small to large PJT polaron One of the peculiar properties of the doped cuprates is a cross-over from localized to itinerant electronic behaviour with an inhomogeneous distribution of electronic states which description in a wide range of compositions from a single-valent antiferromagnetic insulator to a mixed valent bad metal is a fundamental problem of the solid state physics. Unfortunately, at present there is no a general consensus concerning the nature of valent electron and hole states which form optical and electron (PES, XPS, EELS) spectra even in insulating cuprates like $`La_2CuO_4`$, $`YBa_2Cu_3O_6`$, $`Sr_2CuO_2Cl_2`$. It is becoming increasingly difficult to reconcile experimental results with the expectations of the simple band models and Fermi liquid theory. One of the firmly established facts relates the $`CuO_2`$ plane character of the valent states with the $`b_{1g}(d_{x2y2})`$ hole ground state for the $`CuO_4^6`$ center. Various spectroscopic methods link the low-energy excitations in the range $`E2`$ eV to the charge transfer $`O2pCu3d`$ within the $`CuO_2`$ plane. At a first glance, optical and electron spectra manifest both localised and delocalised, or band character of electronic states. Lack of reliable interpretation of optical and electron spectra in strongly correlated oxides appears to be a result of difficulties in theoretical description of strong covalency and strong intracenter and intercenter correlations. The parent cuprates such as $`CuO`$, $`Sr_2CuO_2Cl_2`$, $`La_2CuO_4`$, $`YBa_2Cu_3O_6`$ provide typical examples of systems with strong local correlations when dielectric antiferromagnetic ground state is mainly specified by potential energy of electron-electron coupling. Kinetic energy would prefer formation of half-filled band with typically metallic behavior. Occurrence of the dielectric antiferromagnetic phase of the parent cuprates itself and wide opportunities of the interacting $`CuO_4`$-centers model in explanation of many optical and electron spectra for various copper oxides could be considered to be a convincing evidence in favor of quasiparticle states localised predominantly on the $`CuO_4`$-clusters which do not obey conventional band model description. This is a common place as for $`Cu3dO2p`$-hybrid states, but purely oxygen non-bonding states are currently described as the band ones. Such a discrimination is partially based on a rather simplified relation between correlation and Slater electrostatic integrals like $`F_0(3d3d)>F_0(2p2p)`$, and typical, for instance, for the Anderson impurity model. However, correlation effects appear to be of particular importance for oxygen hole states which was pointed out by Hirsch et al. in their theory of ”anionic metal”. A simple model for localisation of the oxygen holes and some other puzzling consequences of conjectured multiplet structure for anionic background were considered recently . A strongly correlated behaviour of the $`O2p`$-holes to some extent gives them equal rights with $`3d`$-holes and leads to reconsideration of many conventional approaches and models which ignore strong $`O2p`$-correlations, for instance, the Anderson impurity model which considers purely oxygen states to be band-like. So, a quantum-chemical cluster approach appears to be more relevant for description of strongly correlated oxides as it allows to account for correlation effects both for cation and anion states by the most optimal manner. It seems, the parent copper oxides can be treated by a conventional quantum-chemical ligand-field theory, so a localized description can be considered to be a relevant starting point for modelling the electronic structure both in ground and excited states. First of all, the modelling implies a choice of the effective basis set of atomic orbitals, such as $`Cu3d`$\- and $`O2p`$-orbitals in the cuprates. Then we introduce the $`CuO_4`$ center being the minimal atomic cluster that posesses the relevant point symmetry $`D_{4h}`$ and incorporates the main $`Cu3dO2p`$ covalent bond. This center could be considered as an elementary building block to effectively model the electronic structure both in ground and excited states. Along with the symmetry and covalency the $`CuO_4`$ center allows to account for the electronic and vibronic correlations. 1.1. Electronic structure and energy spectrum for the $`CuO_4^6`$ and $`CuO_4^5`$ centers in cuprates Slightly distorted tetragonal $`CuO_4`$ center is the only common cell of crystalline and electronic structure in a wide variety of high-$`T_c`$ copper oxides and related parent systems. Restricted atomic basis of five $`Cu3d`$ and twelve $`O2p`$ atomic orbitals for the $`CuO_4`$ cluster with $`D_{4h}`$ symmetry yields seventeen symmetrised orbitals with $`a_{1g}`$, $`a_{2g}`$, $`b_{1g}`$, $`b_{2g}`$, $`e_g`$ (even - gerade) and $`a_{2u}`$, $`b_{2u}`$, $`e_u`$ (odd - ungerade) symmetry. The even $`Cu3d`$ orbitals with $`a_{1g}(3d_{z^2})`$, $`b_{1g}(3d_{x^2y^2})`$, $`b_{2g}(3d_{xy})`$, $`e_g(3d_{xz}`$, $`3d_{yz})`$ symmetry hybridize with even $`O2p`$ orbitals with the same symmetry thus forming the appropriate bonding $`\gamma ^b`$ and antibonding $`\gamma ^a`$ molecular orbitals. Among the odd orbitals only $`e_u(\sigma )`$ and $`e_u(\pi )`$ ones hybridize each other due to a strong $`O2pO2p`$ coupling to form bonding and antibonding purely oxygen molecular orbitals $`e_u^b`$ and $`e_u^a`$, respectively. Purely oxygen $`a_{2g},a_{2u},b_{2u}`$ orbitals are nonbonding. All the plane molecular orbitals could be subdivided to $`\sigma `$ ($`a_{1g},b_{1g},e_u(\sigma )`$) and $`\pi `$ ($`a_{2g},b_{2g},e_u(\pi )`$) ones, depending on the orientation of $`O2p`$ orbitals. Quantum-chemical cluster approach allows the optimal account for electrostatic correlations and description of a rather complex electronic structure of the two-hole $`CuO_4^5`$ center. Firstly, one should note an importance of configurational interaction, which could be rather simply illustrated by the model cluster calculation . Indeed, the wave function and energy of the ground state term $`{}_{}{}^{1}A_{1g}^{}`$ (Zhang-Rice singlet) exhibits an essential coupling for three configurations like $`b_{1g}b_{1g}`$: $$\|^1A_{1g}>=0.82\|(b_{1g}^b)^2>+0.55\|b_{1g}^ab_{1g}^b>0.16\|(b_{1g}^a)^2>.$$ If to consider the $`{}_{}{}^{1}A_{1g}^{}`$ singlet originating from the only $`(b_{1g}^b)^2`$ configuration and to represent its energy as follows $$E(^1A_{1g})=2\epsilon (b_{1g}^a)+U+\mathrm{\Delta }U,$$ with $`U`$ being the contribution of the hole-hole $`b_{1g}^bb_{1g}^b`$ interaction, and $`\mathrm{\Delta }U`$ that of configurational interaction, then $$U+\mathrm{\Delta }U=4.73.5=1.2(eV),$$ which value is puzzlingly small as compared with the bare value $`U_d=A+4B+3C10`$ eV for purely atomic $`d_{x^2y^2}^2`$ configuration. A concept of the well isolated Zhang-Rice singlet to be a ground state of the two-hole $`CuO_4^5`$ center, is a guideline of many popular model approaches . Namely with ZR singlet one associates the first electron-removal state and the lowest-lying features in ARPES spectra. At the same time, a number of experimental data and theoretical models evidence a more complicated structure of the valent multiplet for the two-hole $`CuO_4^5`$ center. A model of the valent $`{}_{}{}^{1}A_{1g}^{}{}_{}{}^{1}E_{u}^{}`$ multiplet, developed in Refs. , implies a quasi-degeneracy in the ground state of the two-hole $`CuO_4^5`$ center with two close in energy $`{}_{}{}^{1}A_{1g}^{}`$ and $`{}_{}{}^{1}E_{u}^{}`$ terms of $`b_{1g}^2`$ and $`b_{1g}e_u`$ configurations, respectively. In other words, one implies two near equivalent allocations for the additional hole, either to the $`Cu3dO2p`$ hybrid $`b_{1g}`$ state, or to purely oxygen $`e_u`$ state with peculiar $`Cu^{2+}Cu^{3+}`$ valence resonance (see Fig.1). Occurrence of the localized purely oxygen $`e_u`$ like states is provided, in particular, by the specific properties of the ”non-rigid” anionic $`O2p^6`$ background . The model approach under consideration is based both on microscopic quantum chemical study of the model copper-oxygen clusters and a large variety of experimental data. To the best of our knowledge one of the first quantitative conclusions on the competitive role of the hybrid copper-oxygen $`b_{1g}(d_{x^2y^2})`$ orbital and purely oxygen $`O2p_\pi `$ orbitals in formation of valent states near the Fermi level in the $`CuO_2`$ planes has been made by Jiro Tanaka et al. (see also more later publication ). In a sense, the valent $`(b_{1g}^2){}_{}{}^{1}A_{1g}^{}(b_{1g}e_u){}_{}{}^{1}E_{u}^{}`$ manifold for the hole $`CuO_4^5`$ center implies an unconventional state with $`Cu`$ valence resonating between $`Cu^{3+}`$ and $`Cu^{2+}`$, or ”ionic-covalent” bonding . In fact, the $`CuO_4`$ center with the valent $`(b_{1g}^2){}_{}{}^{1}A_{1g}^{}(b_{1g}e_u){}_{}{}^{1}E_{u}^{}`$ manifold represents a specific version of the ”correlation” polaron, introduced by Goodenough and Zhou . The model allows to consistently explain many puzzling properties both of insulating and superconducting cuprates: the mid-infrared (MIR) region absorption bands , the (pseudo)Jahn-Teller effect and related phenomena , the spin properties . The presence of small polarons in semiconducting copper oxides has been detected with photoinduced infrared absorption measurements, infrared spectroscopy, and X-ray absorption fine structure techniques. One of the most exciting experimental evidences in favour of the model with the valent $`{}_{}{}^{1}A_{1g}^{}{}_{}{}^{1}E_{u}^{}`$ multiplet is associated with observation in the doped cuprates of the MIR bands which polarisation features are compatible with those for $`{}_{}{}^{1}A_{1g}^{}{}_{}{}^{1}E_{u}^{}`$ intra-multiplet dipole transitions . The corresponding transition energies observed for various cuprates are of the order of a few tenths of eV, that exhibits a typical energy scale for the valent multiplet. The $`e_u`$ hole can be coupled with the $`b_{1g}`$ hole both antiferro- and ferromagnetically. This a rather simple consideration indicates clearly a neccessity to incorporate in valent multiplet both spin-singlet $`(b_{1g}e_u){}_{}{}^{1}E_{u}^{}`$ and spin-triplet $`(b_{1g}e_u){}_{}{}^{3}E_{u}^{}`$, which energy could be even lower due to ferromagnetic $`b_{1g}e_u`$ exchange. Indeed, the low-lying spin-triplet state for the two-hole $`CuO_4^5`$ center was revealed with the help of $`{}_{}{}^{63,65}Cu`$ NQR in $`La_2Cu_{0.5}Li_{0.5}O_4`$ with singlet-triplet separation $`\mathrm{\Delta }_{ST}=0.13`$ eV . Indirect manifestation of $`O2p\pi `$, or $`e_u`$ valent states were detected in Knight shift measurements by NMR for 123-YBaCuO system . In connection with the valent $`{}_{}{}^{1}A_{1g}^{}{}_{}{}^{1}E_{u}^{}`$ multiplet model for copper oxides one should note and comment the results of paper by Tjeng et al. , where the authors state that they ”are able to unravel the different spin states in the single-particle excitation spectrum of antiferromagnetic $`CuO`$ and show that the top of the valence band is of pure singlet character, which provides strong support for the existence and stability of Zhang-Rice singlets in high-$`T_c`$ cuprates”. However, in their photoemission work they made use of the $`Cu2p_{3/2}(L_3)`$ resonance condition that allows to detect unambiguously only copper photohole states, hence they cannot see the purely oxygen photohole $`e_u`$ states. It should be noted that the complicated $`{}_{}{}^{1}A_{1g}^{}{}_{}{}^{1,3}E_{u}^{}`$ structure of the valent multiplet for the two-hole $`CuO_4^5`$ center has to be revealed in the photoemission spectra, all the more that the odd $`{}_{}{}^{1,3}E_{u}^{}`$ terms play a principal role: namely these yield a nonzero contribution to ARPES for $`𝐤=0`$, or, in other words, at $`\mathrm{\Gamma }`$ point. In this connection one should note experimental measurements of the photoemission spectra in $`Sr_2CuO_2Cl_2`$ and $`Ca_2CuO_2Cl_2`$ . All these clearly detect a nonzero photocurrent intensity in the BZ center, thus supporting the $`{}_{}{}^{1}A_{1g}^{}{}_{}{}^{1,3}E_{u}^{}`$ structure of the ground state valent multiplet. 1.2. Effective vibronic Hamiltonian and small (pseudo)Jahn-Teller polaron The orbital near-degeneracy leads to strong electron-lattice (vibronic) effects. For $`(^1A_{1g},^1E_u)`$ valent multiplet in the $`CuO_4`$-center one has to consider the active $`Q_\gamma `$ nuclear displacement modes with $`\gamma =a_{1g}`$, $`b_{1g}`$, $`b_{2g}`$, $`e_u`$. Effective vibronic Hamiltonian $`\widehat{H}_{vibr}`$ is a sum of two contributions $$\widehat{H}_{vibr}=\widehat{H}_{EE}+\widehat{H}_{AE},$$ (1) that of vibronic coupling within the $`{}_{}{}^{1}E_{u}^{}`$ term, and as well the vibronic coupling of the $`{}_{}{}^{1}E_{u}^{}`$ and $`{}_{}{}^{1}A_{1g}^{}`$ terms, respectively. Vibronic Hamiltonian for isolated $`{}_{}{}^{1}E_{u}^{}`$ term is familiar for a so called $`Eb_1b_2`$ problem , and in terms of orbital operators $`\widehat{V}_\gamma `$ ($`\gamma =a_{1g},b_{1g},b_{2g},e_u`$) has a following form: $$\widehat{H}_{EE}=v_{b_{1g}}\widehat{V}_{b_{1g}}Q_{b_{1g}}+v_{b_{2g}}\widehat{V}_{b_{2g}}Q_{b_{2g}}$$ (2) with $`v_{b_{1g},b_{2g}}`$ being vibronic coupling parameters. Vibronic Hamiltonian $`\widehat{H}_{AE}`$ contains two terms $$\widehat{H}_{AE}=v_{a_{1g}}\widehat{V}_{a_{1g}}Q_{a_{1g}}+\underset{e_u}{}v_e(\stackrel{}{Q}_{e_u}^i\widehat{\stackrel{}{V}}_{e_u}).$$ (3) The first provides the connection between the $`AE`$ separation and symmetrical $`Q_{a_{1g}}`$ mode, while the second describes a linear vibronic coupling of the $`{}_{}{}^{1}E_{u}^{}`$ and $`{}_{}{}^{1}A_{1g}^{}`$ terms due to the active odd $`Q_{e_u^x},Q_{e_u^y}`$ modes. One should note that for the $`CuO_4`$ center one exists three types of the $`e_u`$ modes. Vibronic Hamiltonian $`\widehat{H}_{vib}`$ has to be added by elastic energy $`\widehat{U}_Q`$ for the $`CuO_4`$ center $$\widehat{U}(Q)=\underset{i}{}\frac{\omega _i^2Q_i^2}{2},$$ (4) where summing runs over all normal displacements modes. A rather complete examination of the (pseudo)Jahn-Teller $`(^1A_{1g},^1E_u)`$-$`a_{1g}`$-$`b_{1g}`$-$`b_{2g}`$-$`e_u`$ problem was carried out in Ref. . Depending on the relation between vibronic and elastic parameters one finds to be three situations: 1. Weak vibronic coupling when $`\widehat{H}_{vib}`$ results only in a rather small renormalization of bare elastic constants. 2. The Jahn-Teller effect for the $`E_u`$ term ($`Eb_1b_2`$ problem) with emergence of two-well adiabatic potential for the rhombic modes with either $`b_{1g}`$, or $`b_{2g}`$ symmetry. 3. Strong pseudo-Jahn-Teller effect with vibronic mixing of $`(^1A_{1g}`$ and $`{}_{}{}^{1}E_{u}^{})`$ terms and emergence of four-well adiabatic potential. In practice one might observe various manifestations of the (pseudo)Jahn-Teller effect including the conventional static or dynamic effect, local structural instability, including the dipole one, spontaneous and induced local structural phase transitions with reconstruction of the multi-well adiabatic potential. The presence of the PJT centers, or small PJT polarons in semiconducting copper oxides has been detected, in particular, with photoinduced infrared absorption measurements, infrared spectroscopy, and X-ray absorption fine structure techniques. The photoinduced infrared absorption measurements on a number of insulating copper oxides have unambiguously revealed the formation of a localized electronic state accompanied by a localized structural distortion. These two aspects of the data have demonstrated the self-localized polaronic nature of the photo-injected carriers with a complex optical response spreading on a rather wide spectral range $`0.1÷1.0`$ eV. 1.3. Large non-adiabatic hole polarons in the $`CuO_2`$ layers of cuprates Non-zero hole transfer together with strong intercenter coupling due to the common oxygen favours the transformation of the small PJT polaron into a large non-adiabatic PJT polaron. Stabilization of a large polaron causes the hole to be shared over several $`CuO_4`$ centers that could result in an optimal relaxation of the elastic energy and vibronic coupling all over the polaron volume. A model of large non-adiabatic hole polarons for the doped copper oxides was proposed by Bersuker and Goodenough . The large polaron could contain a hole cloud distributed over a significant number of the $`CuO_4`$ centers. So, the authors considered polarons containing 5 to 6 $`CuO_4`$ centers. One of the model approaches capable to effectively describe such a polaron implies an extention of the conventional PJT problem with choice of a set of the symmetrized quasimolecular orbitals constructed from the valent hole states localized on the $`CuO_4`$ clusters involved in the PJT polaron (similar to the known LCAO-method), and a set of symmetrized displacements for the corresponding copper and oxygen atoms. The symmetrized quasimolecular orbitals can be build as linear combinations of the valent hole molecular orbitals $`\psi _{\gamma \mu }(𝐫)`$ for the $`CuO_4`$ cluster $$\mathrm{\Psi }_{\mathrm{\Gamma }M}^{(\gamma \mu )}(𝐑)=\underset{𝐫}{}C_{\gamma \mu }^{\mathrm{\Gamma }M}(𝐑+𝐫)\psi _{\gamma \mu }(𝐑+𝐫)\psi _0(𝐑+𝐫),$$ (5) where $`\psi _0(𝐫)`$ is ground state wave function of the $`CuO_4^6`$ cluster, $`\mathrm{\Gamma }M,\gamma \mu `$ are irreducible representations of the point symmetry group, $`C_{\gamma \mu }^{\mathrm{\Gamma }M}`$ are the symmetry coefficients, $`𝐑`$ is a radius-vector of the polaronic center of symmetry, and the sum runs over all the $`CuO_4`$ centers inside large polaron. For illustration we present the symmetrized quasimolecular orbitals for the large polaron containing 5 $`CuO_4`$ centers (see Fig.2) with valent $`b_{1g}`$ orbital: $$\mathrm{\Psi }_{A_{1g}}^{(b_{1g})}=\chi (\mathrm{𝟎}),\mathrm{\Psi }_{A_{1g}^{^{}}}^{(b_{1g})}=\frac{1}{2}\{\chi (𝐱)+\chi (𝐱)+\chi (𝐲)+\chi (𝐲)\},$$ $$\mathrm{\Psi }_{B_{1g}}^{(b_{1g})}=\frac{1}{2}\{\chi (𝐱)+\chi (𝐱)\chi (𝐲)\chi (𝐲)\},$$ $$\mathrm{\Psi }_{E_{u1}}^{(b_{1g})}=\frac{1}{2}\{\chi (𝐱)\chi (𝐱)+\chi (𝐲)\chi (𝐲)\},$$ $$\mathrm{\Psi }_{E_{u2}}^{(b_{1g})}=\frac{1}{2}\{\chi (𝐱)+\chi (𝐱)+\chi (𝐲)\chi (𝐲)\},$$ where $`\|\chi =\|\psi _{b_{1g}}\psi _{b_{1g}}\|\psi _0\psi _0`$ is the Zhang-Rice singlet wave function. Thus, we obtain a polaronic $`A_1^1A_1^2B_1E`$ manifold generated by the $`b_{1g}`$-state of the $`CuO_4`$ centers. This manifold incorporates two quasimolecular orbitals with $`s`$-symmetry, one with $`d_{x2y2}`$-symmetry, and doublet with $`p_{x,y}`$-symmetry. The account for the hole transfer results in a bare splitting within the manifold. The orbital states with the same symmetry will mix forming the superpositions $$\mathrm{\Phi }_{\mathrm{\Gamma }M}(𝐑)=\underset{\gamma \mu }{}\underset{𝐫}{}A_{\mathrm{\Gamma }M}^{(\gamma \mu )}C_{\gamma \mu }^{\mathrm{\Gamma }M}(𝐑+𝐫)\psi _{\gamma \mu }(𝐑+𝐫)\psi _0(𝐑+𝐫).$$ (6) One should note a specific bare quasimolecular orbitals for the $`N`$-center ”molecule” generated by local current states like $`e_{u\pm }(e_{ux}\pm ie_{uy})`$. These manifest the $`N`$-fold pattern of microscopic circulating currents resulting both in a state with nonzero magnetic moment and in a state with zero magnetic moment. In the latter case the time-reversal symmetry as well as rotational symmetry is broken but the product of the two is conserved. For many applications in scattering problems it is useful to introduce the form-factors $$f_{\mathrm{\Gamma }M}^{(\gamma \mu )}(𝐤)=\underset{𝐫}{}A_{\mathrm{\Gamma }M}^{(\gamma \mu )}C_{\gamma \mu }^{\mathrm{\Gamma }M}(𝐫)e^{i\mathrm{𝐤𝐫}}$$ (7) to describe the spatial distribution of the hole density inside a large polaron. Some form-factors for $`N=4`$ large polaron (see Fig.2) are $$f_{B_{1g}}^{(b_{1g})}(𝐤)=2\mathrm{cos}(\frac{ak_x}{2})\mathrm{cos}(\frac{ak_y}{2}),$$ $$f_{B_{1g}}^{(e_ux)}(𝐤)=i\sqrt{2}\mathrm{sin}(\frac{ak_x}{2})\mathrm{cos}(\frac{ak_y}{2}),f_{B_{1g}}^{(e_uy)}(𝐤)=i\sqrt{2}\mathrm{cos}(\frac{ak_x}{2})\mathrm{sin}(\frac{ak_y}{2}),$$ $$f_{E_ux}^{(b_{1g})}(𝐤)=2i\mathrm{sin}(\frac{ak_x}{2})\mathrm{cos}(\frac{ak_y}{2}),f_{E_uy}^{(b_{1g})}(𝐤)=2i\sqrt{2}\mathrm{cos}(\frac{ak_x}{2})\mathrm{sin}(\frac{ak_y}{2}),$$ $$f_{E_ux}^{e_ux}(𝐤)=f_{E_uy}^{e_uy}(𝐤)=2\mathrm{cos}(\frac{ak_x}{2})\mathrm{cos}(\frac{ak_y}{2}),f_{E_ux}^{e_uy}(𝐤)=f_{E_ux}^{e_uy}(𝐤)=0.$$ A set of the symmetrized quasimolecular orbitals $`\mathrm{\Phi }_{\mathrm{\Gamma }M}`$ and symmetrized displacements $`Q_{\mathrm{\Gamma }M}`$ for the copper and oxygen atoms inside large polaron form a basis for a rather standard, albeit complicated, vibronic PJT problem which solution gives an energy spectrum and appropriate wave functions $`\mathrm{\Psi }_{\alpha \mathrm{\Gamma }n}`$ describing strongly correlated vibronic nature of the polaronic states. Here, $`\alpha \mathrm{\Gamma }n`$ represent a set of quantum numbers which define a vibronic state. It should be noted, that only given the extremely simplifying assumptions this function could be written in a familiar Born-Oppenheimer form like $`\mathrm{\Psi }_{\alpha \mathrm{\Gamma }n}=\mathrm{\Phi }_{\mathrm{\Gamma }M}\chi _{\alpha \mathrm{\Gamma }n}(Q)`$, where $`\chi _{\alpha \mathrm{\Gamma }n}(Q)`$ is a vibrational function. In a wide sense, excitation spectrum of the large PJT polaron involves a whole vibronic spectrum originated from quasimolecular $`(\gamma )\mathrm{\Gamma }`$ multiplet. It should be noted that the symmetry classification of polaronic hole states allows to elucidate some similarities with atomic system and partial waves; one might say about $`s,p,d,\mathrm{}`$ like hole states. One should note an occurrence of the time-reversal symmetry breaking current states for the large PJT polaron. In addition, we must emphasize one more the specific role of the near-degeneracy for the valent manifold, and probable PJT effect, for the individual $`CuO_4`$ center in formation of a large non-adiabatic polaron. Finally, large PJT-polaron in the lattice could be represented as a system of the $`CuO_4`$ centers with a set of metastable states $`\mathrm{\Psi }_{\alpha \mathrm{\Gamma }n}`$ specified by a binding energy and a life-time. Its nature implies strong charge fluctuations, so, it seems rather difficult to confine such a polaron within a single $`CuO_2`$ layer. In other words, the large PJT polaronic nature of photo-hole implies its $`3D`$ structure with finite dimension, or correlation length, in the $`c`$-direction. Three-dimensional structure of the large PJT polaron could result in a rather strong $`k_{}`$, and consequently, photon-energy dependence of the ARPES intensity. Nevertheless, below we restrict ourselves, for simplicity, with the planar PJT polarons. In practice, for real systems the polaron will effectively couple with all the phonon modes which are active in the PJT effect . In other words, a large non-adiabatic PJT polaron may be considered as a bounded state of the large PJT-center and phonons. Coupling with phonons and spin system will result in an effective enlargement of polaron. The simplest way to account for this effect implies the introducing of a momentum-dependent cut-off factor to a polaronic form-factor. In addition, the phonon system will determine the relaxation dynamics of polaron states, and gives rise an effective dispersion to the hole spectral function. It should be noted that the quasiparticle behavior of polaron implies, as a rule, a single rather strongly bounded long-lived term. For this one can introduce an effective Hamiltonian which should include polaronic transport and coupling to phonon and spin lattice modes thus providing the coherent and incoherent part of the quasiparticle spectral function. It should be noted that the effective quasiparticle Hamiltonian could be look like as familiar Hubbard, or $`tJ`$ Hamiltonian. The remaining short-lived polaronic states will give rise to a rather wide structureless and dispersionless background in spectral region of valent manifold. Above we have considered the large lattice polaron and ignored the role of the antiferromagnetic background and appropriate spin fluctuations. Many authors have considered the formation of magnetic (spin) polarons , moreover the assumption of spin-polaronic nature of the photo-hole, described in the framework of the extended $`tJ`$ model is one of the most popular approaches to the interpretation of ARPES data in cuprates. So-called electron-hole asymmetric small polarons were introduced by J.E. Hirsch . In general, the polarons must be of complex spin-lattice hybrid type with a complicated spatial distribution of the electron and spin densities, and local structure distortions. 2. Expression for photointensity Below we consider an expression for intensity of the photoemission with creation of immobile hole PJT polaron. An effective Hamiltonian for interaction with the electromagnetic field of frequency $`\omega `$ and polarisation $`𝐞`$ could be written within a polaronic manifold as follows $$\widehat{H}_{int}=\underset{\mathrm{\Gamma }M}{}\underset{𝐤}{}_{\mathrm{\Gamma }M}(𝐤,𝐞)\widehat{c}_{𝐤\sigma }^{}\widehat{h}_{\mathrm{\Gamma }M\sigma }^{}+H.c.,$$ (8) where $`𝐤`$ is a momentum of the final state of the photoelectron registered by the detector, $`\widehat{c}_{𝐤\sigma }^{}`$ and $`\widehat{h}_{\mathrm{\Gamma }M\sigma }^{}`$ are creation operators for photoelectron and photohole, respectively. The matrix element is given by $$_{\mathrm{\Gamma }M}(𝐤,𝐞)=\psi _𝐤(𝐫)\mathrm{\Psi }_{\mathrm{\Gamma }M}^{(N1)}\|\widehat{H}_{eR}\|\mathrm{\Psi }_g^{(N)},$$ (9) where $$\widehat{H}_{eR}=\frac{e\mathrm{}}{2mc}(𝐩𝐀+𝐀𝐩)$$ is the interaction Hamiltonian with the electron momentum operator $`𝐩`$ and the vector potential $`𝐀`$ of the photon field; $`\mathrm{\Psi }_g^{(N)}`$ is the wave function for the ground state; $`\mathrm{\Psi }_{\mathrm{\Gamma }M}^{(N1)}`$ is the wave function for a $`\mathrm{\Gamma }M`$ state with one removed electron (one additional hole); $`\psi _𝐤(𝐫)`$ is the photoelectron wave function. It should be noted that expression (9) already implies a number of noticeable simplifications. Modelling the photoelectron wave function by a plane wave, we rewrite the expression for the matrix element (9) as follows $$_{\mathrm{\Gamma }M}(𝐤,𝐞)=\underset{\gamma \mu }{}f_{\mathrm{\Gamma }M}^{(\gamma \mu )}(𝐤)M_{\gamma \mu }(𝐤,𝐞),$$ (10) where in the dipole approximation $$M_{\gamma \mu }(𝐤,𝐞)=\psi _{\gamma \mu }(𝐫)\|(𝐞𝐫)\|e^{i\mathrm{𝐤𝐫}}.$$ (11) Finally, the expression for the photoemission intensity may be transformed into $$I(𝐤,\omega ,𝐞)\underset{\mathrm{\Gamma }_1M_1;\mathrm{\Gamma }_2M_2}{}_{\mathrm{\Gamma }_1M_1}^{}(𝐤,𝐞)_{\mathrm{\Gamma }_2M_2}(𝐤,𝐞)A_{\mathrm{\Gamma }_1M_1;\mathrm{\Gamma }_2M_2}(\omega ),$$ (12) where the ground $`\|g`$ and excited $`\|e`$ states are the nonperturbed electron-vibrational states for the N-center cluster and vibronic ones for the hole PJT polaron, respectively. Emission spectral functions have a quite standard form $$A_{\mathrm{\Gamma }_1M_1;\mathrm{\Gamma }_2M_2}(\omega )=\frac{1}{2}\underset{\sigma ,e,g}{}e^{\beta E_g}e\|\widehat{h}_{\mathrm{\Gamma }_1M_1\sigma }^{}\|gg\|\widehat{h}_{\mathrm{\Gamma }_2M_2\sigma }\|e\delta (\omega +E_eE_g)=$$ $$\frac{1}{2}\underset{\sigma }{}𝑑te^{i\omega t}\widehat{h}_{\mathrm{\Gamma }_1M_1\sigma }^{}(t)\widehat{h}_{\mathrm{\Gamma }_2M_2\sigma }(0).$$ (13) Spectral functions contain a complete information about complex vibronic structure of the PJT polaron, and describe both the partial $`\mathrm{\Gamma }`$-contributions at $`\mathrm{\Gamma }_1=\mathrm{\Gamma }_2`$ and interference effects for different states with the same symmetry. These obey the sum rules $$\frac{d\omega }{2\pi }A_{\mathrm{\Gamma }_1M_1;\mathrm{\Gamma }_2M_2}(\omega )=n_{\mathrm{\Gamma }_1M_1}\delta _{\mathrm{\Gamma }_1M_1;\mathrm{\Gamma }_2M_2}.$$ (14) Despite the extremely rough simplifying approximations Exp.(12) displays very complex multi-level structure for photo-intensity with nontrivial polarization and $`𝐤,\omega `$ dependence. Calculation of spectral functions $`A_{\mathrm{\Gamma }_1M_1;\mathrm{\Gamma }_2M_2}(\omega )`$ for the large PJT polaron represents an extremely complex problem even at very strong simplifications . For illustration, one might refer to a similar problem with spectral function which describes the line-shape of the optical $`AE`$ transition between the orbital singlet and orbital JT doublet . It should be noted, that, in a sense, the non-diagonal spectral functions $`A_{\mathrm{\Gamma }_1M_1;\mathrm{\Gamma }_2M_2}(\omega )`$ describe the spectral weight transfer between $`\mathrm{\Gamma }_1`$ and $`\mathrm{\Gamma }_2`$ bands. In a whole, the PJT polaronic nature of the photo-hole provides a $`𝐤`$-dependent ARPES spectral line-shape, in particular, with dispersive peak position. 3. One-electron matrix element 3.1. Copper contribution The copper atomic orbital with symmetry $`\gamma \mu `$ can be represented in the form $$d_{\gamma \mu }(𝐫)=R_{3d}(r)\underset{m}{}\alpha _{2m}(\gamma \mu )Y_{2m}(𝐫),$$ where $`\alpha _{2m}(\gamma \mu )`$ are coefficients specified by the symmetry requirements, $`R_{3d}(r)`$ radial wave function, which we assume to be of simple Slater form $$R_{3d}(r)=\frac{2}{81}\sqrt{\frac{2}{15}}\frac{r^2}{a_d^3\sqrt{a_d}}exp\{\frac{r}{3a_d}\}.$$ Inserting these expressions to (11) and making use the familiar expansion for the plane wave $$e^{i\mathrm{𝐤𝐫}}=4\pi \underset{L=0}{\overset{\mathrm{}}{}}\underset{M=L}{\overset{L}{}}i^Lj_L(kr)Y_{LM}^{}(𝐤)Y_{LM}(𝐫)$$ (15) we rewrite (11) as follows $$M_{\gamma \mu }^{(Cu)}(𝐤,𝐞)=d_{\gamma \mu }(𝐫)\|(𝐞𝐫)\|e^{i\mathrm{𝐤𝐫}}=$$ $$\frac{4\pi i}{\sqrt{5}}\{\sqrt{2}D_1(k)K_1^{(\gamma \mu )}(𝐞,𝐤)+\sqrt{3}D_3(k)K_3^{(\gamma \mu )}(𝐞,𝐤)\},$$ (16) where we denote $$D_1(k)=R_{3d}(r)\|r\|j_1(kr)=864\sqrt{\frac{6}{5}}\frac{a_d^3\sqrt{a_d}k(527a_d^2k^2)}{(1+9a_d^2k^2)^5},$$ $$D_3(k)=R_{3d}(r)\|r\|j_3(kr)=62208\sqrt{\frac{6}{5}}\frac{a_d^5\sqrt{a_d}k^3}{(1+9a_d^2k^2)^5},$$ $$K_L^{(\gamma \mu )}(𝐞,𝐤)=\left[Y^L\times e^1\right]^{2\gamma \mu }=\underset{M,q,m}{}(1)^qe_qC_{LM1q}^{2m}Y_{LM}^{}(𝐤)\alpha _{2m}^{}(\gamma \mu ).$$ Here $`C_{LM1q}^{2m}`$ are the Clebsch-Gordan coefficients. The photoelectron energy dependence of quantities $`D_1(k)`$ and $`D_3(k)`$ given the $`Cu3d`$ radial parameter $`a_d=0.35`$ Å is shown in Fig.3. 3.2. Oxygen contribution The oxygen molecular orbital can be represented as a linear combination of atomic $`O2p`$ functions centered at appropriate oxygen positions $$p_{\gamma \mu }(𝐫)=\underset{𝐭m}{}C_m^{\gamma \mu }(𝐭)R_{2p}(\|𝐫𝐭\|)Y_{1m}(𝐫𝐭),$$ (17) where $`C_m^{\gamma \mu }(𝐭)`$ are coefficients specified by the symmetry requirements, $`R_{2p}(r)`$ radial wave function. Inserting (17) to (11) and making substitution $`𝐫^{}=𝐫𝐭`$, we reduce (11) to $`M(𝐤,𝐞)`$ $`=`$ $`{\displaystyle \underset{𝐭m}{}}C_m^{}(𝐭)(𝐞𝐭)e^{i\mathrm{𝐤𝐭}}R_{2p}(𝐫^{})Y_{1m}(𝐫^{})\|e^{i\mathrm{𝐤𝐫}^{}}`$ (18) $`+`$ $`{\displaystyle \underset{𝐭m}{}}C_m^{}(𝐭)e^{i\mathrm{𝐤𝐭}}R_{2p}(r^{})Y_{1m}(𝐫^{})\|(𝐞𝐫^{})\|e^{i\mathrm{𝐤𝐫}^{}}.`$ (19) For convenience, one introduces two vectors with cyclic components $$G_m(𝐤,𝐞)=\underset{𝐭}{}C_m^{}(𝐭)(𝐞𝐭)e^{i\mathrm{𝐤𝐭}},Z_m(𝐤)=\underset{𝐭}{}C_m^{}(𝐭)e^{i\mathrm{𝐤𝐭}}.$$ (20) Then Exp.(19) could be rewritten in a more compact form $$M(𝐤,𝐞)=\underset{m}{}G_m(𝐤,𝐞)R_{2p}(r)Y_{1m}(𝐫)\|e^{i\mathrm{𝐤𝐫}}+$$ $$\underset{m}{}Z_m(𝐤)R_{2p}(r)Y_{1m}(𝐫)\|(𝐞𝐫)\|e^{i\mathrm{𝐤𝐫}}.$$ (21) Making use the familiar expansion (15) for the plane wave we rewrite (21) as follows $$M_{\gamma \mu }^{(O)}(𝐤,𝐞)=2\sqrt{3\pi }iB(k)(𝐆_{\gamma \mu }𝐤)/k+$$ $$\sqrt{\frac{4\pi }{3}}\{A_0(k)(𝐙_{\gamma \mu }𝐞)A_2(k)\frac{3(𝐞𝐤)(𝐙_{\gamma \mu }𝐤)k^2(𝐙_{\gamma \mu }𝐞)}{k^2}\}$$ (22) where we add the $`\gamma \mu `$ indexes label for the molecular orbital under consideration. Rather simple analytical expressions for the radial integrals $`A_{0,2},B`$ in (22) could be obtained if to make use the simplest Slater $`O2p`$ radial wave function $$R_{2p}(r)=\frac{1}{2\sqrt{6}}\frac{1}{\sqrt{a_p^3}}\frac{r}{a_p}exp\{\frac{r}{2a_p}\}.$$ (23) Then $$B(k)=R_{2p}(r)\|j_1(kr)=\frac{64\sqrt{6}a_p^2\sqrt{a_p}k}{3(1+4a_p^2k^2)^3},$$ $$A_0(k)=R_{2p}(r)\|r\|j_0(kr)=\frac{64\sqrt{6}a_p^2\sqrt{a_p}(14a_p^2k^2)}{(1+4a_p^2k^2)^4},$$ $$A_2(k)=R_{2p}(r)\|r\|j_2(k\rho )=\frac{512\sqrt{6}a_p^4\sqrt{a_p}k^2}{(1+4a_p^2k^2)^4}.$$ The photoelectron energy dependence of quantities $`B(k)`$, $`A_0(k)`$ and $`A_2(k)`$ given the $`O2p`$ radial parameter $`a_p=0.52`$ Å is shown in Fig.4. 3.3. Expression for $`M_{b_{1g}}(𝐤,𝐞)`$ Below we consider in detail the matrix element which specifies the contribution of the electron-removal process from the $`b_{1g}`$ orbital to form the Zhang-Rice singlet. For $`\gamma \mu =b_{1g}`$ at rather large photon energy $`E_{ph}>20`$ $`eV`$, but small binding energy $`E<1÷2`$ $`eV`$) $$M_{b_{1g}}^{(Cu)}(𝐤,𝐞)=2i\sqrt{\frac{3\pi }{5}}\{D_1(k)+\frac{7}{2}D_3(k)\}(e_x\kappa _xe_y\kappa _y),$$ (24) where $`\kappa _\alpha =k_\alpha /k`$, $`\alpha =x,y,z`$. Making use the numerical values for the coefficients $`C_m^{(b_{1g})}(𝐭)`$ from Table 1 one might obtain $`M_{b_{1g}}^{(O)}(𝐤,𝐞)=i\sqrt{{\displaystyle \frac{\pi }{3}}}\{3aB(k)[\kappa _xe_x\mathrm{cos}({\displaystyle \frac{ak_x}{2}})\kappa _ye_y\mathrm{cos}({\displaystyle \frac{ak_y}{2}})]`$ (25) $`2[A_0(k)+A_2(k)][e_x\mathrm{sin}({\displaystyle \frac{ak_x}{2}})e_y\mathrm{sin}({\displaystyle \frac{ak_y}{2}})]+`$ (26) $`6A_2(k)[e_x\kappa _x+e_y\kappa _y][\kappa _x\mathrm{sin}({\displaystyle \frac{ak_x}{2}})\kappa _y\mathrm{sin}({\displaystyle \frac{ak_y}{2}})]\}.`$ (27) It should be emphasized that the photocurrent intensity at the BZ center in the case of the even $`b_{1g}`$ orbital as well as for any other even $`\gamma `$ orbital turns to zero. The bonding one-electron molecular $`b_{1g}`$ orbital can be written as follows $$\mathrm{\Psi }_{b_{1g}}(𝐫)=d_{b_{1g}}(𝐫)\mathrm{sin}\theta _{b_{1g}}+p_{b_{1g}}(𝐫)\mathrm{cos}\theta _{b_{1g}},$$ where $`\theta _{b_{1g}}`$ is an angular covalent mixing parameter. Then the photocurrent intensity will be proportional to $$\|\mathrm{\Psi }_{b_{1g}}(𝐤)\|(𝐞𝐫)\|e^{i\mathrm{𝐤𝐫}}\|^2=\|M_{b_{1g}}^{(Cu)}\|^2\mathrm{sin}^2\theta _{b_{1g}}+$$ $$\|M_{b_{1g}}^{(O)}\|^2\mathrm{cos}^2\theta _{b_{1g}}+\mathrm{sin}\theta _{b_{1g}}\mathrm{cos}\theta _{b_{1g}}\{(M_{b_{1g}}^{(Cu)})^{}M_{b_{1g}}^{(O)}+M_{b_{1g}}^{(Cu)}(M_{b_{1g}}^{(O)})^{}\}.$$ (28) 3.4. Expression for $`M_{e_u}(𝐤,𝐞)`$ As it was mentioned above, the oxygen $`e_u`$ states one might subdivide to $`\sigma `$ and $`\pi `$ orbitals. Due to a strong $`O2pO2p`$ coupling they hybridize to form bonding and antibonding molecular $`e_u`$ orbitals . The bonding one-electron molecular $`e_u`$ orbital can be written as follows $$\mathrm{\Psi }_{e_u\mu }(𝐫)=p_{e_u\mu }^{(\pi )}(𝐫)\mathrm{sin}\theta _{e_u}+p_{e_u\mu }^{(\sigma )}(𝐫)\mathrm{cos}\theta _{e_u},\mu =x,y,$$ where $`\theta _{e_u}`$ is a covalent mixing parameter. Then the photocurrent intensity will be proportional to $$\underset{\mu }{}\|\mathrm{\Psi }_{e_u\mu }(𝐫)\|(𝐞𝐫)\|e^{i\mathrm{𝐤𝐫}}\|^2=\underset{\mu }{}\|M_\mu ^{(\pi )}\|^2\mathrm{sin}^2\theta _{e_u}+$$ $$\underset{\mu }{}\|M_\mu ^{(\sigma )}\|^2\mathrm{cos}^2\theta _{e_u}+\mathrm{sin}2\theta _{e_u}\underset{\mu }{}M_\mu ^{(\pi )}M_\mu ^{(\sigma )}.$$ (29) Making use of the coefficients from Table 1 one might obtain general expressions for matrix elements in the case of $`\sigma `$ states $`\gamma \mu =e_ux`$ or $`\gamma \mu =e_uy`$: $$M_\mu ^{(\sigma )}(𝐤,𝐞)=\sqrt{6\pi }aB(k)e_\mu \kappa _\mu \mathrm{sin}(\frac{ak_\mu }{2})+$$ $$\sqrt{\frac{8\pi }{3}}\{(A_0(k)+A_2(k))e_\mu 3A_2(k)\kappa _\mu (𝐞\kappa )\}\mathrm{cos}(\frac{ak_\mu }{2})$$ $$(\mu =x,y).$$ (30) Similarly, one might obtain general expressions for matrix elements in the case of $`\pi `$ states $`\gamma \mu =e_ux`$ and $`\gamma \mu =e_uy`$: $$M_x^{(\pi )}(𝐤,𝐞)=\sqrt{6\pi }aB(k)e_y\kappa _x\mathrm{sin}(\frac{ak_y}{2})+$$ $$\sqrt{\frac{8\pi }{3}}\{(A_0(k)+A_2(k))e_x3A_2(k)\kappa _x(𝐞\kappa )\}\mathrm{cos}(\frac{ak_y}{2}),$$ $$M_y^{(\pi )}(𝐤,𝐞)=\sqrt{6\pi }aB(k)e_x\kappa _y\mathrm{sin}(\frac{ak_x}{2})+$$ $$\sqrt{\frac{8\pi }{3}}\{(A_0(k)+A_2(k))e_y3A_2(k)\kappa _y(𝐞\kappa )\}\mathrm{cos}(\frac{ak_x}{2}).$$ (31) 4. Modelling the polaronic matrix element effects in ARPES spectroscopy Orbital $`b_{1g}e_u`$ quasidegeneracy and polaronic nature of the photohole results in a complicated structure of the energy and momentum dependence of the photointensity. Below, we would like to present some examples of the straightforward model calculations of the matrix elements effects in ARPES. First of all we should address to the $`𝐤`$-dependence of the single $`CuO_4`$ center contribution, the polaron form-factor effects, the photon polarization effects, and interference effects, caused by $`b_{1g}e_u`$ quasidegeneracy. 4.1. Matrix element effects for isolated $`CuO_4`$ center The Figure 5 shows the contour-plots (the darker the color, the bigger the photointensity) for the quantities $`\|M_{\gamma \mu }(𝐤)\|^2`$ which describe a partial one-center form-factor contribution to the photo-current intensity. The $`𝐤`$-dependence of the polarization averaged $`\overline{\|\mathrm{\Psi }_{b_{1g}}(𝐫)\|(𝐞𝐫)\|e^{i\mathrm{𝐤𝐫}}\|^2}`$ for $`\theta _{b_{1g}}=0.33\pi `$ is shown in Fig.5a. Simply speaking, this is a contribution of the conventional model Zhang-Rice singlet. From left to right here we present the purely $`Cu3d`$, purely $`O2p`$, and the total contributions, respectively. One should note the complex $`𝐤`$-dependence of the oxygen contribution as compared with the copper one. The $`𝐤`$-dependence of the polarization and orbitally averaged $`\overline{_\mu \|\mathrm{\Psi }_{e_u\mu }(𝐫)\|(𝐞𝐫)\|e^{i\mathrm{𝐤𝐫}}\|^2}`$ contribution of the purely oxygen $`e_u`$ electron-removal state for $`\theta _{e_u}=0.30\pi `$ is shown in Fig.5b. From left to right there are presented the $`\pi `$, $`\sigma `$, and hybrid (interference) $`\pi \sigma `$ contributions, respectively. It should be noted that the $`\pi `$ and $`\sigma `$ partial contributions have a rather different $`𝐤`$-dependence. To illustrate the photon polarization effects we present several examples of the angular ($`\stackrel{}{k}`$) dependence of the photointensity for the ”parallel” ($`\stackrel{}{e}\stackrel{}{k}`$), and ”perpendicular” ($`\stackrel{}{e}\stackrel{}{k}`$) polarizations, respectively, calculated with the help of Exps. (23)-(24). The Figure 6a relates to the $`Cu3d`$ partial contribution to the photointensity with creation of photo-hole in ZR-singlet state for the parallel ($`\mathrm{cos}^22\varphi `$), or perpendicular ($`\mathrm{sin}^22\varphi `$) polarization, respectively. The Figure 6b relates to the corresponding $`O2p`$ partial contribution. Here, one should note the more complex form of the angular dependence due to the essentially different structure of the respective matrix elements. However, the $`k`$ modulus dependence of the polar plots in Fig.6b is rather weak. So, in a whole, the polarization effects in both cases appear to be qualitatively, and even quantitatively similar. A comparative analysis of the Figures 5 and 6 indicates strong impact of the photon polarization effect on the final momentum dependence of the photocurrent intensity. 4.2. Matrix element effects for isolated large polaron To illustrate an important role of the matrix element effects, we consider below a four-, and five-center model of the immobile large PJT polaron generated by the isolated valent $`{}_{}{}^{1}A_{1g}^{}{}_{}{}^{1,3}E_{u}^{}`$ manifold of the $`CuO_4^5`$ center, that is assuming a localization of the photohole either in $`b_{1g}`$ or $`e_u`$ orbital on the $`CuO_4`$ center. The Figure 7a,b shows the contour-plots for a number of quantities $`\|f_{\mathrm{\Gamma }M}^{(\gamma \mu )}(𝐤)\|^2`$ which represent a peculiar ”$`k`$-portrait” of the hole density within $`N`$-center large polaron ($`N=4`$, Fig.7a, $`N=5`$, Fig.7b), and describe a partial polaronic form-factor contribution to the photo-current intensity. Again we see complex and various momentum dependencies, reflecting both the hole symmetry and its distribution in large polaron. The Figure 8 shows the contour-plots for a number of quantities $`\|_{\mathrm{\Gamma }M}(𝐤)\|^2`$ ($`\mathrm{\Gamma }=B_{1g},E_u`$) which describe a polarization and orbital averaged overall matrix element effect in partial $`\mathrm{\Gamma }`$ contribution to the photo-current intensity with one-center hole basis consisting of the $`b_{1g}`$-, and $`e_u`$-orbitals. The top figures present the total contribution, while below there are shown the partial $`b_{1g}`$-, $`e_u`$-, and interference $`b_{1g}e_u`$-contributions, respectively. Interestingly, the interference term looks similarly in both cases. One should notice the nonzero contribution of the $`e_u`$ states to the photointensity in the BZ center ($`\mathrm{\Gamma }`$-point) for the $`E_u`$ type polaron. To illustrate the photon polarization effects we have calculated the angular ($`\stackrel{}{k}`$) dependence of the partial photointensity related to photo-hole creation in $`\mathrm{\Psi }_{B_{1g}}^{e_u}`$ state for the ”parallel”, and ”perpendicular” polarizations, respectively (Fig.9). Interestingly, the dependence is qualitatively similar to the case of the ZR-singlet, at least for the high-symmetry directions. In other words, the polarization dependence alone could not distinguish the ZR-singlet among other terms with the relevant symmetry. The Figures 8 and 9 convincingly illustrate the role played by the matrix element effects, including the form-factor, orbital symmetry, photon polarization, and interference effects. As we see, for a quantitative comparison with experiment, it is necessary to add the ARPES amplitudes instead of intensities, taking into account the polarization and energy of the incident photons, and the direction of the photoemitted electrons. So, one might unambiguously say that the matrix element effects result in a complex $`𝐤`$ dependence of the photocurrent intensity which has to be taken into account when addressing such issues as Fermi surface. Indeed, the above model illustrations provide a wide choice of the ”Fermi surface”-like behavior. Neglecting the matrix element effects results in erroneous conclusions concerning the electronic structure of the electron-removal states. 5. Conclusions We had not for an object the detailed fitting of the experimental photoemission spectra, as we consider this problem in the meantime to be very complicated. At present, there is no generally accepted model for the large PJT polaron in copper oxides and appropriate ARPES spectral functions $`A(\omega )`$, and it leads to uncertainties in quantitative interpretation of the experimental data. Nevertheless, we see that the low-energy ARPES spectra could be originated from the hole polaronic excitations which complex spectral shape is strongly affected by the soft lattice and spin fluctuations. These usually have to result in a complex ARPES spectral shape with a rather narrow purely electronic ($`coherent`$) peak and structureless ($`incoherent`$) background which describes the excitations accompanied by the emission and absorption of bosons (phonons, spin waves ). One should notice that the polaronic spectral response can spread over a wide energy range of about several tenths of eV. Experimental spectral shape of the intensity is, qualitatively, compatible with that expected for spectral response of the PJT polaron . Perhaps, namely the polaron-like entity formation could explain the extremely narrow and intense peak lying below the Fermi energy and being the most intriguing feature of ARPES in all the high-$`T_c`$ cuprates. We also could propose that many unusual features of the cuprate ARPES including the $`\stackrel{}{k}`$-dependence of spectral shape can be understood and described without any Fermi-surface, large or small. A qualitative comparison of experimental ARPES spectra and model calculations of the matrix element effects allows to make a number of important conclusions: 1. A model of the dispersionless valent $`{}_{}{}^{1}A_{1g}^{}{}_{}{}^{1,3}E_{u}^{}`$ multiplet of the two-hole $`CuO_4^5`$ center and large ($`N`$=4, or 5) non-adiabatic PJT polaron is quite enough compatible with experimental ARPES data. Moreover, this is capable to describe some rather subtle spectral ARPES features, including the ”remnant Fermi surface” effect without any reference to itinerant band-like states. It should be emphasized one more the principal role of $`{}_{}{}^{1,3}E_{u}^{}`$ term determining the non-zero ARPES response in $`\mathrm{\Gamma }`$ point. 2. The $`𝐤`$-dependent spectral weight transfer for the large PJT polaron could be a natural origin of a ”seeming” hole dispersion when to be described in a single-band model. At the same time, the polaronic transport described by the Hubbard-like model also could provide the natural explanation of the dispersion observed. Apparently, the straightforeward assignement of the photocurrent intensity maxima to that of the quasiparticle spectral density may result in erroneous conclusions. 3. Interpretation of the photoemission spectra for strongly correlated oxides needs a caution and careful account for multi-band effects and matrix element effects, especially in what concerns the $`𝐤`$-dependence of the spectral weight, and Fermi surface assignement. Moreover, the polaronic nature of the photo-hole gives rise to the problem of the ”third dimension” of polaron, or to its correlation length in $`c`$-direction resulting in a number of important consequences concerning the photon energy dependence of photointensity. All these conclusions cast doubt on results of numerous papers with simplified interpretation of the low-energy ARPES data for $`Sr_2CuO_2Cl_2`$ made in the framework of the various single-band versions of the $`tJ`$ model , and aimed the interpretation of the ”experimental quasiparticle dispersion law” supposedly determined from positions of the photocurrent intensity maxima. Unfortunately, the available experimental data do not allow to make so far the reliable conclusions on the nature of the low-energy ARPES feature. The ARPES data have to be considered with great care since it is most probable that they do not reflect straightforwardly the bulk density of states (DOS) of the quasiparticle excitations. In our opinion, a similar situation with the ARPES data interpretation occurs for many other strongly correlated oxides, including the superconducting cuprates, that forces to consider with caution many principal conclusions which are founded on the ARPES data. Concluding, one should be noted that the elaboration of adequate theory of the electronic spectra for the strongly correlated oxides needs at present not only solution of a number of complex theoretical problems, but the more perfect experimental data with complete spectral, angular, and polarization analysis. The research described in this publication was made possible in part by Award No.REC-005 of the U.S. Civilian Research & Development Foundation for the Independent States of the Former Soviet Union (CRDF). The authors acknowledge a partial support from the Russian Ministry of Education, grant # 97-0-7.3-130. Figure captions Fig.1. Schematic representation of the electron (hole) density distribution in the hybrid $`Cu3dO2p`$ $`b_{1g}`$-, and purely oxygen $`e_u(\sigma ,\pi )`$ molecular orbitals, assumed to be main components of the first electron-removal state in insulating copper oxides. Fig.2. Schematic structure of the large polaron: (a) $`N=4`$, (b) $`N=5`$. Fig.3. Dependence of the $`Cu3d`$-atomic radial parameters $`D_1(E)`$ and $`D_3(E)`$ on the photoelectron energy ($`a_d=0.35`$Å). Fig.4. Dependence of the $`O2p`$-atomic radial parameters $`B(E)`$, $`A_0(E)`$ and $`A_2(E)`$ on the photoelectron energy ($`a_p=0.52`$Å). Fig.5. Contour-plots for the $`\stackrel{}{k}`$-dependence of the partial one-center form-factor contribution to the photo-current intensity for the depolarized photons: a) $`\gamma \mu =b_{1g}`$, from left to right the $`Cu3d`$, $`O2p`$, and the hybrid $`Cu3dO2p`$ ($`\theta _{b_{1g}}=0.3\pi `$) contributions, respectively; b)$`\gamma \mu =e_u`$, from left to right the $`\pi `$, $`\sigma `$ and hybrid $`\sigma \pi `$ ($`\theta _{e_u}=0.4\pi `$) contributions, respectively. Fig.6. Photon polarization effects. Angular ($`\stackrel{}{k}`$) dependence of the ZR-singlet partial contribution to photointensity for the ”parallel” ($`\stackrel{}{e}\stackrel{}{k}`$), and ”perpendicular” ($`\stackrel{}{e}\stackrel{}{k}`$) polarizations, respectively: a) $`Cu3d`$ partial contribution; b) $`O2p`$ partial contribution. Numbers near curves indicate the $`k`$ values. Fig.7. Contour-plots for polaronic formfactors $`\|f_{\mathrm{\Gamma }M}^{(\gamma \mu )}(𝐤)\|^2`$ which describe a partial polaronic form-factor contribution to the photo-current intensity, and represent a peculiar ”$`k`$-portrait” of the hole density within $`N`$-center large polaron: a) $`N=4`$, b) $`N=5`$. Fig.8. Contour-plots for quantities $`\|_{\mathrm{\Gamma }M}(𝐤)\|^2`$ ($`\mathrm{\Gamma }=B_{1g},E_u`$) which describe a polarization and orbital averaged overall matrix element effect in partial $`\mathrm{\Gamma }`$ contribution to the photo-current intensity. The top figures present the total contribution, while below there are shown the partial $`b_{1g}`$-, $`e_u`$-, and interference $`b_{1g}e_u`$-contributions, respectively. Fig.9. Photon polarization effects. Angular ($`\stackrel{}{k}`$) dependence of the partial contribution to photointensity related to photo-hole creation in $`\mathrm{\Psi }_{B_{1g}}^{e_u}`$ state for the ”parallel”, and ”perpendicular” polarizations, respectively. Different curves correspond the same $`k`$ values as in Fig.6b.
warning/0007/cond-mat0007505.html	ar5iv	text	# 1 Introduction ## 1 Introduction The $`q`$-state Potts model has served as a valuable model for the study of phase transitions and critical phenomena . On a lattice, or, more generally, on a (connected) graph $`G`$, at temperature $`T`$, this model is defined by the partition function $$Z(G,q,v)=\underset{\{\sigma _n\}}{}e^\beta $$ (1.1) with the (zero-field) Hamiltonian $$=J\underset{ij}{}\delta _{\sigma _i\sigma _j}$$ (1.2) where $`\sigma _i=1,\mathrm{},q`$ are the spin variables on each vertex $`iG`$; $`\beta =(k_BT)^1`$; and $`ij`$ denotes pairs of adjacent vertices. The graph $`G=G(V,E)`$ is defined by its vertex set $`V`$ and its edge (=bond) set $`E`$; we denote the number of vertices of $`G`$ as $`n=n(G)=\|V\|`$ and the number of edges of $`G`$ as $`e(G)=\|E\|`$. We use the notation $$K=\beta J,a=u^1=e^K,v=a1$$ (1.3) so that the physical ranges are (i) $`a1`$, i.e., $`v0`$ corresponding to $`\mathrm{}T0`$ for the Potts ferromagnet, and (ii) $`0a1`$, i.e., $`1v0`$, corresponding to $`0T\mathrm{}`$ for the Potts antiferromagnet. One defines the (reduced) free energy per site $`f=\beta F`$, where $`F`$ is the actual free energy, via $$f(\{G\},q,v)=\underset{n\mathrm{}}{lim}\mathrm{ln}[Z(G,q,v)^{1/n}].$$ (1.4) where we use the symbol $`\{G\}`$ to denote $`lim_n\mathrm{}G`$ for a given family of graphs. Let $`G^{}=(V,E^{})`$ be a spanning subgraph of $`G`$, i.e. a subgraph having the same vertex set $`V`$ and an edge set $`E^{}E`$. Then $`Z(G,q,v)`$ can be written as the sum - $`Z(G,q,v)`$ $`=`$ $`{\displaystyle \underset{G^{}G}{}}q^{k(G^{})}v^{e(G^{})}`$ (1.5) $`=`$ $`{\displaystyle \underset{r=k(G)}{\overset{n(G)}{}}}{\displaystyle \underset{s=0}{\overset{e(G)}{}}}z_{rs}q^rv^s`$ (1.8) where $`k(G^{})`$ denotes the number of connected components of $`G^{}`$ and $`z_{rs}0`$. Since we only consider connected graphs $`G`$, we have $`k(G)=1`$. The formula (1.5) enables one to generalize $`q`$ from $`_+`$ to $`_+`$ (keeping $`v`$ in its physical range). This generalization is sometimes denoted the random cluster model ; here we shall use the term “Potts model” to include both positive integral $`q`$ as in the original formulation in eqs. (1.1) and (1.2), and the generalization to real (or complex) $`q`$, via eq. (1.5). The formula (1.5) shows that $`Z(G,q,v)`$ is a polynomial in $`q`$ and $`v`$ (equivalently, $`a`$) with maximum and minimum degrees indicated in eq. (1.8). The Potts model partition function on a graph $`G`$ is essentially equivalent to the Tutte polynomial - and Whitney rank polynomial , , - for this graph, as was discussed in and is briefly noted in the appendix of this paper. In this paper we shall present exact calculations of the Potts model partition function for strips of the square lattice with next-nearest-neighbor (NNN) spin-spin interactions. Specifically, we consider strips with width $`L_y=2`$ vertices and arbitrarily great length $`L_x`$ with various boundary conditions. To avoid increasing the number of parameters, we take the nearest-neighbor and next-nearest-neighbor coupling strengths to be equal. This study is a natural continuation of our previous analogous calculations for strips of the square and triangular lattices , and the reader is referred to these papers for background and further references (see also ). We envision the strip as being formed by starting with a ladder graph, i.e. a $`2\times L_x`$ strip of the square lattice, and then adding an edge joining the lower left and upper right vertices of each square, and an edge joining the upper left and lower right vertices of each square (these two added edges do not intersect each other). Following our previous papers , we shall denote this lattice as $`sq_d`$, where the subscript $`d`$ refers to the added diagonal bonds for each square. The Potts model with NNN spin-spin couplings on the square lattice and strips thereof can equivalently be considered as the Potts model with nearest-neighbor couplings on the $`sq_d`$ lattice with these diagonal bonds present. For our strip calculations, we take the longitudinal (transverse) direction on the strip to be the horizontal, $`x`$ (vertical, $`y`$) direction, respectively. We use free transverse boundary conditions and consider free, periodic (= cyclic), and Möbius longitudinal boundary conditions. As we showed before , for a given value of $`L_x=m`$, the $`L_y=2`$ cyclic $`sq_d`$ strip graph is identical to the corresponding strip with Möbius boundary conditions; hence, we shall refer to them both as $`L_m=sq_d((L_y=2)_m,FBC_y,(T)PBC_x)`$, where the $`L`$ here stands for “ladder” (with diagonal bonds added). The open strip will be denoted $`S_m`$. Following our labelling conventions in , $`L_x=m+1`$ edges for an open strip $`S_m`$ and $`L_x=m`$ edges for the cyclic/Möbius strip $`L_m`$. One has $`n(S_m)=2(m+2)`$, $`n(L_m)=2m`$, $`e(S_m)=6+5m`$, and $`e(L_m)=5m`$. Each vertex on the cyclic/Möbius strip $`L_m`$ has degree (coordination number) $`\mathrm{\Delta }=5`$; this is also true of the interior vertices on the open strip $`S_m`$, while the corner vertices have $`\mathrm{\Delta }=3`$. Hence, the cyclic/Möbius strips $`L_m`$ are $`\mathrm{\Delta }`$-regular graphs with $`\mathrm{\Delta }=5`$, where a $`\mathrm{\Delta }`$-regular graph is defined as one in which each vertex has the same degree, $`\mathrm{\Delta }`$. For the infinite $`sq_d`$ lattice, $`\mathrm{\Delta }=8`$. Note that, regarded as graphs, the cyclic/Möbius strips of the $`sq_d`$ lattice considered here, like the full 2D $`sq_d`$ lattice, are nonplanar (except for $`L_m`$ with $`m=1,2`$). In contrast, the open strips $`S_m`$ of the $`sq_d`$ lattice are planar graphs. One interesting special case is provided by the zero-temperature Potts antiferromagnet. In general, for sufficiently large $`q`$, on a given lattice or graph $`G`$, the Potts antiferromagnet exhibits nonzero ground state entropy (without frustration). This is equivalent to a ground state degeneracy per site (vertex), $`W>1`$, since $`S_0=k_B\mathrm{ln}W`$. The $`T=0`$ (i.e., $`v=1`$) partition function of the above-mentioned $`q`$-state Potts antiferromagnet (PAF) on $`G`$ satisfies $$Z(G,q,1)=P(G,q)$$ (1.9) where $`P(G,q)`$ is the chromatic polynomial (in the variable $`q`$) expressing the number of ways of coloring the vertices of the graph $`G`$ with $`q`$ colors such that no two adjacent vertices have the same color . The minimum number of colors necessary for this coloring is the chromatic number of $`G`$, denoted $`\chi (G)`$. We have $$W(\{G\},q)=\underset{n\mathrm{}}{lim}P(G,q)^{1/n}.$$ (1.10) There are several motivations for the present study. Clearly, new exact calculations of Potts model partition functions are of value in their own right. A specific motivation is that this study provides exact results that reveal the effects of next-nearest-neighbor spin-spin interactions on the properties of the Potts model. It is of considerable physical interest what these effects are, since models with strictly nearest-neighbor interactions are only an approximation (albeit often a good one) to nature. For ferromagnetic spin-spin interactions ($`J>0`$), the addition of (ferromagnetic) NNN interactions clearly enhances the tendency, at a given temperature, toward ferromagnetic ordering. For antiferromagnetic (AF) spin-spin interactions ($`J<0`$), the effect of the addition of (antiferromagnetic) NNN can be investigated by starting with the simple case of zero temperature. In the case $`q=2`$, i.e., the Ising antiferromagnet, if one considers the square lattice at $`T=0`$, there is complete antiferromagnetic long range order. However, in contrast, on the $`sq_d`$ lattice, the Ising model is frustrated. Closely related to this, on the $`sq_d`$ lattice, the chromatic number is $`\chi (sq_d)=4`$, rather than the value 2 for the square (or any bipartite) lattice. For a regular lattice, as one increases the lattice coordination number, the ground state entropy of the $`q`$-state Potts antiferromagnet (if nonzero for the given value of $`q`$), decreases. This can be understood as a consequence of the fact that as one increases the lattice coordination number, one is increasing the constraints on the coloring of a given vertex subject to the condition that other vertices of the lattice adjacent to this one (i.e. connected with a bond of the lattice) have different colors. The addition of NNN spin-spin couplings to the Hamiltonian for the Potts antiferromagnet on the square lattice has a similar effect of increasing the constraints on the values that any given spin can take on, and hence decreasing the ground state entropy. Our exact calculations for the strips of the square lattice with NNN couplings give a quantitative measure of this effect. In a different but related direction, owing to the correspondence with the Tutte polynomial, our calculations yield several quantities of relevance to mathematical graph theory. Using the formula (1.5) for $`Z(G,q,v)`$, one can generalize $`q`$ from $`_+`$ not just to $`_+`$ but to $``$ and $`a`$ from its physical ferromagnetic and antiferromagnetic ranges $`1a\mathrm{}`$ and $`0a1`$ to $`a`$. A subset of the zeros of $`Z`$ in the two-complex dimensional space $`^2`$ defined by the pair of variables $`(q,a)`$ can form an accumulation set in the $`n\mathrm{}`$ limit, denoted $``$, which is the continuous locus of points where the free energy is nonanalytic. This locus is determined as the solution to a certain $`\{G\}`$-dependent equation in the two complex variables $`q`$ and $`a`$ . For a given value of $`a`$, one can consider this locus in the $`q`$ plane, and we denote it as $`_q(\{G\},a)`$. In the special case $`a=0`$ (i.e., $`v=1`$) where the partition function is equal to the chromatic polynomial, the zeros in $`q`$ are the chromatic zeros, and $`_q(\{G\},a=0)`$ is their continuous accumulation set in the $`n\mathrm{}`$ limit -. In a series of papers starting with we have given exact calculations of the chromatic polynomials and nonanalytic loci $`_q`$ for various families of graphs (for references on this $`a=0`$ special case, see ). In particular, in we gave an exact determination of $`_q`$ for the ($`L_x\mathrm{}`$ limit of the) $`L_y=2`$ $`sq_d`$ strip. A motivation for the present study is that it shows how the locus $`_q`$ that we calculated for the zero-temperature Potts antiferromagnet generalizes to finite temperature, as well as to the case of the Potts ferromagnet. With the exact Potts partition function for arbitrary temperature, one can study $`_q`$ for $`a0`$ and, for a given value of $`q`$, one can study the continuous accumulation set of the zeros of $`Z(G,q,v)`$ in the $`a`$ plane; this will be denoted $`_a(\{G\},q)`$. It will often be convenient to consider the equivalent locus in the $`u=1/a`$ plane, namely $`_u(\{G\},q)`$. We shall sometimes write $`_q(\{G\},a)`$ simply as $`_q`$ when $`\{G\}`$ and $`a`$ are clear from the context, and similarly with $`_a`$ and $`_u`$. One gains a unified understanding of the separate loci $`_q(\{G\})`$ for fixed $`a`$ and $`_a(\{G\})`$ for fixed $`q`$ by relating these as different slices of the locus $``$ in the $`^2`$ space defined by $`(q,a)`$ as we shall do here. Following the notation in and our other earlier works on $`_q(\{G\})`$ for $`a=0`$, we denote the maximal region in the complex $`q`$ plane to which one can analytically continue the function $`W(\{G\},q)`$ from physical values where there is nonzero ground state entropy as $`R_1`$ . The maximal value of $`q`$ where $`_q`$ intersects the (positive) real axis was labelled $`q_c(\{G\})`$. Thus, region $`R_1`$ includes the positive real axis for $`q>q_c(\{G\})`$. Correspondingly, in our works on complex-temperature properties of spin models, we had labelled the complex-temperature extension (CTE) of the physical paramagnetic phase as (CTE)PM, which will simply be denoted PM here, the extension being understood, and similarly with ferromagnetic (FM) and antiferromagnetic (AFM); other complex-temperature phases, having no overlap with any physical phase, were denoted $`O_j`$ (for “other”), with $`j`$ indexing the particular phase . Here we shall continue to use this notation for the respective slices of $``$ in the $`q`$ and $`a`$ or $`u`$ planes. Another motivation for our present study is that it yields a deeper insight into the singular locus $`_q`$ for the zero-temperature Potts antiferromagnet that we found for the $`L_x\mathrm{}`$ limit of the $`L_y=2`$ $`sq_d`$ strip by showing how this locus changes as one increases the temperature from zero to finite values. We note some values of chromatic numbers for the strip graphs considered here: $$\chi (S_m)=4$$ (1.11) $$\chi (L_m)=\{\begin{array}{cc}4\hfill & \text{for even }m2\hfill \\ 5\hfill & \text{for odd }m5\hfill \end{array}$$ (1.12) Two degenerate cases are as follows: for $`L_x=m=2`$, the cyclic strip reduces to the complete graph<sup>1</sup><sup>1</sup>1The complete graph $`K_p`$ is the graph with $`p`$ vertices each of which is adjacent to all of the other vertices. $`K_4`$, while for $`m=3`$ it reduces to $`K_6`$, with $`\chi (K_p)=p`$. We record some special values of $`Z(G,q,v)`$ below. First, $$Z(G,q=0,v)=0.$$ (1.13) This implies that $`Z(G,q,v)`$ has an overall factor of $`q`$ and, in general (and for all the graphs considered here), this is the only overall factor that it has. We also have $$Z(G,q=1,v)=\underset{G^{}G}{}v^{e(G^{})}=a^{e(G)}.$$ (1.14) For temperature $`T=\mathrm{}`$, i.e., $`v=0`$, $$Z(G,q,v=0)=q^{n(G)}.$$ (1.15) $$Z(G,q,v=1)=P(G,q)=\left[\underset{s=0}{\overset{\chi (G)1}{}}(qs)\right]U(G,q)$$ (1.16) where $`U(G,q)`$ is a polynomial in $`q`$ of degree $`n(G)\chi (G)`$. Hence, $$Z(G,q,v=1)=P(G,q)=0\mathrm{for}G=S_m,L_m\mathrm{and}q=1,2,3.$$ (1.17) The result (1.17) implies that for $`q=2`$ and 3, the partition functions $`Z(G,q=2,v)`$ and $`Z(G,q=3,v)`$ each contain at least one power of the factor $`(v+1)=a`$; for $`q=1`$, one already knows the form of $`Z(G,q=1,v)`$ from (1.14). For the graphs $`L_m`$ with odd $`m`$, $`\chi (L_m)=5`$, so that $`Z(G,4,v)`$ contains at least one power of $`(v+1)`$ as a factor. Another basic property, evident from eq. (1.5), is that (i) the zeros of $`Z(G,q,v)`$ in $`q`$ for real $`v`$ and hence also the continuous accumulation set $`_q`$ are invariant under the complex conjugation $`qq^{}`$; (ii) the zeros of $`Z(G,q,v)`$ in $`v`$ or equivalently $`a`$ for real $`q`$ and hence also the continuous accumulation set $`_a`$ are invariant under the complex conjugation $`aa^{}`$. Just as the importance of noncommutative limits was shown in (eq. (1.9) of) on chromatic polynomials, so also one encounters an analogous noncommutativity here for the general partition function (1.5) of the Potts model for nonintegral $`q`$: at certain special points $`q_s`$ (typically $`q_s=0,1\mathrm{},\chi (G)`$) one has $$\underset{n\mathrm{}}{lim}\underset{qq_s}{lim}Z(G,q,v)^{1/n}\underset{qq_s}{lim}\underset{n\mathrm{}}{lim}Z(G,q,v)^{1/n}.$$ (1.18) Because of this noncommutativity, the formal definition (1.4) is, in general, insufficient to define the free energy $`f`$ at these special points $`q_s`$; it is necessary to specify the order of the limits that one uses in eq. (1.18). We denote the two definitions using different orders of limits as $`f_{nq}`$ and $`f_{qn}`$: $$f_{nq}(\{G\},q,v)=\underset{n\mathrm{}}{lim}\underset{qq_s}{lim}n^1\mathrm{ln}Z(G,q,v)$$ (1.19) $$f_{qn}(\{G\},q,v)=\underset{qq_s}{lim}\underset{n\mathrm{}}{lim}n^1\mathrm{ln}Z(G,q,v).$$ (1.20) In Ref. and our subsequent works on chromatic polynomials and the above-mentioned zero-temperature antiferromagnetic limit, it was convenient to use the ordering $`W(\{G\},q_s)=lim_{qq_s}lim_n\mathrm{}P(G,q)^{1/n}`$ since this avoids certain discontinuities in $`W`$ that would be present with the opposite order of limits. In the present work on the full temperature-dependent Potts model partition function, we shall consider both orders of limits and comment on the differences where appropriate. Of course in discussions of the usual $`q`$-state Potts model (with positive integer $`q`$), one automatically uses the definition in eq. (1.1) with (1.2) and no issue of orders of limits arises, as it does in the Potts model with real $`q`$. As a consequence of the noncommutativity (1.18), it follows that for the special set of points $`q=q_s`$ one must distinguish between (i) $`(_a(\{G\},q_s))_{nq}`$, the continuous accumulation set of the zeros of $`Z(G,q,v)`$ obtained by first setting $`q=q_s`$ and then taking $`n\mathrm{}`$, and (ii) $`(_a(\{G\},q_s))_{qn}`$, the continuous accumulation set of the zeros of $`Z(G,q,v)`$ obtained by first taking $`n\mathrm{}`$, and then taking $`qq_s`$. For these special points, $$(_a(\{G\},q_s))_{nq}(_a(\{G\},q_s))_{qn}.$$ (1.21) From eq. (1.13), it follows that for any $`G`$, $$\mathrm{exp}(f_{nq})=0\mathrm{for}q=0$$ (1.22) and thus $$(_a)_{nq}=\mathrm{}\mathrm{for}q=0.$$ (1.23) However, for many families of graphs, including the circuit graph $`C_n`$, and cyclic and Möbius strips of the square or triangular lattice, if we take $`n\mathrm{}`$ first and then $`q0`$, we find that $`(_u)_{qn}`$ is nontrivial. Similarly, from (1.14) we have, for any $`G`$, $$(_a)_{nq}=\mathrm{}\mathrm{for}q=1$$ (1.24) since all of the zeros of $`Z`$ occur at the single discrete point $`a=0`$ (and in the case of a graph $`G`$ with no edges, $`Z=1`$ with no zeros). However, as the simple case of the circuit graph shows , $`(_u)_{qn}`$ is, in general, nontrivial. As derived in , a general form for the Potts model partition function for the strip graphs considered here, or more generally, for recursively defined families of graphs comprised of $`m`$ repeated subunits (e.g. the columns of squares of height $`L_y`$ vertices that are repeated $`L_x`$ times to form an $`L_x\times L_y`$ strip of a regular lattice with some specified boundary conditions), is $$Z(G,q,v)=\underset{j=1}{\overset{N_\lambda }{}}c_{G,j}(\lambda _{G,j}(q,v))^m$$ (1.25) where $`N_\lambda `$ depends on $`G`$. This is a generalization of the result of for the chromatic polynomial $`P(G,q)`$ to the full Potts model partition function or equivalently, Tutte polynomial. The Potts ferromagnet has a zero-temperature phase transition in the $`L_x\mathrm{}`$ limit of the strip graphs considered here, and this has the consequence that for cyclic and Möbius boundary conditions, $``$ passes through the $`T=0`$ point $`u=0`$. It follows that $``$ is noncompact in the $`a`$ plane. Hence, it is usually more convenient to study the slice of $``$ in the $`u=1/a`$ plane rather than the $`a`$ plane. Since $`a\mathrm{}`$ as $`T0`$ and $`Z`$ diverges like $`a^{e(G)}`$ in this limit, we shall use the reduced partition function $`Z_r`$ defined by $$Z_r(G,q,v)=a^{e(G)}Z(G,q,v)=u^{e(G)}Z(G,q,v)$$ (1.26) which has the finite limit $`Z_r1`$ as $`T0`$. For a general strip graph $`(G_s)_m`$ of type $`G_s`$ and length $`L_x=m`$, we can write $`Z_r((G_s)_m,q,v)`$ $`=`$ $`u^{e((G_s)_m)}{\displaystyle \underset{j=1}{\overset{N_\lambda }{}}}c_{G_s,j}(\lambda _{G_s,j})^m{\displaystyle \underset{j=1}{\overset{N_\lambda }{}}}c_{G_s,j}(\lambda _{G_s,j,u})^m`$ (1.27) with $$\lambda _{G_s,j,u}=u^{e((G_s)_m)/m}\lambda _{G_s,j}.$$ (1.28) For the $`L_y=2`$ strips of the $`sq_d`$ lattice of interest here, the prefactor on the right-hand side of (1.28) is $`u^5`$. ## 2 Case of Free Longitudinal Boundary Conditions In this section we present the Potts model partition function $`Z(S_m,q,v)`$ for the $`L_y=2`$ strip $`S_m`$ with arbitrary length $`L_x=m+1`$ (i.e., containing $`m+1`$ squares) and free transverse and longitudinal boundary conditions. One convenient way to express the results is in terms of a generating function: $$\mathrm{\Gamma }(S,q,v,z)=\underset{m=0}{\overset{\mathrm{}}{}}Z(S_m,q,v)z^m.$$ (2.1) We have calculated this generating function using the deletion-contraction theorem for the corresponding Tutte polynomial $`T(S_m,x,y)`$ and then expressing the result in terms of the variables $`q`$ and $`v`$. We find $$\mathrm{\Gamma }(S,q,v,z)=\frac{𝒩(S,q,v,z)}{𝒟(S,q,v,z)}$$ (2.2) where $$𝒩(S,q,v,z)=A_{S,0}+A_{S,1}z$$ (2.3) with $$A_{S,0}=q(16v^3+15qv^2+15v^4+4v^3q+6vq^2+6v^5+v^6+q^3)$$ (2.4) $$A_{S,1}=qv^2(v+q)(v+1)(4qv+4v^3q+4v^3+2v^4+2q^2+4vq^2+v^2q^2+11qv^2)$$ (2.5) and $`𝒟(S,q,v,z)`$ $`=`$ $`1(12v^2+5qv+q^2+5v^4+10v^3+v^5)z`$ (2.6) $`+`$ $`v^2(v+1)(2v^4+4v^3+4qv^3+v^2q^2+11qv^2+4vq+4vq^2+2q^2)z^2.`$ (2.8) (The generating function for the Tutte polynomial $`T(S_m,x,y)`$ is given in the appendix.) Writing $$𝒟(S,q,v,z)=\underset{j=1}{\overset{2}{}}(1\lambda _{S,j}z)$$ (2.9) we have $$\lambda _{S,(1,2)}=\frac{1}{2}\left[T_{S12}\pm \sqrt{R_{S12}}\right]$$ (2.10) where $$T_{S12}=12v^2+5qv+q^2+5v^4+10v^3+v^5$$ (2.11) and $`R_{S12}`$ $`=`$ $`45v^8+116v^7+196v^6+144v^4+224v^5+104qv^3+40qv^44v^3q^2`$ (2.12) $`+`$ $`41v^2q^26v^6q10v^5q+q^42v^5q^210v^4q^2+10vq^3+v^{10}+10v^9`$ (2.14) In we presented a formula to obtain the chromatic polynomial for a recursive family of graphs in the form of powers of $`\lambda _j`$’s starting from the generating function, and the generalization of this to the full Potts model partition function was given in . Using this, we have $$Z(S_m,q,v)=\frac{(A_{S,0}\lambda _{S,1}+A_{S,1})}{(\lambda _{S,1}\lambda _{S,2})}\lambda _{S,1}^m+\frac{(A_{S,0}\lambda _{S,2}+A_{S,1})}{(\lambda _{S,2}\lambda _{S,1})}\lambda _{S,2}^m$$ (2.15) (which is symmetric under $`\lambda _{S,1}\lambda _{S,2}`$). Although both the $`\lambda _{S,j}`$’s and the coefficient functions involve the square root $`\sqrt{R_{S12}}`$ and are not polynomials in $`q`$ and $`v`$, the theorem on symmetric functions of the roots of an algebraic equation guarantees that $`Z(S_m,q,v)`$ is a polynomial in $`q`$ and $`v`$ (as it must be by (1.5) since the coefficients of the powers of $`z`$ in the equation (2.8) defining these $`\lambda _{S,j}`$’s are polynomials in these variables $`q`$ and $`v`$). As will be shown below, in the limit $`m\mathrm{}`$ of this strip, the singular locus $`_u`$ consists of arcs that do not separate the $`u`$ plane into different regions, so that the PM phase and its complex-temperature extension occupy all of this plane, except for these arcs. For physical temperature and positive integer $`q`$, the (reduced) free energy of the Potts model in the limit $`n\mathrm{}`$ is given by $$f=\frac{1}{2}\mathrm{ln}\lambda _{S,1}.$$ (2.16) This is analytic for all finite temperature, for both the ferromagnetic and antiferromagnetic sign of the spin-spin coupling $`J`$. The internal energy and specific heat can be calculated in a straightforward manner from the free energy (2.16); since the resultant expressions are somewhat cumbersome, we do not list them here. In the $`T=0`$ Potts antiferromagnet limit $`v=1`$, $`\lambda _{S,1}=(q2)(q3)`$ and $`\lambda _{S,2}=0`$, so that eq. (2.2) reduces to the generating function for the chromatic polynomial for this open strip $$\mathrm{\Gamma }(S,q,v=1;z)=\frac{q(q1)(q2)(q3)}{1(q2)(q3)z}.$$ (2.17) Equivalently, the chromatic polynomial is $$P(S_m,q)=q(q1)[(q2)(q3)]^{(m+1)}.$$ (2.18) For the ferromagnetic case with general $`q`$, in the low-temperature limit $`v\mathrm{}`$, $$\lambda _{S,1}=v^5+5v^4+O(v^3)\lambda _{S,2}=2v^2+O(v)\mathrm{as}v\mathrm{}$$ (2.19) so that $`\|\lambda _{S,1}\|`$ is never equal to $`\|\lambda _{S,2}\|`$ in this limit, and hence $`_u`$ does not pass through the origin of the $`u`$ plane for the $`n\mathrm{}`$ limit of this open $`sq_d`$ strip: $$u=0_u(\{S\}).$$ (2.20) In contrast, as will be shown below, $`_u`$ does pass through $`u=0`$ for this strip with cyclic or Möbius boundary conditions. ### 2.1 $`_q(\{S\})`$ for fixed $`a`$ We start with the value $`a=0`$ corresponding to the Potts antiferromagnet at zero temperature. In this case, $`Z(S_m,q,v=1)=P(S_m,q)`$, where this chromatic polynomial was given in eq. (2.18), and the continuous locus $`_q=\mathrm{}`$. For $`a`$ in the finite-temperature antiferromagnetic range $`0<a<0.0790075`$, $`_q`$ consists of two self-conjugate arcs which cross the real $`q`$ axis between 2 and 3. For $`0.0790075<a<0.704942`$, $`_q`$ consists of two arcs which are complex conjugates of each other and do not cross the real $`q`$ axis. The endpoints of the arcs occur at the branch points where the function $`R_{S12}`$ in the square root is zero. As $`a`$ increases through the value $`0.704942`$, the two arcs pinch the real $`q`$ axis with $`q`$ smaller than 1, and $`_q`$ consists of a single self-conjugate arc crossing the positive real $`q`$ axis and a short line segment on the $`q`$ axis. As $`a`$ reaches the infinite-temperature value 1, $`_q`$ shrinks to a point at the origin. In the ferromagnetic range $`a>1`$, the self-conjugate arc crosses the negative real axis. In Figs. 1, 2 and 3 we show $`_q`$ and associated zeros of $`Z`$ in the $`q`$ plane for the antiferromagnetic values $`a=0.5`$ and $`a=0.9`$, and the ferromagnetic value $`a=2`$. Since the line segment in Fig. 2 is too small to be seen clearly, we note that it extends outward from the point at which $`_q`$ crosses the real axis and covers the interval $`0.378027<q<0.379970`$. The line segment is sufficiently long to be visible in Fig. 3. ### 2.2 $`_u(\{S\})`$ for fixed $`q`$ We show several plots of the locus $`_u`$ for various values of $`q`$ in Figs. 4 \- 9. In this section, for values of $`q`$ where noncommutativity occurs, we display $`_{qn}`$. Given the algebraic structure of $`\lambda _{S,j}`$, $`j=1,2`$, the degeneracy of magnitudes $`\|\lambda _{S,1}\|=\|\lambda _{S,2}\|`$ and hence the locus $`_u`$ occurs where (i) $`T_{S12}=0`$, (ii) $`R_{S12}=0`$, (iii) if $`q`$ is real, where $`R_{S12}<0`$ so that the square root is pure imaginary, and (iv) elsewhere for complex $`u`$, where the degeneracy condition is satisfied. The locus $`_u`$ does not enclose regions, and $`\lambda _{S,1}`$ is dominant everywhere in the $`u`$ plane and degenerate in magnitude with $`\lambda _{S,2}`$ on $`_u`$. For large values of $`q`$, we find that $`_u`$ consists of two pairs of complex conjugate arcs, and a line segment on the negative $`u`$ axis. The ten endpoints are the branch point zeros of $`\sqrt{R_{S12}}`$, and the line segment is the solution to the condition (iii) above. As $`q`$ decreases, the locus $``$ changes to consist of two self-conjugate arcs, as shown in Figs. 5 and 6. For $`2<q<3`$, one self-conjugate arc crosses the positive $`u`$ axis at the point where the condition (i) is satisfied. At $`q=2`$, there is only one pair of complex conjugate arcs and a self-conjugate arc, the latter of which crosses the negative $`u`$ axis. For $`1<q<2`$, $`_u`$ consists of five disjoint arcs, as illustrated for the value $`q=3/2`$ in Fig. 8. At $`q=1`$, $`(_u)_{qn}`$ is an oval (the solution to the degeneracy equation $`2\|u^3(u1)^2\|=1`$) that crosses the real axis at approximately 1.418 and $`0.584`$. For $`0<q<1`$, $``$ consists of two self-conjugate arcs, one pair of complex conjugate arcs, and a short line segment on the real $`u`$ axis as illustrated for the value $`q=1/2`$ in Fig. 9 (the line segment is too short to be clearly visible in this figure; it covers the interval $`1.15474<q<1.15598`$). For $`q=0`$, the locus $`(_u)_{qn}`$ consists of two pairs of complex conjugate arcs. ## 3 Cyclic and Möbius Strips of the $`sq_d`$ Lattice ### 3.1 Results for $`Z`$ By using either an iterative application of the deletion-contraction theorem for Tutte polynomials and converting the result to $`Z`$, or a transfer matrix method, one can calculate the partition function for the cyclic strip graphs of arbitrary length, $`Z(G,q,v)`$, $`G=L_m`$. We have used both methods as checks on the calculation. Our results have the general form (1.25) with $`N_\lambda =5`$ and are $$\lambda _{L,1}=2v^2$$ (3.1.1) $$\lambda _{L,(2,3)}=\frac{v}{2}\left[T_{23}\pm \sqrt{R_{23}}\right]$$ (3.1.2) where $$T_{23}=v^4+5v^3+10v^2+12v+2q$$ (3.1.3) $$R_{23}=144v^2+32qv+4q^2+v^8+10v^7+45v^6+196v^4+116v^512qv^34qv^4+224v^3$$ (3.1.4) and $$\lambda _{L,4}=\lambda _{S,1},\lambda _{L,5}=\lambda _{S,2}$$ (3.1.5) where $`\lambda _{S,j}`$, $`j=1,2`$, were given above in (2.10). The coefficients are $$c_{L,1}=\frac{q(q3)}{2}$$ (3.1.6) $$c_{L,2}=c_{L,3}=q1$$ (3.1.7) $$c_{L,4}=c_{L,5}=1$$ (3.1.8) These can be expressed in terms of Chebyshev polynomials : $$c^{(d)}=U_{2d}\left(\frac{\sqrt{q}}{2}\right)$$ (3.1.9) where $`U_n(x)`$ is the Chebyshev polynomial of the second kind, defined by $$U_n(x)=\underset{j=0}{\overset{[\frac{n}{2}]}{}}(1)^j\left(\genfrac{}{}{0pt}{}{nj}{j}\right)(2x)^{n2j}$$ (3.1.10) where the notation $`[\frac{n}{2}]`$ in the upper limit on the summand means the integral part of $`\frac{n}{2}`$. The first few of the $`c^{(d)}`$’s are $`c^{(0)}=1`$, $`c^{(1)}=q1`$, and $`c^{(2)}=q^23q+1`$. Thus, for the present case we have $$c_{L,1}=\frac{1}{2}(c^{(2)}c^{(0)})$$ (3.1.11) $`c_{L,2}=c_{L,3}=c^{(1)}`$, and $`c_{L,4}=c_{L,5}=c^{(0)}`$. The partition function $`Z(L_m,q,v)`$ satisfies the general relations (1.13)-(1.15) and (1.17). Our main interest here is in large $`m`$ and the $`m\mathrm{}`$ limit. However, for completeness, we make the following remark. If $`m3`$, then $`L_m`$ is a (proper) graph, but the $`m=1`$ and $`m=2`$ cases requires special consideration; in these cases, $`L_m`$ degenerates and is not a proper graph<sup>2</sup><sup>2</sup>2A proper graph has no multiple edges or loops, where a loop is an edge that connects a vertex to itself. A multigraph may contain multiple edges, but no loops, while a pseudograph may contain both multiple edges and loops .. $`L_2`$ is the multigraph obtained from the complete graph $`K_4`$ by doubling all edges except two edges that do not have a common vertex. $`L_1`$ is the pseudograph obtained by connecting two vertices with three edges and adding a loop to each vertex. Our calculation of $`Z(L_m,q,v)`$ and the corresponding Tutte polynomial $`T(L_m,x,y)`$ applies not just for the uniform cases $`m3`$ but also for the special cases $`m=1,2`$ if for $`m=2`$ one includes the multiple edges and for $`m=1`$ the multiple edges and loops in the evaluation of (1.1), (1.2), and (1.5). Note that in the $`T=0`$ case for the antiferromagnet, the resulting partition function, or equivalently, the chromatic polynomial, is not sensitive to multiple edges, i.e. is the same for a graph in which two vertices are connected by one edge or multiple edges; however, the general partition function (Tutte polynomial) is sensitive to multiple edges. The chromatic polynomial is sensitive to loops and vanishes identically when a pseudograph has any loops. ### 3.2 Special values and expansions of $`\lambda `$’s We discuss some special cases here. First, for the zero-temperature Potts antiferromagnet, i.e. the case $`a=0`$ ($`v=1`$), the partition function $`Z(L_m,q,v)`$ reduces, in accordance with the general result (1.9), to the chromatic polynomial $`P(L_m,q)`$ calculated in . In this special case $$\lambda _{L,1}=2$$ (3.2.1) $$\lambda _{L,2}=2(3q)$$ (3.2.2) $$\lambda _{L,3}=0$$ (3.2.3) $$\lambda _{L,4}=(q2)(q3)$$ (3.2.4) $$\lambda _{L,5}=0$$ (3.2.5) (where these presume certain choices of branch cuts for square roots, so that, e.g., $`\sqrt{(3q)^2}=3q`$, etc.). For the infinite-temperature value $`a=1`$, we have $`\lambda _{L,j}=0`$ for $`j=1,2,3,5`$, while $`\lambda _{L,4}=q^2`$, so that $`Z(L_m,q,a=1)=q^{2m}=q^n`$, in accord with the general result (1.15). At $`q=0`$, we find (with appropriate choices of branch cuts) $$\lambda _{L,1}=2v^2$$ (3.2.6) $$\lambda _{L,2}=\lambda _{L,4}=\frac{1}{2}\left[(v+3)(v^2+2v+4)+\sqrt{144+v^6+10v^5+45v^4+196v^2+116v^3+224v}\right]$$ (3.2.7) $$\lambda _{L,3}=\lambda _{L,5}=\frac{1}{2}\left[(v+3)(v^2+2v+4)\sqrt{144+v^6+10v^5+45v^4+196v^2+116v^3+224v}\right]$$ (3.2.8) Since there are two degenerate dominant terms, namely $`\lambda _2=\lambda _4`$, it follows that $$q=0\mathrm{is}\mathrm{on}_q(\{L\})a.$$ (3.2.9) This was also true of the circuit graph and cyclic and Möbius square and triangular strips with $`L_y=2`$ for which the general Potts model partition function (Tutte polynomial) was calculated in . For $`q=0`$, the coefficients $`c_{L_1}=0`$, $`c_{L_2}=c_{L_3}=1`$, and $`c_{L,4}=c_{L,5}=1`$ so that the equal terms cancel each other pairwise, yielding $`Z(L_m,q=0,v)=0`$, in accordance with the general result (1.13). The noncommutativity (1.18) occurs here: $`\mathrm{exp}(f_{nq})=0`$, while $`\|\mathrm{exp}(f_{qn})\|=\|\lambda _{L,4}\|^{1/2}`$. At $`q=1,2`$ we again encounter noncommutativity in the calculation of the free energy: for $`q=1`$, eq. (1.14) yields the result $`Z(L_m,q=1,a)=a^{5m}`$, whence $$\mathrm{exp}(f_{nq}(\{L\},q=1,a))=a^{5/2}$$ (3.2.10) while $`f_{qn}`$ depends on which phase one is in for a given value of $`a`$. To discuss the special case $`q=2`$, we first observe that $$\underset{q2}{lim}\underset{v1}{lim}\lambda _{L,3}\underset{v1}{lim}\underset{q2}{lim}\lambda _{L,3}$$ (3.2.11) Specifically, $$\lambda _{L,3}(v=1)=0\mathrm{if}q2$$ (3.2.12) so that the left-hand side of (3.2.11) is zero, while $$\lambda _{L,3}(q=2)=2v^2\mathrm{if}v1$$ (3.2.13) so that the right-hand side of (3.2.11) is 2. Similarly, $`\lambda _{L,5}(v=1)=0`$ if $`q2`$, but $`\lambda _{L,5}(q=2)`$ is nonzero if $`v1`$ as given below. Thus, for the special case $`q=2`$, with the understanding that in cases where the noncommutativity (3.2.11) holds, we take the limit $`q=2`$ first for general $`v`$, with $`v1`$, we have $$\lambda _{L,1}=\lambda _{L,3}=2v^2$$ (3.2.14) $$\lambda _{L,2}=v(v+1)(v+2)(v^2+2v+2)$$ (3.2.15) $$\lambda _{L,(4,5)}=\frac{(v+1)(v+2)}{2}\left[v^3+2v^2+2v+2\pm \sqrt{v^6+4v^5+8v^4+4v^3+4v^2+8v+4}\right]$$ (3.2.16) Further, for $`q=2`$, $`c_{L,1}=1`$, while $`c_{L,j}=1`$ for $`2j5`$; hence, the $`(\lambda _{L,1})^m`$ and $`(\lambda _{L,3})^m`$ terms cancel each other and make no contribution to $`Z`$, which reduces to $$Z(L_m,q=2,v)=\underset{j=2,4,5}{}(\lambda _{L,j})^m$$ (3.2.17) Hence also, $`f_{qn}f_{nq}`$ at $`q=2`$. In order to study the zero-temperature critical point in the ferromagnetic case and also the properties of the complex-temperature phase diagram, we calculate the $`\lambda _{L,j,u}`$’s corresponding to the $`\lambda _{L,j}`$’s, using eq. (1.28). In the vicinity of the point $`u=0`$ we have $$\lambda _{L,1,u}=2u^3(1u)^2$$ (3.2.18) and the Taylor series expansions $$\lambda _{L,2,u}=1u^4+2(q2)u^5+O(u^7)$$ (3.2.19) $$\lambda _{L,3,u}=2u^3+2(q4)u^5+O(u^7)$$ (3.2.20) $$\lambda _{L,4,u}=1+(q1)u^4+4(q1)u^5+O(u^7)$$ (3.2.21) $$\lambda _{L,5,u}=2u^3+4(q2)u^4+O(u^5).$$ (3.2.22) Therefore, at $`u=0`$, $`\lambda _{L,2,u}`$ and $`\lambda _{L,4,u}`$ are dominant and the boundary $`_u`$ is determined as the solution to the degeneracy of magnitudes of these dominant $`\lambda _{L,j,u}`$’s, i.e., $`\|\lambda _{L,2,u}\|=\|\lambda _{L,4,u}\|`$, so that the point $`u=0`$ is on $`_u`$ for any $`q`$, with the understanding that for the values of $`q`$ where the noncommutativity (1.18) and (1.21) occurs, we are referring to $`_{qn}`$ rather than $`_{nq}`$. To determine the angles at which the branches of $`_u`$ cross each other at $`u=0`$, we write $`u`$ in polar coordinates as $`u=re^{i\theta }`$, expand the degeneracy equation $`\|\lambda _{L,2,u}\|=\|\lambda _{L,4,u}\|`$, for small $`r`$, and obtain $`qr^4\mathrm{cos}(4\theta )=0`$, which implies that (for $`q0`$) in the limit as $`r=\|u\|0`$, $$\theta =\frac{(2j+1)\pi }{8},j=0,1,\mathrm{},7$$ (3.2.23) or equivalently, $`\theta =\pm \pi /8`$, $`\pm 3\pi /8`$, $`\pm 5\pi /8`$, and $`\pm 7\pi /8`$. Hence there are eight curves forming four branches on $`_u`$ intersecting at $`u=0`$, with an angle of $`\pi /4`$ between each adjacent pair of curves at $`u=0`$. The point $`u=0`$ is thus a multiple point on the algebraic curve $`_u`$, in the technical terminology of algebraic geometry (i.e., a point where several branches of an algebraic curve cross ). In the vicinity of the origin, $`u=0`$, these branches define eight corresponding complex-temperature phases: the paramagnetic (PM) phase for $`\pi /8\theta \pi /8`$, together with seven $`O_j`$ phases extending outward in the wedges $`(2j1)\pi /8\theta (2j+1)\pi /8`$ for $`j=1,..,7`$. These form one self-conjugate phase, $`O_4=O_4^{}`$, and the complex conjugate pairs of phases $`O_1=O_7^{}`$, $`O_2=O_6^{}`$, and $`O_3=O_5^{}`$. For $`q=2`$ and for $`q=4`$ the Potts antiferromagnet on the infinite-length, width $`L_y=2`$ strip of the $`sq_d`$ lattice has a zero-temperature critical point. In the $`q=2`$ Ising case, this involves frustration. In order to study the $`T=0`$ critical point for the $`L_y=2`$ strip for these two values of $`q`$, it is useful to calculate expansions of the $`\lambda _{L,j}`$’s. Only $`\lambda _{L,4}`$ and $`\lambda _{L,2}`$ are necessary for physical thermodynamic properties, while the full set of $`\lambda _{L,j}`$, $`j=1,2,..,5`$ is, in general, necessary for the study of the singular locus $``$. For $`q=2`$, besides the exact expressions $`\lambda _{L,1}=\lambda _{L,3}=2(a1)^2`$ and $`\lambda _{L,2}=a+a^5`$, we have the expansions $$\lambda _{L,4}=a+4a^4+9a^5+O(a^6)$$ (3.2.24) $$\lambda _{L,5}=2a^24a^48a^5+O(a^6)$$ (3.2.25) As shown above, for $`f_{nq}`$ and $`_{nq}`$, where one sets $`q=2`$ first and then takes $`n\mathrm{}`$, $`\lambda _{L,j}`$, $`j=1,3`$, make no contribution, and $`_{nq}`$ is determined by the degeneracy in magnitude of the dominant terms among $`\lambda _{L,j}`$, $`j=2,4,5`$. From the expansions (3.2.24) and (3.2.25), it follows that in the neighborhood of the point $`a=0`$, $`(_a)_{nq}`$ is determined by the equation $`\|\lambda _{L,2}\|=\|\lambda _{L,4}\|`$. Writing $`a=\rho e^{i\varphi }`$ and expanding the degeneracy equation $`\|\lambda _{L,2}\|=\|\lambda _{L,4}\|`$ for small $`r`$, we obtain $`8\rho ^5\mathrm{cos}(3\varphi )=0`$, which implies that in the limit as $`r=\|a\|0`$, $$\varphi =\frac{(2j+1)\pi }{6},j=0,1,\mathrm{},5$$ (3.2.26) or equivalently, $`\varphi =\pm \pi /6`$, $`\varphi =\pm \pi /2`$, and $`\varphi =\pm 5\pi /6`$. Hence there are six curves forming three branches of $`_a`$ intersecting at $`a=0`$ and the angles between successive branches as they cross at this point are $`\pi /3`$. The point $`a=0`$ is thus a multiple point on $`_u`$. In the vicinity of the origin, $`a=0`$, these branches define six complex-temperature phases: the paramagnetic (PM) phase for $`\pi /6\theta \pi /6`$, together with the phases $`O_j`$ for $`1j5`$, with $`O_j`$ occupying the sector $`(2j1)\pi /6\theta (2j+1)\pi /6`$. Note that $`O_3=O_3^{}`$, $`O_4=O_2^{}`$, and $`O_5=O_1^{}`$. $`\lambda _{L,4}`$ is dominant in the PM phase and in the $`O_2`$ and $`O_2^{}`$ phases, while $`\lambda _{L,2}`$ is dominant in the $`O_1`$, $`O_1^{}`$, and $`O_3`$ phases. For $`q=4`$, besides the exact expression $`\lambda _{L,1}=2(a1)^2`$, we calculate the expansions $$\lambda _{L,2}=22a+3a^2+O(a^3)$$ (3.2.27) $$\lambda _{L,3}=aa^2+O(a^3)$$ (3.2.28) $$\lambda _{L,4}=2+14a31a^2+O(a^3)$$ (3.2.29) $$\lambda _{L,5}=3a+33a^2+O(a^3).$$ (3.2.30) It follows that in the neighborhood of the point $`a=0`$, $`(_a)_{nq}`$ is determined by the equation $`\|\lambda _{L,1}\|=\|\lambda _{L,4}\|`$ and passes through $`a=0`$ vertically on the imaginary axis. ### 3.3 $`_q(\{L\})`$ for fixed $`a`$ #### 3.3.1 Antiferromagnetic case $`0a1`$ For $`a=0`$, i.e., the $`T=0`$ limit of the Potts antiferromagnet, the locus $`_q`$ consists of the union of the two circles $$_q:\|q2\|=2\|q3\|=1\mathrm{for}a=0$$ (3.3.1) so that there $`_q`$ crosses the real $`q`$ axis at $`q=0,2,4`$, so that $`q_c=4`$; furthermore, the point $`q=4`$ is a multiple point on $`_q`$, where the smaller and larger circles intersect (shown in Fig. 4 in ). This multiple point is a tacnode, i.e. the curves that intersect at this point have the same (vertical) slopes. In region $`R_1`$ forming the exterior of the larger circle, $`\|q2\|>2`$, $`\lambda _{L,4}`$ is dominant. In region $`R_2`$ forming the interior of the smaller circle, $`\|q3\|<1`$, $`\lambda _{L,1}`$ is dominant, while in region $`R_3`$ comprised of the crescent-shaped area inside the larger circle and outside the smaller circle, i.e., with $`\|q2\|<2`$ and $`\|q3\|>1`$, $`\lambda _{L,2}`$ is dominant. As the temperature increases from 0 to infinity for the antiferromagnet, i.e., as $`a`$ increases from 0 to 1, $`_q`$ contracts in to the origin, $`q=0`$. Using our exact calculation of the Potts partition function for arbitrary $`T`$, we have determined $`_q`$ for general $`a`$. In Figs. 10-13 we show some illustrative plots for the Potts antiferromagnet. As $`a`$ increases from 0, the tacnodal multiple point that existed on $`_q`$ for $`a=0`$ disappears and the locus has the appearance illustrated by Fig. 10. This is qualitatively similar to what we found for $`_q`$ for the ($`L_x\mathrm{}`$ limit of the) $`L_y=2`$ strip of the triangular lattice as $`a`$ increased from 0. The middle crossing point at $`q=2`$ remains fixed, independent of $`a`$, for $`a`$ in the range $`0<a<a_m`$, where $$a_m0.4294445$$ (3.3.2) is the real solution of the equation $$2a^3+3a^2+3a2=0$$ (3.3.3) The reason for this is that this point is determined by the degeneracy equation $`\|\lambda _{L,1}\|=\|\lambda _{L,2}\|`$ where these are leading terms, and they cease to be leading at $`q=2`$ as the right boundary sweeps leftward past this point; in turn, this occurs as $`q_c=2`$, which yields the equation (3.3.3). As $`a`$ increases from 0 to $`a_m`$, region $`R_2`$ contracts in size, and finally disappears altogether as $`a`$ increases through the value $`a_m`$. For $`a>a_m`$, $`\lambda _{L,4}`$ is dominant in the neighborhood of $`q=2`$ as well as for $`q>2`$. Again, this feature, that the crossing at $`q=2`$ remains fixed as $`a`$ increases until the right-most part of $``$ sweeps past it, thereby removing the region $`R_2`$, is qualitatively the same as what we found for the $`L_y=2`$ strip of the triangular lattice . The value of $`a`$ at which $`R_2`$ disappears in that case was $`(3+\sqrt{17})/4=0.280776\mathrm{}`$. Note that $``$ for the $`L_y=2`$ square lattice strip is different in that in the $`a=0`$ case, $`q_c=2`$ and there are only two regions that contain intervals on the real axis: $`R_1`$ for $`q<0`$ and $`q>q_c=2`$, and $`R_2`$ for $`0q2`$; since there is no third region including a line segment along the real axis, this, of course, precludes the phenomenon of the disappearance of such a region as $`a`$ increases . The right-most point at which $`_q`$ crosses the real axis is given by the solution of the equation of degeneracy of leading terms $`\|\lambda _{L,1}\|=\|\lambda _{L,4}\|`$ for $`0<a<a_m`$, $$q_c=\frac{4(1a)(a^2+2a+2)}{(a+1)(a+2)}\mathrm{for}0<a<a_m,$$ (3.3.4) and is given by the solution of the equation $`\|\lambda _{L,2}\|=\|\lambda _{L,4}\|`$ for $`a>a_m`$. The value of $`q_c`$ decreases monotonically from 4 to 0 as $`a`$ increases from 0 to 1. For comparison, for the $`L_x\mathrm{}`$ limits of the $`L_y=2`$ cyclic or Möbius strips of the square and triangular lattices, we found $$q_c(sq,2\times \mathrm{},cyc)=(1a)(2+a)$$ (3.3.5) for all $`a`$, and $$q_c(tri,2\times \mathrm{},cyc)=\frac{(1a)(3+2a)}{1+a}$$ (3.3.6) for $`0a(1/4)(3+\sqrt{17})0.280776`$ (with a more complicated form holding for larger $`a`$). These all have the same property of monotonically decreasing to 0 as $`a`$ increases from 0 to 1. #### 3.3.2 Ferromagnetic range $`a1`$ For the Potts ferromagnet, as $`T`$ decreases from infinity, i.e. $`a`$ increases above 1, the locus $`_q`$ forms a lima-bean shaped curve shown for a typical value, $`a=2`$, in Fig. 14. Besides the generally present crossing at $`q=0`$, the point $`q_c(\{L\})`$ at which $`_q`$ crosses the real $`q`$ axis now occurs at negative $`q`$ values. As was true of the model on the width $`L_y=2`$ cyclic and Möbius strips of the square and triangular lattice , for physical temperatures, the locus $`_q`$ for the Potts ferromagnet does not cross the positive real $`q`$ axis. Note that this locus does have some support in the $`Re(q)>0`$ half plane, away from the real axis, which was also true of the analogous loci for the $`L_y=2`$ cyclic and Möbius square and triangular strips. Finally, one could discuss the complex-temperature range $`a<0`$; however, for the sake of brevity, we shall not do this here. ### 3.4 $`_u(\{L\})`$ for Fixed $`q`$ We next proceed to the slices of $``$ in the plane defined by the temperature Boltzmann variable $`u`$, for given values of $`q`$, starting with large $`q`$. In the limit $`q\mathrm{}`$, the locus $`_u(\{L\})`$ is reduced to $`\mathrm{}`$. This follows because for large $`q`$, there is only a single dominant term, namely $$\lambda _{L,4}q^2+5qv+O(1)\mathrm{as}q\mathrm{}.$$ (3.4.1) Note that in this case, one gets the same result whether one takes $`q\mathrm{}`$ first and then $`n=2m\mathrm{}`$, or $`n\mathrm{}`$ and then $`q\mathrm{}`$, so that these limits commute as regards the determination of $`_u`$. We first consider values of $`q0,1,2`$, so that no noncommutativity occurs, and $`(_u)_{nq}=(_u)_{qn}_u`$. As discussed above, it is convenient to use the $`u`$ plane since $`_u`$ is compact in this plane, except for the cases $`q=2`$, and $`q=4`$, whereas $`_u`$ is noncompact because of the antiferromagnetic zero-temperature critical point at $`a=1/u=0`$. Extending the discussion in to the case of the strip of the $`sq_d`$ lattice, we observe that the property that the singular locus $`_u`$ passes through the $`T=0`$ point $`u=0`$ for the Potts model with $`PBC_x`$ but not with $`FBC_x`$, i.e., with periodic, but not free, longitudinal boundary conditions, means that the use of $`PBC_x`$ yields a singular locus that manifestly incorporates the zero-temperature critical point, while this is not manifest in $`_u`$ when calculated using $`FBC_x`$. For $`q=10`$, the locus $`_u`$ is shown in Fig. 15. Eight curves forming four branches on $`_u`$ run into the origin, $`u=0`$, at the angles given in general in eq. (3.2.23). The $`\lambda _{L,j}`$’s that are dominant in these phases are $`\lambda _{L,2}`$ and $`\lambda _{L,4}`$, in an alternating manner as one makes a circuit around the origin. The PM phase includes the positive real $`u`$ axis and evidently extends all the way around the curves forming $`_u`$. The locus $`_u`$ also includes a line segment on the negative real $`u`$ axis along which $`\lambda _{L,4}`$ and $`\lambda _{L,5}`$ are dominant and are equal in magnitude as complex conjugates of each other. In the two closed, complex-temperature O phases at the ends of the line segment, the dominant term is $`\lambda _{L,2}`$. As is evident in Fig. 15, although the complex-temperature (Fisher ) zeros computed for a long finite strip lie reasonably close to the asymptotic $`L_x\mathrm{}`$ curve $`_u`$ in general, these zeros have lower density on the curves running into the origin. For the $`q=2`$ Ising case, the locus $`(_u)_{nq}`$ is shown in Fig. 16. One sees that, in addition to the eight curves intersecting at the ferromagnetic zero-temperature critical point $`u=0`$, there is evidently another $`O`$ phase that includes the negative real axis for $`u<1`$, and two complex conjugate pairs of $`O`$ phases extending toward the upper and lower left, and upper and lower right. The complex-temperature phases in the vicinity of $`u=0`$ were determined above after eq. (3.2.23). Since the Ising antiferromagnet on the $`L_x\mathrm{}`$ limit of this strip has a zero-temperature critical point, it is useful to display the singular locus $`_a`$ in the $`a`$ plane; here the critical point occurs at $`a=0`$. We show this in Fig. 17. Six curves forming three branches on $`_a`$ pass through $`a=0`$ at the angles given in eqs. (3.2.26). For $`q=3`$, the locus $`_u`$ is shown in Fig. 18. In this case, in addition to the eight phases that are contiguous at $`u=0`$, there is a line segment on the real $`u`$ axis from $`0.573`$ to $`\mathrm{}`$ and a small $`O`$ phase at the right end of this segment. There are also two complex conjugate pairs of $`O`$ phases with the property that one pair is contiguous with the $`O_2`$ and $`O_2^{}`$ phases while another pair is contiguous with the $`O_3`$, $`O_3^{}`$ and $`O_4`$ phases. Normally, the fact that part of $``$ extends to the point $`a=0`$, as is the case here, means that for the given value of $`q`$ the Potts antiferromagnet has a zero-temperature critical point. However, here one encounters noncommutativity in the definition of the free energy; if one sets $`a=0`$ (i.e., $`v=1`$) first, then $`\lambda _{L,5}`$ vanishes and there is no such semi-infinite line segment on $``$. For $`q=4`$, the locus $`_u`$ is shown in Fig. 19. There is evidently another $`O`$ phase that includes the negative real axis for $`u<1`$. The line segment $`1<u<0.5`$ on the negative real $`u`$ axis and the small $`O`$ phase at the right end of it are also present here. To show the behavior in the vicinity of the zero-temperature critical point of this $`q=4`$ Potts antiferromagnet, we display the singular locus $`_a`$ in the $`a`$ plane in Fig. 20. The locus $`_a`$ passes vertically through the origin, $`a=0`$ and then curves into the $`Re(a)<0`$ half-plane. ### 3.5 Thermodynamics of the Potts Model on the $`L_y=2`$ Strip of the $`sq_d`$ Lattice #### 3.5.1 Ferromagnetic Case The Potts ferromagnet (with real $`q>0`$) on an arbitrary graph has $`v>0`$ so, as is clear from eq. (1.5), the partition function satisfies the constraint of positivity. In contrast, the specific heat $`C`$ is positive for the model on the (infinite-length limit of the) $`L_y=2`$ $`sq_d`$ strip if and only if $`q>1`$. For $`q=1`$, $`f_{nq}=2.5\mathrm{ln}a=2.5K`$ and $`C`$ vanishes identically. Since a negative specific heat is unphysical, we therefore restrict to real $`q1`$. For general $`q`$ in this range, the reduced free energy is given for all temperatures by $`f=(1/2)\mathrm{ln}\lambda _{S,1}`$ as in (2.16). Recall that $`\lambda _{S,1}\lambda _{L,4}`$. It is straightforward to obtain the internal energy $`U`$ and specific heat from this free energy; since the expressions are somewhat complicated, we do not list them here. We show a plot of the specific heat (with $`k_B=1`$) in Fig. 21. One can observe that the value of the maximum is a monotonically increasing function of $`q`$. The high-temperature expansion of $`U`$ is $$U=\frac{5J}{2q}\left[1+\frac{(q1)}{q}K+O(K^2)\right].$$ (3.5.1) For the specific heat we have $$C=\frac{5k_B(q1)K^2}{2q^2}\left[1+\frac{(5q+14)}{5q}K+O(K^2)\right].$$ (3.5.2) The low-temperature expansions ($`K\mathrm{}`$) are $$U=J\left[\frac{5}{2}+2(q1)e^{4K}\left[1+5e^K+7(q2)e^{2K}+O(e^{3K})\right]\right]\mathrm{as}K\mathrm{}$$ (3.5.3) and $$C=8k_BK^2(q1)e^{4K}\left[1+\frac{25}{4}e^K+\frac{49}{4}(q2)e^{3K}+O(e^{4K})\right]\mathrm{as}K\mathrm{}$$ (3.5.4) Comparing with our corresponding calculations for the ($`L_x\mathrm{}`$ limits of the) strips of the square and triangular lattices with the same $`L_y=2`$ width, we can remark on some common features. In all of these cases, the high-temperature expansions have the leading forms $$U=\frac{\mathrm{\Delta }J}{2q}\left[1+\frac{(q1)}{q}K+O(K^2)\right]$$ (3.5.5) where we recall that the coordination number is $`\mathrm{\Delta }=3,4`$ and 5 for these infinite-length strips of the square, triangular, and $`sq_d`$ lattices with width 2. (In the infinite-length limit, the longitudinal boundary conditions do not affect the coordination number.) Further, $$C=\frac{\mathrm{\Delta }k_B(q1)K^2}{2q^2}\left[1+O(K)\right].$$ (3.5.6) For the low-temperature expansions for these strips, $$U=J\left[\frac{\mathrm{\Delta }}{2}+O((q1)e^{(\mathrm{\Delta }1)K})\right]\mathrm{as}K\mathrm{}$$ (3.5.7) and $$Ck_BK^2(q1)e^{(\mathrm{\Delta }1)K}\left[1+O(e^K)\right]\mathrm{as}K\mathrm{}.$$ (3.5.8) In general, the ratio $`\rho `$ of the largest subdominant to the dominant $`\lambda _j`$’s determines the asymptotic decay of the connected spin-spin correlation function and hence the correlation length $$\xi =\frac{1}{\mathrm{ln}\rho }$$ (3.5.9) Since $`\lambda _{L,4}`$ and $`\lambda _{L,2}`$ are the dominant and leading subdominant $`\lambda _j`$’s, respectively, we have $$\rho _{FM}=\frac{\lambda _{L,2}}{\lambda _{L,4}}$$ (3.5.10) and hence for the ferromagnetic zero-temperature critical point we find that the correlation length diverges, as $`T0`$, as $$\xi _{FM}q^1e^{4K}\mathrm{as}K\mathrm{}$$ (3.5.11) Comparing with the divergences in the correlation length at the ferromagnetic $`T=0`$ critical point that we have calculated for the infinite-length limits of the square and triangular strips with the same $`L_y=2`$ width , we see that all of these can be fit by the formula $$\xi _{FM}q^1e^{(\mathrm{\Delta }1)K}\mathrm{as}K\mathrm{}.$$ (3.5.12) #### 3.5.2 Antiferromagnetic Case In this section we first restrict to the real range $`q4`$ and the additional integer values $`q=2`$ (Ising case) and $`q=3`$ where the Potts antiferromagnet exhibits physically acceptable behavior and then consider the remaining interval $`0<q<4`$, $`q2,3`$, where it exhibits unphysical properties. For $`q4`$, the free energy is given for all temperatures by (2.16), as in the ferromagnetic case but with $`J`$ negative, and is the same independent of the different longitudinal boundary conditions, as is necessary for there to exist a thermodynamic limit. We show plots of the specific heat, for several values of $`q`$, for the Potts antiferromagnet on the (infinite-length limit of the) $`L_y=2`$ strip of the $`sq_d`$ lattice in Fig 22. In contrast to the ferromagnetic case, where the positions of the maxima of $`C`$ in the variable $`K`$ increase monotonically as functions of $`q`$, the positions of the maxima of $`C`$ in the antiferromagnetic do not have a monotonic dependence on $`q`$; they occur at $`K=0.82`$ for $`q=2`$, $`K=0.42`$ for $`q=3`$ and $`K=0.75`$ for $`q=4`$, after which the values of the maxima occur at smaller values of $`K`$ with increasing integral $`q`$, e.g., $`K=0.47`$ for $`q=5`$ and $`K=0.34`$ for $`q=6`$). Recall that the antiferromagnetic Potts model with $`q=2`$ and $`q=3`$ involves frustration, and one can observe a rather different behavior in the specific heat for these values of $`q`$ as contrasted with $`q4`$ in the plot. The high-temperature expansions of $`U`$ and $`C`$ are given by (3.5.1) and (3.5.2); more generally, these expansions also apply in the range $`0<q<4`$. As discussed above, the Ising case $`q=2`$ is one of the cases where one must take account of noncommutativity in the definition of the free energy and hence of thermodynamic quantities. If one sets $`q=2`$ first and then takes $`n\mathrm{}`$, then $`f=f_{nq}=(1/2)\mathrm{ln}\lambda _{L,4}(q=2)`$ where $`\lambda _{L,4}(q=2)`$ was given in eq. (3.2.16), and the low-temperature expansions are $$U(q=2)=\frac{J}{2}\left[1+12e^{3K}+36e^{4K}+80e^{5K}+O(e^{6K})\right]\mathrm{as}K\mathrm{}$$ (3.5.13) and $$C(q=2)=18k_BK^2e^{3K}\left[1+4e^K+\frac{100}{9}e^{2K}+\frac{72}{9}e^{3K}+O(e^{4K})\right]\mathrm{as}K\mathrm{}.$$ (3.5.14) For $`q=3`$, if one sets $`q=3`$ first and then takes $`n\mathrm{}`$, then $`f=f_{nq}=(1/2)\mathrm{ln}\lambda _{L,4}(q=3)`$, and the low-temperature expansions are $$U(q=3)=\frac{J}{4}\left[1+\frac{3\sqrt{2}}{2}e^{K/2}4e^K+\frac{57\sqrt{2}}{8}e^{3K/2}+O(e^{2K})\right]\mathrm{as}K\mathrm{}$$ (3.5.15) and $$C(q=3)=\frac{3\sqrt{2}}{16}k_BK^2e^{K/2}\left[1\frac{8\sqrt{2}}{3}e^{K/2}+\frac{57}{4}e^K16\sqrt{2}e^{3K/2}+O(e^{2K})\right]\mathrm{as}K\mathrm{}.$$ (3.5.16) For the range $`q4`$, the low-temperature expansions are given by $$U=\frac{(J)e^K}{2(q3)^2}\left[(5q13)\frac{29q^3190q^2+405q276}{(q3)^2(q2)}e^K+O(e^{2K})\right]\mathrm{as}K\mathrm{}$$ (3.5.17) and $$C=\frac{k_BK^2e^K}{2(q3)^2}\left[(5q13)\frac{2(29q^3190q^2+405q276)}{(q3)^2(q2)}e^K+O(e^{2K})\right]\mathrm{as}K\mathrm{}.$$ (3.5.18) Note that for the antiferromagnetic case, $`U(T=0)=0`$ for $`q4`$, but $`U(T=0)=J/2=+\|J\|/2`$ for $`q=2`$ and $`U(T=0)=J/4=+\|J\|/4`$ for $`q=3`$. The vanishing value of $`U`$ at $`T=0`$ for $`q4`$ means that the Potts model can achieve its preferred ground state for this range of $`q`$, while the nonzero value of $`U(T=0)`$ for the Ising and $`q=3`$ antiferromagnet is a consequence of the frustration that is present in this case. Note that the apparent divergences that occur as $`q2`$ and $`q3`$ in eqs. (3.5.17) and (3.5.18) are not actually reached here since these expressions apply only in the region $`q4`$ (the discrete integral cases $`q=2`$ and $`q=3`$ were dealt with above). For the zero-temperature critical points in the $`q=2`$ and $`q=4`$ Potts antiferromagnet, $$\rho _{AFM,q=2,4}=\frac{\lambda _{L,2}}{\lambda _{L,4}}$$ (3.5.19) Using the respective expansions (3.2.24)-(3.2.25) and (3.2.27)-(3.2.30), we find that the correlation lengths defined as in (3.5.9) diverges, as $`T0`$, as $$\xi _{AFM,q=2}e^{3K},\mathrm{as}K\mathrm{}$$ (3.5.20) and $$\xi _{AFM,q=4}e^K,\mathrm{as}K\mathrm{}.$$ (3.5.21) Next, we consider the range of real $`0<q<4`$ aside from the integral case $`q=2,3`$. The first pathology is that the Potts antiferromagnet on the infinite-length limit of the cyclic $`L_y=2`$ $`sq_d`$ strip has a phase transition at a finite temperature, call it $`T_{p,L}`$, while, in contrast, if one uses free boundary conditions, then either (i) there is no phase transition at any finite temperature, for $`3<q<4`$ or $`1<q<2`$, or (ii) there is a phase transition at a finite temperature $`T_{p,S}`$ for $`2<q<3`$ or $`0<q<1`$, but $`T_{p,L}T_{p,S}`$, so that there is no well-defined thermodynamic limit for the Potts antiferromagnet with non-integral $`q`$ in the interval $`0<q<4`$. The Ising case $`q=2`$ and $`q=3`$ case have been dealt with in the preceding subsection. Concerning the value $`q=1`$, as discussed earlier, one encounters noncommutativity in defining the free energy. If one takes $`q=1`$ to start with and then $`n\mathrm{}`$, the thermodynamic limit does exist, independent of boundary conditions, and $`f=f_{nq}=2.5K`$, $`U=2.5J=2.5\|J\|`$, and $`C=0`$. If one starts with $`q1`$, takes $`n\mathrm{}`$, calculates $`f_{qn}`$, and then takes $`q1`$, the thermodynamic limit does not exist since the result differs depending on whether one uses free longitudinal boundary conditions or cyclic longitudinal boundary conditions. In the high-temperature phase, $`f_{qn}=(1/2)\mathrm{ln}\lambda _{L,4}`$, independent of longitudinal boundary conditions, but in the low-temperature phase, the expression for $`f_{qn}`$ is different for the open and cyclic strips. There are also other unphysical properties, such as a negative specific heat and a negative partition function for certain ranges of temperature. Acknowledgment: The research of R. S. was supported in part at Stony Brook by the U. S. NSF grant PHY-97-22101 and at Brookhaven by the U.S. DOE contract DE-AC02-98CH10886.<sup>3</sup><sup>3</sup>3Accordingly, the U.S. government retains a non-exclusive royalty-free license to publish or reproduce the published form of this contribution or to allow others to do so for U.S. government purposes. ## 4 Appendix ### 4.1 General The Potts model partition function $`Z(G,q,v)`$ is related to the Tutte polynomial $`T(G,x,y)`$ as follows. The graph $`G`$ has vertex set $`V`$ and edge set $`E`$, denoted $`G=(V,E)`$. A spanning subgraph $`G^{}`$ is defined as a subgraph that has the same vertex set and a subset of the edge set: $`G^{}=(V,E^{})`$ with $`E^{}E`$. The Tutte polynomial of $`G`$, $`T(G,x,y)`$, is then given by - $$T(G,x,y)=\underset{G^{}G}{}(x1)^{k(G^{})k(G)}(y1)^{c(G^{})}$$ (4.1.1) where $`k(G^{})`$, $`e(G^{})`$, and $`n(G^{})=n(G)`$ denote the number of components, edges, and vertices of $`G^{}`$, and $$c(G^{})=e(G^{})+k(G^{})n(G^{})$$ (4.1.2) is the number of independent circuits in $`G^{}`$ (sometimes called the co-rank of $`G^{}`$). Note that the first factor can also be written as $`(x1)^{r(G)r(G^{})}`$, where $$r(G)=n(G)k(G)$$ (4.1.3) is called the rank of $`G`$. The graphs $`G`$ that we consider here are connected, so that $`k(G)=1`$. Now let $$x=1+\frac{q}{v}$$ (4.1.4) and $$y=a=v+1$$ (4.1.5) so that $$q=(x1)(y1).$$ (4.1.6) Then $$Z(G,q,v)=(x1)^{k(G)}(y1)^{n(G)}T(G,x,y).$$ (4.1.7) Note that the chromatic polynomial is a special case of the Tutte polynomial: $$P(G,q)=q^{k(G)}(1)^{k(G)+n(G)}T(G,x=1q,y=0)$$ (4.1.8) (recall eq. (1.9)). Corresponding to the form (1.25) we find that the Tutte polynomial for recursively defined graphs comprised of $`m`$ repetitions of some subgraph has the form $$T(G_m,x,y)=\underset{j=1}{\overset{N_\lambda }{}}c_{T,G,j}(\lambda _{T,G,j})^m$$ (4.1.9) ### 4.2 $`sq_d`$ Strip with Free Longitudinal Boundary Conditions The generating function representation for the Tutte polynomial for the open strip of the $`sq_d`$ lattice comprised of $`m+1`$ squares with edges joining the lower-left to upper-right vertices and the upper-left to lower-right vertices of each square, denoted $`S_m`$, is $$\mathrm{\Gamma }_T(S_m,x,y;z)=\underset{m=0}{\overset{\mathrm{}}{}}T(S_m,x,y)z^m.$$ (4.2.1) We have $$\mathrm{\Gamma }_T(S,x,y;z)=\frac{𝒩_T(S,x,y;z)}{𝒟_T(S,x,y;z)}$$ (4.2.2) where $$𝒩_T(S,x,y;z)=A_{T,S,0}+A_{T,S,1}z$$ (4.2.3) with $$A_{T,S,0}=2x+4xy+3x^2+2y+3y^2+y^3+x^3$$ (4.2.4) $$A_{T,S,1}=xy(y+y^2+x2xy^2+xy+x^22yx^2x^2y^2)$$ (4.2.5) and $$𝒟_T(S,x,y;z)=\underset{j=1}{\overset{2}{}}(1\lambda _{T,S,j}z)$$ (4.2.6) with $$\lambda _{T,S,(1,2)}=\frac{1}{2}\left[x(x+3)+y(y^2+2y+3)+2\pm \sqrt{R_T}\right]$$ (4.2.7) where $`R_T`$ $`=`$ $`4+12x+12y+22xy+13x^2+21y^2+6x^3+20y^3+16xy^2`$ (4.2.10) $`+10x^2y+x^4+10y^44x^2y^22y^3x+4y^52x^2y^3+y^6.`$ The corresponding closed-form expression is given by the general formula from , as applied to Tutte, rather than chromatic, polynomials, namely $$T(S_m,x,y)=\left[\frac{A_{T,S,0}\lambda _{T,S,1}+A_{T,S,1}}{\lambda _{T,S,1}\lambda _{T,S,2}}\right](\lambda _{T,S,1})^m+\left[\frac{A_{T,S,0}\lambda _{T,S,2}+A_{T,S,1}}{\lambda _{T,S,2}\lambda _{T,S,1}}\right](\lambda _{T,S,2})^m.$$ (4.2.11) It is easily checked that this is a symmetric function of the $`\lambda _{S,j}`$, $`j=1,2`$. ### 4.3 Cyclic and Möbius Strips We write the Tutte polynomials for the cyclic and Möbius strips of the $`sq_d`$ lattice with width $`L_y=2`$ as $$T(L_m,x,y)=\underset{j=1}{\overset{5}{}}c_{T,L,j}(\lambda _{T,L,j})^m$$ (4.3.1) where it is convenient to extract a common factor from the coefficients: $$c_{T,L,j}\frac{\overline{c}_{T,L,j}}{x1}.$$ (4.3.2) Of course, although the individual terms contributing to the Tutte polynomial are thus rational functions of $`x`$ rather than polynomials in $`x`$, the full Tutte polynomial is a polynomial in both $`x`$ and $`y`$. We have $$\lambda _{T,L,1}=2$$ (4.3.3) and, with $$T_{T,23}=y^3+2y^2+3y+2x+4$$ (4.3.4) $$R_{T,23}=16+16x+32y+12xy+33y^24xy^3+10y^4+4x^2+20y^3+4y^5+y^6$$ (4.3.5) the results $$\lambda _{T,L,(2,3)}=\frac{1}{2}\left[T_{T,23}\pm \sqrt{R_{T,23}}\right]$$ (4.3.6) and $$\lambda _{T,L,(4,5)}=\lambda _{T,S,(1,2)}$$ (4.3.7) The coefficients are $$\overline{c}_{T,L,1}=\frac{1}{2}(x1)(y1)(xyxy2)$$ (4.3.8) $$\overline{c}_{T,L,2}=\overline{c}_{T,L,3}=xyxy$$ (4.3.9) $$\overline{c}_{T,L,4}=\overline{c}_{T,L,5}=1.$$ (4.3.10) These are symmetric under interchange of $`xy`$, which is a consequence of the fact that the $`c_{L,j}`$ are functions only of $`q`$. ### 4.4 Special Values of Tutte Polynomials for Strips of the $`sq_d`$ Lattice For a given graph $`G=(V,E)`$, at certain special values of the arguments $`x`$ and $`y`$, the Tutte polynomial $`T(G,x,y)`$ yields quantities of basic graph-theoretic interest -, . We recall some definitions: a spanning subgraph $`G^{}=(V,E^{})`$ of $`G`$ is a graph with the same vertex set $`V`$ and a subset of the edge set, $`E^{}E`$. Furthermore, a tree is a graph with no cycles, and a forest is a graph containing one or more trees. Then the number of spanning trees of $`G`$, $`N_{ST}(G)`$, is $$N_{ST}(G)=T(G,1,1),$$ (4.4.1) the number of spanning forests of $`G`$, $`N_{SF}(G)`$, is $$N_{SF}(G)=T(G,2,1),$$ (4.4.2) the number of connected spanning subgraphs of $`G`$, $`N_{CSSG}(G)`$, is $$N_{CSSG}(G)=T(G,1,2),$$ (4.4.3) and the number of spanning subgraphs of $`G`$, $`N_{SSG}(G)`$, is $$N_{SSG}(G)=T(G,2,2).$$ (4.4.4) From our calculations of Tutte polynomials, we find that $$N_{ST}(S_m)=2^{2(m+2)}3^m$$ (4.4.5) $$N_{SF}(S_m)=(19+11\sqrt{3})(9+5\sqrt{3})^m+(1911\sqrt{3})(95\sqrt{3})^m$$ (4.4.6) $$N_{CSSG}(S_m)=\left(19+\frac{65\sqrt{46}}{23}\right)[2(7+\sqrt{46})]^m+\left(19\frac{65\sqrt{46}}{23}\right)[2(7\sqrt{46})]^m$$ (4.4.7) $$N_{SSG}(S_m)=2^{5m+6}.$$ (4.4.8) For the cyclic $`L_y=2`$ strip of the $`sq_d`$ lattice, $`L_m`$, we first note that for $`m3`$, $`L_m`$ is a (proper) graph, but for $`m=1`$ and $`m=2`$, $`L_m`$ is not a proper graph, but instead, is a multigraph, with multiple edges (and, for $`m=1`$, loops). The following formulas apply for all $`m1`$: $$N_{ST}(L_m)=2^{2(m1)}3^mm$$ (4.4.9) $$N_{SF}(L_m)=[(9+5\sqrt{3})^m+(95\sqrt{3})^m][(7+3\sqrt{5})^m+(73\sqrt{5})^m]$$ (4.4.10) $`N_{CSSG}(L_m)=32^{m1}+\left[2\left(7+\sqrt{46}\right)\right]^m+\left[2\left(7\sqrt{46}\right)\right]^m+`$ (4.4.11) (4.4.12) $`{\displaystyle \frac{m}{2}}\left[\left(3+{\displaystyle \frac{7\sqrt{46}}{23}}\right)\left[2\left(7+\sqrt{46}\right)\right]^{m1}+\left(3{\displaystyle \frac{7\sqrt{46}}{23}}\right)\left[2\left(7\sqrt{46}\right)\right]^{m1}\right]`$ (4.4.13) $$N_{SSG}(L_m)=2^{5m}.$$ (4.4.14) This result, eq. (4.4.14), is a special case of a more general elementary theorem, namely $$N_{SSG}(G)=2^{e(G)}$$ (4.4.15) This is proved by noting that a spanning subgraph $`G^{}G`$ consists of the same vertex set $`V`$ as $`G`$ and a subset of the edge set $`E`$ of $`G`$. One can enumerate all such spanning subgraphs as follows: for each edge in $`E`$, one has the option of including or excluding it, keeping the other edges fixed. This is a twofold choice for each edge, and the result (4.4.15) therefore holds. This general result subsumes the previous specific relations $`N_{SSG}=2^{3m}`$ and $`N_{SSG}=2^{4m}`$ for the cyclic strips of length $`L_x=m`$ and width $`L_y=2`$ of the square and triangular lattices. We recall that the number of edges is given by $`e(G)=`$ (i) $`3m`$, (ii) $`4m`$, and (iii) $`5m`$ for the $`L_x=m`$, $`L_y=2`$ strips of the (i) square (ii) triangular, (iii) $`sq_d`$ strips, respectively, while the number of vertices is given by $`n=v(G)=2m`$ for all of these strips. Let us denote $`r_e=e(G)/n(G)`$, whence $`r_e(G)=`$ (i) 3/2, (ii) 2, (iii) $`5/2`$ and $`N_{SSG}(L_{G,m})=2^{r_e(G)n}`$ for these strips. Since $`T(G_m,x,y)`$ grows exponentially as $`m\mathrm{}`$ for the families $`G_m=S_m`$ and $`L_m`$ for $`(x,y)=(1,1)`$, (2,1), (1,2), and (2,2), one defines the corresponding constants $$z_{set}(\{G\})=\underset{n(G)\mathrm{}}{lim}n(G)^1\mathrm{ln}N_{set}(G),set=ST,SF,CSSG,SSG$$ (4.4.16) where, as above, the symbol $`\{G\}`$ denotes the limit of the graph family $`G`$ as $`n(G)\mathrm{}`$ (and the $`z`$ here should not be confused with the auxiliary expansion variable in the generating function (4.2.1) or the Potts partition function $`Z(G,q,v)`$.) General inequalities for these were given in . Our results yield $$z_{ST}(\{G\})=\mathrm{ln}2+\frac{1}{2}\mathrm{ln}31.242453..\mathrm{for}G=S,L$$ (4.4.17) $$z_{SF}(\{G\})=\frac{1}{2}\mathrm{ln}(9+5\sqrt{3})1.435658\mathrm{for}G=S,L$$ (4.4.18) $$z_{CSSG}(\{G\})=\frac{1}{2}\mathrm{ln}[2(7+\sqrt{46})]1.658267\mathrm{for}G=S,L$$ (4.4.19) and $$z_{SSG}(\{G\})=\frac{5}{2}\mathrm{ln}21.732868\mathrm{for}G=S,L$$ (4.4.20) In Table I we summarize the results for $`z_s(\{G\})`$ for the infinite-length limit of the width $`L_y=2`$ strips of the square, triangular, and $`sq_d`$ strips (which are independent of the longitudinal boundary conditions). In this table we include a comparison of the exact values of $`z_{ST}`$ that we have calculated with the upper bound (u.b.) for a $`k`$-regular graph $$z_{ST}<z_{ST,u.b.},z_{ST,u.b.}=\mathrm{ln}\left(\frac{(k1)^{k1}}{[k(k2)]^{(k/2)1}}\right)$$ (4.4.21) The cyclic $`L_y=2`$ strips of the square, triangular, and $`sq_d`$ lattices are $`k`$-regular, with $`k=3,4,5`$, respectively. One thus has $$z_{ST,u.b.}(sq(L_y=2))=\mathrm{ln}(4/\sqrt{3})$$ (4.4.22) $$z_{ST,u.b.}(tri(L_y=2))=3\mathrm{ln}(3/2)$$ (4.4.23) $$z_{ST,u.b.}(sq_d(L_y=2))=8\mathrm{ln}2\frac{3}{2}\mathrm{ln}15$$ (4.4.24) For this table we define $$r_{ST}(\{G\})=\frac{z_{ST}(\{G\})}{z_{ST,u.b.}(\{G\})}.$$ (4.4.25) As is evident from the table, $`z_{ST}(\{G\})`$, $`z_{SF}(\{G\})`$, and $`z_{CSSG}(\{G\})`$ increase as one goes from the $`L_y=2`$ strip of the square strip to that of the triangular, and $`sq_d`$ strip, as the degree increases from 3 to 4 to 5. This also follows from (4.4.15) for $`z_{SSG}`$. A similar dependence on degree (coordination number) was found for $`z_{ST}`$ in .
warning/0007/nucl-th0007025.html	ar5iv	text	# Meson-Meson Scattering in the Quark Model: Spin Dependence and Exotic Channels ## I Introduction The determination of scattering amplitudes between pairs of mesons is an interesting problem in strong QCD. It is also a complicated problem, because both $`q\overline{q}`$ annihilation to $`s`$-channel resonances and “nonresonant” scattering are important effects, and it is often difficult to separate the various contributions. However by specializing to annihilation-free channels such as I=2 $`\pi \pi `$ and $`\pi \rho `$, I=3/2 K$`\pi `$, KN and NN, one may study nonresonant scattering in relative isolation. The determination of resonance parameters, reaction mechanisms, and many other aspects of hadron physics are complicated by the presence of nonresonant scattering, which is treated as an (often poorly understood) initial-state and final-state rescattering effect. Developing an accurate description of nonresonant scattering would help clarify many other aspects of hadron physics. A further interesting possibility is that sufficiently attractive nonresonant scattering may lead to weakly bound hadron-hadron or multihadron states, as does happen in nuclei and hypernuclei. We may also find a rich spectrum of meson-meson bound states, the study of which will extend nuclear physics into the largely unexplored field of “mesonic nuclei” or “molecules” . An understanding of PsPs, PsV and other meson-meson scattering amplitudes is also important for the interpretation of non-QCD processes such as nonleptonic weak decays, since these show evidence of important hadronic final state interactions. The $`\mathrm{\Delta }`$I=1/2 rule is a well known example. Similarly, a recent study of D and D<sub>s</sub> decays to K$`\overline{\mathrm{K}}\pi `$ found that the Dalitz plots are dominated by two-meson isobars, including $`\varphi \pi `$, K$`{}_{}{}^{}\overline{\mathrm{K}}+h.c.`$ and K$`{}_{0}{}^{}(1430)\overline{\mathrm{K}}+h.c.`$, and complex relative amplitudes are required to describe the D<sup>+</sup> Dalitz plot. Without final state interactions one would expect relatively real couplings to these final states. One finds a surprising variety of approaches to strong hadron-hadron scattering in the literature. There are many studies using effective hadronic lagrangians, such as the “chiral perturbation theory” description of the PsPs sector. Although this method is convenient because it uses perturbative QFT techniques, it is incomplete in that it takes effective lagrangian vertex strengths from the data; one should be able to calculate these hadronic couplings directly from quark-gluon forces. Second, there are studies that model the low energy hadron-hadron scattering mechanism, which include the apparently dissimilar meson exchange and quark-gluon descriptions of hadronic forces. Meson exchange models are again attractive for their simplicity, since they use perturbative QFT techniques to determine scattering amplitudes. This approach has been elaborated in greatest detail in models of the NN force , in which a large number of meson exchanges is assumed. With this large parameter space a good description of this interaction is possible, although there is a concern that one may be parametrizing other scattering mechanisms in addition to $`t`$-channel meson exchange. Alternatively, one may calculate hadron-hadron forces directly from the fundamental quark-gluon interaction, using quark model hadron wavefunctions. This approach has also seen its most detailed development in studies of the NN interaction , and is most successful in describing the short-ranged repulsive core. Maltman and Isgur also found a physically reasonable intermediate ranged attraction from a color van der Waals effect in the quark-gluon approach, which is not equivalent to the usual $`\pi \pi `$ or $`\sigma `$ meson exchange explanation of this force. The quark description of hadron-hadron interactions is complicated by the combinatorics of matrix elements between quark bound states, but has the advantage that it can easily be extended to a wide range of spin and flavor channels through a simple change of the external hadron wavefunctions. A third promising approach is to infer hadron scattering amplitudes from LGT. To date LGT has seen little application to scattering problems because of the difficulty of treating systems that are not in their ground states. Estimates of the I=0 and I=2 $`\pi \pi `$ scattering lengths have been obtained by exploiting a theoretical relation to finite-size effects , and more recently very interesting results for nuclear physics potentials in the $``$ system were reported . In future it may be possible to improve hadron scattering models through comparisons with similar “LGT data”. In this paper we are concerned with the derivation of meson-meson scattering amplitudes from quark-gluon forces. We derive meson-meson scattering amplitudes at lowest order in the quark-quark interaction, which leads to a quark interchange model described by “quark Born diagrams” . Since the quark-quark interaction is already well established from hadron spectroscopy, our predictions have little parameter freedom. In previous work we and others (usually assuming OGE hyperfine dominance) have shown that this approach gives a reasonably accurate description of S-wave scattering in a wide range of channels without $`q\overline{q}`$ annihilation, including I=2 $`\pi \pi `$ , I=3/2 K$`\pi `$, I=0,1 KN, I=0,1 BB (compared to LGT data), and the NN repulsive core . This approach has also been applied to $`\pi J/\psi `$ and other reactions relevant to heavy ion collisions, where the experimental low energy cross sections are as yet unclear. The principal new contribution of this paper is a detailed analytical derivation of the meson-meson scattering amplitudes that follow from the complete quark-quark interaction, including color Coulomb, linear scalar confinement, OGE spin-spin, OGE spin-orbit, OGE tensor and linear spin-orbit forces. As a future application of these results, one might hope to clarify the relationship between meson exchange and quark interchange models by a detailed comparison of the spin dependence of hadron-hadron scattering amplitudes, which we expect to be sensitive to the details of the scattering mechanism. Here we consider both pseudoscalar-pseudoscalar (PsPs) and pseudoscalar-vector (PsV) scattering. The former is a “standard benchmark” for meson scattering models, because I=2 $`\pi \pi `$ low energy scattering has no $`s`$-channel resonances and has been the subject of many experimental phase shift analyses. Although we find reasonable agreement with S-wave I=2 $`\pi \pi `$ scattering, this channel has no spin degree of freedom, and so cannot be used to test the characteristic spin dependences predicted by the quark model’s OGE and linear scalar confinement forces. We find in contrast that PsV is an excellent theoretical laboratory for the study of spin-dependent forces, as it can accommodate both meson-meson spin-orbit and tensor interactions. The spin-dependent forces at the meson-meson level are closely related to the corresponding terms in the quark-quark interaction in our approach. Although the study of PsV scattering is essentially a theoretical exercise at present, these phase shifts are accessible experimentally, for example through measurement of the relative S and D final state phases in $`b_1\pi \omega `$. Thus it should be possible to measure PsV phase shifts from resonance decays to multiamplitude PsV final states. Before we proceed to our detailed results, we note that some work has already appeared on meson-meson scattering in PsV systems. Numerical results for many light S-wave PsV meson channels were previously reported by Swanson using a similar quark model approach that incorporated OGE spin-spin and linear confinement forces. Theoretical results for PsV scattering ($`\pi \rho `$ in particular) in a meson exchange model were published by Janssen et al. and Böckmann et al. , assuming $`\pi `$, vector and $`a_1`$ exchange. Since the $`\rho \pi \pi `$, $`a_1\rho \pi `$ and $`\rho \omega \pi `$ vertex strengths are relatively well established, it was possible to evaluate these scattering amplitudes numerically. These papers did not consider the exotic I=2 channel, so a direct comparison with our quark model PsV results is not possible at present. ## II Meson-Meson T-matrix ### A General T-matrix formula We approximate the full hadron-hadron scattering amplitude by a single (Born-order) matrix element of the quark-quark interaction Hamiltonian $`H_I`$. Since $`H_I`$ is $`T^aT^a`$ in color, one must then have quark line rearrangement to have a nonvanishing overlap with two color-singlet mesons in the final state. In $`(q\overline{q})(q\overline{q})`$ scattering there are four independent Born-order diagrams, which we label according to which pair of constituents interacted; these are “transfer<sub>1</sub>” (T1), “transfer<sub>2</sub>” (T2), “capture<sub>1</sub>” (C1) and “capture<sub>2</sub>” (C2), which are shown in Fig.1. In the special case of identical quarks and identical antiquarks, which is relevant here, there is a second set of four “symmetrizing” diagrams T1$`{}_{symm}{}^{}\mathrm{}`$ C2<sub>symm</sub>, which are identical to T1$`\mathrm{}`$C2 except that the quark lines are interchanged rather than the antiquark lines. The hadron-hadron T-matrix element $`T_{fi}`$ for each diagram can conveniently be written as an overlap integral of the meson wavefunctions times the underlying quark $`T_{fi}`$. These overlap integrals (specializing Ref. to the case of equal quark and antiquark masses) are $`T_{fi}^{(\mathrm{T1})}(ABCD)=`$ (1) $`{\displaystyle d^3qd^3p\mathrm{\Phi }_C^{}(2\stackrel{}{p}+\stackrel{}{q}\stackrel{}{C})\mathrm{\Phi }_D^{}(2\stackrel{}{p}\stackrel{}{q}2\stackrel{}{A}\stackrel{}{C})}`$ (2) $`T_{fi}(\stackrel{}{q},\stackrel{}{p},\stackrel{}{p}\stackrel{}{A}\stackrel{}{C})\mathrm{\Phi }_A(2\stackrel{}{p}\stackrel{}{q}\stackrel{}{A})\mathrm{\Phi }_B(2\stackrel{}{p}+\stackrel{}{q}\stackrel{}{A}2\stackrel{}{C}),`$ (3) (4) $`T_{fi}^{(\mathrm{T2})}(ABCD)=`$ (5) $`{\displaystyle d^3qd^3p\mathrm{\Phi }_C^{}(2\stackrel{}{p}+\stackrel{}{q}+2\stackrel{}{A}\stackrel{}{C})\mathrm{\Phi }_D^{}(2\stackrel{}{p}\stackrel{}{q}\stackrel{}{C})}`$ (6) $`T_{fi}(\stackrel{}{q},\stackrel{}{p},\stackrel{}{p}\stackrel{}{A}+\stackrel{}{C})\mathrm{\Phi }_A(2\stackrel{}{p}+\stackrel{}{q}+\stackrel{}{A})\mathrm{\Phi }_B(2\stackrel{}{p}\stackrel{}{q}+\stackrel{}{A}2\stackrel{}{C}).`$ (7) (8) $`T_{fi}^{(\mathrm{C1})}(ABCD)=`$ (9) $`{\displaystyle d^3qd^3p\mathrm{\Phi }_C^{}(2\stackrel{}{p}+\stackrel{}{q}\stackrel{}{C})\mathrm{\Phi }_D^{}(2\stackrel{}{p}\stackrel{}{q}2\stackrel{}{A}\stackrel{}{C})}`$ (10) $`T_{fi}(\stackrel{}{q},\stackrel{}{p},\stackrel{}{p}+\stackrel{}{C})\mathrm{\Phi }_A(2\stackrel{}{p}\stackrel{}{q}\stackrel{}{A})\mathrm{\Phi }_B(2\stackrel{}{p}\stackrel{}{q}\stackrel{}{A}2\stackrel{}{C}),`$ (11) (12) $`T_{fi}^{(\mathrm{C2})}(ABCD)=`$ (13) $`{\displaystyle d^3qd^3p\mathrm{\Phi }_C^{}(2\stackrel{}{p}+\stackrel{}{q}+2\stackrel{}{A}\stackrel{}{C})\mathrm{\Phi }_D^{}(2\stackrel{}{p}\stackrel{}{q}\stackrel{}{C})}`$ (14) $`T_{fi}(\stackrel{}{q},\stackrel{}{p},\stackrel{}{p}\stackrel{}{C})\mathrm{\Phi }_A(2\stackrel{}{p}+\stackrel{}{q}+\stackrel{}{A})\mathrm{\Phi }_B(2\stackrel{}{p}+\stackrel{}{q}+\stackrel{}{A}2\stackrel{}{C}).`$ (15) The quark $`T_{fi}`$ has momentum arguments $`T_{fi}(\stackrel{}{q},\stackrel{}{p}_1,\stackrel{}{p}_2)`$, which are defined in Fig.2. In this paper we will evaluate these overlap integrals with standard Gaussian quark model wavefunctions and the quark $`T_{fi}`$ for the complete set of OGE color Coulomb, linear scalar, OGE spin-spin, OGE and linear scalar confinement spin-orbit and OGE tensor interactions. These interactions are given in App.A. ### B PsPs Scattering #### 1 I=2 $`\pi \pi `$ T-matrix We specialize the general problem of PsPs scattering without $`q\overline{q}`$ annihilation to I=2 $`\pi \pi `$ because many experiments have published phase shift analyses of this channel. The other $`\pi \pi `$ channels have large $`s`$-channel $`q\overline{q}`$ annihilation contributions. The full I=2 $`\pi \pi `$ Born-order T-matrix element is determined by adding the individual contributions of App.B, with PsPs spin matrix elements given in App.C, part C2. There are also flavor and color factors for each diagram and an overall “signature” phase of $`(1)`$, and a second set of “symmetrizing” diagrams for identical quarks and identical antiquarks, as discussed in detail in Ref.. On summing these contributions we find $`T_{fi}^{I=2\pi \pi }=`$ $`+{\displaystyle \frac{\pi \alpha _s}{m^2}}\left({\displaystyle \frac{2^3}{3^2}}\left(e^{Q_+^{\mathrm{\hspace{0.17em}2}}/8\beta ^2}+e^{Q_{}^{\mathrm{\hspace{0.17em}2}}/8\beta ^2}\right)+{\displaystyle \frac{2^7}{3^{7/2}}}e^{\stackrel{}{A}^{\mathrm{\hspace{0.17em}2}}/3\beta ^2}\right)`$ (18) $`+{\displaystyle \frac{\pi \alpha _s}{\beta ^2}}\left({\displaystyle \frac{2^4}{3^2}}\left(\mathrm{f}_{\frac{1}{2},\frac{3}{2}}(\stackrel{}{Q}_+^{\mathrm{\hspace{0.17em}2}}/8\beta ^2)+\mathrm{f}_{\frac{1}{2},\frac{3}{2}}(\stackrel{}{Q}_{}^{\mathrm{\hspace{0.17em}2}}/8\beta ^2)\right)+{\displaystyle \frac{2^6}{3^{5/2}}}\mathrm{f}_{\frac{1}{2},\frac{3}{2}}(\stackrel{}{A}^{\mathrm{\hspace{0.17em}2}}/6\beta ^2)\right)e^{\stackrel{}{A}^{\mathrm{\hspace{0.17em}2}}/2\beta ^2}`$ $`+{\displaystyle \frac{\pi b}{\beta ^4}}\left({\displaystyle \frac{2^3}{3}}\left(\mathrm{f}_{\frac{1}{2},\frac{3}{2}}(\stackrel{}{Q}_+^{\mathrm{\hspace{0.17em}2}}/8\beta ^2)+\mathrm{f}_{\frac{1}{2},\frac{3}{2}}(\stackrel{}{Q}_{}^{\mathrm{\hspace{0.17em}2}}/8\beta ^2)\right){\displaystyle \frac{2^3}{3^{1/2}}}\mathrm{f}_{\frac{1}{2},\frac{3}{2}}(\stackrel{}{A}^{\mathrm{\hspace{0.17em}2}}/6\beta ^2)\right)e^{\stackrel{}{A}^{\mathrm{\hspace{0.17em}2}}/2\beta ^2}`$ where $`\mathrm{f}_{a,c}(x)`$ is an abbreviation for the confluent hypergeometric (Kummer) function $`{}_{1}{}^{}\mathrm{F}_{1}^{}(a;c;x)`$. The three separate expressions above are the OGE spin-spin, color Coulomb and linear confinement contributions respectively. The $`Q_\pm `$ terms come from the transfer diagrams, and the remaining, isotropic, terms come from the capture diagrams. The spin matrix elements of the spin-orbit and tensor terms vanish identically in the PsPs channel. Since $`\stackrel{}{Q}_\pm =\stackrel{}{C}\pm \stackrel{}{A}`$ and $`\|\stackrel{}{A}\|=\|\stackrel{}{C}\|`$, one can equivalently write this amplitude as a function of the CM momentum and scattering angle using $`\stackrel{}{Q}_\pm ^{\mathrm{\hspace{0.17em}2}}=2\stackrel{}{A}^{\mathrm{\hspace{0.17em}2}}(1\pm \mu )`$, where $`\mu =\mathrm{cos}(\theta _{AC})`$. The Bose symmetry required for this $`\pi \pi `$ scattering amplitude is evident. #### 2 I=2 $`\pi \pi `$ Phase Shifts We may derive the elastic Born-order I=2 $`\pi \pi `$ phase shifts from Eq.(18), using the relation between phase shifts and the T-matrix given in App.D, especially Eq.(D17), and the integrals in App.G. The result we find for the S-wave is $$\delta _0^{I=2\pi \pi }=\{\begin{array}{cc}kE_\pi \frac{\alpha _s}{m^2}\left(\frac{1}{3^2}\frac{1}{x}\left(1e^{2x}\right)\frac{2^4}{3^{7/2}}e^{4x/3}\right)\hfill & \text{OGE spin-spin}\hfill \\ kE_\pi \frac{\alpha _s}{\beta ^2}\left(\frac{2}{3^2}\frac{1}{x}\left(\mathrm{f}_{1,\frac{1}{2}}(2x)e^{2x}\right)\frac{2^3}{3^{5/2}}\mathrm{f}_{1,\frac{3}{2}}(2x/3)e^{4x/3}\right)\hfill & \text{OGE color Cou.}\hfill \\ kE_\pi \frac{b}{\beta ^4}\left(\frac{1}{3^2}\frac{1}{x}\left(\mathrm{f}_{2,\frac{1}{2}}(2x)e^{2x}\right)+\frac{1}{3^{1/2}}\mathrm{f}_{2,\frac{3}{2}}(2x/3)e^{4x/3}\right).\hfill & \text{linear conft.}\hfill \end{array}$$ (19) where we have introduced $`x=\stackrel{}{A}^2/4\beta ^2`$. The total Born-order S-wave phase shift is the sum of these three contributions. This S-wave phase shift is shown in Fig.3 with our standard quark model parameter set $`\alpha _s=0.6`$, $`\beta =0.4`$ GeV, $`m=0.33`$ GeV and $`b=0.18`$ GeV<sup>2</sup>. We also use $`M_\pi =0.138`$ GeV throughout. This confirms that the color Coulomb and linear confinement interactions make relatively small contributions to the I=2 $`\pi \pi `$ S-wave at moderate energies. The weakly repulsive linear confining interaction in I=2 $`\pi \pi `$ near threshold was previously found numerically by Swanson. One might be concerned about the approximation of using SHO wavefunctions, especially at higher energy scales where there should be strong short-distance components in the pion wavefunction due to the attractive spin-spin hyperfine interaction. To test the sensitivity to SHO wavefunctions we evaluated the I=2 $`\pi \pi `$ scattering amplitudes and phase shifts numerically using Coulomb plus linear plus hyperfine $`q\overline{q}`$ wavefunctions and Monte Carlo integration of the real space integrals corresponding to the T-matrix integrals (3-15). As usual this requires a “smearing” of the contact hyperfine term, $`\delta (\stackrel{}{x})e^{\sigma ^2r^2}/\pi ^{3/4}\sigma ^{3/2}`$, to allow solution of the Schrödinger equation with an attractive delta-function interaction. In the literature the inverse smearing length is typically taken to be $`\sigma 1`$ GeV. (A calculation of I=2 $`\pi \pi `$ scattering with this interaction and $`\sigma =0.7`$ GeV was reported previously by Swanson .) With our standard light-quark parameter set $`\alpha _s=0.6`$, $`b=0.18`$ GeV<sup>2</sup> and $`m=0.33`$ GeV, we found that fitting the $`M_\rho M_\pi `$ splitting required a value of $`\sigma =0.86`$ GeV. To illustrate the dependence of the scattering amplitude on this parameter, in Fig.4 we show the I=2 $`\pi \pi `$ S-wave that follows from our standard quark model set $`(\alpha _s,b,m)`$, with $`\sigma =0.7,0.8`$ and $`0.9`$ GeV. Clearly the predicted phase shift is rather similar to the SHO result of Fig.3, although the effect of short-distance peaking in the $`\pi `$ wavefunction is evident above $`M_{\pi \pi }1`$ GeV. We also show most of the higher statistics experimental results for the I=2 $`\pi \pi `$ S-wave phase shift in Figs.3 and 4. The references shown are Colton et al., Durusoy et al. (OPE extrapolation, solid; OPE + DP form factor, open, slightly displaced in $`x`$ for visibiity), Hoogland et al. (extrapolation B), and Losty et al.. Prukop et al. found a wide range of results from three different off-shell extrapolations, so we simply quote their fitted scattering length below. Clearly there is already reasonable agreement with the experimental S-wave phase shift at lower energies without fitting the quark model parameters. The model predicts a rather dramatic extremum in this phase shift near $`M_{\pi \pi }=1.5`$ GeV, which is unfortunately beyond the limiting invariant mass of most of the experimental studies. There are some measurements of this phase shift at higher invariant mass with lower accuracy due to Durusoy et al., which are also shown in the figure. The Durusoy et al. results support our predicted extremum near $`M_{\pi \pi }=1.5`$ GeV; indeed, their phase shift above $`M_{\pi \pi }=1.5`$ GeV appears to fall even more rapidly than we predict. We have investigated optimal parameter fits of the S-wave phase shift formula Eq.(6) to the data, but we find that these are rather unstable because the color Coulomb and linear confinement contributions are small and are qualitatively similar functions. In any case the Durusoy et al. data and Fig.4 show that the hyperfine smearing distance $`\sigma `$ is an important parameter, and this will not be well determined until accurate phase shift data becomes available at higher invariant mass. An accurate measurement of I=2 $`\pi \pi `$ scattering amplitudes near and above $`M_{\pi \pi }=1.5`$ GeV would clearly be very useful as a test of this and other models of meson-meson scattering. #### 3 I=2 $`\pi \pi `$ Scattering Lengths The I=2 $`\pi \pi `$ scattering length is defined by $`a_0^{I=2}=lim_{k_\pi 0}\delta _0^{I=2\pi \pi }/k_\pi `$. The results we find from Eq.(6) are $$a_0^{I=2}=\{\begin{array}{cc}\frac{2}{3^2}\left(1+\frac{2^3}{3^{3/2}}\right)\frac{\alpha _s}{m^2}M_\pi \hfill & SS\hfill \\ \frac{2^2}{3^2}\left(\frac{2}{3^{1/2}}1\right)\frac{\alpha _s}{\beta ^{\mathrm{\hspace{0.17em}2}}}M_\pi \hfill & \text{Cou.}\hfill \\ \frac{2}{3}\left(1\frac{3^{1/2}}{2}\right)\frac{b}{\beta ^{\mathrm{\hspace{0.17em}4}}}M_\pi \hfill & \text{lin.}\hfill \end{array}$$ (20) and their numerical values with our standard quark model parameters set are $$a_0^{I=2}=\{\begin{array}{cc}0.085[\mathrm{fm}]\hfill & SS\hfill \\ 0.007[\mathrm{fm}]\hfill & \text{Cou.}\hfill \\ 0.017[\mathrm{fm}]\hfill & \text{lin.}\hfill \\ 0.109[\mathrm{fm}]\hfill & \text{total.}\hfill \end{array}$$ (21) The Coulomb and linear contributions were independently checked by Monte Carlo integration of the corresponding real-space overlap integrals. The relative sizes of these numerical contributions a posteriori justify the approximation of neglecting the color Coulomb and linear terms in I=2 $`\pi \pi `$ scattering. The I=2 $`\pi \pi `$ scattering length has been calculated previously using many other theoretical approaches. A summary of some of these predictions is given below. (We use a current value of $`f_\pi =93`$ MeV in Weinberg’s PCAC formula $`a_0^{I=2}=M_\pi /16\pi f_{\pi }^{}{}_{}{}^{2}`$.) $$a_0^{I=2}\|_{thy.}=\{\begin{array}{cc}0.053(7)[\mathrm{fm}]\hfill & \text{LGT }\text{[7]}\hfill \\ 0.052[\mathrm{fm}]\hfill & \text{meson exchange }\text{[23, 24]}\hfill \\ 0.053[\mathrm{fm}]\hfill & \text{Roy Eqs.}\text{[25]}\hfill \\ 0.063[\mathrm{fm}]\hfill & \text{PCAC }\text{[26]}\text{.}\hfill \end{array}$$ (22) Although $`f_\pi `$ and other effective lagrangian parameters are normally taken from experiment, these parameters are of course calculable from quark-gluon forces. As an example, our result for $`a_0^{I=2}`$ yields the following expression for $`f_\pi `$, $$\frac{1}{f_{\pi }^{}{}_{}{}^{2}}=\frac{2^5}{3^2}\left(1+\frac{2^3}{3^{3/2}}\right)\frac{\pi \alpha _s}{m^2}+\frac{2^6}{3^2}\left(\frac{2}{3^{1/2}}1\right)\frac{\pi \alpha _s}{\beta ^{\mathrm{\hspace{0.17em}2}}}+\frac{2^5}{3}\left(1\frac{3^{1/2}}{2}\right)\frac{\pi b}{\beta ^{\mathrm{\hspace{0.17em}4}}}.$$ (23) The dominant contribution comes from the $`O(\alpha _s/m^2)`$ OGE $`SS`$ term. Experimental determinations of the scattering length have yielded results which are larger than theoretical expectations; $$a_0^{I=2}\|_{expt.}=\{\begin{array}{cc}0.13(2)[\mathrm{fm}]\hfill & \text{Losty }\text{et al.}\text{[21]}\hfill \\ 0.24(2),0.22\genfrac{}{}{0pt}{}{+0.03}{0.04}[\mathrm{fm}]\hfill & \text{Prukop }\text{et al.}\text{ }\text{[22]}\text{ .}\hfill \end{array}$$ (24) We speculate that this discrepancy is due to the use of a simple $`\delta =k_\pi a+O(k_{\pi }^{}{}_{}{}^{3})`$ effective range formula in extrapolation. The difficulty of extrapolating experimental phase shifts to threshold has been stressed by Morgan and Pennington . We advocate the use of a “generalized specific heat plot” of low energy phase shifts for this purpose . This plot takes into account the threshold behavior seen in Eq.(6), $$\delta _0^{I=2\pi \pi }=k_\pi E_\pi f(\alpha _s,m,b,\beta ,x)$$ (25) where $`f`$ is a relatively slowly varying function of $`x=k_{\pi }^{}{}_{}{}^{2}/4\beta ^2`$. Thus the threshold behavior is approximately proportional to $`k_\pi E_\pi `$ rather than just $`k_\pi `$, and since $`M_\pi `$ is quite small this leads to rapid variation near threshold and makes the linear-$`k_\pi `$ extrapolation inaccurate. We suggest removal of all this dependence by displaying $`\delta _0/(k_\pi E_\pi /M_\pi )`$ versus $`k_{\pi }^{}{}_{}{}^{2}`$. The intercept in this plot is the scattering length, and the slope at intercept implies the effective range. This generalized specific heat plot is shown in Fig.5 for I=2 $`\pi \pi `$ scattering. An extrapolation of the moderate-$`k_\pi `$ data can now be seen to be much closer to the theoretical scattering lengths. The small-$`k_\pi `$ dependence of $`\delta _0/k_\pi `$ was calculated by Donoghue in a chiral effective lagrangian, which gave the Weinberg result at $`k_\pi =0`$ and an $`O(k_\pi ^2)`$ correction factor of $`(1+k_{\pi }^{}{}_{}{}^{2}/2m_{\pi }^{}{}_{}{}^{2})`$. This is just the correction due to an overall factor of $`E_\pi `$, so this predicts a zero slope in $`k_{\pi }^{}{}_{}{}^{2}`$ for $`\delta _0/(k_\pi E_\pi /M_\pi )`$ at threshold. The Jülich meson-exchange model , which is dominated by $`t`$-channel $`\rho `$ exchange in this process, also predicts rapid variation in $`\delta _0/k_\pi `$ near threshold. The prediction of this model for $`\delta _0/(k_\pi E_\pi /M_\pi )`$ , shown in Fig.5, is rather similar to our quark model result. #### 4 I=2 $`\pi \pi `$ Equivalent Potentials Low energy “phase shift equivalent” Gaussian I=2 $`\pi \pi `$ potentials, derived using the method of Mott and Massey as described in App.E, are given below. We quote separate Gaussians for the transfer and capture contributions from each of the three interactions, spin-spin contact, color Coulomb and linear hyperfine. However their predicted phase shift decays more slowly at large momentum, probably due to the use of power law form factors in their vertices. $$V_{\pi \pi }(r)=\{\begin{array}{cc}+\frac{2^{9/2}}{3^2\pi ^{1/2}}\frac{\alpha _s\beta ^3}{m^2}e^{2\beta ^2r^2}\hfill & SS\text{ (transfer)}\hfill \\ +\frac{2^{9/2}}{3^2\pi ^{1/2}}\frac{\alpha _s\beta ^3}{m^2}e^{\frac{3}{2}\beta ^2r^2}\hfill & SS\text{ (capture)}\hfill \\ \frac{2^{11/2}}{3^{1/2}5^{3/2}\pi ^{1/2}}\alpha _s\beta e^{\frac{6}{5}\beta ^2r^2}\hfill & \text{Cou. (transfer)}\hfill \\ +\frac{2^{1/2}3^{1/2}}{\pi ^{1/2}}\alpha _s\beta e^{\frac{9}{8}\beta ^2r^2}\hfill & \text{Cou. (capture)}\hfill \\ +\frac{2^{9/2}3^{1/2}}{7^{3/2}\pi ^{1/2}}\frac{b}{\beta }e^{\frac{6}{7}\beta ^2r^2}\hfill & \text{lin. (transfer)}\hfill \\ \frac{2^{1/2}3^{5/2}}{5^{3/2}\pi ^{1/2}}\frac{b}{\beta }e^{\frac{9}{10}\beta ^2r^2}\hfill & \text{lin. (capture).}\hfill \end{array}$$ (26) In Ref. we derived I=2 $`\pi \pi `$ potentials for the spin-spin contact interaction using the “locality expansion” method of Ref.. This gave an identical result for the spin-spin transfer potential, because this amplitude (before Bose symmetrization) is a function of $`t`$ only. However for the capture diagrams the Mott-Massey approach used here gives a different potential, since it is constrained to reproduce the $`O(k^3)`$ series expansion of the phase shift in Eq.(6), but the local approximation is not. The two capture potentials reproduce the scattering length, but the local approximation gives an incorrect effective range. The low energy Mott-Massey I=2 $`\pi \pi `$ potential is shown in Fig.6 for our standard quark model parameters $`\alpha _s=0.6`$, $`b=0.18`$ GeV<sup>2</sup> and $`m=0.33`$ GeV. The spin-spin hyperfine contribution is dominant over the range shown. #### 5 I=2 $`\pi \pi `$ Phase Shifts with L $`>`$ 0 The higher partial waves (L $`2`$) may be evaluated similarly. According to Eq.(18), these receive contributions only from the transfer diagrams. The Born-order D-wave phase shift with SHO wavefunctions is given by $$\delta _2^{I=2\pi \pi }=\{\begin{array}{cc}kE_\pi \frac{\alpha _s}{m^2}\left(\frac{1}{3^2}\frac{1e^{2x}}{x}+\frac{1}{3}\frac{1+e^{2x}}{x^2}\frac{1}{3}\frac{1e^{2x}}{x^3}\right)\hfill & SS\hfill \\ kE_\pi \frac{\alpha _s}{\beta ^2}\left(\frac{2}{3^2}\frac{\mathrm{f}_{1,\frac{1}{2}}(2x)e^{2x}}{x}+\frac{2}{3^2}\frac{\mathrm{f}_{1,\frac{1}{2}}(2x)+e^{2x}}{x^2}\frac{2}{35}\frac{\mathrm{f}_{1,\frac{3}{2}}(2x)e^{2x}}{x^3}\right)\hfill & \text{Cou.}\hfill \\ kE_\pi \frac{b}{\beta ^4}\left(\frac{1}{3}\frac{\mathrm{f}_{2,\frac{1}{2}}(2x)e^{2x}}{x}\frac{1}{5}\frac{\mathrm{f}_{2,\frac{1}{2}}(2x)+e^{2x}}{x^2}+\frac{3}{57}\frac{\mathrm{f}_{2,\frac{3}{2}}(2x)e^{2x}}{x^3}\right).\hfill & \text{lin.}\hfill \end{array}$$ (27) These three expressions are numerically rather small, and their phases are such that they approximately cancel; at $`M_{\pi \pi }=1.5`$ GeV they are respectively $`0.8^o`$, $`+0.2^o`$ and $`+0.4^o`$. To see this more clearly, the leading $`O(k_{\pi }^{}{}_{}{}^{5})`$ behavior predicted by Eq.(14) is $$\underset{k_\pi 0}{lim}\delta _2^{I=2\pi \pi }/k_{\pi }^{}{}_{}{}^{5}=\frac{1}{2^3\mathrm{\hspace{0.17em}3}^3\mathrm{\hspace{0.17em}5}^2}\left(5\frac{\alpha _s\beta ^2}{m^2}+2\alpha _s+3\frac{b}{\beta ^2}\right)\frac{M_\pi }{\beta ^6},$$ (28) and the three dimensionless combinations $`\alpha _s\beta ^2/m^2`$, $`\alpha _s`$ and $`b/\beta ^2`$ are comparable in size. We have also evaluated this D-wave phase shift using Coulomb plus linear plus hyperfine wavefunctions. The result is shown in Fig.4, and is numerically similar to the SHO D-wave, Eq.(14). In comparison the experimental D-waves reported by Durusoy et al. and Hoogland et al. are $`3^o`$ at $`M_{\pi \pi }=1.5`$ GeV (see Fig.4). (Losty et al report a rather larger but inconsistent low-energy D-wave.) This is clearly larger than our prediction, although the rather slow variation of the Durusoy et al. and Hoogland et al. D-waves with $`M_{\pi \pi }`$ may indicate a problem with the measurements; the expected threshold behavior of $`k_{\pi }^{}{}_{}{}^{5}`$ is much more rapid than the observed energy dependence. Unfortunately the dispersion relations represented by the Roy equations have technical difficulties with determining D- and higher waves . They do however lead to predictions of a positive D-wave close to threshold, which is not evident in the data. The D-wave may well have important meson exchange contributions, since this type of model can accommodate the reported experimental phase shift . ### C PsV Scattering #### 1 I=2 $`\pi \rho `$ T-matrix For simplicitly we will initially quote results only for I=2 $`\pi \rho `$. The other isospin channels are simply related by flavor factors, which we will discuss subsequently. We assume identical spatial wavefunctions, so only the $`\rho `$ spin degree of freedom and difference in phase space distinguish this case from $`\pi \pi `$. Summing the individual contributions in App.B with the appropriate flavor and color factors and the $`(1)`$ signature phase, and using the PsV spin matrix elements of App.C part C3, we find for the I=2 $`\pi \rho `$ T-matrix $$T_{fi}^{I=2\pi \rho }=$$ $$+\frac{\pi \alpha _s}{m^2}\left(+\frac{2^3}{3^3}\left(3e^{\stackrel{}{Q}_{}^{\mathrm{\hspace{0.17em}2}}/8\beta ^2}e^{\stackrel{}{Q}_+^{\mathrm{\hspace{0.17em}2}}/8\beta ^2}\right)+\frac{2^7}{3^{9/2}}e^{\stackrel{}{A}^{\mathrm{\hspace{0.17em}2}}/3\beta ^2}\right)$$ $$+\frac{\pi \alpha _s}{\beta ^2}\left(\frac{2^4}{3^2}\left(\mathrm{f}_{\frac{1}{2},\frac{3}{2}}(\stackrel{}{Q}_{}^2/8\beta ^2)+\mathrm{f}_{\frac{1}{2},\frac{3}{2}}(\stackrel{}{Q}_+^2/8\beta ^2)\right)+\frac{2^6}{3^{5/2}}\mathrm{f}_{\frac{1}{2},\frac{3}{2}}(\stackrel{}{A}^{\mathrm{\hspace{0.17em}2}}/6\beta ^2)\right)e^{\stackrel{}{A}^{\mathrm{\hspace{0.17em}2}}/2\beta ^2}$$ $$+\frac{\pi b}{\beta ^4}\left(+\frac{2^3}{3}\left(\mathrm{f}_{\frac{1}{2},\frac{3}{2}}(\stackrel{}{Q}_{}^2/8\beta ^2)+\mathrm{f}_{\frac{1}{2},\frac{3}{2}}(\stackrel{}{Q}_+^2/8\beta ^2)\right)\frac{2^3}{3^{1/2}}\mathrm{f}_{\frac{1}{2},\frac{3}{2}}(\stackrel{}{A}^{\mathrm{\hspace{0.17em}2}}/6\beta ^2)\right)e^{\stackrel{}{A}^{\mathrm{\hspace{0.17em}2}}/2\beta ^2}$$ $$+\frac{\pi \alpha _s}{m^2\beta ^2}\left(\frac{2^2}{3^2}\mathrm{f}_{\frac{3}{2},\frac{5}{2}}(\stackrel{}{Q}_+^2/8\beta ^2)\frac{2^4}{3^{9/2}}\mathrm{f}_{\frac{3}{2},\frac{5}{2}}(\stackrel{}{A}^{\mathrm{\hspace{0.17em}2}}/6\beta ^2)\right)e^{\stackrel{}{A}^{\mathrm{\hspace{0.17em}2}}/2\beta ^2}\left[\stackrel{}{S}_\rho i(\stackrel{}{A}\times \stackrel{}{C})\right]$$ $$+\frac{\pi b}{m^2\beta ^4}\left(+\frac{2}{3^2}\mathrm{f}_{\frac{1}{2},\frac{5}{2}}(\stackrel{}{Q}_+^2/8\beta ^2)\frac{2}{3^{5/2}}\mathrm{f}_{\frac{1}{2},\frac{5}{2}}(\stackrel{}{A}^{\mathrm{\hspace{0.17em}2}}/6\beta ^2)\right)e^{\stackrel{}{A}^{\mathrm{\hspace{0.17em}2}}/2\beta ^2}\left[\stackrel{}{S}_\rho i(\stackrel{}{A}\times \stackrel{}{C})\right]$$ $$+\frac{\pi \alpha _s}{m^2\beta ^2}\left(+\frac{2}{3^25}\mathrm{f}_{\frac{5}{2},\frac{7}{2}}(\stackrel{}{Q}_{}^{\mathrm{\hspace{0.17em}2}}/8\beta ^2)\right)e^{\stackrel{}{A}^{\mathrm{\hspace{0.17em}2}}/2\beta ^2}\left[\stackrel{}{S}_\rho \stackrel{}{Q}_{}\stackrel{}{S}_\rho \stackrel{}{Q}_{}\frac{2}{3}\stackrel{}{Q}_{}^{\mathrm{\hspace{0.17em}2}}\right]$$ $$+\frac{\pi \alpha _s}{m^2\beta ^2}\left(+\frac{2^5}{3^{9/2}5}\mathrm{f}_{\frac{5}{2},\frac{7}{2}}(\stackrel{}{A}^{\mathrm{\hspace{0.17em}2}}/6\beta ^2)\right)e^{\stackrel{}{A}^{\mathrm{\hspace{0.17em}2}}/2\beta ^2}\left[\left[\stackrel{}{S}_\rho \stackrel{}{A}\stackrel{}{S}_\rho \stackrel{}{A}\frac{2}{3}\stackrel{}{A}^{\mathrm{\hspace{0.17em}2}}\right]+\left[\stackrel{}{S}_\rho \stackrel{}{C}\stackrel{}{S}_\rho \stackrel{}{C}\frac{2}{3}\stackrel{}{C}^{\mathrm{\hspace{0.17em}2}}\right]\right].$$ (29) The individual contributions in this result are respectively OGE spin-spin; OGE color Coulomb; linear confinement; OGE spin-orbit; linear scalar confinement spin-orbit; OGE tensor (transfer diagrams); and OGE tensor (capture diagrams). In all these we list transfer followed by capture contributions. $`\stackrel{}{S}_\rho `$ is the $`\rho `$ meson spin vector, $`\stackrel{}{A}`$ and $`\stackrel{}{C}`$ are the initial and final $`\pi `$ momenta, $`\stackrel{}{B}=\stackrel{}{A}`$ and $`\stackrel{}{D}=\stackrel{}{C}`$ are the initial and final $`\rho `$ momenta, and $`\stackrel{}{Q}_\pm =\stackrel{}{C}\pm \stackrel{}{A}`$ as in $`\pi \pi `$. Since this result was derived in the CM frame, $`\|\stackrel{}{A}\|=\|\stackrel{}{B}\|=\|\stackrel{}{C}\|=\|\stackrel{}{D}\|`$. This $`T_{fi}`$ evidently describes $`\pi \rho `$ spin-orbit and tensor interactions, in addition to spin-independent scattering. It is interesting that there is a one-to-one mapping between the quark-quark spin-orbit and tensor interactions and these $`\pi \rho `$ spin-orbit and tensor terms. This simple result need not be true in general; a given spin-dependent interaction at the quark level may give rise to a different type of hadron-hadron interaction. As an example, a mapping of a tensor nucleon-nucleon force into a nucleon-nucleus spin-orbit interaction was discussed by Stancu, Brink and Flocard. To evaluate phase shifts and inelasticities it is convenient to calculate the matrix element of our $`\pi \rho `$ T-matrix Eq.(29) between general $`\|jls`$ states, which gives the reduced matrix element $$T_{l^{}l}^jjm,l^{}s\|T\|jm,ls=$$ $$\underset{\genfrac{}{}{0pt}{}{\mu \mu ^{}}{s_zs_z^{}}}{}jm\|l^{}\mu ^{},1s_z^{}jm\|l\mu ,1s_z𝑑\mathrm{\Omega }^{}𝑑\mathrm{\Omega }Y_{l^{}\mu ^{}}^{}(\mathrm{\Omega }^{})1s_z^{}\|T_{fi}(\mathrm{\Omega }^{},\mathrm{\Omega })\|1s_zY_{l\mu }(\mathrm{\Omega }),$$ (30) as discussed in App.D. This is a straightforward exercise, although integrals of special functions and a careful angular analysis of the spin-orbit and tensor terms are required; the details are discussed in Apps.G and H. This matrix element is diagonal in $`l`$ except for the tensor interaction, which has both diagonal and off-diagonal (transfer) and fully off-diagonal (capture) contributions. The $`l`$-diagonal results, again showing transfer diagram contributions followed by capture, are $`T_{ll}^j\|_{SS}={\displaystyle \frac{\pi ^2\alpha _s}{m^2}}\left((1+\delta _{l,odd}){\displaystyle \frac{2^6}{3^3}}i_l(x)e^x+\delta _{l,0}{\displaystyle \frac{2^9}{3^{9/2}}}e^{4x/3}\right)`$ (31) (32) $`T_{ll}^j\|_{Cou.}={\displaystyle \frac{\pi ^2\alpha _s}{\beta ^2}}\left(\delta _{l,even}{\displaystyle \frac{2^6}{3^2}}_{\frac{1}{2},\frac{3}{2}}^{(l)}(x)+\delta _{l,0}{\displaystyle \frac{2^8}{3^{5/2}}}f_{\frac{1}{2},\frac{3}{2}}(2x/3)\right)e^{2x}`$ (33) (34) $`T_{ll}^j\|_{lin.}={\displaystyle \frac{\pi ^2b}{\beta ^4}}\left(\delta _{l,even}{\displaystyle \frac{2^5}{3}}_{\frac{1}{2},\frac{3}{2}}^{(l)}(x)\delta _{l,0}{\displaystyle \frac{2^5}{3^{1/2}}}f_{\frac{1}{2},\frac{3}{2}}(2x/3)\right)e^{2x}`$ (35) (36) (37) $`T_{ll}^j\|_{OGELS}={\displaystyle \frac{\pi ^2\alpha _s}{m^2}}\stackrel{}{\mathrm{L}}\stackrel{}{\mathrm{S}}`$ (38) $`\left({\displaystyle \frac{2^5}{3^2}}{\displaystyle \frac{1}{(2l+1)}}x\left(_{\frac{3}{2},\frac{5}{2}}^{(l1)}(x)_{\frac{3}{2},\frac{5}{2}}^{(l+1)}(x)\right)\delta _{l,1}{\displaystyle \frac{2^8}{3^{11/2}}}xf_{\frac{3}{2},\frac{5}{2}}(2x/3)\right)e^{2x}`$ (39) (40) $`T_{ll}^j\|_{lin.LS}={\displaystyle \frac{\pi ^2b}{m^2\beta ^2}}\stackrel{}{\mathrm{L}}\stackrel{}{\mathrm{S}}`$ (41) $`\left({\displaystyle \frac{2^4}{3^2}}{\displaystyle \frac{1}{(2l+1)}}x\left(_{\frac{1}{2},\frac{5}{2}}^{(l1)}(x)_{\frac{1}{2},\frac{5}{2}}^{(l+1)}(x)\right)\delta _{l,1}{\displaystyle \frac{2^5}{3^{7/2}}}xf_{\frac{1}{2},\frac{5}{2}}(2x/3)\right)e^{2x}`$ (42) (43) $`T_{ll}^j\|_{OGET}^{\mathrm{𝑡𝑟𝑎𝑛𝑠𝑓𝑒𝑟}}={\displaystyle \frac{\pi ^2\alpha _s}{m^2}}T`$ (44) $`(1)^{l+1}{\displaystyle \frac{2^4}{3^35}}x\left({\displaystyle \frac{l}{(2l+1)}}_{\frac{5}{2},\frac{7}{2}}^{(l1)}(x)+{\displaystyle \frac{2l}{(2l+3)}}_{\frac{5}{2},\frac{7}{2}}^{(l)}(x)+{\displaystyle \frac{l(2l1)}{(2l+1)(2l+3)}}_{\frac{5}{2},\frac{7}{2}}^{(l+1)}(x)\right)e^{2x}`$ (45) and the off-diagonal tensor matrix elements are $`T_{l^{}l}^j\|_{OGET}^{\mathrm{𝑡𝑟𝑎𝑛𝑠𝑓𝑒𝑟}}={\displaystyle \frac{\pi ^2\alpha _s}{m^2}}\left(\delta _{l,j1}\delta _{l^{},j+1}+\delta _{l,j+1}\delta _{l^{},j1}\right)`$ (46) $`(1)^{j+1}{\displaystyle \frac{2^4}{3^25}}{\displaystyle \frac{[j(j+1)]^{1/2}}{(2j+1)}}x\left(_{\frac{5}{2},\frac{7}{2}}^{(j1)}(x)+2_{\frac{5}{2},\frac{7}{2}}^{(j)}(x)+_{\frac{5}{2},\frac{7}{2}}^{(j+1)}(x)\right)e^{2x}`$ (47) (48) $`T_{l^{}l}^j\|_{OGET}^{\mathrm{𝑐𝑎𝑝𝑡𝑢𝑟𝑒}}={\displaystyle \frac{\pi ^2\alpha _s}{m^2}}\delta _{j1}\left(\delta _{l2}\delta _{l^{}0}+\delta _{l0}\delta _{l^{}2}\right){\displaystyle \frac{2^{19/2}}{3^{11/2}5}}xf_{\frac{5}{2},\frac{7}{2}}(2x/3)e^{2x}.`$ (49) In these formulas $`i_l(x)`$ is a modified spherical Bessel function, the tensor $`T`$ matrix element between $`\|j,l,s=1`$ $`\pi \rho `$ states is $$T=\{\begin{array}{cc}1\hfill & j=l+1\hfill \\ (2l+3)/l\hfill & j=l\hfill \\ (l+1)(2l+3)/l(2l1)\hfill & j=l1\text{ ,}\hfill \end{array}$$ (50) and the integral $$_{a,c}^{(l)}(x)_1^1𝑑\mu \mathrm{P}_l(\mu ){}_{1}{}^{}\mathrm{F}_{1}^{}(a;c;x(1+\mu ))$$ (51) is evaluated in App.G. #### 2 I=2 $`\pi \rho `$ S-wave Phase Shifts In S-wave to S-wave scattering the spin-orbit and tensor $`\pi \rho `$ T-matrix contributions vanish, and we are left with color Coulomb, linear and spin-spin contributions, just as in the I=2 $`\pi \pi `$ case. The I=2 $`\pi \rho `$ S-wave phase shifts that result from these interactions, again using Eq.(D17), are $$\delta _0^{I=2\pi \rho }=\{\begin{array}{cc}\frac{kE_\pi E_\rho }{\sqrt{s}}\frac{\alpha _s}{m^2}\left(\frac{2^2}{3^3}\frac{1}{x}\left(1e^{2x}\right)\frac{2^6}{3^{9/2}}e^{4x/3}\right)\hfill & SS\hfill \\ \frac{kE_\pi E_\rho }{\sqrt{s}}\frac{\alpha _s}{\beta ^2}\left(\frac{2^3}{3^2}\frac{1}{x}\left(\mathrm{f}_{1,\frac{1}{2}}(2x)e^{2x}\right)\frac{2^5}{3^{5/2}}\mathrm{f}_{1,\frac{3}{2}}(2x/3)e^{4x/3}\right)\hfill & \text{Cou.}\hfill \\ \frac{kE_\pi E_\rho }{\sqrt{s}}\frac{b}{\beta ^4}\left(\frac{2^2}{3^2}\frac{1}{x}\left(\mathrm{f}_{2,\frac{1}{2}}(2x)e^{2x}\right)+\frac{2^2}{3^{1/2}}\mathrm{f}_{2,\frac{3}{2}}(2x/3)e^{4x/3}\right)\hfill & \text{lin.}\hfill \end{array}$$ (52) where $`\sqrt{s}=(E_\pi +E_\rho )`$, and again $`x=\stackrel{}{A}^2/4\beta ^2`$. In Fig.6 we show these individual components and the total S-wave phase shift with our standard quark model parameter set and meson masses (used throughout) of $`M_\pi =0.138`$ GeV and $`M_\rho =0.77`$ GeV. The forces considered here evidently lead to strong repulsion in the I=2 $`\pi \rho `$ channel. #### 3 I=2 $`\pi \rho `$ Phase Shifts with $`L>0`$ The spin-orbit and tensor terms in Eqs.(21-23) all contribute to $`l>0`$ $`\pi \rho `$ scattering, and there is also an odd-$`l`$, $`j`$-independent term due to the OGE spin-spin interaction in Eq.(18), which is not symmetric under $`\mu \mu `$. The color Coulomb and linear confinement spin-independent terms, Eqs.(19,20), contribute only to even $`l`$. Adding the various diagonal matrix elements of Eqs.(18-23) and using Eq.(D17) gives phase shifts for each <sup>3</sup>L<sub>J</sub> partial wave. In Fig.8 we show results for all P-wave channels and for J=L$`\pm 1`$ in D- and F-wave. Note that there is a large, inverted spin-orbit force in the P-wave, so the <sup>3</sup>P<sub>0</sub> phase shift is widely separated from <sup>3</sup>P<sub>2</sub>, and has an even larger maximum phase shift than the S-wave. The higher-L channels show decreasing phase shifts with increasing L, as expected for short-ranged quark-gluon forces. The relative importance of the individual contributions to the spin-dependent force is of considerable interest. In Fig.9 we show the various spin-dependent contributions to the I=2 <sup>3</sup>P<sub>2</sub> $`\pi \rho `$ phase shift. The largest contribution arises from OGE spin-orbit, in particular from the transfer diagrams. The OGE and confinement spin-orbit capture diagrams give smaller contributions of the same sign. Finally, the confinement spin-orbit transfer diagrams have a sign opposite to all these and reduces the total spin-orbit force somewhat. This dominance of the PsV spin-orbit by OGE is an interesting result, especially since Mukhopadhyay and Pirner found the opposite result in KN. In that system they concluded that confinement, not OGE, makes the largest contribution to the spin-orbit force. The OGE tensor in I=2 <sup>3</sup>P<sub>2</sub> $`\pi \rho `$ is weakly repulsive; it makes a much larger contribution to <sup>3</sup>P<sub>1</sub> and <sup>3</sup>P<sub>0</sub>, where the tensor matrix element is respectively $`5`$ and $`10`$ times as large. The OGE tensor is evident in Fig.8, in the departure of the ratio (<sup>3</sup>P$`{}_{2}{}^{}^3`$P<sub>1</sub>):(<sup>3</sup>P$`{}_{1}{}^{}^3`$P<sub>0</sub>) from the pure spin-orbit value of 2:1 at higher energies. There is also an off-diagonal coupling due to the OGE tensor terms, given by Eqs.(24,25), but we have neglected this in calculating phase shifts because we find that it is numerically a small effect. The largest coupling at low energies is <sup>3</sup>S$`{}_{1}{}^{}^3`$D<sub>1</sub>, which leads to an inelasticity of only $`\eta _{SD}=0.97`$ by $`M_{\pi \rho }=3.0`$ GeV (calculated using Eqs.(D18-D20)). #### 4 I=2 $`\pi \rho `$ P-wave Spin-Orbit Potentials We may determine low energy Gaussian equivalent $`\pi \rho `$ potentials from the phase shifts, as discussed in App.E. The most interesting potential phenomenologically is the spin-orbit one, since the origin of the spin-orbit interaction in the NN system is a long-standing and still poorly understood problem. In particular we derived Gaussian potentials corresponding to the P-wave phase shifts due to the OGE and linear scalar confinement spin-orbit interactions, using Eq.(E4) of App.E. The results for the transfer and capture contributions to these potentials are $$V_{\pi \rho }^{s.o.}(r)=\{\begin{array}{cc}\frac{2^{11/2}5^{5/2}}{3^27^{5/2}\pi ^{1/2}}\frac{\alpha _s\beta ^3}{m^2}\stackrel{}{\mathrm{L}}\stackrel{}{\mathrm{S}}e^{\frac{10}{7}\beta ^2r^2}\hfill & \text{OGE (transfer)}\hfill \\ \frac{5^{5/2}}{3^{9/2}\pi ^{1/2}}\frac{\alpha _s\beta ^3}{m^2}\stackrel{}{\mathrm{L}}\stackrel{}{\mathrm{S}}e^{\frac{5}{4}\beta ^2r^2}\hfill & \text{OGE (capture)}\hfill \\ +\frac{2^{9/2}5^{5/2}}{3^7\pi ^{1/2}}\frac{b\beta }{m^2}\stackrel{}{\mathrm{L}}\stackrel{}{\mathrm{S}}e^{\frac{10}{9}\beta ^2r^2}\hfill & \text{lin. (transfer)}\hfill \\ \frac{5^{5/2}}{2^{1/2}7^{5/2}\pi ^{1/2}}\frac{b\beta }{m^2}\stackrel{}{\mathrm{L}}\stackrel{}{\mathrm{S}}e^{\frac{15}{14}\beta ^2r^2}\hfill & \text{lin. (capture) .}\hfill \end{array}$$ (53) The OGE, linear and total spin-orbit potentials for the <sup>3</sup>P<sub>2</sub> wave of I=2 $`\pi \rho `$ are shown in Fig.10 for our standard parameter set. The largest contribution to the $`\pi \rho `$ spin-orbit force comes from OGE transfer diagrams; the linear confinement spin-orbit from the transfer diagrams is about half as large and opposite in sign, and the two capture diagram contributions are much smaller. Since the confinement capture and transfer diagrams have opposite signs, the net result is dominance of the PsV spin-orbit by the OGE contribution. ### D Scattering in J$`^{\mathrm{𝐏𝐂}_n}`$-Exotic PsV Channels. The recent evidence for J$`^{PC_n}`$-exotic resonances $`\pi _1(1400)`$ and $`\pi _1(1600)`$ has made the study of scattering amplitudes in exotic channels especially interesting. The surprisingly low mass of the $`\pi _1(1400)`$ in particular has led to suggestions that it might not be a “hybrid” gluonic excitation, since these are expected at $`1.82.0`$ GeV . Another possibility that the $`\pi _1(1400)`$ is a “multiquark”, perhaps a meson-meson bound state in a very attractive channel. We can test the plausibility of this type of assignment by calculating meson-meson scattering amplitudes in the various exotic channels. The exotic channels accessible to the lightest nonstrange PsV meson pairs are listed in Table I. (We do not tabulate light PsPs exotic amplitudes because they are zero in this model. The PsPs exotic channels are odd-$`l`$ $`\pi \eta `$, $`\pi \eta ^{}`$ and $`\eta \eta ^{}`$, whereas the quark interchange model PsPs scattering amplitudes are even-$`l`$, assuming identical spatial wavefunctions.) We generally expect the largest scattering amplitudes to be in the lower partial waves. In PsV the P-wave has the first exotics, which are J$`{}_{}{}^{PC_n}=0^{}`$ (all channels except I=1 $`\pi \rho `$) and J$`{}_{}{}^{PC_n}=1^+`$ (I=1 $`\pi \rho `$ only). Calculation of these scattering amplitudes simply requires changing the external $`q\overline{q}`$ flavor states attached to the Feynman diagrams of Fig.1. The results relative to the I=2 $`\pi \rho `$ case treated in the paper are summarized in Table II. Inspection of the tables shows that the largest exotic scattering amplitude should be in the I=2 $`\pi \rho `$ $`0^{}`$ P-wave. The elastic phase shift in this channel is the <sup>3</sup>P<sub>0</sub> curve in Fig.8. The large negative phase shift shows that this is a strongly repulsive channel; the maximum phase shift is predicted to be a quite large $`50^o`$ at $`M_{\pi \rho }3.1`$ GeV, which exceeds even the S-wave phase shift maximum. The largest attractive exotic phase shift we have found in PsV is the I=0 partner, which is $`1/2`$ of I=2, giving a maximum phase shift of $`+25^o`$ at the same mass. We do not find sufficient attraction to form a meson-meson “molecular” bound state in any of these nonstrange J$`^{PC_n}`$-exotic PsV channels. The $`\eta `$ channels are relatively weak because only the $`n\overline{n}`$ part of the $`\eta `$ contributes to these diagonal scattering amplitudes; the $`s\overline{s}`$ component leads to open-strange final states (K$`{}_{}{}^{}\overline{\mathrm{K}}`$ for example) after quark line interchange. Regarding candidate exotic resonances, there have been speculations that the determination of the mass and width of the exotic candidate $`\pi _1(1400)`$ may have been compromised by inelastic rescattering effects , analogous to the “Deck effect” proposed as a nonresonant explanation of the $`a_1(1260)`$. For example, crossing the $`\pi b_1`$ threshold at $`1.4`$ GeV in the process $`\pi \rho \pi b_1\pi \eta `$ might mimic resonant phase motion if this process has a rapidly varying inelasticity. We can test this and other nonresonant possibilities by calculating the elementary $`22`$ scattering amplitudes using our quark model approach. Some important results follow from simple flavor factors. Note in particular that the nonresonant scattering amplitude $`\pi \rho \pi \rho `$ vanishes in any I=1 channel, including the $`\pi _1`$ exotic one. This is a general result whenever the quark line diagram of Fig.1 dominates; clearly a pair of oppositely charged, nonstrange $`q\overline{q}`$ mesons $`A^+B^{}`$ cannot scatter into another charged pair $`C^+D^{}`$ under quark interchange. A comparison with isospin matrix elements shows that this implies that scattering of any two $`q\overline{q}`$ isovectors in I=1 vanishes. This isospin selection rule eliminates two subprocesses discussed by Donnachie and Page as Deck effect backgrounds that might shift a higher-mass exotic resonance to an apparent $`\pi _1(1400)`$, $`\pi \rho \pi b_1\pi \eta `$ and $`\pi \rho \pi \rho \pi \eta `$. Independent of any scattering model, one should note that the coupling $`\pi \rho \pi b_1`$ is probably small because of the strong VES experimental limit (reported by V.Dorofeev ) of $$B(\pi _2(1670)\pi b_1)<0.19\%(2\sigma c.l.).$$ (54) Since $`\pi _2\pi \rho `$ is a large mode ($`B=31(4)\%`$ ), if $`\pi \rho \pi b_1`$ rescattering were important we would also expect to observe a large $`\pi _2\pi b_1`$ branching fraction. We also expect the final background process suggested by Donnachie and Page ($`\pi \rho \pi \eta \pi \eta `$) to be small, because the direct time ordering $`\pi \eta \pi \eta `$ vanishes in P-wave in this model. Finally, the rescattering process they propose, $`\pi _1(1600)\pi b_1\eta \pi `$, does not vanish in the quark interchange model, although the required $`\mathrm{\Delta }l=1`$ and suppressed $`\eta `$ flavor factor may nonetheless make this a relatively weak amplitude. A calculation of this and related scattering amplitudes is planned for a future publication. ### E Experimental prospects for measuring PsV phase shifts. Although there is little experimental information about PsV interactions at present, these phase shifts actually are experimentally accessible in existing data, for example as relative FSI phases in the D and S amplitudes in $`b_1\omega \pi `$. These are usually, and incorrectly, taken to be relatively real amplitudes. The relative phase including the FSI is $`\mathrm{D}/\mathrm{S}=\|\mathrm{D}/\mathrm{S}\|e^{i(\delta _D\delta _S)}`$ , and is observable for example as a reduction in the strength of the SD cross term in the $`\pi \omega `$ angular distribution by $`\mathrm{cos}(\delta _S\delta _D)`$. Since this method requires individual measurements of the S<sup>2</sup>, D<sup>2</sup> and SD cross term in the angular distribution, it should be applicable to cases such as $`b_1(1230)\pi \omega `$ and $`b_1(1600)\pi \omega `$ where S and D are of comparable magnitude . The $`\delta _{SD}=\delta _S\delta _D`$ phases we predict at these masses (which are calculated from +1/2 times the <sup>3</sup>S<sub>1</sub> and <sup>3</sup>D<sub>1</sub> I=2 $`\pi \rho `$ phases in Figs.7,8) are $`\delta _{SD}^{\pi \omega }(M_{\pi \omega }=1.23\mathrm{GeV})=14.^o`$ and $`\delta _{SD}^{\pi \omega }(M_{\pi \omega }=1.60\mathrm{GeV})=17.^o`$. This proposed technique is similar to that used in K<sub>e4</sub> decays , in which the low energy I=0 $`\pi \pi `$ S-wave phase shift is actually observed as the difference between the I=0 S-wave and I=1 P-wave $`\pi \pi `$ FSI phases. ## III Summary and Conclusions In this paper we have derived meson-meson scattering amplitudes, including spin-dependent forces, from a calculation of the Born-order matrix element of the quark-quark interaction between two-meson states. Since $`q\overline{q}`$ annihilation is not included in the model, it describes scattering that does not involve coupling to $`s`$-channel resonances. This includes for example I=2 and the nonresonant backgrounds in all channels, including exotic J$`^{PC_n}`$. We considered the cases of PsPs and PsV scattering, and derived the scattering amplitudes in all $`j,l,s`$ channels for these cases. The parameters of the model were previously fixed by quark model studies of hadron spectroscopy. Where possible we have compared the results to experiment. In I=2 $`\pi \pi `$ (the best studied PsPs case) the results were shown to be in reasonable agreement with experiment in S-wave scattering, and an extremum predicted near $`M_{\pi \pi }=1.5`$ GeV is supported by the data. Rapid variation of $`\delta _0/k_\pi `$ is predicted near threshold, which may reconcile theoretical expectations of a small scattering length with larger reported experimental values based on extrapolation in $`k_{\pi }^{}{}_{}{}^{2}`$. The experimental D-wave, although quite small, is clearly larger than the model predicts. The PsV system is a convenient theoretical laboratory for studying spin-dependent forces, since it can accommodate both spin-orbit and tensor interactions, and is simpler than KN or NN. We derived analytical results for these spin-dependent PsV interactions (T-matrices and phase shifts) given SHO wavefunctions and the standard spin-dependent quark model forces. The quark-quark spin-orbit and tensor forces map directly into spin-orbit and tensor PsV interactions. We find that the OGE spin-orbit force in the PsV system is quite large in P-wave, and so is expected to be large in many other hadron-hadron systems as well. There is no PsV phase shift data at present. We noted however that PsV phase shifts actually can be measured in multiamplitude resonance decays to PsV final states, so it should be possible to test theoretical predictions for PsV scattering amplitudes in future experimental studies. Our predictions for scattering in J$`^{PC_n}`$-exotic channels are of current interest because the reported exotics might be complicated by large and rapidly varying nonresonant inelasticities. One speculation is that the $`\pi _1(1400)`$ parameters might be strongly affected by the opening of inelastic couplings to the $`\pi b_1`$ channel. In our model (and in any $`q\overline{q}`$ constituent interchange model) several of these nonresonant processes can be rejected as significant complications because of vanishing flavor factors. In future we plan to extend our calculations to other exotic meson-meson channels, such as S+P, to test whether strong attractive interactions are predicted that might support “multiquark exotics” such as S+P molecules. We also plan to apply the current approach to the study of spin-dependent interactions in other hadronic systems, including KN, NN and light hadron + charmonium systems. ## IV Acknowledgements We are grateful to our colleagues D.Blaschke, N.Cason, H.G.Dosch, S.Krewald, E.Klempt, N.Isgur, C.Michael, M.R.Pennington, B.Pick, H.-J.Pirner, G.Röpke, F.Sassen, J.Speth, Fl.Stancu and C.-Y.Wong for useful discussions of various issues relating to meson-meson scattering. This research was supported in part by the DOE Division of Nuclear Physics, at ORNL, managed by UT-Battelle, LLC, for the US Department of Energy under Contract No. DE-AC05-00OR22725. ES acknowledges support from the DOE under grant DE-FG02-96ER40944 and DOE contract DE-AC05-84ER40150 under which the Southeastern Universities Research Association operates the Thomas Jefferson National Accelerator Facility. TB acknowledges additional support from the Deutsche Forschungsgemeinschaft DFG at the University of Bonn and the Forschungszentrum Jülich under contract Bo 56/153-1. ## Appendix A: Quark-level T-matrices and Wavefunctions The various contributions to the quark-quark $`T_{fi}`$ (with color factors of $`T^aT^a`$ removed) are $$T_{fi}(\stackrel{}{q},\stackrel{}{p}_1,\stackrel{}{p}_2)=\{\begin{array}{cc}\frac{8\pi \alpha _s}{3m^2}\left[\stackrel{}{S}_1\stackrel{}{S}_2\right]\hfill & \text{OGE spin-spin}\hfill \\ +\frac{4\pi \alpha _s}{\stackrel{}{q}^{\mathrm{\hspace{0.17em}2}}}\hfill & \text{OGE color Coulomb}\hfill \\ +\frac{6\pi b}{\stackrel{}{q}^{\mathrm{\hspace{0.17em}4}}}\hfill & \text{linear conft.}\hfill \\ +\frac{4i\pi \alpha _s}{m^2\stackrel{}{q}^{\mathrm{\hspace{0.17em}2}}}\left[\stackrel{}{S}_1\left(\stackrel{}{q}\times (\frac{\stackrel{}{p}_1}{2}\stackrel{}{p}_2)\right)+\stackrel{}{S}_2\left(\stackrel{}{q}\times (\stackrel{}{p}_1\frac{\stackrel{}{p}_2}{2})\right)\right]\hfill & \text{OGE spin-orbit}\hfill \\ \frac{3i\pi b}{m^2\stackrel{}{q}^{\mathrm{\hspace{0.17em}4}}}\left[\stackrel{}{S}_1(\stackrel{}{q}\times \stackrel{}{p}_1)\stackrel{}{S}_2(\stackrel{}{q}\times \stackrel{}{p}_2)\right]\hfill & \text{linear spin-orbit}\hfill \\ +\frac{4\pi \alpha _s}{m^2\stackrel{}{q}^{\mathrm{\hspace{0.33em}2}}}\left[\stackrel{}{S}_1\stackrel{}{q}\stackrel{}{S}_2\stackrel{}{q}\frac{1}{3}\stackrel{}{q}^{\mathrm{\hspace{0.33em}2}}\stackrel{}{S}_1\stackrel{}{S}_2\right]\hfill & \text{OGE tensor.}\hfill \end{array}$$ (A1) The standard $`q\overline{q}`$ quark model Gaussian wavefunction is given by $$\mathrm{\Phi }(\stackrel{}{p}_{rel})=\frac{1}{\pi ^{3/4}\beta ^{3/2}}e^{\stackrel{}{p}_{rel}^{\mathrm{\hspace{0.33em}2}}/8\beta ^2}$$ (A2) where in general $$\stackrel{}{p}_{rel}=\frac{m_{\overline{q}}\stackrel{}{p}_qm_q\stackrel{}{p}_{\overline{q}}}{(m_q+m_{\overline{q}})/2}$$ (A3) and for our special case of equal quark and antiquark masses $$\stackrel{}{p}_{rel}=\stackrel{}{p}_q\stackrel{}{p}_{\overline{q}}.$$ (A4) ## Appendix B: Explicit Overlap Integrals #### B1. Results Included In this appendix we give the explicit meson-meson T-matrix elements that follow from the overlap integrals Eqs.(3-15) with Gaussian wavefunctions and the various quark T-matrix elements. The OGE spin-spin hyperfine, color Coulomb and linear confinement results were derived previously . For completeness we quote the formulas here, as well as giving the new spin-orbit and tensor results. The multiplicative diagram-dependent color and flavor factors and the signature phase (which is $`(1)`$ for these meson-meson scattering diagrams) are not included in the results given below. These formulas abbreviate the confluent hypergeometric function $`{}_{1}{}^{}\mathrm{F}_{1}^{}(a;c;x)`$ as $`\mathrm{f}_{a,c}(x)`$, and $`\stackrel{}{Q}_\pm =(\stackrel{}{C}\pm \stackrel{}{A})`$. #### B2. OGE Spin-Spin Hyperfine Contribution These simple contact matrix elements were evaluated previously, for example in Ref. (in an equivalent form, but incorporating color factors and the signature phase, as Eqs.(71-73) of that reference). The results are $`T_{fi}^{}{}_{}{}^{(\mathrm{T1})}={\displaystyle \frac{2^3}{3}}{\displaystyle \frac{\pi \alpha _s}{m^2}}e^{\stackrel{}{Q}_+^2/8\beta ^2}\left[\stackrel{}{S}_1\stackrel{}{S}_2\right]`$ (B2) $`T_{fi}^{}{}_{}{}^{(\mathrm{T2})}=T_{fi}^{}{}_{}{}^{(\mathrm{T1})}(\stackrel{}{C}\stackrel{}{C})`$ $`T_{fi}^{}{}_{}{}^{(\mathrm{C1})}={\displaystyle \frac{2^6}{3^{5/2}}}{\displaystyle \frac{\pi \alpha _s}{m^2}}e^{\stackrel{}{A}^{\mathrm{\hspace{0.17em}2}}/3\beta ^2}\left[\stackrel{}{S}_1\stackrel{}{S}_2\right]`$ (B4) $`T_{fi}^{}{}_{}{}^{(\mathrm{C2})}=T_{fi}^{}{}_{}{}^{(\mathrm{C1})}.`$ #### B3. OGE Color Coulomb Contribution The contribution of the OGE color Coulomb interaction to the meson-meson T-matrix follows from the evaluation of the integrals Eqs.(3-15) with the second quark-quark $`T_{fi}`$ in Eq.(A1). The results are $`T_{fi}^{}{}_{}{}^{(\mathrm{T1})}=+\mathrm{\hspace{0.33em}2}^2{\displaystyle \frac{\pi \alpha _s}{\beta ^2}}\mathrm{f}_{\frac{1}{2},\frac{3}{2}}(\stackrel{}{Q}_{}^{\mathrm{\hspace{0.17em}2}}/8\beta ^2)e^{\stackrel{}{A}^{\mathrm{\hspace{0.17em}2}}/2\beta ^2}`$ (B6) $`T_{fi}^{}{}_{}{}^{(\mathrm{T2})}=T_{fi}^{}{}_{}{}^{(\mathrm{T1})}(\stackrel{}{C}\stackrel{}{C})`$ $`T_{fi}^{}{}_{}{}^{(\mathrm{C1})}=+{\displaystyle \frac{2^3}{3^{1/2}}}{\displaystyle \frac{\pi \alpha _s}{\beta ^2}}\mathrm{f}_{\frac{1}{2},\frac{3}{2}}(\stackrel{}{A}^{\mathrm{\hspace{0.17em}2}}/6\beta ^2)e^{\stackrel{}{A}^{\mathrm{\hspace{0.33em}2}}/2\beta ^2}`$ (B8) $`T_{fi}^{}{}_{}{}^{(\mathrm{C2})}=T_{fi}^{}{}_{}{}^{(\mathrm{C1})}.`$ #### B4. Linear Confinement Contribution The linear confinement integrals were carried out in coordinate space, since the Fourier transform of the linear potential is singular. The results are $`T_{fi}^{}{}_{}{}^{(\mathrm{T1})}=6{\displaystyle \frac{\pi b}{\beta ^4}}\mathrm{f}_{\frac{1}{2},\frac{3}{2}}(\stackrel{}{Q}_{}^{\mathrm{\hspace{0.17em}2}}/8\beta ^2)e^{\stackrel{}{A}^{\mathrm{\hspace{0.17em}2}}/2\beta ^2}`$ (B10) $`T_{fi}^{}{}_{}{}^{(\mathrm{T2})}=T_{fi}^{}{}_{}{}^{(\mathrm{T1})}(\stackrel{}{C}\stackrel{}{C})`$ $`T_{fi}^{}{}_{}{}^{(\mathrm{C1})}=\mathrm{\hspace{0.33em}3}^{3/2}{\displaystyle \frac{\pi b}{\beta ^4}}\mathrm{f}_{\frac{1}{2},\frac{3}{2}}(\stackrel{}{A}^{\mathrm{\hspace{0.17em}2}}/6\beta ^2)e^{\stackrel{}{A}^{\mathrm{\hspace{0.17em}2}}/2\beta ^2}`$ (B12) $`T_{fi}^{}{}_{}{}^{(\mathrm{C2})}=T_{fi}^{}{}_{}{}^{(\mathrm{C1})}.`$ One may also obtain these results using the momentum space integrals Eqs.(3-15), but the $`1/q^4`$ quark-quark $`T_{fi}`$ in Eq.(A1) must include a long-distance regularization in the intermediate stages of the integration. The final result is well defined due to the Gaussian damping provided by the wavefunctions. We have checked both the linear and color Coulomb $`T_{fi}`$ results by comparing the expressions Eqs.(B6-B12) with Monte Carlo evaluations of the corresponding real-space overlap integrals. #### B5. OGE Spin-Orbit Contribution The four OGE spin-orbit overlap integrals can be evaluated similarly using the fourth quark-quark $`T_{fi}`$ in Eq.(A1), which gives $`T_{fi}^{}{}_{}{}^{(\mathrm{T1})}={\displaystyle \frac{\pi \alpha _s}{m^2\beta ^2}}\mathrm{f}_{\frac{3}{2},\frac{5}{2}}(\stackrel{}{Q}_{}^{\mathrm{\hspace{0.17em}2}}/8\beta ^2)e^{\stackrel{}{A}^{\mathrm{\hspace{0.17em}2}}/2\beta ^2}\left[(\stackrel{}{S}_1+\stackrel{}{S}_2)i(\stackrel{}{A}\times \stackrel{}{C})\right]`$ (B14) $`T_{fi}^{}{}_{}{}^{(\mathrm{T2})}=T_{fi}^{}{}_{}{}^{(\mathrm{T1})}(\stackrel{}{C}\stackrel{}{C})`$ $`T_{fi}^{}{}_{}{}^{(\mathrm{C1})}=+{\displaystyle \frac{4}{3^{5/2}}}{\displaystyle \frac{\pi \alpha _s}{m^2\beta ^2}}\mathrm{f}_{\frac{3}{2},\frac{5}{2}}(\stackrel{}{A}^{\mathrm{\hspace{0.17em}2}}/6\beta ^2)e^{\stackrel{}{A}^{\mathrm{\hspace{0.17em}2}}/2\beta ^2}\left[(\stackrel{}{S}_1\stackrel{}{S}_2)i(\stackrel{}{A}\times \stackrel{}{C})\right]`$ (B16) $`T_{fi}^{}{}_{}{}^{(\mathrm{C2})}=T_{fi}^{}{}_{}{}^{(\mathrm{C1})}.`$ #### B6. Scalar Confinement Spin-Orbit Contribution The matrix elements Eqs.(3-15), of the scalar confinement spin-orbit interaction in Eq.(A1) are $`T_{fi}^{}{}_{}{}^{(\mathrm{T1})}=+{\displaystyle \frac{1}{2}}{\displaystyle \frac{\pi b}{m^2\beta ^4}}\mathrm{f}_{\frac{1}{2},\frac{5}{2}}(\stackrel{}{Q}_{}^{\mathrm{\hspace{0.17em}2}}/8\beta ^2)e^{\stackrel{}{A}^{\mathrm{\hspace{0.17em}2}}/2\beta ^2}\left[(\stackrel{}{S}_1+\stackrel{}{S}_2)i(\stackrel{}{A}\times \stackrel{}{C})\right]`$ (B18) $`T_{fi}^{}{}_{}{}^{(\mathrm{T2})}=T_{fi}^{}{}_{}{}^{(\mathrm{T1})}(\stackrel{}{C}\stackrel{}{C})`$ $`T_{fi}^{}{}_{}{}^{(\mathrm{C1})}=+{\displaystyle \frac{1}{23^{1/2}}}{\displaystyle \frac{\pi b}{m^2\beta ^4}}\mathrm{f}_{\frac{1}{2},\frac{5}{2}}(\stackrel{}{A}^{\mathrm{\hspace{0.17em}2}}/6\beta ^2)e^{\stackrel{}{A}^{\mathrm{\hspace{0.17em}2}}/2\beta ^2}\left[(\stackrel{}{S}_1\stackrel{}{S}_2)i(\stackrel{}{A}\times \stackrel{}{C})\right]`$ (B20) $`T_{fi}^{}{}_{}{}^{(\mathrm{C2})}=T_{fi}^{}{}_{}{}^{(\mathrm{C1})}.`$ #### B7. OGE Tensor Contribution Finally, for the OGE tensor $`T_{fi}`$ (the last entry in Eq.(A1) we find $`T_{fi}^{}{}_{}{}^{(\mathrm{T1})}=+{\displaystyle \frac{1}{5}}{\displaystyle \frac{\pi \alpha _s}{m^2\beta ^2}}\mathrm{f}_{\frac{5}{2},\frac{7}{2}}(\stackrel{}{Q}_{}^{\mathrm{\hspace{0.17em}2}}/8\beta ^2)e^{\stackrel{}{A}^2/2\beta ^2}\left[\stackrel{}{S}_1\stackrel{}{Q}_{}\stackrel{}{S}_2\stackrel{}{Q}_{}{\displaystyle \frac{1}{3}}\stackrel{}{Q}_{}^{\mathrm{\hspace{0.17em}2}}\stackrel{}{S}_1\stackrel{}{S}_2\right]`$ (B21) $`T_{fi}^{}{}_{}{}^{(\mathrm{T2})}=T_{fi}^{}{}_{}{}^{(\mathrm{T1})}(\stackrel{}{C}\stackrel{}{C})`$ (B22) $`T_{fi}^{}{}_{}{}^{(\mathrm{C1})}=+{\displaystyle \frac{2^5}{3^{5/2}5}}{\displaystyle \frac{\pi \alpha _s}{m^2\beta ^2}}\mathrm{f}_{\frac{5}{2},\frac{7}{2}}(\stackrel{}{A}^{\mathrm{\hspace{0.17em}2}}/6\beta ^2)e^{\stackrel{}{A}^{\mathrm{\hspace{0.17em}2}}/2\beta ^2}\left[\stackrel{}{S}_1\stackrel{}{A}\stackrel{}{S}_2\stackrel{}{A}{\displaystyle \frac{1}{3}}\stackrel{}{A}^{\mathrm{\hspace{0.17em}2}}\stackrel{}{S}_1\stackrel{}{S}_2\right]`$ (B23) $`T_{fi}^{}{}_{}{}^{(\mathrm{C2})}=T_{fi}^{}{}_{}{}^{(\mathrm{C1})}.`$ (B24) The tensor matrix elements in the capture diagrams, Eqs.(B23,B24), are the only cases in which we have found a post-prior discrepancy in these PsPs and PsV scattering amplitudes; the post forms of these matrix elements involve a tensor in $`\stackrel{}{C}`$ rather than $`\stackrel{}{A}`$, $$T_{fi}^{}{}_{}{}^{(\mathrm{C1},\mathrm{post})}=+\frac{2^5}{3^{5/2}5}\frac{\pi \alpha _s}{m^2\beta ^2}\mathrm{f}_{\frac{5}{2},\frac{7}{2}}(\stackrel{}{A}^{\mathrm{\hspace{0.17em}2}}/6\beta ^2)e^{\stackrel{}{A}^{\mathrm{\hspace{0.17em}2}}/2\beta ^2}\left[\stackrel{}{S}_1\stackrel{}{C}\stackrel{}{S}_2\stackrel{}{C}\frac{1}{3}\stackrel{}{C}^{\mathrm{\hspace{0.17em}2}}\stackrel{}{S}_1\stackrel{}{S}_2\right].$$ (B25) These capture tensor terms vanish in the PsPs channel. They do make a small, off-diagonal contribution to PsV scattering, albeit only in the <sup>3</sup>S$`{}_{1}{}^{}^3`$D<sub>1</sub> amplitude. ## Appendix C: Mapping quark spins into hadron spins. #### C1. Spin Matrix Elements In these scattering amplitude calculations the matrix elements of spin-dependent quark interactions (the spin-spin, spin-orbit and tensor forces) involve matrix elements of linear and bilinear quark spin operators. Since the quark spins are not directly observed, it is useful to replace them by the spins of the external hadrons. This appendix gives the (diagram dependent) mapping from quark spins to hadron spins in the PsPs and PsV cases considered in this paper. The spin matrix elements we require are $`I`$, $`S(1)^i`$, $`S(2)^i`$ and $`S(1)^iS(2)^j`$ between general initial and final PsPs and PsV spin states. Our convention for the diagrams (Fig.1) is that mesons A and C are always Ps (e.g. $`\pi `$), and B and D are Ps or V (e.g. $`\pi `$ or $`\rho `$). #### C2. PsPs First, in PsPs scattering there are no external meson spins, so the quark spin matrix elements are proportional to geometrical tensors such as $`\delta ^{ij}`$. The matrix elements by diagram are $`PsPs\|I\|PsPs=+{\displaystyle \frac{1}{2}}\text{all diagrams}`$ (C1) (C2) $`PsPs\|S(1)^i\|PsPs=PsPs\|S(2)^i\|PsPs=0\text{all diagrams}`$ (C3) (C4) $`PsPs\|S(1)^iS(2)^j\|PsPs=\{\begin{array}{cc}+\frac{1}{8}\delta ^{ij}\hfill & \text{T1, T2, T1}\text{symm}\text{, T2}\text{symm}\hfill \\ \frac{1}{8}\delta ^{ij}\hfill & \text{C1, C2, C1}\text{symm}\text{, C2}\text{symm}\hfill \end{array}\text{hence}`$ (C5) (C6) $`PsPs\|\stackrel{}{S}(1)\stackrel{}{S}(2)\|PsPs=\{\begin{array}{cc}+\frac{3}{8}\hfill & \text{T1, T2, T1}\text{symm}\text{, T2}\text{symm}\hfill \\ \frac{3}{8}\hfill & \text{C1, C2, C1}\text{symm}\text{, C2}\text{symm}\hfill \end{array}.`$ (C7) Note that the spin-orbit and tensor terms vanish identically in PsPs scattering; this follows from applying Eqs.(C2,C3) to Eq.(A1). #### C3. PsV In PsV scattering the vector (e.g. $`\rho `$) meson spin $`\stackrel{}{S}_\rho `$ provides an additional degree of freedom, and the linear and quadratic quark spin matrix elements can be expressed in terms of the $`\rho `$ spin matrix elements $`\rho _f\|S_\rho ^i\|\rho _i`$ and $`\rho _f\|S_\rho ^iS_\rho ^j\|\rho _i`$. The mapping of quark to meson spins is $`(\pi \rho )_f\|I\|(\pi \rho )_i=+{\displaystyle \frac{1}{2}}\rho _f\|I\|\rho _i\mathrm{all}\mathrm{diagrams}`$ (C8) (C9) $`(\pi \rho )_f\|S(1)^i\|(\pi \rho )_i=\{\begin{array}{cc}\frac{1}{4}\rho _f\|S_\rho ^i\|\rho _i\hfill & \text{T1, T2}\text{symm}\text{, C1, C2}\text{symm}\hfill \\ +\frac{1}{4}\rho _f\|S_\rho ^i\|\rho _i\hfill & \text{T2, T1}\text{symm}\text{, C2, C1}\text{symm}\hfill \end{array}`$ (C10) (C11) $`(\pi \rho )_f\|S(2)^i\|(\pi \rho )_i=+{\displaystyle \frac{1}{4}}\rho _f\|S_\rho ^i\|\rho _i\mathrm{all}\mathrm{diagrams}`$ (C12) (C13) $`(\pi \rho )_f\|S(1)^iS(2)^j\|(\pi \rho )_i=`$ (C14) (C15) $`\{\begin{array}{cc}+\frac{1}{8}\delta ^{ij}\rho _f\|I\|\rho _i+\frac{1}{8}iϵ^{ijk}\rho _f\|S_\rho ^k\|\rho _i\frac{1}{4}\rho _f\|S_\rho ^iS_\rho ^j\|\rho _i\hfill & \text{T1, T2}\text{symm}\hfill \\ +\frac{1}{8}\delta ^{ij}\rho _f\|I\|\rho _i+\frac{1}{8}iϵ^{ijk}\rho _f\|S_\rho ^k\|\rho _i\hfill & \text{T2, T1}\text{symm}\hfill \\ \frac{1}{8}\delta ^{ij}\rho _f\|I\|\rho _i\frac{1}{8}iϵ^{ijk}\rho _f\|S_\rho ^k\|\rho _i\hfill & \text{C1, C2}\text{symm}\hfill \\ \frac{1}{8}\delta ^{ij}\rho _f\|I\|\rho _i\frac{1}{8}iϵ^{ijk}\rho _f\|S_\rho ^k\|\rho _i+\frac{1}{4}\rho _f\|S_\rho ^iS_\rho ^j\|\rho _i\hfill & \text{C2, C1}\text{symm}\hfill \end{array}.`$ (C16) ## Appendix D: Phase Shifts and Inelasticities from the T-matrix Since total angular momentum is conserved, the T-matrix is block diagonal in a total angular momentum basis, and can be written as $$\mathrm{T}=\underset{jm}{}\|jmT_jjm\|.$$ (D1) The coefficients $`\{T_j\}`$ can be determined by evaluating the matrix element $$T_j=jm\|\mathrm{T}\|jm.$$ (D2) In the special case of spinless scattering these basis states are eigenstates of orbital angular momentum $$\|lm=𝑑\mathrm{\Omega }Y_{lm}(\mathrm{\Omega })\|\mathrm{\Omega },$$ (D3) so the T-matrix is given by $$\mathrm{T}=\underset{lm}{}\|lmT_llm\|=\underset{lm}{}𝑑\mathrm{\Omega }𝑑\mathrm{\Omega }^{}\|\mathrm{\Omega }^{}Y_{lm}(\mathrm{\Omega }^{})T_lY_{lm}^{}(\mathrm{\Omega })\mathrm{\Omega }\|.$$ (D4) The T-matrix can also be written in terms of the scattering amplitude $`T_{fi}(\mathrm{\Omega },\mathrm{\Omega }^{})`$ between momentum eigenstates, $$\mathrm{T}=𝑑\mathrm{\Omega }𝑑\mathrm{\Omega }^{}\|\mathrm{\Omega }^{}T_{fi}(\mathrm{\Omega },\mathrm{\Omega }^{})\mathrm{\Omega }\|,$$ (D5) so $`T_{fi}(\mathrm{\Omega },\mathrm{\Omega }^{})`$ and $`T_l`$ are related by $$T_{fi}(\mathrm{\Omega },\mathrm{\Omega }^{})=\underset{l}{}T_l\underset{m}{}Y_{lm}(\mathrm{\Omega }^{})Y_{lm}^{}(\mathrm{\Omega })=\underset{l}{}\frac{2l+1}{4\pi }T_lP_l(\mu )$$ (D6) and hence $$T_l=lm\|\mathrm{T}\|lm=𝑑\mathrm{\Omega }𝑑\mathrm{\Omega }^{}Y_{lm}^{}(\mathrm{\Omega }^{})T_{fi}(\mathrm{\Omega },\mathrm{\Omega }^{})Y_{lm}(\mathrm{\Omega })$$ (D7) where $`\mu =\mathrm{cos}\theta _{\mathrm{\Omega }\mathrm{\Omega }^{}}`$. A more familiar quantum-mechanical result follows from fixing the incident direction $`\mathrm{\Omega }=\widehat{z}`$ in Eq.(D6) and integrating over final angles with a $`P_l(\mu )`$ weight, which gives $$T_l=2\pi _1^1𝑑\mu P_l(\mu )T_{fi}(\widehat{z},\mathrm{\Omega }^{}).$$ (D8) Since we define $`T_{fi}(\mathrm{\Omega },\mathrm{\Omega }^{})`$ by $$C_\mathrm{\Omega }^{},D_\mathrm{\Omega }^{}\|S\|A_\mathrm{\Omega },B_\mathrm{\Omega }=\delta _{fi}i(2\pi )^4\delta ^{(4)}(A+BCD)T_{fi},$$ (D9) it is related to the Lorentz invariant $`22`$ scattering amplitude $``$ defined by the PDG (their Eq.(35.8)) by $$T_{fi}=\frac{}{_{n=1}^4(2E_n)^{1/2}}$$ (D10) and hence to the CM scattering amplitude $`f(k,\theta )`$ (their Eq.(35.48)) by $$T_{fi}=\frac{8\pi }{\sqrt{s}}f(k,\theta ).$$ (D11) (Here $`k`$ is the CM momentum of any particle, $`k=\|\stackrel{}{A}\|=\|\stackrel{}{B}\|=\|\stackrel{}{C}\|=\|\stackrel{}{D}\|`$.) The partial wave expansion of $`f(k,\theta )`$, Eq.(35.44), $$f(k,\theta )=\underset{l}{}(2l+1)a_lP_l(\mu )$$ (D12) and the relation between a diagonal partial wave amplitude $`a_l`$ and the phase shift $$a_l=\frac{e^{2i\delta _l}1}{2i}$$ (D13) allow us to determine $`\delta _l`$ from $`T_{fi}`$. For purely elastic scattering, and assuming small phase shifts so that $`a_l\delta _l`$, Eqs.(D6-D13) give $$\delta _l=\frac{1}{4\pi }\frac{kE_AE_B}{\sqrt{s}}𝑑\mu P_l(\mu )T_{fi}(\widehat{z},\mathrm{\Omega }^{})=\frac{1}{8\pi ^2}\frac{kE_AE_B}{\sqrt{s}}T_l.$$ (D14) This relation was used previously to determine for example K$`\pi `$ and $`l`$-diagonal KN elastic phase shifts. In the case of elastic scattering of identical bosons, such as I=2 $`\pi \pi `$, there is an additional factor of two for identical particles , so the relation between the Born-order phase shift and the T-matrix element becomes $$\delta _l\|_{ident.}=\frac{kE_A}{16\pi }_1^{+1}T_{fi}P_{\mathrm{}}(\mu )𝑑\mu .$$ (D15) Since the angular integral in Eq.(D14) is proportional to the amplitude $`lm\|T\|lm`$, we may also write the Born-order elastic phase shift (for distinguishable particles) directly in terms of the T-matrix, $$\delta _l=\frac{1}{8\pi ^2}\frac{kE_AE_B}{\sqrt{s}}lm\|T\|lm.$$ (D16) This formula has a straightforward generalization to the case of external hadrons with spin, which we use to evaluate $`\pi \rho `$ phase shifts and inelasticities. In the case of an $`l`$\- and $`s`$-diagonal interaction this is $$\delta _{jls}=\frac{1}{8\pi ^2}\frac{kE_AE_B}{\sqrt{s}}jm;ls\|T\|jm;ls.$$ (D17) This is adequate for diagonal forces such as our $`\pi \rho `$ spin-orbit interactions. The tensor force however is not $`l`$-diagonal, so for this case we must introduce a more general parametrization. Since the tensor interaction couples $`l,l^{}`$ channel pairs which have the same $`j`$ but differ by $`\|ll^{}\|=2`$, it leads to $`2\times 2`$ $`𝒮`$-matrices. These can be parametrized as $$𝒮^j=\left[\begin{array}{cc}\eta _{ll^{}}e^{2i\delta _l}& i\sqrt{1\eta _{ll^{}}^2}e^{i(\delta _l+\delta _l^{})}\\ i\sqrt{1\eta _{ll^{}}^2}e^{i(\delta _l+\delta _l^{})}& \eta _{ll^{}}e^{2i\delta _l^{}}\end{array}\right].$$ (D18) In our calculation, both of the phase shifts and the inelasticity $`ϵ_{ll^{}}\sqrt{1\eta _{ll^{}}^2}`$ are $`O(H_I)`$, so to this order we can relate these linearly to the matrix elements of $`H_I`$. The Born order phase shift formula (D17) remains valid for both channels, and the inelasticity is $$ϵ_{ll^{}}=\frac{1}{4\pi ^2}\frac{kE_AE_B}{\sqrt{s}}jm;l^{}s\|T\|jm;ls.$$ (D19) The overall phase of $`ϵ_{ll^{}}`$ is dependent on the state normalizations, but the familiar $$\eta _{ll^{}}=\left\|\sqrt{1ϵ_{ll^{}}^2}\right\|$$ (D20) is unique. ## Appendix E: Potentials from the T-matrix Potentials provide a very useful representation of hadron-hadron interactions. They have a clear intuitive meaning, and can easily be used in the nonrelativistic Schrödinger equation in searches for bound states or in coupled channel problems. Unfortunately, one may define hadron-hadron potentials in many different ways. Ideally they should reproduce phase shifts or T-matrix elements, at least in the low energy limit. The assumption of a unique, purely local potential is in general overly restrictive, as it leads to a scattering amplitude that is a function of $`t`$ only. In general we find $`22`$ scattering amplitudes that depend on both $`s`$ and $`t`$. One approach to this problem is to introduce nonlocal “gradient” corrections to the potential , which can be expressed for example as $`V(r)\stackrel{}{\mathrm{L}}\stackrel{}{\mathrm{S}}`$ terms; this approach leads to the familiar Breit-Fermi Hamiltonian for one-photon and one-gluon exchange, and was used to define hadron-hadron potentials in our previous work . Alternatively one may project the scattering amplitude onto a given angular channel $`l`$ so that only $`s`$ dependence remains, and find a local $`l`$-wave potential that describes the scattering in that channel. This definition of potentials was discussed by Mott and Massey , and is equivalent to the definition we shall use here. This approach was previously used by Swanson to define meson-meson potentials from scattering amplitudes. The quantum mechanical relation between the phase shift $`\delta _l(k)`$ and the radial wavefunction $`R_l(r)`$ in potential scattering of a mass $`\mu `$ particle (which becomes the reduced mass below) in first Born approximation is $$\delta _l=2\mu k_0^{\mathrm{}}r^2𝑑rV(r)j_l(kr)^2.$$ (E1) Since our T-matrix elements implicitly determine the elastic scattering phase shifts, for example the $`I=2`$ $`\pi \pi `$ S-wave in Eq.(6), we can invert this formula for each $`l`$ to determine the corresponding $`l`$-wave local potential $`V_l(r)`$. In practice we find that our phase shifts are sufficiently “hard” at high energies to require singular potentials; this is presumably an artifact of our approximations, such as assuming a contact spin-spin interaction. For this reason we do not completely invert the phase shift relation (E1), and instead simply fit an assumed Gaussian form $$V(r)=V_ge^{r^2/r_g^2}$$ (E2) to our theoretical low energy phase shift. The two Gaussian parameters are determined from the $`O(k)`$ and $`O(k^3)`$ terms in the expansion of the phase shift near threshold, which in the S-wave case are equated to $$\underset{k0}{lim}\delta _0(k)=\frac{\pi ^{1/2}}{2}\mu V_gr_g^3k\left(1\frac{1}{2}r_g^2k^2+O(k^4)\right).$$ (E3) The generalization to higher $`l`$, also using Eqs.(E1), is $$\underset{k0}{lim}\delta _l(k)=\frac{\pi ^{1/2}}{2}\mu V_gr_g^3\frac{(r_g^2/2)^l}{(2l+1)!!}k^{2l+1}\left(1\frac{1}{2}r_g^2k^2+O(k^4)\right).$$ (E4) In determining the Gaussian potentials that correspond to our derived phase shifts such as Eqs.(6,14,28), we set the external factors of $`E_\pi `$ and $`E_\rho `$ equal to $`m_\pi `$ and $`m_\rho `$ before expanding in $`k`$. This corresponds to using nonrelativistic phase space and nonrelativistic external hadron line normalizations in our T-matrix calculations, which we assume is the appropriate choice for the derivation of a nonrelativistic equivalent potential. ## Appendix F: The Post-Prior Discrepancy The “post-prior discrepancy” is a familiar problem in rearrangement collisions; the diagrams of Fig.1 treat the scattering as due to an interaction between the initial hadrons A and B (“prior”), but we could equally well have written the interaction between the two final hadrons C and D (“post”). The post T-matrices may be obtained from the prior ones by exchanging the initial and final mesons and transforming the momenta $`\stackrel{}{A}\stackrel{}{C}`$, $`\stackrel{}{C}\stackrel{}{A}`$ and $`\stackrel{}{q}\stackrel{}{q}`$. Thus for example the post C1 T-matrix is $`T_{fi}^{(\mathrm{C1},\mathrm{post})}(ABCD)=`$ (F1) $`{\displaystyle d^3qd^3p\mathrm{\Phi }_C^{}(2\stackrel{}{p}+\stackrel{}{q}\stackrel{}{C})\mathrm{\Phi }_D^{}(2\stackrel{}{p}+\stackrel{}{q}2\stackrel{}{A}\stackrel{}{C})}`$ (F2) $`T_{fi}(\stackrel{}{q},\stackrel{}{p},\stackrel{}{p}+\stackrel{}{A})\mathrm{\Phi }_A(2\stackrel{}{p}\stackrel{}{q}\stackrel{}{A})\mathrm{\Phi }_B(2\stackrel{}{p}+\stackrel{}{q}\stackrel{}{A}2\stackrel{}{C}).`$ (F3) $$=T_{fi}^{(\mathrm{C1},\mathrm{prior})}(ABCD)\|_{\genfrac{}{}{0pt}{}{(\mathrm{\Phi }_A,\mathrm{\Phi }_B,\mathrm{\Phi }_C^{},\mathrm{\Phi }_D^{})(\mathrm{\Phi }_C^{},\mathrm{\Phi }_D^{},\mathrm{\Phi }_A,\mathrm{\Phi }_B),}{\mathrm{args}\stackrel{}{A}\stackrel{}{C},\stackrel{}{C}\stackrel{}{A},\stackrel{}{q}\stackrel{}{q}}}.$$ (F4) One may show that the post and prior results for the scattering amplitude are equal provided that the external wavefunctions are eigenfunctions of the Hamiltonian . Swanson shows an example of convergence of post and prior results for meson-meson scattering amplitudes derived from quark Born diagrams as the external wavefunctions approach exact Hamiltonian eigenstates. Of course the Gaussian wavefunctions we use to derive our analytical results are only approximations to the eigenfunctions of the full OGE plus linear Hamiltonian, so in general we can expect to find a post-prior discrepancy. In this study we actually find such a discrepancy only in part of the tensor interaction in PsV scattering, for which we take the mean of the two results, $$T_{fi}(ABCD)=\frac{1}{2}\left(T_{fi}^{post}(ABCD)+T_{fi}^{prior}(ABCD)\right).$$ (F5) ## Appendix G: Y<sub>LM</sub> Expansions and Related Integrals It is useful in the partial wave decomposition of scattering amplitudes to expand functions of the sum and difference momentum transfers $`\stackrel{}{Q}_\pm =\stackrel{}{C}\pm \stackrel{}{A}`$ (here $`\|\stackrel{}{A}\|=\|\stackrel{}{C}\|`$) in spherical harmonics, $$f(\stackrel{}{Q}_+^2)=\underset{\mathrm{}}{}f_{\mathrm{}}(\stackrel{}{A}^{\mathrm{\hspace{0.17em}2}})\underset{m}{}Y_\mathrm{}m^{}(\mathrm{\Omega }_C)Y_\mathrm{}m(\mathrm{\Omega }_A),$$ (G1) $$f(\stackrel{}{Q}_{}^2)=\underset{\mathrm{}}{}(1)^{\mathrm{}}f_{\mathrm{}}(\stackrel{}{A}^{\mathrm{\hspace{0.17em}2}})\underset{m}{}Y_\mathrm{}m^{}(\mathrm{\Omega }_C)Y_\mathrm{}m(\mathrm{\Omega }_A).$$ (G2) This expansion may be inverted to determine the coefficient functions $`\{f_{\mathrm{}}(\stackrel{}{A}^{\mathrm{\hspace{0.17em}2}})\}`$, $$f_{\mathrm{}}(\stackrel{}{A}^{\mathrm{\hspace{0.17em}2}})=2\pi _1^1𝑑\mu P_{\mathrm{}}(\mu )f(\stackrel{}{Q}_+^2)$$ $$=2\pi _1^1𝑑\mu P_{\mathrm{}}(\mu )f(2\stackrel{}{A}^{\mathrm{\hspace{0.17em}2}}(1+\mu ))=2\pi (1)^{\mathrm{}}_1^1𝑑\mu P_{\mathrm{}}(\mu )f(2\stackrel{}{A}^{\mathrm{\hspace{0.17em}2}}(1\mu )).$$ (G3) Many of the scattering amplitudes derived in this paper are proportional to confluent hypergeometric functions in $`\stackrel{}{Q}_+^2`$ or $`\stackrel{}{Q}_{}^2`$, and their partial wave decomposition requires the integral of a Legendre polynomial times a shifted confluent hypergeometric function. This integral is given by (abbreviating <sub>1</sub>F$`{}_{1}{}^{}(a;c;x)`$ as $`f_{a,c}(x)`$) $$_{a,c}^{(\mathrm{})}(x)=_1^1𝑑\mu P_{\mathrm{}}(\mu )f_{a,c}(x(1+\mu ))=\underset{m=0}{\overset{\mathrm{}}{}}c_m^{(\mathrm{})}\frac{(a)_{m1}}{(c)_{m1}}\frac{\left(f_{am1,cm1}(2x)+(1)^{\mathrm{}+m+1}\right)}{x^{m+1}}$$ (G4) where $$c_m^{(\mathrm{})}=\frac{(1)^m}{2^mm!}\frac{(\mathrm{}+m)!}{(\mathrm{}m)!}$$ (G5) and the Pochhammer symbol of negative index is $$(a)_n=\frac{\mathrm{\Gamma }(an)}{\mathrm{\Gamma }(a)}=\frac{1}{_{k=1}^n(ak)}.$$ (G6) In numerical evaluations it is often useful to transform the confluent hypergeometric function in Eq.(G4) to a more rapidly converging negative-argument form, using $`f_{a,c}(2x)=f_{ca,c}(2x)e^{2x}`$. ## Appendix H: Spin-orbit and Tensor matrix elements As noted in App.D, when evaluating phase shifts and inelasticities it is useful to determine T-matrix elements between $`\|jls`$ states. In the PsV system there are spin-orbit and tensor contributions to the T-matrix, and determination of the $`j,l,s`$-basis matrix elements of these terms is a complicated problem in angular analysis. Here we show how these matrix elements may be evaluated. First consider the spin-orbit terms in the $`\pi \rho `$ T-matrix, Eq.(29). The generic term is of the form $$T_{fi}=f(\stackrel{}{Q}_+^2)[i\stackrel{}{S}_\rho (\stackrel{}{A}\times \stackrel{}{C})],$$ (H1) where $`\stackrel{}{Q}_+=\stackrel{}{C}+\stackrel{}{A}`$. (Additional dependence on the rotational scalar $`\stackrel{}{A}^{\mathrm{\hspace{0.17em}2}}=\stackrel{}{C}^{\mathrm{\hspace{0.17em}2}}`$ is a trivial modification of this angular decomposition.) To proceed, we expand $`f(\stackrel{}{Q}_+^2)`$ in spherical harmonics, as in Eq.(G1); $$f(\stackrel{}{Q}_+^2)=\underset{\mathrm{}}{}f_{\mathrm{}}(\stackrel{}{A}^{\mathrm{\hspace{0.17em}2}})\underset{m}{}Y_\mathrm{}m^{}(\mathrm{\Omega }_C)Y_\mathrm{}m(\mathrm{\Omega }_A)$$ (H2) and introduce spherical components for the spin and momentum vectors, $$1s_z^{}\|S_\mu \|1s_z=\sqrt{2}1s_z^{}\|1\mu ,1s_z,$$ (H3) $$i(\stackrel{}{A}\times \stackrel{}{C})_\mu =\frac{4\sqrt{2}\pi }{3}A^2\underset{\mu ^{}\mu ^{\prime \prime }}{}1\mu ^{},1\mu ^{\prime \prime }\|1\mu Y_{1\mu ^{}}(\mathrm{\Omega }_A)Y_{1\mu ^{\prime \prime }}(\mathrm{\Omega }_C)$$ (H4) and the usual state vector expansion, $$\|jm,ls(PsV)=\underset{\mu ,s_z}{}l\mu ,1s_z\|jmY_{l\mu }(\mathrm{\Omega }_A)\|1s_z.$$ (H5) With these substitutions one may determine the $`\pi \rho `$ $`jl^{}s\|T_{fi}\|jls`$ matrix elements (analogous to the spinless matrix element $`T_l`$ of Eq.(D7)) for the spin-orbit term (H1). The result involves a sum over a product of six Clebsch-Gordon coefficients, and can be written as the product of two Wigner $`(3j)`$ symbols and two $`\{6j\}`$ symbols, $$jl^{}s\|T_{fi}\|jls=(1)^{j+1}6\stackrel{}{A}^2\underset{\mathrm{}}{}(1)^{\mathrm{}}f_{\mathrm{}}(2\mathrm{}+1)\sqrt{(2l+1)(2l^{}+1)}$$ $$\left(\begin{array}{ccc}1& l& \mathrm{}\\ 0& 0& 0\end{array}\right)\left(\begin{array}{ccc}1& l^{}& \mathrm{}\\ 0& 0& 0\end{array}\right)\left\{\begin{array}{ccc}1& 1& 1\\ l& l^{}& \mathrm{}\end{array}\right\}\left\{\begin{array}{ccc}1& 1& 1\\ l& l^{}& j\end{array}\right\}.$$ (H6) The constraints of the $`(3j)`$ and $`\{6j\}`$ symbols force this matrix element to be diagonal in $`l,l^{}`$, and imply that the only radial components of $`f(\stackrel{}{Q}_+^{\mathrm{\hspace{0.17em}2}})`$ in Eq.(H2) that contribute are $`f_{\mathrm{}=l\pm 1}`$. Substitution of the explicit $`(3j)`$ and $`\{6j\}`$ symbols gives our final result for $`PsV`$ matrix elements of spin-orbit (H1) type, $$jl^{}s\|T_{fi}\|jls=\delta _{ll^{}}\frac{[j(j+1)l(l+1)2]}{2(2l+1)}\stackrel{}{A}^2\left(f_{l1}f_{l+1}\right).$$ (H7) This result has the overall $`\stackrel{}{\mathrm{L}}\stackrel{}{\mathrm{S}}`$ dependence that one would expect from a spin-orbit force. We may similarly evaluate the matrix elements of the tensor terms in Eq.(16). It suffices to consider the two cases $$T_{fi}^{(t1)}=f(\stackrel{}{Q}_{}^2)\left([\stackrel{}{S}_\rho \stackrel{}{A}\stackrel{}{S}_\rho \stackrel{}{A}\frac{2}{3}\stackrel{}{A}^2]+[\stackrel{}{S}_\rho \stackrel{}{C}\stackrel{}{S}_\rho \stackrel{}{C}\frac{2}{3}\stackrel{}{C}^2]\right)$$ (H8) and $$T_{fi}^{(t2)}=f(\stackrel{}{Q}_{}^2)[\stackrel{}{S}_\rho \stackrel{}{A}\stackrel{}{S}_\rho \stackrel{}{C}\frac{2}{3}\stackrel{}{A}\stackrel{}{C}].$$ (H9) Both tensor matrix elements have $`ll^{}`$ contributions, unlike the other interactions we have considered. The general results in terms of Wigner $`(3j)`$ and $`\{6j\}`$ symbols are $$jl^{}s\|T_{fi}^{(t1)}\|jls=(1)^{j+l+1}\frac{2^{1/2}5^{1/2}}{3^{1/2}}\stackrel{}{A}^2\left(f_l+f_l^{}\right)\sqrt{(2l+1)(2l^{}+1)}$$ $$\left(\begin{array}{ccc}2& l& l^{}\\ 0& 0& 0\end{array}\right)\left\{\begin{array}{ccc}1& 1& 2\\ l& l^{}& j\end{array}\right\}$$ (H10) and $$jl^{}s\|T_{fi}^{(t2)}\|jls=(1)^{j+1}5\stackrel{}{A}^2\underset{\mathrm{}}{}f_{\mathrm{}}(2\mathrm{}+1)\sqrt{(2l+1)(2l^{}+1)}$$ $$\left(\begin{array}{ccc}1& l& \mathrm{}\\ 0& 0& 0\end{array}\right)\left(\begin{array}{ccc}1& l^{}& \mathrm{}\\ 0& 0& 0\end{array}\right)\left\{\begin{array}{ccc}1& 1& 2\\ l& l^{}& \mathrm{}\end{array}\right\}\left\{\begin{array}{ccc}1& 1& 2\\ l& l^{}& j\end{array}\right\}.$$ (H11) Substitution for the $`(3j)`$ and $`\{6j\}`$ symbols gives the results quoted in Eqs.(23-25) in the text.
warning/0007/cond-mat0007218.html	ar5iv	text	# Structural and magnetic aspects of the metal insulator transition in 𝐂𝐚_{𝟐-𝐱}⁢𝐒𝐫_𝐱⁢𝐑𝐮𝐎_𝟒 ## I INTRODUCTION Layered perovskite ruthenates have attracted considerable interest since the discovery of superconductivity in $`\mathrm{Sr}_2\mathrm{RuO}_4`$, which remains till today the only known superconductor isostructural to the cuprates maeno . It is, therefore, expected that this material can give further insight into the mechanism of High Temperature Superconductivity. However, the origin of the spin-triplet pairing in $`\mathrm{Sr}_2\mathrm{RuO}_4`$ ishida is far from understood. There is reasonable evidence that in this material a coupling between electrons and magnetism is essential: for example magnetic susceptibility neumeier and low temperature specific heat cp exhibit similar enhancements. It has been suggested that ferromagnetic fluctuations are dominating the interaction leading to an unconventional pairing of p-wave symmetry 4 . This proposal was mainly inspired by the fact that the perovskite SrRuO<sub>3</sub> is indeed an itinerant ferromagnet srruo3 . The substitution of Sr by Ca in the layered compound yields rather different physical properties. First $`\mathrm{Ca}_2\mathrm{RuO}_4`$ is an insulator at low temperatures satoru-cro and second it orders antiferromagnetically 7 ; 8 , which clearly indicates that considering $`\mathrm{Sr}_2\mathrm{RuO}_4`$ as being close to ferromagnetic order is an oversimplification. More recently band structure analyses on $`\mathrm{Sr}_2\mathrm{RuO}_4`$ have predicted that the magnetic susceptibility presents dominating peaks at incommensurate wave vector positions, $`q_0=(2\pi /3a,2\pi /3a,0)`$, which arise from Fermi-surface nesting mazin . Inelastic neutron scattering studies have perfectly confirmed these features sidis . In order to get an insight to the relation between these incommensurate peaks in the $`\mathrm{Sr}_2\mathrm{RuO}_4`$ susceptibility and the antiferromagnetic order in $`\mathrm{Ca}_2\mathrm{RuO}_4`$ it appears essential to study the entire phase diagram of $`\mathrm{Ca}_{2\mathrm{x}}\mathrm{Sr}_\mathrm{x}\mathrm{RuO}_4`$. The physics of $`\mathrm{Ca}_{2\mathrm{x}}\mathrm{Sr}_\mathrm{x}\mathrm{RuO}_4`$ attracts interest not only in the context of the superconductivity in $`\mathrm{Sr}_2\mathrm{RuO}_4`$. In our first paper we have demonstrated that in a $`\mathrm{Ca}_2\mathrm{RuO}_4`$ sample containing excess oxygen (Ca<sub>2</sub>RuO<sub>4.07</sub>, O-Ca<sub>2</sub>RuO<sub>4</sub>), one finds a structural transition from a metallic high-temperature phase into a non-metallic distorted low-temperature phase hence a metal-insulator transition 7 . The observation of the antiferromagnetic order in the non-metallic phase suggests the interpretation that this transition is of the Mott-type. The high temperature metallic phase of O-$`\mathrm{Ca}_2\mathrm{RuO}_4`$ is characterized by an octahedron shape almost identical to that observed in $`\mathrm{Sr}_2\mathrm{RuO}_4`$, whereas the in-plane Ru-O bond lengths are significantly enhanced in the low temperature insulating phase. In addition there is a stronger tilt of the RuO<sub>6</sub> octahedra in the low temperature phase. The structural transition is of the first order type, as seen in the large hysteresis with coexistence of the two phases, and presents a lattice expansion of $`\frac{\mathrm{\Delta }V}{V}1\%`$ upon cooling. Recently Alexander et al. have found a sudden increase in the resistivity of stoichiometric Ca<sub>2</sub>RuO<sub>4</sub> at 357 K alexander , suggesting that the metal insulator transition seen in O-Ca<sub>2</sub>RuO<sub>4</sub> occurs just at higher temperature in the stoichiometric compound. Nakatsuji et al. have revealed the entire magnetic phase diagram of $`\mathrm{Ca}_{2\mathrm{x}}\mathrm{Sr}_\mathrm{x}\mathrm{RuO}_4`$, and found the metal insulator transition by resistivity and magnetic susceptibility measurements nakatsuji-sces ; nakatsuji-mag . They observe that the anomalies in the resistivity are rapidly shifted to lower temperature for increasing Sr-content, for x$`>`$0.2 samples stay metallic till low temperature. Also Cao et al. report a decrease of the metal insulator transition temperature upon Sr-doping; in addition they observe the similar suppression for La-doping cao-2000 . However, no diffraction study on structural aspects of the metal insulator transition as function of doping has been reported so far. In many aspects the metal insulator transition in $`\mathrm{Ca}_{2\mathrm{x}}\mathrm{Sr}_\mathrm{x}\mathrm{RuO}_4`$ resembles that in V<sub>2</sub>O<sub>3</sub> mott ; bao ; the simpler crystal structure in the case of the ruthenate should be favorable for the analyses and their understanding. We have extended our previous diffraction studies to the entire Sr-content range in $`\mathrm{Ca}_{2\mathrm{x}}\mathrm{Sr}_\mathrm{x}\mathrm{RuO}_4`$ proving that the structural distortion accompanying the metal insulator transition persists to x$``$0.15 in O-stoichiometric samples. For higher Sr-content we find a distinct crystal structure, space group I4<sub>1</sub>/acd, which again presents a structural phase transition upon cooling, however, between two metallic phases. ## II EXPERIMENTAL The stoichiometric sample of $`\mathrm{Ca}_2\mathrm{RuO}_4`$ (S-$`\mathrm{Ca}_2\mathrm{RuO}_4`$) used already in our previous work has been further analyzed at higher temperatures. In addition we have prepared samples of $`\mathrm{Ca}_{2\mathrm{x}}\mathrm{Sr}_\mathrm{x}\mathrm{RuO}_4`$ with x=0.1, 0.2, 0.5, 1.0 and 1.5 by the technique described in Ref. satoru-cro , details will be given else-where satoru-neu . Thermogravimetric studies indicate a stoichiometric oxygen content in these mixed compounds. All samples were characterized by x-ray diffraction and by magnetic measurements. Neutron diffraction studies were performed at the ORPHEE reactor using the two diffractometers 3T.2 ($`\lambda =1.226`$Å) and G4.1 ($`\lambda =2.43`$Å). With the shorter wavelength instrument it is possible to perform complete Rietveld structure analyses whereas the longer wavelength multi-counter machine offers a high flux permitting the measurement of temperature dependencies. For more details of the diffraction analyses see our first paper 7 . Two single-crystals with x=0.2 and x=0.5 were obtained by a floating zone technique; these were examined on the two-axis diffractometer 3T.1 using pyrolitic graphite monochromator and filters. ## III Results and discussion ### III.1 Metal insulator transition in S-$`\mathrm{𝐂𝐚}_\mathrm{𝟐}\mathrm{𝐑𝐮𝐎}_\mathrm{𝟒}`$ and in $`\mathrm{𝐂𝐚}_{\mathbf{1.9}}\mathrm{𝐒𝐫}_{\mathbf{0.1}}\mathrm{𝐑𝐮𝐎}_\mathrm{𝟒}`$ The strong temperature dependence of the structural parameters of S-$`\mathrm{Ca}_2\mathrm{RuO}_4`$ observed near room temperature indicates a structural phase transition in the temperature range 350–400 K. Indeed such a transition has been recently reported by Alexander et al. based on x-ray diffraction and resistivity studies alexander . In a first view, one might argue that the transition in O-$`\mathrm{Ca}_2\mathrm{RuO}_4`$ is just shifted to higher temperature in the stoichiometric sample, but the detailed structure analysis presents significant differences. Using a cryo-furnace the structure was studied on G4.1 by recording a complete hysteresis cycle. At temperatures near 340 K, we already observe two phases, the low-temperature phase is characterized by a small c-lattice parameter (S-Pbca) compared to the high temperature phase with long c (L-Pbca); the averaged in-plane parameter exhibits the opposite behavior as can be seen in Fig. 1 (b). The transition in stoichiometric $`\mathrm{Ca}_2\mathrm{RuO}_4`$ is sharper than in O-$`\mathrm{Ca}_2\mathrm{RuO}_4`$; at 365 K it is almost complete, and at 395 K there is no sign of the low temperature S-Pbca phase in the high flux patterns, parts of the high flux patterns are shown in Fig. 1 (a),(b). To avoid possible variation in oxygen stoichiometry during the hysteresis cycle, the temperature was limited to 400 K. Also the high resolution pattern obtained at 400 K can be refined by a single S-Pbca-phase, the results are given in Table 1. (Throughout the paper we use the same notations as in ref. 7 ; O(1) denotes the oxygen in the RuO<sub>2</sub>-planes and O(2) the apical one. The rotation angle is unique and designed by $`\mathrm{\Phi }`$, whereas the tilt angle may be determined at the two oxygen sites, $`\mathrm{\Theta }\text{-}O(1)`$ and $`\mathrm{\Theta }\text{-}O(2)`$; in the notation used here the tilt is always around an axis close to the b-axis in Pbca.) In Fig. 1 (c) we show the temperature dependence of the L- and S-Pbca-phase volumes. The transition temperature obtained in up-strike, $`T_S`$=356 K, is in excellent agreement to that observed by Alexander et al. alexander , $`T_S`$=357 K. The observed hysteresis of about 20 K clearly confirms the first order nature of the transition. We conclude that the combined electronic and structural transition first observed in O-$`\mathrm{Ca}_2\mathrm{RuO}_4`$ also occurs in the stoichiometric compound. In order to complete the study of the phase transition in stoichiometric $`\mathrm{Ca}_2\mathrm{RuO}_4`$ high resolution patterns have been recorded at 400 and at 180 K. The structure of the high-temperature L-Pbca-phase could not be established unambiguously in O-$`\mathrm{Ca}_2\mathrm{RuO}_4`$ 7 . Space group Pbca combines a rotation of the octahedra around the c-axis with a tilt around an axis parallel to an edge of the octahedron basal plane. In contrast in space group P2<sub>1</sub>/c the tilt can be about an arbitrary direction, in particular around a RuO-bond. The difference in the two symmetries may be easily tested in the O(1)-positions, the tilt around the Ru-O-bond displaces only one O(1)-site parallel to c, whereas the tilt around an axis parallel to the edge displaces all O(1)-positions about the same distance. In other words, in Pbca all O(1)-sites are equivalent whereas there are two of them in P2<sub>1</sub>/c. In the cuprates the two tilt schemes correspond to the LTO and LTT phases, see for example lasrcuo-struc . In the excess oxygen compound a better description of the data was obtained in space group P2<sub>1</sub>/c and in particular free refinement of the two distinct O(1)-displacements along c led to significant difference with one displacement almost vanishing, leading to a LTT equivalent tilt-scheme. The structure was finally refined with one O(1)-site being fixed at $`z`$=0. In case of the stoichiometric compound at 400 K this is definitely not an appropriate model. In space group Pbca one obtains a R-value of 5.39% which increases to 5.62% for the P2<sub>1</sub>/c-model with one $`z`$-O(1) fixed to zero. Refining the P2<sub>1</sub>/c phase independently still gives a lower R-value than Pbca, but this difference is not significant any more. Therefore we conclude that the high temperature structure in stoichiometric $`\mathrm{Ca}_2\mathrm{RuO}_4`$ has the same space group Pbca as the low temperature structure. We differentiate these phases as L-Pbca and S-Pbca respectively due to their different c-parameters. The large amount of excess oxygen ($`\delta `$=0.07 in Ca<sub>2</sub>RuO<sub>4+δ</sub>) seems to be responsible for the distinct diffraction pattern in the excess O compound. Combining the new and the previous results 7 we get the entire picture of the phase transition in S-$`\mathrm{Ca}_2\mathrm{RuO}_4`$. Fig. 2 presents the Ru-O bond-lengths, which show a discontinuous change at the L-Pbca-S-Pbca transition: the in-plane bonds become elongated and the out-of-plane one is shrinking upon cooling. Close to the transition – but in the S-Pbca phase –, the octahedron is still elongated along c in the temperature range 300–330 K. Upon further cooling one observes a continuous and even larger change in the same sense: the octahedron at low temperature is finally flattened along c. The edge lengths of the octahedron basal plane also show a discontinuous effect at the transition followed by a pronounced change in the S-Pbca phase. In accordance to the elongation of the Ru-O(1)-bonds these lengths increase upon cooling into the S-Pbca-phase where they are still split, the octahedron basal plane is shorter along the tilt axis immediately below the transition. Upon further cooling, the ratio, however, becomes inversed, and the basal plane is strongly stretched along the tilt axis. In La<sub>2</sub>CuO<sub>4</sub> lasrcuo-struc and also in all L-Pbca phase ruthenates studied here, the orthorhombic splitting is opposite to the expectation of a rigid tilt, i.e. the lattice is longer perpendicular to the tilt-axis. This effect originates from the forces in the La-O- or Sr-O-layer where one distance strongly decreases due to the opposite displacements of an apical oxygen and a neighboring La/Sr-site. The stretching of the lattice perpendicular to the tilt axis reduces the pronounced shrinking of this bond and may be seen in the orthorhombic splitting. One should hence consider this behavior as the normal one arising from the structural arrangement. Nevertheless the elongation of octahedron basal plane might influence the electronic and magnetic properties, see the discussion below. The orthorhombic lattice in $`\mathrm{Ca}_2\mathrm{RuO}_4`$ is elongated along the tilt-axis at low temperature much more than what might be expected for a rigid octahedron tilt; the lattice constants are given in Fig. 3. It is the stretching of the octahedra which causes this orthorhombic splitting, and this behavior should be considered as highly anomalous. The transition from L-Pbca to S-Pbca is further characterized by an increase in the tilt angles, $`\mathrm{\Theta }`$-O(1)($`\mathrm{\Theta }`$-O(2)) increase from 7.5 (5.9) at 400 K to 11.2 (9.2) at 295 K. Upon cooling in the S-Pbca phase these angles first continue to increase till about 180 K and are almost constant below, see Fig. 6 in ref. 7 . The rotation angle decreases by about one degree during the transition into the S-Pbca phase and is constant over the whole S-Pbca temperature range. In $`\mathrm{Ca}_{1.9}\mathrm{Sr}_{0.1}\mathrm{RuO}_4`$ we find a structural transition similar to that observed in $`\mathrm{Ca}_2\mathrm{RuO}_4`$. Fig. 4 presents the volume fractions of the L-Pbca and S-Pbca phases as a function of temperature. The inset presents the hysteresis of the transition which amounts to about 50 K. For the discussion of any temperature dependent property one has to take account of this hysteresis. The high resolution room temperature data in the metallic L-Pbca phase is again difficult to analyze. Refinements in space group Pbca and in space group P2<sub>1</sub>/c with or without fixed O(1)-site are very close concerning their R-values. However, like in S-$`\mathrm{Ca}_2\mathrm{RuO}_4`$ – and in contrast to O-$`\mathrm{Ca}_2\mathrm{RuO}_4`$ – the P2<sub>1</sub>/c fit does not suggest different O(1)-$`z`$-displacements. Powder diffraction alone, however, is unable to differentiate between Pbca and P2<sub>1</sub>/c space groups. A single crystal diffraction experiment on a single crystal of almost identical composition, Ca<sub>1.85</sub>Sr<sub>0.15</sub>RuO<sub>4</sub>, definitely excludes the tilt around the RuO-bond braden-up . Since P2<sub>1</sub>/c is a sub-group of Pbca, the description of Bragg reflection data must be better due to the larger number of free parameters. However an extremely small improvement of the R-value, 5.065% for the P2<sub>1</sub>/c-model compared to 5.078 % for the Pbca-model, does not support the symmetry reduction braden-up . Therefore, we feel confident to analyze the powder diffraction patterns on excess oxygen free samples in the L-Pbca-structure. The transition in $`\mathrm{Ca}_{1.9}\mathrm{Sr}_{0.1}\mathrm{RuO}_4`$ is much better defined than that in O-$`\mathrm{Ca}_2\mathrm{RuO}_4`$ and there is no L-Pbca phase remaining at low temperature. Therefore, it has been possible to analyze the structural details in this compound with the G4.1 data. Again high resolution patterns have been recorded at 295 and at 11 K with the results of the refinements given in Table 1; high flux patterns were measured in temperature steps of 5 K upon heating. Fig. 5 presents the temperature dependence of the lattice parameters showing similar discontinuities at the transition, T$`{}_{S}{}^{}`$ 175 K upon heating, as the stoichiometric sample. In contrast to the stoichiometric compound, the temperature dependence of the structural parameters within the S-Pbca phase is only small. In analogy to Fig. 2, Fig. 6 presents the temperature dependent shape of the octahedra in $`\mathrm{Ca}_{1.9}\mathrm{Sr}_{0.1}\mathrm{RuO}_4`$(the slight deviations between the high resolution and high flux results must be attributed to the insufficient extent in Q-space of the latter data combined with the smaller orthorhombic splitting; nevertheless there is no doubt that these results show the correct tendencies). In $`\mathrm{Ca}_{1.9}\mathrm{Sr}_{0.1}\mathrm{RuO}_4`$ too we find the discontinuous change at T<sub>S</sub> : an increase in the in-plane bond lengths and a shrinking of the Ru-O(2)-distance. But in contrast to the stoichiometric compound the octahedron remains slightly elongated along c till the lowest temperatures. Also the octahedron edges parallel to the a,b-plane present the same discontinuous changes as S-$`\mathrm{Ca}_2\mathrm{RuO}_4`$ but not the continuous stretching along b in the Pbca phase. In particular, the octahedron remains elongated along the a-axis, i.e. perpendicular to the tilt axis. Due to the larger tilt this elongation may no longer over-compensate the lattice shrinking in the a-direction, the orthorhombic lattice is therefore longer along b. In $`\mathrm{Ca}_{1.9}\mathrm{Sr}_{0.1}\mathrm{RuO}_4`$ we also find the jump of the tilt angles at T<sub>S</sub> which remain almost constant in the Pbca phase. The transition in $`\mathrm{Ca}_{1.9}\mathrm{Sr}_{0.1}\mathrm{RuO}_4`$ may be characterized as being identical to the one in the pure compound. However, as there are only minor changes of the structural parameters for $`\mathrm{Ca}_{1.9}\mathrm{Sr}_{0.1}\mathrm{RuO}_4`$ below the phase transition, one may resume that the structure observed in the pure compound slightly below the transition, is stable to the lowest temperatures for the Sr-concentration x=0.1; positional and lattice parameters of S-$`\mathrm{Ca}_2\mathrm{RuO}_4`$ at 295 K and $`\mathrm{Ca}_{1.9}\mathrm{Sr}_{0.1}\mathrm{RuO}_4`$ at 10 K are almost identical, see Table 1 and ref. 7 . $`\mathrm{Ca}_{1.9}\mathrm{Sr}_{0.1}\mathrm{RuO}_4`$ also exhibits antiferromagnetic order below T<sub>N</sub>=143 K, see Fig. 7. There is only one magnetic transition observed in neutron diffraction, and the magnetic arrangement is the B-centered one of La<sub>2</sub>NiO<sub>4</sub>-type similar to the observation in O-$`\mathrm{Ca}_2\mathrm{RuO}_4`$ 7 . One may note that the direction of the ordered moment in $`\mathrm{Ca}_{1.9}\mathrm{Sr}_{0.1}\mathrm{RuO}_4`$ remains the b-axis, though the shape of the octahedron is different to that of the pure compound. The tilt-direction seems hence to be the element determining the spin-direction and not the stretching of the octahedron, which underlines the importance of anti-symmetric coupling parameters. In Fig. 7 we compare the ordered magnetic moment and the magnetic susceptibility That the antiferromagnetic transition manifests itself in the susceptibility is not astonishing and arises from the Dzyaloshinski-Moriya interaction. Weak ferromagnetism is much stronger in the ruthenates than in the cuprates due to the stronger spin-orbit coupling. The low temperature susceptibility in $`\mathrm{Ca}_{1.9}\mathrm{Sr}_{0.1}\mathrm{RuO}_4`$ is even higher than the values reported for La-substituted Ca<sub>2</sub>RuO<sub>4</sub> cao-2000 , therefore, one may assume that magnetic order in these samples too is mainly antiferromagnetic in nature. Nakatsuji et al. have observed also the electronic transition associated with an upturn in the resistivity in a series of samples of $`\mathrm{Ca}_{2\mathrm{x}}\mathrm{Sr}_\mathrm{x}\mathrm{RuO}_4`$ in the Sr-concentration range up to x=0.2 nakatsuji-sces . These observations show that the structural transition triggers the magnetic order and the insulating behavior, however the details of the coupling between structural magnetic and electronic transition for the highly Sr-doped samples need further clarification. The analysis of the existing data obtained in a cooling cycle is hampered by the fact that the down-strike structural transition is below the intrinsic T<sub>N</sub> in the S-Pbca phase; single crystals, however, shutter at the transition and therefore resistivity measurements upon heating become difficult to interpret. ### III.2 Structure of $`\mathrm{𝐂𝐚}_{\mathrm{𝟐}𝐱}\mathrm{𝐒𝐫}_𝐱\mathrm{𝐑𝐮𝐎}_\mathrm{𝟒}`$ with x=0.2, 0.5 and x=1.0 Upon further increase of the Sr-concentration the metal-insulator transition is suppressed slightly above x=0.15 nakatsuji-sces . The powder-sample of $`\mathrm{Ca}_{1.8}\mathrm{Sr}_{0.2}\mathrm{RuO}_4`$ studied here does not exhibit the anomalous resistivity increase, nor does the one with x=0.5. The high resolution powder patterns on $`\mathrm{Ca}_{1.8}\mathrm{Sr}_{0.2}\mathrm{RuO}_4`$ indicate a mixture of the L-Pbca phase with a second phase whose space group was identified as being I4<sub>1</sub>/acd. Also the sample with still higher Sr-content, $`\mathrm{Ca}_{1.5}\mathrm{Sr}_{0.5}\mathrm{RuO}_4`$, was found in this symmetry. In space group I4<sub>1</sub>/acd the octahedra are rotated around the c-axis, however, with a stacking different to that in Pbca; in addition the tilt of the octahedra is not allowed. In I4<sub>1</sub>/acd the RuO<sub>2</sub>-planes separated by $`12.5`$Å are distorted with an opposite phase which yields a doubling of the c-parameter. This symmetry is well known from related compounds like Sr<sub>2</sub>IrO<sub>4</sub> sriro ; huang or Sr<sub>2</sub>RhO<sub>4</sub> srrho . The observation of a phase with only a rotational distortion agrees furthermore to the analysis of the phonon dispersion in $`\mathrm{Sr}_2\mathrm{RuO}_4`$: it was reported that only the rotational mode is close to instability struct-inst . By neutron diffraction the I4<sub>1</sub>/acd and Pbca phases may be easily distinguished, since the superstructure reflections related to the rotation occur at different l-values due to the distinct stacking, see for example the positions of the (2 1 l)-reflections shown in Fig. 8. As can be deduced from the doubled c-parameter in the I4<sub>1</sub>/acd phase, a continuous transition between these phases is not symmetry-allowed. The volume fraction of the I4<sub>1</sub>/acd phase in $`\mathrm{Ca}_{1.8}\mathrm{Sr}_{0.2}\mathrm{RuO}_4`$ is small and upon cooling it decreases from $`21`$% at room temperature to $`12`$% at 11 K. The insertion of the smaller Ca enhances the internal mismatch which drives rotational as well as any tilt transition upon cooling. Therefore one may understand that the Pbca phase becomes more stable at low temperature. The Pbca phase in $`\mathrm{Ca}_{1.8}\mathrm{Sr}_{0.2}\mathrm{RuO}_4`$ presents pronounced structural changes upon cooling. It is found that the free tilt in the Pbca-symmetry increases with a slight reduction of the rotation. Also this behavior seems to be the natural consequence of the higher Ca concentration. A single crystal of composition x=0.2 showed a different behavior: a single phase I4<sub>1</sub>/acd structure at room temperature followed by a tilt transition upon cooling. Since the transition between I4<sub>1</sub>/acd and Pbca is of first order, it appears likely that the structure of samples close to the phase boundary depends on their real structure. On the 3T.1-diffractometer the intensities of different reflections were followed as function of temperature for the single crystal of $`\mathrm{Ca}_{1.8}\mathrm{Sr}_{0.2}\mathrm{RuO}_4`$. At low temperature several reflections – for example (3 0 4) in I4<sub>1</sub>/acd notation – appear which are forbidden in the I4<sub>1</sub>/acd symmetry. The transition is continuous with only a minor first order contribution close to the transition. The type of the observed superstructure reflections clearly indicates that the low temperature phase possesses a non-vanishing tilt. However, the detailed analysis of this structure has to be performed by neutron diffraction on a four-circle diffractometer. Interestingly the tilt-distortion exhibits a different period along the c-axis, i.e. just one c-parameter (c$``$ 12 Å) whereas the period of the rotation is 2c. In general the tilt-phonon-modes show a finite dispersion fixing the stacking sequence, due to the displacements of the apical oxygens struct-inst . The interaction of the two order-parameters corresponding to different propagation vectors, $`q_1=(0.5,0.5,0)`$ and $`q_2=(0.5,0.5,0.5)`$, might be an interesting problem; it certainly explains the first order phase transition occuring near x=0.2 as a function of Sr-content. The stronger tilt near x=0.2 forces the rotational distortion, whose stacking sequence is much less defined struct-inst , into the same one-c-period. For the following we conclude that for a Sr concentration close to x=0.2, the structure needs a tilt distortion either in a sub-group of I4<sub>1</sub>/acd (single crystal) or in Pbca (powder). The tilt distortion causes an elongation of the octahedron basal plane, as can be seen in Table 1 and as it discussed above. Although the tilt may explain this elongation in a purely structural way, the elongation should influence the electronic band structure since the degeneration of the d<sub>xz</sub>\- and d<sub>yz</sub>-bands is lifted, see below. The high resolution patterns obtained on $`\mathrm{Ca}_{1.5}\mathrm{Sr}_{0.5}\mathrm{RuO}_4`$ clearly indicate an unique I4<sub>1</sub>/acd phase. There is only little temperature dependence in the structure of $`\mathrm{Ca}_{1.5}\mathrm{Sr}_{0.5}\mathrm{RuO}_4`$ as it is shown in Table 1. In the I4<sub>1</sub>/acd-structure, there are only three positional parameters, $`z`$-Ca, $`z`$-O(2) and x-O(1) and only the latter changes significantly related to the increase of the octahedron rotation angle by about $`3\%`$ between 295 and 11 K, from 12.43(3) to 12.78(3) . In the high flux patterns, no indication for long range magnetic order has been observed yielding an upper boundary for a long range ordered magnetic moment of 0.15$`\mu _B`$. A small single crystal of $`\mathrm{Ca}_{1.5}\mathrm{Sr}_{0.5}\mathrm{RuO}_4`$ has been studied on the 3T.1 thermal neutron diffractometer as function of temperature. The temperature dependence of the superstructure intensity shown in Fig. 9, indicates a second order phase transition similar to the one observed for x=0.2. The smaller Ca-content causes a reduced transition temperature and a weaker tilt at low temperature, as can be deduced from the smaller relative intensity observed in this crystal, see Fig. 9. In the powder sample of the same composition, x=0.5, we find only a weak anomaly in the c-axis parameter, observed at 65 K. The c-parameter should be quite sensitive to an octahedron tilt, since the projection of the octahedra along c varies with the cosine of the tilt angle. As may be seen in Fig. 9, the superstructure reflections observed on the single crystal are not strong enough to be detected by powder neutron diffraction. The compound with x=1.0 was studied at room temperature and at 11 K by high resolution diffraction. We find at both temperatures a pure I4<sub>1</sub>/acd phase, however, there is evidence for disorder in the rotation scheme. The refinement was significantly improved by splitting the O(1)-position into two sets of positions (x,$`\|`$x$`\|`$+$`\frac{1}{4}`$,$`\frac{1}{8}`$), with x=$`\pm \delta `$ similar to the observation in huang for Sr<sub>2</sub>IrO<sub>4</sub>. The average rotation angle is temperature independent, 10.80(3) at room temperature and 10.75(3) at low temperature. Assuming that the square of the rotation angle varies linearly with the concentration, one would estimate the critical concentration for the appearance of the pure rotation distortion near x=2.5. From this consideration one would expect pure Sr<sub>2</sub>RuO<sub>4</sub> to exhibit the same rotation in obvious contradiction to the observation that it remains undistorted till low temperature struc-sro . For a Sr concentration of x=1.5 we already do not find any long range rotation distortion order in the powder sample. However, there is sizeable diffuse scattering – strong enough to be detected by powder diffraction – indicating that the rotation distortion still exists on a short range scale. The single crystal diffraction studies on the pure Sr<sub>2</sub>RuO<sub>4</sub> struc-sro , which are more sensitive to diffuse scattering than powder diffraction, did not reveal any indication for a local rotational distortion. It seems interesting to study whether the existence of the local rotational disorder may be related to the worse metallic properties of the Ca-doped samples. ### III.3 Phase diagram of $`\mathrm{𝐂𝐚}_{\mathrm{𝟐}𝐱}\mathrm{𝐒𝐫}_𝐱\mathrm{𝐑𝐮𝐎}_\mathrm{𝟒}`$ According to the studies presented above the structural and magnetic phase diagram of $`\mathrm{Ca}_{2\mathrm{x}}\mathrm{Sr}_\mathrm{x}\mathrm{RuO}_4`$ is rather complicated, a schematic picture is given in Fig. 10, which also presents the results of the magnetic studies by S. Nakatsuji et al. nakatsuji-sces . In addition the tilt and rotation angles together with the deformation of the octahedron basal plane are depicted. At low temperature and for decreasing Sr-concentration, one passes from the undistorted K<sub>2</sub>NiF<sub>4</sub> structure in pure $`\mathrm{Sr}_2\mathrm{RuO}_4`$, space group I4/mmm, to a simple rotation I4<sub>1</sub>/acd in agreement to the low lying rotation mode in the pure compound struct-inst . An estimated boundary is included in the diagram in Fig. 10, though the transition is found to exhibit order-disorder character. For a Sr-concentration of x=1.5 only diffuse scattering representative of a short range rotational distortion is present. For x=1.0 the rotational angle already amounts to 10.8 ; the rapid suppression of the structural distortion in Sr-rich samples appears to be extraordinary it might hide some further effect. For much smaller Sr-content, near x=0.5, a combination of rotation and small tilt is found. This is realized either in a subgroup of I4<sub>1</sub>/acd or in Pbca. Further decrease of the Sr-content leads finally to the combination of the rotation and the large tilt in the S-Pbca phase. The Sr-dependence of the tilt and rotation angles is resumed in Fig. 11. Most interestingly all these structural transitions are closely coupled to the physical properties. The purely rotational distortion should be related to the c-axis resistivity since it modifies the overlap of the O-orbitals in c-direction. This rotation phase becomes unstable against the tilt for Sr concentrations lower than 0.5, since in the single crystal with x=0.5 only a minor distortion has been observed, which remained undetectable in the powder sample. For the Sr-concentration of x=0.2 we already find tilt angles of about 7 at low temperature by powder neutron diffraction. Near x=0.5 there is hence the quantum critical point of the continuous tilt transition which coincides with a maximum in the low temperature magnetic susceptibility. For x=0.5, Nakatsuji et al. report a low temperature magnetic susceptibility about 100 times larger than that of pure $`\mathrm{Sr}_2\mathrm{RuO}_4`$ nakatsuji-sces . This suggests that the low-lying tilt modes are strongly coupled to the magnetism. This interpretation is further supported by the fact that in all magnetically ordered structures, x=0.0, x=0.1 and in O-Ca<sub>2</sub>RuO<sub>4</sub>, the spin-direction is parallel to the tilt axis in spite of a different octahedron shape as it is schematically drawn in figure 10. Further decrease of the Sr-content below x=0.5 stabilizes the tilt and causes a maximum in the temperature dependence of the susceptibility at T=T<sub>P</sub>, indicated in Fig. 10 nakatsuji-sces . T<sub>P</sub>, however, does not coincide with the structural transition from I4<sub>1</sub>/acd to the tilted phase but is much lower. We speculate that the susceptibility maximum arises from an increase of antiferromagnetic fluctuations induced by the tilt. There is another anomalous feature in the temperature dependent susceptibility of samples with 0.2$`<`$x$`<`$0.5 : Nakatsuji et al. find a strong anisotropy between the a and b-directions of the orthorhombic lattice nakatsuji-sces . The details of the tilt and rotation distorted structure observed for single crystals in this Sr-range have still to be clarified, but at least for x=0.2 the crystal structure is known, see Table 1. The complex structure combining the one-c tilt with the two-c rotation should be identical as far as a single layer is concerned. In relation to the magnetic order in the insulating compounds it appears again most likely that the tilt axis, which is parallel b, is the cause of the huge anisotropy. However, there might be an additional more complex effect related to the band structure, which is described for Sr<sub>2</sub>RuO<sub>4</sub> for example in reference mazin . Three bands are crossing the Fermi-level a quasi-two-dimensional band related to the d<sub>xy</sub>-orbitals and quasi-one-dimensional bands related to d<sub>xz</sub>\- and d<sub>yz</sub>-orbitals. The elongation of the octahedron basal plane will lift the degeneracy between d<sub>xz</sub> and d<sub>yz</sub>-orbitals (in order to demonstrate this, one may choose an orbital set rotated around the c-axis by 45) and might via this mechanism enhance the anisotropy. One might also argue that the splitting of the Ru-O(1)-distances which is allowed in L-Pbca is related to a Jahn-Teller effect nakatsuji-mag . However, there is no clear experimental evidence for such a splitting, fits of similar agreement may be obtained when constraining the bonds to equal length (R<sub>wp</sub> increases in all cases by less than 0.02%). Furthermore, these bonds are not pointing along the direction of the observed anisotropy but along the diagonals of the orthorhombic lattice, and, finally, short and long bonds would be alternating in the sense that a Ru-O-Ru path always consists of a short and a long bond. Hence, even though it is possible that Ru-O(1) distance splitting might be related to orbital ordering, it could not explain the observed magnetic anisotropy. For Sr concentrations lower than 0.2 we find the Pbca symmetry and the first order phase transition leading to the insulating S-Pbca phase. The metal-insulator transition is hence observed as a function of concentration as well as a function of temperature. In the Sr range 0.2$``$x$``$2 all samples are found to be metallic at low temperature and there is little variation of the octahedron shape and in particular of the in-plane Ru-O bond lengths when compared to that observed in $`\mathrm{Sr}_2\mathrm{RuO}_4`$ struc-sro ; chmaissem . The concentration dependent octahedron shape is shown in Fig. 12. Metallic 214-ruthenates appear to be identical at least concerning their Ru-O-bond distances. The minor deviation near x=0.2 may be explained by the relaxed constraint in the tilted structure. For smaller Sr-content the metal insulator transition occurs, but one may still compare to the Ru-O(1)-bonds in the metallic high temperature phase. For this purpose we have scaled the high resolution results in the metallic phase of the three samples presenting the metal insulator transition, stoichiometric $`\mathrm{Ca}_2\mathrm{RuO}_4`$, O-$`\mathrm{Ca}_2\mathrm{RuO}_4`$ and $`\mathrm{Ca}_{1.9}\mathrm{Sr}_{0.1}\mathrm{RuO}_4`$, by the thermal expansion of $`\mathrm{Sr}_2\mathrm{RuO}_4`$ chmaissem ; comment . Also these values are comparable to pure $`\mathrm{Sr}_2\mathrm{RuO}_4`$, which demonstrates the equivalence of the metal insulator transition as function of temperature and as function of concentration. Concerning the metal insulator transition it appears necessary to separate two effects. In all samples exhibiting an insulating low temperature phase there is an increase of the in-plane bond lengths and a reduction of the Ru-O(2)-distance accompanied with the increase of the tilt angle. These effects have to account for the non-metallic behavior. Within a Mott-scenario mott one may phenomenologically explain the effect, since both tilting and increase of the in-plane distances should strongly reduce the band-width. In particular the band corresponding to the $`d_{xy}`$-orbital should become more localized and lower in energy. Assuming that there is a sizeable Hubbard $`U`$ in these ruthenates, the $`U/W`$-ratio might then pass above one explaining the nonmetallic behavior. In the stoichiometric compound the transition is not complete immediately below T<sub>S</sub>; instead the octahedron becomes flattened mainly due to the elongation of the basal plane along the b-axis which is the direction of the spins in the antiferromagnetic ordered structure. We do not think that this rather peculiar behavior can be explained by simple structural arguments. It appears likely that the spin-orbit coupling in the non-metallic phase causes the low temperature structural anomalies. The reason why similar effects do not occur in O-$`\mathrm{Ca}_2\mathrm{RuO}_4`$ and in $`\mathrm{Ca}_{1.9}\mathrm{Sr}_{0.1}\mathrm{RuO}_4`$ might be found in their remaining itinerant character. Spin-orbit coupling also forces the spin direction parallel to the tilt-axis, which will strongly reduce the weak ferromagnetism along the c-direction. Due to the flattening the d<sub>xy</sub>-orbital should be well separated in energy and be filled, see also the discussion in nakatsuji-mag . The remaining two electrons occupy the d<sub>xz</sub> and d<sub>yz</sub>-orbitals whose degeneration is lifted by the elongation of the octahedron basal plane along b by spin-orbit coupling or by a Jahn-Teller effect 7 . ## IV Conclusion The phase diagram of $`\mathrm{Ca}_{2\mathrm{x}}\mathrm{Sr}_\mathrm{x}\mathrm{RuO}_4`$ shows a variety of different structural magnetic and electronic phases. The distinction between metallic and insulating compounds appears to arise from an enhanced in-plane Ru-O bond distance and a larger tilt. This behavior suggests the interpretation as a Mott-transition related to the lowering in energy of the d<sub>xy</sub>-band. Samples with strongly flattened octahedra are driven non-metallic by the structural transition, whereas in a sample with a reduced flattening the metal-insulator transition is close to the magnetic ordering. The local character of the moments in the insulator induces an additional structural distortion via spin-orbit coupling. In the part of the phase diagram where samples stay metallic to low temperature, first a rotation and second a tilt distortion develops upon increase of the Ca-content. This should be considered as the purely structural consequence of the smaller ionic radius of the Ca. The observation of the maxima in the temperature dependence of the magnetic susceptibility only for samples presenting an octahedron tilt, and the fact that the maximum low temperature susceptibility is found near the composition where the tilt distortion vanishes, clearly indicate strong magneto-elastic coupling. The tilt seems to play a key role in the magneto-elastic coupling since in all magnetically ordered structures the spin direction is parallel to the tilt even though the shape of the octahedron is rather distinct. Furthermore, in the intermediate metallic region, 0.2$`<`$x$`<`$0.5, which exhibits a tilt distortion, a strong anisotropy is found for the susceptibility parallel and perpendicular to the tilt axis. Due to purely structural constraints the tilt leads to an elongation of the octahedron basal plane, which may lift the degeneracy of the d<sub>xz</sub> and d<sub>yz</sub>-orbitals. The magnetic and electronic degrees of freedom in the 214-ruthenates are hence closely coupled to each other and also to the lattice. Whether one of these couplings – and which one – is responsible for the occurrence of superconductivity in $`\mathrm{Sr}_2\mathrm{RuO}_4`$, however, remains an open question. ###### Acknowledgements. We wish to acknowledge D.I. Khomskii, I.I. Mazin and P. Pfeuty for stimulating discussions.
warning/0007/quant-ph0007122.html	ar5iv	text	# The Universality of the Quantum Fourier Transform in Forming the Basis of Quantum Computing Algorithms ## 1 Introduction The quantum Fourier transform (QFT) on the additive group of integers modulo $`2^m`$ is defined by $$_{2^m}(\|a)=\underset{y=0}{\overset{2^m1}{}}e^{(2\pi iay)/2^m}\|y,\text{for}a\{0,1,2,\mathrm{},2^m1\}.$$ (1) QFT plays a significant role in the development of the quantum computer (QC). One may note, for example, that the potentially powerful integer factoring algorithm by P. Shor relies critically on the QFT for the detection of periodicity springing from the prime factors. We can further analyze (1) as follows. First, write $`a`$ $`=a_12^{m1}+a_22^{m2}+\mathrm{}+a_{m1}2^1+a_m2^0=(a_1a_2\mathrm{}a_m)`$ and $`y`$ $`=y_12^{m1}+y_22^{m2}+\mathrm{}+y_{m1}2^1+y_m2^0=(y_1y_2\mathrm{}y_m).`$ Then it is well known that RHS of (1) $`={\displaystyle \underset{y=0}{\overset{2^{m1}}{}}}e^{(2\pi iay/2^m)}\|y_1\mathrm{}y_m`$ $`={\displaystyle \underset{y=0}{\overset{2^{m1}}{}}}e^{2\pi i(0.a_m)y_1}\|y_1e^{2\pi i(0.a_{m1}a_m)y_2}\|y_2\mathrm{}e^{2\pi i(0.a_1a_2\mathrm{}a_m)y_m}\|y_m`$ $`=(\|0+e^{2\pi i(0.a_m)}\|1)(\|0+e^{2\pi i(0.a_{m1}a_m)}\|1)\mathrm{}(\|0+e^{2\pi i(0.a_1a_2\mathrm{}a_m)}\|1).`$ (2) In the above factorization (or “untangling”), each factor is of the form $$\|0+e^{i\omega }\|1.$$ (3) Such a state can be produced in two steps \[2, pp. 340–341\]: First, apply the transformation $$H=\frac{1}{\sqrt{2}}\left[\begin{array}{cc}1& \hfill 1\\ 1& \hfill 1\end{array}\right],$$ (4) where $`H`$ is known as the Walsh-Hadamard transform, to the state $`\|0`$: $$H\|0=\frac{1}{\sqrt{2}}(\|0+\|1).$$ (5) Next, apply the phase shift operator $$P(\omega )=\left[\begin{array}{cc}1& 0\\ 0& e^{i\omega }\end{array}\right]$$ (6) to (5), yielding $$P(\omega )[H\|0]=\frac{1}{\sqrt{2}}(\|0+e^{i\omega }\|1).$$ (7) The RHS of (7) is (3) (apart from a normalization coefficient). Therefore, we see that the constituents of the QFT are $`H`$ and $`P(\omega )`$. From the quantum optics point of view, $`H`$ is realized by a half-silvered mirror (beam splitter) and $`P(\omega )`$ represents a phase shifter, as in a standard Mach-Zehnder interferometer (). First, we wish to emphasize that the QFT strictly by itself is not universal in quantum computing; see Remark 2 below. Thus, the question becomes whether the two constituents $`H`$ an $`P()`$ of QFT are universal or not. The conjecture we want to pose here is the following: \[Q\] “Any QC algorithm can be represented as a composition of Walsh-Hadamard transforms and associated conditional phase shifts.” (8) The implication of (8) is that the realization of any QC algorithm translates into a combination of elementary quantum interferometric operations, i.e., single particle beam splitter (Walsh-Hadamard transform) followed by a conditional phase shift. Any QC algorithm can thus be formulated, or reformulated, in terms of elementary multiparticle quantum interferometric operations. The unique universal fundamental properties of QC concerning quantum superposition, entanglement and interference are all explicitly represented in terms of quantum multiparticle interferometry (QMI). QMI practically is not to be taken as a proposed embodiment of a QC any more than the Turing machine is to be taken as a literal construction in classical computing. Rather, Ekert has suggested its equivalence to QC in the sense of its universality, meaning that QMI could be viewed as the closest QC analogue of the classical Turing machine (through the universality theorem established in this paper). This concept and viewpoint should provide physical insights into the operational aspects and can facilitate efficient design of a universal QC. ## 2 Mathematical Proof of the Universality of $`𝑯`$ and $`𝑷\mathbf{(}\mathbf{}\mathbf{)}`$ Our answer to \[Q\] is affirmative. We now proceed to provide the mathematical justifications below. As usual, we let $`U(n)`$ to denote the unitary group on $`n`$-dimensional space. By abuse of notation, we regard $`U(n)`$ the same as the multiplicative group of all $`n\times n`$ unitary matrices. $`SO(n)`$ denotes the orthogonal group on $`n`$-dimensional spaces or, equally, the multiplicative group of all $`n\times n`$ orthogonal matrices. We also define the maximal torus $`T(n)`$ in $`U(n)`$ as $$T(n)=\{\text{diag}(e^{i\omega _1},\mathrm{},e^{i\omega _n})\omega _1,\omega _2,\mathrm{},\omega _n\},$$ i.e., $`T(n)`$ consists of all $`n\times n`$ diagonal matrices whose diagonal entries are complex numbers of unit magnitude. $`T(n)`$ is a subgroup of the multiplicative group $`U(n)`$. Let $`𝒜`$ be a collection of $`n\times n`$ unitary matrices. In this paper, we will use $`𝒢_n(𝒜)`$ to denote the unitary subgroup of $`U(n)`$ generated by $`𝒜`$, i.e., $$𝒢_n(𝒜)=\underset{\alpha }{}\{G_\alpha G_\alpha \text{ is a subgroup of }U(n),𝒜G_\alpha \}.$$ We will write $`𝒢_n(𝒜)`$ simply as $`𝒢(𝒜)`$ if the value of $`n`$ is clear from the context. We begin with $`n=2`$. ###### Lemma 1 ($`[`$1, Lemma 4.1$`]`$). We have $`U(2)=𝒢(SO(2),T(2))`$, i.e., $`U(2)`$ is generated by $`SO(2)`$ and $`T(2)`$; more precisely, for every $`AU(2)`$, we have $$A=\left[\begin{array}{cc}e^{i\delta }& 0\\ 0& e^{i\delta }\end{array}\right]\left[\begin{array}{cc}e^{i\alpha /2}& 0\\ 0& e^{i\alpha /2}\end{array}\right]\left[\begin{array}{cc}\hfill \mathrm{cos}\omega & \mathrm{sin}\omega \\ \hfill \mathrm{sin}\omega & \mathrm{cos}\omega \end{array}\right]\left[\begin{array}{cc}e^{i\beta /2}& 0\\ 0& e^{i\beta /2}\end{array}\right],$$ for some $`\alpha ,\beta ,\delta ,\omega `$.$`\mathrm{}`$ ###### Lemma 2. $`T(2)𝒢(H,P())`$. ###### Proof. We first note that the NOT-gate $$X\left[\begin{array}{cc}0& 1\\ 1& 0\end{array}\right]$$ (9) can be obtained as $$X=HP(\pi )H.$$ (10) Therefore $`X𝒢(H,P())`$. From this, we have $$XP(\omega _1)XP(\omega _2)=\left[\begin{array}{cc}0& 1\\ 1& 0\end{array}\right]\left[\begin{array}{cc}1& 0\\ 0& e^{i\omega _1}\end{array}\right]\left[\begin{array}{cc}0& 1\\ 1& 0\end{array}\right]\left[\begin{array}{cc}1& 0\\ 0& e^{i\omega _2}\end{array}\right]=\left[\begin{array}{cc}e^{i\omega _1}& 0\\ 0& e^{i\omega _2}\end{array}\right],$$ (11) for any given $`\omega _1,\omega _2`$. Therefore $`𝒢(H,P())`$ contains the maximal torus $`T(2)`$. ∎ ###### Lemma 3. $`SO(2)𝒢(H,P())`$. ###### Proof. For each rotation matrix $$R(\omega )=\left[\begin{array}{cc}\hfill \mathrm{cos}\omega & \mathrm{sin}\omega \hfill \\ \hfill \mathrm{sin}\omega & \mathrm{cos}\omega \hfill \end{array}\right],$$ we easily verify that $$R(\omega )=P\left(\frac{\pi }{2}\right)HP(\omega )XP(\omega )HP\left(\frac{\pi }{2}\right).$$ (12) ###### Theorem 4. $`𝒢(H,P())=U(2)`$. ###### Proof. This follows immediately from Lemmas 13. ∎ At this point, it should already be clear from the results in that $`U(2^n)`$ can be generated through controlled-$`U(2)`$ gates, for any $`n=1,2,\mathrm{}`$. To make this paper sufficiently self-contained, however, let us give the following concise, rigorous treatment as to how to construct any $`VU(2^n)`$ from a serial connection of a collection of unitary matrices $`V_{ij}`$, where each $`V_{ij}`$ is a (generalized) controlled-$`U(2)`$ gate. The precise statement is given below. ###### Theorem 5. Let $`VU(2^n)`$. Then $$V=\underset{i=1}{\overset{2^n1}{}}\underset{j=0}{\overset{i1}{}}V_{ij}.$$ (13) for a collection of matrices $`V_{ij}U(2^n)`$ such that $$\left\{\begin{array}{c}V_{ij}:𝒮_{ij}𝒮_{ij}\text{ is the identity transformation,}\hfill \\ 𝒮_{ij}\text{span}\{\|mm\{0,1,\mathrm{},2^n1\},mi,mj\},\hfill \\ 0j<i2^n1.\hfill \end{array}\right\}$$ (14) In other words, each $`VU(2^n)`$ is a product of (generalized) controlled-$`U(2)`$ unitary matrices $`V_{ij}`$, which acts nontrivially only on $`𝒮_{ij}^{}=\text{span}\{\|i,\|j\}`$. ###### Proof. We first quote the following fact : For any $`VU(2^n)`$, there exists a collection of unitary matrices $`T_{i,j}`$, $`0j<i2^n1`$, and a $`DT(2^n)`$ such that $$V=\left(\underset{i=1}{\overset{2^n1}{}}\underset{j=0}{\overset{i1}{}}T_{i,j}\right)D,$$ (15) where $`T_{i,j}SO(2^n)U(2^n)`$ is a rotation involving $`\|i`$ and $`\|j`$ and satisfying (14). For the benefit of the reader and for the sake of self-containedness, we include a direct proof of (15) in the Appendix, condensed from . Now we can break up $`D`$ into $$D=\left(\begin{array}{cccc}d_0& & & \\ & d_1& & \\ & & \mathrm{}& \\ & & & d_{2^n1}\end{array}\right)=D_1D_2\mathrm{}D_{2^n1}$$ (16) where $$D_1=\left(\begin{array}{ccccc}d_0& 0& & & \\ 0& d_1& & & \\ & & 1& & \\ & & & \mathrm{}& \\ & & & & 1\end{array}\right)$$ (17) and $$D_i=\left(\begin{array}{ccccc}1& & & & \\ & \mathrm{}& & & \\ & & d_i& & \\ & & & \mathrm{}& \\ & & & & 1\end{array}\right)$$ (18) for $`i=2,3,\mathrm{},2^n1`$. It is easy to see that $`D_1`$ acts trivially except on $`\|0`$ and $`\|1`$, and the other $`D_i`$’s act non-trivially only on $`\|i`$. In addition, $`D_i`$’s commute with each other, and each $`D_i`$ commutes with $`T_{k,l}`$, $`0l<k<i`$ as well. Thus, $`V=`$ $`T_{2^n1,2^n2}\mathrm{}T_{2^n1,0}T_{2^n2,2^n3}\mathrm{}T_{2^n2,0}\mathrm{}T_{2,1}T_{2,0}T_{1,0}D_1D_2\mathrm{}D_{2^n1}`$ $`\begin{array}{c}=T_{2^n1,2^n2}T_{2^n2,2^n3}\mathrm{}T_{2^n1,0}D_{2^n1}\hfill \\ T_{2^n2,2^n3}\mathrm{}T_{2^n2,0}D_{2^n2}\hfill \\ \mathrm{}\mathrm{}\hfill \\ T_{2,1}T_{2,0}D_2\hfill \\ T_{1,0}D_1\hfill \end{array}\}2^n1\text{ strings of products}`$ (24) For $`0j<i2^n1`$, define $$V_{ij}=\{\begin{array}{cc}T_{i,j}\hfill & \text{if }j0\text{,}\hfill \\ T_{i,j}D_i=T_{i,0}D_i\hfill & \text{if }j=0\text{.}\hfill \end{array}$$ Therefore we have reached $$V=\underset{i=1}{\overset{2^n1}{}}\underset{j=0}{\overset{i1}{}}V_{ij}$$ where each $`V_{ij}`$ is a unitary matrix which acts nontrivially only on the states $`\|i`$ and $`\|j`$ satisfying (14). ∎ ###### Remark 1. * In Barenco et al. \[1, p. 3465, right column, line 34\], the equation there corresponds to our equation (15) here. However, a summation sign $``$ is used instead of the product sign $``$ (which is actually a double product $`\underset{i}{}\underset{j}{}`$ in our (15)) which, of course, is a misprint. * The factoring of $`D`$ in (16) into the product of $`D_1,D_2,\mathrm{}`$ and $`D_{2^n1}`$ in the form of (17) and (18) is peculiar in the sense that $`D_1`$ is chosen differently from the other $`D_i`$’s, $`i1`$. It must be done this way (but no further mathematical explanations were given in ). The reason for this is that there are $`2^n1`$ strings of products as indicated in (24). Therefore $`D`$ must be factorized to have $`2^n1`$ factors $`D_1,D_2,\mathrm{},D_{2^n1}`$, in the unique way of (17) and (18) in order to satisfy (14). $`\mathrm{}`$ ###### Remark 2. Now it can be readily seen that the QFT itself is not universal in the sense that $`U(2^n)`$ is not generated by $`_{2^n}`$ (cf. (1), with $`m=n`$ therein) or (generalized) controlled-$`_{2^m}`$ (where $`m<n`$) operations. First, check $`n=1`$: we see that $`_{2^n}=_2`$ is actually the Walsh-Hadamard transform $`H`$ (apart from the normalization factor $`1/\sqrt{2}`$). Therefore, the phase shifts $`P(\omega )`$ in (6) cannot be generated by $`_2`$ because $`P(\omega )`$ has eignevalues 1 and $`e^{i\omega }`$ while $`H`$ has eigenvalues 1 and $`1`$. For a general positive integer $`n`$, the range of $`_{2^n}`$ or of controlled-$`_{2^m}`$, $`m<n`$, consists at most of linear combinations of states of the form $$e^{2\pi i[(0.a_n)y_1+(0.a_{n1}a_n)y_2+\mathrm{}+(0.a_1\mathrm{}a_n)y_n]}\|y_1\mathrm{}y_n,\text{ where }a_j,y_j\{0,1\},\text{ for }j=1,2,\mathrm{},n.$$ The phases of such states are not even dense with respect to all possible phases $`e^{2\pi i\theta }`$, $`0\theta <2\pi `$.$`\mathrm{}`$ ## 3 Remarks on Circuits The decomposition (13) is a mathematical rendering of statement \[Q\] and answers the conjecture affirmatively. In this section, let us further elaborate on the circuit design aspects, based on the work in Barenco et al. \[1, §VIII\] and . Each factor $`V_{ij}`$ in (13) satisfies (14) and thus $`V_{ij}`$ acts nontrivially only on the states $`\|i`$ and $`\|j`$. Denote the restriction of $`V_{ij}`$ to the 2-dimensional subspace $`𝒮_{ij}^{}=\text{span}\{\|i,\|j\}`$ by $`\widehat{V}_{ij}`$. Then $`\widehat{V}_{ij}U(2)`$. As pointed out in \[1, p. 3465\], each $`V_{ij}`$ is not a standard $`\mathrm{\Lambda }_{n1}(\widehat{V}_{ij})`$ (in the notation of \[1, p. 3458\]) gate in the sense that the controls are states rather than bits. Nevertheless, using Proposition 6 below, Barenco et al. \[1, §VIII\] point out how to rearrange basis states with a “gray code connecting state $`\|i`$ to state $`\|j`$” such that $`V_{ij}`$ becomes unitarily equivalent to $`\mathrm{\Lambda }_{n1}(\widehat{V}_{ij})`$. In this sense, $`V_{ij}`$ are generalized controlled-$`\widehat{V}_{ij}`$ gates. ###### Proposition 6. The symmetric group $`S_{2^n}`$ of permutations on the symbols $`0,1,2,\mathrm{},2^n1`$ is generated by the 2-cycle $`(2^n2,2^n1)`$ and the $`2^n`$-cycle $`(0,1,2,\mathrm{},2^n1)`$. ###### Proof. This is a basic fact which can be found in most basic algebra or group theory books. ∎ Incidentally, we note that the 2-cycle $`(2^n2,2^n1)`$ is a permutation between the states $`\|\underset{n\text{ bits}}{\underset{}{11\mathrm{}10}}`$ and $`\|\underset{n\text{ bits}}{\underset{}{11\mathrm{}1}}`$ and thus can be realized by the controlled-NOT gate with the $`n`$th qubit as the target bit and the first $`(n1)`$ bits as the control bits as shown in Fig. 1. On the other hand, the $`2^n`$-cycle $`(0,1,2,\mathrm{},2^n1)`$ makes the rotation of the states $`\|0\|1\mathrm{}\|2^n2\|2^n1\|0`$, i.e., the $`\|x\|x+1mod2^n`$ operation. This can be implemented by the circuit as shown in Fig. 2. Therefore, any permutation of the basis states $`\|x`$, $`x=0,1,2,\mathrm{},2^n1`$, can be realized by finitely many controlled-NOT operations consisting of circuits as shown in Figs 1 and 2. Thus, each factor $`V_{ij}`$ in (13) can be realized by the circuit as shown in Fig. 3. Fig. 1 The $`n`$-bit controlled-NOT gate $`𝚲_{n\mathbf{}\mathrm{𝟏}}\mathbf{(}X\mathbf{)}`$, where $`X`$ is given by (9). This gate implements the two cycle $`\mathbf{(}\mathrm{𝟐}^n\mathbf{}\mathrm{𝟐}\mathbf{,}\mathrm{𝟐}^n\mathbf{}\mathrm{𝟏}\mathbf{)}`$ in Proposition 6. Fig. 2 This circuit implements the operation $`\mathbf{\|}x\mathbf{}\mathbf{}\mathbf{\|}x\mathbf{+}\mathrm{𝟏}𝐦𝐨𝐝\mathrm{𝟐}^n\mathbf{}`$ or, equivalently, the $`\mathrm{𝟐}^n`$-cycle $`\mathbf{(}\mathrm{𝟎}\mathbf{,}\mathrm{𝟏}\mathbf{,}\mathrm{𝟐}\mathbf{,}\mathbf{}\mathbf{,}\mathrm{𝟐}^n\mathbf{}\mathrm{𝟏}\mathbf{)}`$ in Proposition 6. Note that the bit $`\mathbf{\|}\mathrm{𝟏}\mathbf{}`$ at the bottom of the figure is the “scratch bit” which is sometimes omitted in circuit drawing. All the gates in this circuit are controlled-NOT gates. Fig. 3 The unitary matrix $`V_{ij}`$ in (13) as a controlled-$`\widehat{V}_{ij}`$ gate where $`\widehat{V}_{ij}\mathbf{}U\mathbf{(}\mathrm{𝟐}\mathbf{)}`$. The operations $`\mathbf{(}i\mathbf{,}\mathrm{𝟐}^n\mathbf{}\mathrm{𝟏}\mathbf{)}`$ and $`\mathbf{(}j\mathbf{,}\mathrm{𝟐}^n\mathbf{}\mathrm{𝟐}\mathbf{)}`$ in the two boxes are cyclic permutations (which can be realized by concatenations of circuits in Figs. 1 and 2). By concatenating together all the blocks $`V_{ij}`$ as shown in Fig. 3 according to the factorization (13), we have constructed all $`VU(2^n)`$ with controlled-$`\widehat{V}_{ij}`$ gates according to (13). Each $`\widehat{V}_{ij}U(2)`$ is then further formed from concatenations of the gates $`H,P(\omega )U(2)`$ by Theorem 4. It is in this sense that we have the universality of the Walsh-Hadamard gate $`H`$ and the phase shift gate $`P()`$ and, consequently, that of the quantum Fourier transform with the affirmative answer to question \[Q\] in (10). ## Appendix: Decomposition Procedure of General Finite Dimensional Unitary Transformations into a Product of Plane Unitary Transformations First, we define a special type of unitary transformations $`T_{pq}(\varphi ,\sigma )U(n)`$ by $$T_{pq}(\varphi ,\sigma )=[t_{ij}]_{n\times n},1p,qn,pq,$$ where $$t_{ij}=\{\begin{array}{cc}1,& i=j,ip,iq,\hfill \\ \mathrm{cos}\varphi ,& i=j=p\text{ or }i=j=q,\hfill \\ 0,& ij,ip,jq\text{ and }iq,jp,\hfill \\ e^{i\sigma }\mathrm{sin}\varphi ,& i=p\text{ and }j=q,\hfill \\ e^{i\sigma }\mathrm{sin}\varphi ,& i=q\text{ and }j=p;\hfill \end{array}$$ i.e., $$T_{pq}(\varphi ,\sigma )=\begin{array}{c}pq\\ \begin{array}{c}\\ p\\ q\end{array}\left[\begin{array}{ccccccccc}1& 0& 0& & & & & & 0\\ 0& 1\\ & & 1\\ & & & \mathrm{}\\ & & & & \mathrm{cos}\varphi & e^{i\sigma }\mathrm{sin}\varphi \\ & & & & e^{i\sigma }\mathrm{sin}\varphi & \mathrm{cos}\varphi \\ & & & & & & 1& & 0\\ 0& 0& & & & & & \mathrm{}\\ & & & & & & & 0& 1\end{array}\right].\end{array}$$ $`T_{pq}(\varphi ,\sigma )`$ is just a plane unitary transformation acting non-trivially only on states $`p`$ and $`q`$. Let $`VU(n)`$. We want to find some $`T_{n,n1}(\varphi ,\sigma )`$ such that $`T_{n,n1}^{}V=V^{}=[v_{ij}^{}]_{n\times n}`$, where $`v_{n1,n}^{}=0`$: $$T_{n,n1}^{}V=\left[\begin{array}{ccc}1& 0& 0\\ 0& 1& 0\\ 0& 0& 1& & \\ & & & \mathrm{}\\ & & & & \mathrm{cos}\varphi & e^{i\sigma }\mathrm{sin}\varphi \\ & & & & e^{i\sigma }\mathrm{sin}\varphi & \mathrm{cos}\varphi \end{array}\right]\left[\begin{array}{cccc}v_{11}& \mathrm{}& v_{1,n1}& v_{1n}\\ \mathrm{}& & \mathrm{}& \mathrm{}\\ v_{n1,1}& \mathrm{}& v_{n1,n1}& v_{n1,n}\\ v_{n1}& \mathrm{}& v_{n,n1}& v_{nn}\end{array}\right],$$ so $$v_{n1,n}^{}=v_{n1,n}\mathrm{cos}\varphi +v_{nn}e^{i\sigma }\mathrm{sin}\varphi .$$ We consider all possibilites: * $`v_{n1,n}=0`$. Then we choose $`\varphi =0,\sigma =0`$, i.e., $`T_{n1,n}(\varphi ,\sigma )=I_n`$, and we obtain $`v_{n1,n}^{}=v_{n1,n}=0`$. * $`v_{n1,n}0,v_{nn}=0`$. Then choose $`\varphi =\pi /2,\sigma =0`$. Obtain $`v_{n1,n}^{}=0`$. * $`v_{n1,n}0,v_{nn}0`$. Write $`v_{n1,n}=r_{n1,n}e^{i\theta _{n1,n}}`$, $`v_{nn}=r_{nn}e^{i\theta _{nn}}`$. Choose $`\sigma =\theta _{n1,n}+\theta _{nn}`$ and $`\varphi =\mathrm{tan}^1(r_{n1,n}/r_{nn})`$. Obtain $`v_{n1,n}^{}`$ $`=\mathrm{cos}\varphi r_{n1,n}e^{i\theta _{n1,n}}+\mathrm{sin}\varphi r_{nn}e^{i(\sigma +\theta _{nn})}`$ $`=\left({\displaystyle \frac{r_{n1,n}}{r_{nn}}}+\mathrm{tan}\varphi \right)r_{nn}\mathrm{cos}\varphi e^{i\theta _{n1,n}}=0.`$ Therefore, we have found $`T_{n,n1}U(n)`$ such that $$T_{n,n1}^{}V=\left[\begin{array}{cc}\begin{array}{ccccc}\multicolumn{5}{c}{}\\ & & \mathrm{}& & \\ \mathrm{}& & & & \mathrm{}\\ & & \mathrm{}& & \end{array}& \begin{array}{c}\\ v_{1n}^{}\\ \mathrm{}\\ \\ v_{n2,n}^{}\\ \\ 0\end{array}\\ v_{n1}^{}\mathrm{}v_{n,n1}^{}& v_{nn}^{}\end{array}\right].$$ Similarly, we can find $`T_{n,n2},T_{n,n3},\mathrm{},T_{n,1}`$ such that $`T_{n,n2}^{}`$ $`T_{n,n1}^{}V=\left[\begin{array}{cccc}& & & v_{1n}^{\prime \prime }\\ \mathrm{}& & \mathrm{}& \mathrm{}\\ \mathrm{}& & \mathrm{}& v_{n3,n}^{\prime \prime }\\ & & & 0\\ & & & 0\\ v_{n1}^{\prime \prime }& \mathrm{}& v_{n,n1}^{\prime \prime }& v_{nn}^{\prime \prime }\end{array}\right],`$ $`\mathrm{}`$ $`T_{n1}^{}T_{n2}^{}`$ $`\mathrm{}T_{n,n2}^{}T_{n,n1}^{}V=\left[\begin{array}{cccc}& & & 0\\ \mathrm{}& & \mathrm{}& 0\\ \mathrm{}& & \mathrm{}& \mathrm{}\\ & & & 0\\ \stackrel{~}{v}_{n1}& \mathrm{}& \stackrel{~}{v}_{n,n1}& \stackrel{~}{v}_{nn}\end{array}\right]W.`$ Since $`W`$ is unitary, we conclude $`\stackrel{~}{v}_{n1}=\stackrel{~}{v}_{n2}=\mathrm{}=\stackrel{~}{v}_{n,n1}=0`$ and $`\stackrel{~}{v}_{nn}=e^{i\alpha _n}d_n`$ for some $`\alpha _n`$. Thus $$T_{n1}^{}T_{n2}^{}\mathrm{}T_{n,n2}^{}T_{n,n1}^{}V=\left[\begin{array}{cc}\begin{array}{ccc}& & \\ & & \\ & & \end{array}& \begin{array}{c}0\\ \mathrm{}\\ 0\end{array}\\ 0\mathrm{}0& d_n\end{array}\right].$$ Now, applying the same technique to the remaining $`(n1)\times (n1)`$ undiagonalized matrix block $`()`$ above, together with a simple induction argument, we obtain plane unitary transformation $`T_{n1},\mathrm{},T_{n,n1},T_{n1,1},\mathrm{},T_{n1,n2},\mathrm{},T_{31},T_{32}`$ and $`T_{21}`$ such that $$T_{21}^{}T_{31}^{}T_{32}^{}T_{41}^{}\mathrm{}T_{n1,1}^{}\mathrm{}T_{n1,n2}^{}T_{n1}^{}\mathrm{}T_{n,n1}^{}V=\left[\begin{array}{c}d_1\\ & d_2& & 0\\ & & \mathrm{}\\ & 0& & d_n\end{array}\right]=D,$$ where $`d_j=e^{i\alpha _j}`$ for $`j=1,2,\mathrm{},n`$. Therefore $`V`$ $`=T_{n,n1},T_{n,n2}\mathrm{}T_{n1}T_{n1,n2}\mathrm{}T_{n1,1}\mathrm{}T_{32}T_{31}T_{21}D`$ $`=\left({\displaystyle \underset{i=1}{\overset{n}{}}}{\displaystyle \underset{j=1}{\overset{i1}{}}}T_{i,j}\right)D`$ and (15) is proved. ## References 1. A. Barenco, C.H. Bennett, R. Cleve, D.P. Divincenzo, N. Margolus, P. Shor, T. Sleator, J.A. Smolin, and H. Weinfurter, Elementary gates for quantum computation, Physical Review A, 52(5) (1995), 3457–3467. 2. R. Cleve, A. Ekert, C. Macchiavello and M. Mosca, Quantum algorithms revisited, Proc. R. Soc. London A 454 (1998), 339–354. 3. A. Ekert, Quantum interferometers as quantum computers, Phys. Scripta T76 (1998), 218–222. 4. A. Klappenecker, Computing with a quantum flavor, manuscript (2000). 5. F.D. Murnaghan, The Unitary and Rotation Groups, Spartan, Washington, D.C., 1962. 6. M. Reck, A. Zeilinger, H.J. Bernstein, and P. Bertani, Experimental realization of any discrete unitary operator, Physical Review Letters 73 (1994), 58–61.
warning/0007/astro-ph0007385.html	ar5iv	text	# A Morphological Diagnostic for Dynamical Evolution of Wolf-Rayet Bubbles ## 1 Introduction Ring nebulae around Wolf-Rayet (WR) stars were first reported by Johnson & Hogg (1965). The first three WR rings reported, NGC 2359, NGC 6888, and S 308 (Sharpless, 1959), all show an indisputable shell morphology. Since then many more ring nebulae have been identified in the Galaxy (Chu, 1981; Heckathorn et al., 1982; Miller & Chu, 1993; Marston et al., 1994a, b) and in the Magellanic Clouds (Chu & Lasker, 1980; Dopita et al., 1994). A wide range of morphology is observed in these WR ring nebulae, but most of these nebulae do not have a distinct ring morphology as did the first three identified. While a small number of the WR ring nebulae may be misidentifications, in which the WR stars are not responsible for the nebular morphology; the majority of them may represent the cumulative product of interactions between the ambient interstellar medium (ISM) and the stellar winds since the star was formed. To explain the wide range of morphology observed in WR rings, analytic models and numerical simulations have been put forward for wind-blown bubbles in different media: in a homogeneous ISM (e.g., Weaver et al. 1977), in a cloudy ISM (McKee, van Buren, & Lazareff, 1984), and in a circumstellar medium (García-Segura & Mac Low, 1995a, b). The most sophisticated models for WR ring nebulae have been presented by García-Segura et al. (1996a, b), who have taken into account the evolution and mass loss history over the lifetime of the central star. These models show that an interstellar bubble is formed around a massive star during its main sequence lifetime and subsequently a circumstellar bubble will be formed interior to the interstellar bubble after the star has made a transition from a red supergiant (RSG) or luminous blue variable (LBV) to a WR star. They further predict that evolved circumstellar bubbles will fragment and form “break-out” regions where the shock fronts (as traced by \[O III\] emission) lead the fragmented circumstellar shell material (traced by H$`\alpha `$ and \[N II\] emission). The models of García-Segura et al. (1996a, b) are successful in explaining the morphology and chemical abundances of NGC 6888 and S 308, but it is difficult to generalize this success to more WR rings for two reasons. First, most of the WR ring nebulae have non-distinctive ring morphology, and hence their physical nature is uncertain and comparisons with models can produce ambiguous results at best. Second, most WR ring nebulae do not have detailed follow-up observations of morphology, kinematic properties, or chemical abundances for comparison with models. To study the structure and evolution of ring nebulae around WR stars and to compare them to García-Segura et al.’s (1996a, b) models, we have selected a set of WR nebulae that have the most well-defined, distinct shell morphology. These are the WR nebulae that have the most complete kinematic and abundance information available, and they are the most likely to yield meaningful results. We have imaged these WR rings in H$`\alpha `$ and \[O III\]$`\lambda `$5007 emission, and used the nebular morphology in these two spectral lines to study the physical structure of these nebulae. We have examined their physical structures in conjunction with the chemical abundances, kinematic properties and sizes of the shells, and the spectral type of the WR stars. This examination is supported by comparison to models of WR ring evolution. The results are reported in this paper. In §2 we describe the observations, in §3 we describe individual objects, and in §4 we discuss the physical significance of the \[O III\] and H$`\alpha `$ morphologies, and compare the observed nebular morphologies to models and discuss their evolutionary stage. ## 2 Observations and Data Reduction The observations were obtained with the 1 m telescope at the Mount Laguna Observatory (MLO) and the Curtis Schmidt Telescope at Cerro Tololo Inter-American Observatory (CTIO) in several observing runs. The journal of observations is given in Table 1. The MLO 1 m observations were made with two substantially different detectors and narrow band filter sets. Observations made before 1992 used a TI 800$`\times `$800 CCD as a detector and used a focal reducer. The resulting images have 0$`\stackrel{}{\mathrm{.}}`$98 pixels and cover a 13$`\stackrel{}{\mathrm{.}}`$1 field-of-view. The typical seeing was $``$2″ when these images were taken, but the focal reducer degraded the image quality at the edge of the field to $``$4″. The H$`\alpha `$ filter used had a central wavelength of 6567 Å and FWHM of 62 Å and thus also transmitted the \[N II\]$`\lambda \lambda `$6548, 6584 lines. The \[O III\] observations were made with a filter centered at 5015 Å with FWHM of 49 Å, which isolated the \[O III\]$`\lambda `$5007 line. The observations made after 1992 at MLO used a Loral 2k$`\times `$2k CCD. Here the individual frames have a 13$`\stackrel{}{\mathrm{.}}`$6 field-of-view with 0$`\stackrel{}{\mathrm{.}}`$4 pixel<sup>-1</sup> scale. Typical seeing during the observations was between 1$`\stackrel{}{\mathrm{.}}`$5 and 2$`\stackrel{}{\mathrm{.}}`$0. The filter used for the H$`\alpha `$ observations has a FWHM of 20Å centered at 6563 Å which should isolate the H$`\alpha `$ line from most emission of the nearby \[N II\]$`\lambda \lambda `$6548, 6584 lines. The \[O III\] filter had a FWHM of 50 Å centered at 5010 Å. Observations of RCW 104 were obtained with the CTIO Curtis Schmidt on June 29, 1992. A Thompson 1k$`\times `$1k CCD detector was used with a 31′ field-of-view and 1$`\stackrel{}{\mathrm{.}}`$84 pixel<sup>-1</sup> scale. The filter used for the H$`\alpha `$ observation had a FWHM of 17 Å centered at 6563 Å, while the \[O III\] filter had a FWHM of 44 Å centered at 5007 Å. The observations of RCW 58 were also obtained with the Curtis Schmidt at CTIO on December 31, 1996. These observations used a Tektronics 2k$`\times `$2k CCD detector with a 69′ field-of-view and 2$`\stackrel{}{\mathrm{.}}`$03 pixel<sup>-1</sup> scale. The filter used for the H$`\alpha `$ observations was centered at 6568 Å with a FWHM of 30 Å, while the \[O III\] filter had a FWHM of 40 Å centered at 5023 Å. The observations of NGC 6888, S 308, WR 128, and WR 134 required multiple fields to cover the entire nebula (or in the case of S 308 to cover a portion of the object). The individual frames have been combined into a single mosaic for each object. Each frame was registered to adjacent frames using the stars in the region of overlap between frames. Furthermore, the observing conditions often varied substantially over the course of the observations. The offset due to changing sky background for the frames in each mosaic image were removed using the method outlined in Regan & Gruendl (1995). For each final image or mosaic an astrometric solution was found for the final image by comparison to stellar positions in the Guide Star Catalog 1.2 (Roser et al., 1998). The absolute positional accuracy for each image is better than 0$`\stackrel{}{\mathrm{.}}`$4. More important for this work, the relative position accuracy of the H$`\alpha `$ and \[O III\] images is estimated from the stellar images. In this case the typical uncertainty in the registration between the H$`\alpha `$ and \[O III\] images has been reduced to less than 0.1 pixels. ## 3 Results We detect H$`\alpha `$ and \[O III\] emission from all eight WR nebulae. In Figures 1 through 8 we present the H$`\alpha `$ and \[O III\] images of these WR ring nebulae. In addition to the emission line images of each nebula, we present an \[O III\] to H$`\alpha `$ ratio image to show the relative position of \[O III\] and H$`\alpha `$ emission. Note that the ratios are relative rather than absolute because most of the observations were made during non-photometric conditions. In the \[O III\]/H$`\alpha `$ ratio images, strong H$`\alpha `$ emission (relative to \[O III\]) appears dark (black) while regions where \[O III\] emission is comparatively bright appear light (white). The ratio maps (panel c in Figures 1-8) help highlight the locations where the H$`\alpha `$ and \[O III\] morphology show spatial differences. In many cases the ratio maps clearly demonstrate that the outer edge of the WR bubble as seen in \[O III\] emission (the \[O III\] front) is exterior to the edge of the bubble as traced by H$`\alpha `$ emission (the H$`\alpha `$ front). Careful examination of the H$`\alpha `$ and \[O III\] images show four types of relationship between the H$`\alpha `$ and \[O III\] fronts: * Type I morphology has no measurable offset between the H$`\alpha `$ and \[O III\] fronts. This type includes NGC 2359 and G2.4+1.4. * Type II morphology has an H$`\alpha `$ front trailing closely behind an \[O III\] front, and both fronts have a similar shape. Examples of this type include WR 128 WR 134, S 308, and parts of NGC 6888 (the caps along the major axis). * Type III morphology has bright H$`\alpha `$ emission trailing far behind a faint \[O III\] front. In this type, the H$`\alpha `$ appearance can differ significantly from the \[O III\] appearance, for example, RCW 58. * Type IV morphology has a faint \[O III\] front with no H$`\alpha `$ counterpart. For example, RCW 104 and parts of NGC 6888 (along the minor axis). In Table 2 we present the physical parameters measured along with values taken from the literature. There we include: spectral type of the WR star, distance, WR wind velocity and mass loss rate, WR bubble radius as measured from the \[O III\] image, WR bubble expansion velocity, dynamical timescale ($``$Radius/V<sub>exp</sub>), the angular and linear size of typical offset between H$`\alpha `$ and \[O III\] emission, the type of offsets observed, nebular abundances, and galactocentric distance. ### 3.1 Description of Individual Nebulae #### 3.1.1 S 308 (WR 6) S 308, around the WN5 star HD 50896, is the closest WR ring nebula that has been identified. The low surface brightness and large angular diameter, $``$40′, of this the nebula make imaging the entire structure difficult. Figure 1 shows the northwest and western limbs which are also the brightest portion of the bubble. A large, Type II, offset between the \[O III\] and H$`\alpha `$ emission is clearly visible along the northern and western rims of S 308. A dramatic “break-out” structure is evident in the northwest corner (best seen in the \[O III\] image, Figure 1b). #### 3.1.2 NGC 2359 (WR 7) The WR bubble in NGC 2359 (see Figure 2) is associated with the the WN4 star, HD 56925. The \[O III\]/H$`\alpha `$ ratio image shows no offset between the tracers (a Type I morphology) along the main shell structure, similar to the ratio maps shown by Dufour (1994). In addition to the WR bubble, there also appears a second, larger, parabolic arc of emission which shares its eastern boundary with the WR ring nebula. This arc of material is bounded by an HII region to the south and molecular material to the east and south (Schneps et al., 1981; Gruendl & Chu, 2000). #### 3.1.3 RCW 58 (WR 40) RCW 58 (see Figure 3) is associated with the WN8 star HD 96548 (WR 40). In H$`\alpha `$ emission the bubble appears to be primarily composed of radial filaments, while the fainter \[O III\] emission appears smoother and significantly more extended (Type III morphology). The extended \[O III\] morphology was originally noted by Chu (1982) and is one of the clearest offsets between the H$`\alpha `$ and \[O III\] emission in our sample. Part of the extended \[O III\] emission on the eastern limb appears to form a concave bulge significantly different from H$`\alpha `$ morphology that may be a pronounced “break-out” structure. #### 3.1.4 RCW 104 (WR 75) RCW 104 (see Figure 4) was originally identified by Smith (1967) around the WN5 star HD 147419 (WR 75). Due to complex filamentary H$`\alpha `$ emission on the same sight line, the H$`\alpha `$ emission associated with the WR star is not clearly defined except on the western limb. The \[O III\] emission has a limb–brightened “barrel–shaped” appearance that is composed of tangential filaments on the eastern and western limbs. The southwestern limb is the only location where both H$`\alpha `$ and \[O III\] emission are observed. At this location, there appears to be a slight, Type II, offset of the \[O III\] emission exterior to the H$`\alpha `$ limb. The entire eastern limb shows no H$`\alpha `$ counterpart and therefore is classified as Type IV morphology. In the southwestern corner the \[O III\] emission has a faint structure similar in character to the “break–out” structure in RCW 58 and S 308. #### 3.1.5 G2.4$`+`$1.4 (WR 102) G2.4$`+`$1.4 (see Figure 5) is another ring nebulae in our sample that has no discernible offset between \[O III\] and H$`\alpha `$ (Type I morphology). Among the WR stars in our sample, WR 102, or LSS 4368, is the only WO star. The field around WR 102 is highly confused by interstellar emission along the same sight line. Dopita & Lozinskaya (1990) have made extensive kinematic observations and suggested that the bubble is a “blister” structure on the front of a dense cloud. #### 3.1.6 Anon (WR 128) Previous H$`\alpha `$ and \[O III\] images of nebulosity associated with WR 128 have concentrated on the two prominent arcs to the north and east of the central WN4 star, HD 187282. There are no published emission line images that extend an equal distance to the south and west to determine whether the partial ring has other components. We have imaged an area that extends as far south and west as to the north and east and and confirm that there is no bright H$`\alpha `$ or \[O III\] emission on the opposite side of HD 187282. Our images (Figure 6) do show that the arc east of HD 187282 continues further south than previously known (Miller & Chu, 1993). The composite image (Figure 6c) shows that the \[O III\] emission is significantly offset exterior from the H$`\alpha `$ emission with respect to the central star (Type II morphology). Recent HI observations by Arnal et al. (1999) show that there is an H I hole coincident with WR 128. In the H$`\alpha `$ image the arc of “limb-brightened” emission appears to be “filled” with low surface brightness emission from the shell to roughly the position of the WR star. #### 3.1.7 Anon (WR 134) WR 134 (see Figure 7) is the WN6 star HD 191765. The nebular images show markedly different morphology in H$`\alpha `$ and \[O III\]. The H$`\alpha `$ image shows a hemisphere of filamentary emission along with non-uniform diffuse H$`\alpha `$ emission. The \[O III\] emission is all filamentary and is only present to the northwest of HD 191765. Much of the H$`\alpha `$ emission southwest of the WR star has been shown by Treffers & Chu (1982) to be kinematically distinct from the filamentary emission. The \[O III\] filaments appear slightly offset radially outward with respect to the H$`\alpha `$ filaments (Type II morphology). The WR star is projected close to the center of the filamentary emission. In the composite image, offsets between the filaments in H$`\alpha `$ and \[O III\] are not very clear, in part due to the the large dynamic range in the H$`\alpha `$ image. The outermost \[O III\] filaments are similar in morphology to the “break-out” features observed in NGC 6888. #### 3.1.8 NGC 6888 (WR 136) NGC 6888 around the WN6 star HD 192163 is often regarded as the proto-typical WR bubble. The H$`\alpha `$ and \[O III\] images (see Figure 8) shows a clear offset between the H$`\alpha `$ and \[O III\] emission along the limb-brightened shell. Furthermore, a faint network of filamentary structures appear to envelope the H$`\alpha `$ emission (Type II morphology). Beside the filamentary structures near the H$`\alpha `$ emission, there is a large \[O III\] front with no H$`\alpha `$ counterpart that bulges outward from the northwest limb of the bubble near the minor axis (Type IV morphology). This was previously noted by Miller & Chu (1993) and by Dufour (1994). In Figure 8c it is apparent that the total extent of the \[O III\] emission is centered on the WR star, while the limb-brightened H$`\alpha `$ shell is off-center. High resolution Hubble Space Telescope WFPC2 images of a portion of the shell rim presented by Moore, Hester, & Scowen (2000) show the offsets along the shell rim with dramatic clarity. ## 4 Discussion ### 4.1 Physical Significance of H$`\alpha `$ and \[O III\] Morphologies H$`\alpha `$ and \[O III\] line images of a nebula provide useful diagnostics of its physical structure. H$`\alpha `$ is a recombination line and thus shows the overall distribution of ionized material, but because the line strength of H$`\alpha `$ decreases with temperature its sensitivity drops for temperatures $`>`$10<sup>4</sup> K. On the other hand, the \[O III\] line originates in a forbidden transition whose upper level is populated by collisional excitation; therefore, its intensity increases with temperature, and \[O III\] line images trace high excitation regions with temperatures $`10^4`$ K. Consequently, we expect the H$`\alpha `$ and \[O III\] morphologies to be different, especially over regions where physical conditions change rapidly. Behind a shock front, radiative cooling takes place; as the temperature drops, the density increases. Thus, a displacement between \[O III\] emission and H$`\alpha `$ emission occurs (Cox, 1972). The magnitude of the displacement depends on the post-shock temperature, which is determined by the shock velocity, and the cooling rate, which is dependent on the density and metallicity. In cases where a shock propagates into a dense medium, the cooling rate behind the shock front is high, the cooling zone is narrow, and the offset between H$`\alpha `$ and \[O III\] emission peaks is minimal. For a shock propagating in a tenuous medium, the cooling rate is lower, the cooling zone is wider, thus the offset between the H$`\alpha `$ and \[O III\] emission peaks is larger and may be observable. If the ambient density is low enough, it is possible that \[O III\] emission is observable behind the shock, while H$`\alpha `$ emission is too faint to be detected. Finally, if a shock propagates through a high-density medium and then into a low-density medium, it is possible to see bright H$`\alpha `$ emission associated with the dense medium and a leading \[O III\] front associated the recently shocked low-density medium. This could produce the largest displacement between the leading edges of H$`\alpha `$ and \[O III\] emission. Cox (1972) has calculated the expected 1-d surface brightness profile for H$`\beta `$ and \[O III\] assuming a planar shock propagating at 100 km s<sup>-1</sup> into a medium with density of 1 cm<sup>-3</sup> (see Figure 3 in Cox 1972). This calculation found the separation between the peak H$`\beta `$ and \[O III\] emission to be roughly 0.001 pc. For a WR star that had a RSG progenitor, its WR bubble will be expanding into a circumstellar envelope whose density can be calculated from the RSG wind properties. For a RSG mass loss rate of 10<sup>-5</sup> M yr<sup>-1</sup> and a wind velocity of 50 km s<sup>-1</sup>, the RSG wind density at 6 pc from the star would be $``$0.02 cm<sup>-3</sup>. If we assume that the shock from the WR bubble expanding into the circumstellar envelope (RSG wind) at 100 km s<sup>-1</sup>, then the post-shock density would be $``$50 times lower and the cooling timescale $``$50 times longer that Cox’s results. Thus, the separation between H$`\alpha `$ (or H$`\beta `$) and \[O III\] would be $``$50 times greater, or $``$0.05 pc. This order of magnitude estimate is similar to the typical observed separation between H$`\alpha `$ and \[O III\] fronts in our sample (see Table 2). The four types of relationship between the H$`\alpha `$ and \[O III\] fronts described in §3 can all be interpreted as shocks propagating into different ambient media. WR bubbles with the Type I H$`\alpha `$ and \[O III\] fronts may be expanding into dense media, the cooling rate is high, and the displacement between H$`\alpha `$ and \[O III\] emission peaks cannot be resolved by our images. WR bubbles with Type II H$`\alpha `$ and \[O III\] fronts are probably expanding into a medium with density low enough that the cooling time behind the shock is long, and therefore an observable displacement between the \[O III\] and H$`\alpha `$ fronts is produced. Type III H$`\alpha `$ and \[O III\] fronts can be produced if a shock has propagated through a dense medium into a tenuous medium. The H$`\alpha `$ morphology is determined by the dense medium, while the \[O III\] emission traces the progression of the shock in the tenuous medium. WR bubbles with Type IV morphology are expanding into a very tenuous medium. The post-shock density is low and temperature is high, so that only \[O III\] emission, but not H$`\alpha `$, is strong enough to be detected. ### 4.2 Comparison with Predictions of Theoretical Models García-Segura et al. (1996a,b) have simulated the hydrodynamical evolution of circumstellar gas around a massive star, taking into account the stellar evolution and mass loss history starting from the main sequence through the WR phase. WR stars can be descendants of either LBV or RSG progenitors; accordingly, García-Segura et al. have simulated nebulae around a 60 M star, which has gone through an LBV phase, and a 35 M star, which has gone through a RSG phase. These simulations produce WR bubbles with distinctly different morphologies, kinematics, and abundances. These predictions, when compared with observations, can be used to determine the evolutionary stage of the WR bubble and the nature of the WR progenitor. For a 60 M star, García-Segura et al. (1996a) predict that the resulting WR bubble will be observable only in the early WR stage. After the WR bubble has swept up most of the LBV wind material, it will expand into a low density circumstellar medium. This drop in the ambient density, causes an increase in the shock velocity and the fragmentation of the dense WR shell. Thus, the resultant observable WR bubble will have a radial filamentary H$`\alpha `$ structure in the dense shell and will be surrounded by \[O III\] emission behind the accelerating outer shock in the tenuous circumstellar medium. This fits precisely the Type III H$`\alpha `$ and \[O III\] morphology observed in WR bubbles. Indeed García-Segura et al. (1996a) have suggested that RCW 58 was produced this way and that its central star is a descendant of a star that went through an LBV phase. For a 35 M star, García-Segura et al. (1996b) have performed calculations for stars with RSG wind velocities of 15 and 75 km s<sup>-1</sup>. For the case of a 75 km s<sup>-1</sup> RSG wind velocity, they predict that the swept-up WR shell is dense enough to be observable only during the early stages, when the radius is $``$ 1 pc. For the case of a RSG with a slow wind, $``$15 km s<sup>-1</sup>, their model shows that the outer edge of the RSG wind is compressed into a RSG shell and the inner edge is swept up by WR wind into a WR shell. The WR shell collides with the outer RSG shell after $``$10<sup>4</sup> years, leading to a deceleration and brightening of the WR shell. After the collision, the dense clumps in the WR shell, having higher inertia, cross the RSG shell and form blow-outs. Eventually, the whole bubble fragments and the shocked WR wind breaks out and forms an outer shock leading the fragmented WR shell. Note that these models can be used only qualitatively as many approximations/simplifications have been made. We note particularly that the physical distinction between the models using 15 and 75 km s<sup>-1</sup> RSG wind is really in the density of the RSG wind, which is proportional to $`\dot{\mathrm{M}}/`$V, where $`\dot{\mathrm{M}}`$ is the mass loss rate of the RSG and V is the RSG wind velocity. Therefore, the model of García-Segura et al. (1996b) for the slow RSG wind is applicable for a faster RSG wind with a larger RSG mass loss rate. García-Segura et al.’s (1996a,b) model for a low-density RSG wind (low $`\dot{\mathrm{M}}/`$V) produce WR bubbles that have thick shells when they are dense enough to be observable in H$`\alpha `$ and \[O III\]. None of the WR bubbles we observe fit this description. On the other hand, their model for a high-density RSG wind (high $`\dot{\mathrm{M}}/`$V) produce WR bubbles with thin shells that are most observable when the WR shell collides with the RSG shell. Within 1,000–2,000 years after the collision, the thin shell expands into a tenuous circumstellar medium and its \[O III\] emission should lead the H$`\alpha `$ emission; similar to the Type II morphology. After the WR shell fragments and breakouts occur, the outer shocks may be observable in \[O III\] but not in H$`\alpha `$, producing a Type IV morphology. García-Segura et al. (1996a,b) suggested that NGC 6888 is produced by a WR star which went through its RSG phase with a slow wind velocity, and S 308 with a faster RSG wind velocity. Our images support their interpretation that NGC 6888 had a denser RSG wind than S 308. S 308 must be near the stage where the WR shell has collided with the RSG shell. The thickness and break-out structure of the S 308 shell are more consistent with the predictions of their slow RSG wind model (high $`\dot{\mathrm{M}}/`$V). We suggest that NGC 6888, S 308, WR 128, WR 134, and RCW 104 all have RSG progenitors, and that the RSG wind of NGC 6888 was significantly denser than the others.<sup>1</sup><sup>1</sup>1Abundance measurements show enrichment of CNO processed elements in NGC 6888, S 308, and RCW 104, which demonstrates the circumstellar origin of the bubble material. The abundance measurements of the nebula around WR 134 were made in the diffuse H$`\alpha `$ arc (Esteban et al., 1992), which is kinematically different from the \[O III\] bubble and has been identified as an HII region (Treffers & Chu, 1982). Future abundance measurements need to be made for the nebula around WR 128 and the \[O III\] filaments around WR 134 to confirm their circumstellar origin. Finally, two WR bubbles in our sample do not resemble any of the bubble morphologies expected in García-Segura et al.’s (1996a,b) models. These two bubbles, NGC 2359 and G2.4$`+`$1.4, show no offsets between the H$`\alpha `$ and \[O III\] fronts. These two objects are also the smallest and have the slowest expansion velocities. When compared with the other WR bubbles in our sample, their dynamical timescales are long (old) for their size. These results may be explained by their interstellar environment, which is denser than what García-Segura et al. (1996a,b) have assumed. NGC 2359, being adjacent to molecular clouds, is clearly in a denser interstellar environment. Consequently, the interstellar bubble blown by the progenitor over its main sequence lifetime is small and dense, and the circumstellar bubble of the WR star can easily merge with this interstellar bubble. The bubble in NGC 2359 is dominated by swept-up interstellar material, as indicated by the abundances measured (Esteban et al., 1992). The situation for G2.4$`+`$1.4 is less certain because of its confusing line of sight near the Galactic center (Dopita & Lozinskaya, 1990). ### 4.3 Future Work The analysis presented in this paper has been unavoidably qualitative. A number of observations are needed to better understand the physical state of circumstellar material around WR star so that a quantitative assessment can be made. Due to the low density in the bubbles, flux-calibrated narrow-band imaging in the H$`\alpha `$ line would yield detailed surface brightness profiles of the gas and allow us to derive the rms density of the bubble. High-dispersion spectroscopic observations of H$`\alpha `$ and \[O III\] would show the relative expansion velocity of shock fronts in each tracer and should verify our interpretation of Type III and IV morphologies. Furthermore, these observations would provide a detailed snapshot of the kinematics of filaments and knots in the fragmenting shell that might identify the instabilities responsible for their formation. Detailed abundance measurements within the shock fronts, filaments, and knots will probe not only the chemical composition but also the nucleosynthetic yields and mixing as a massive star evolves. Finally, sensitive X-ray observations with new instruments such as XMM-Newton would probe the shocked fast wind that drives the nebular expansion. Potentially, these observations could probe the mass loss history of the central star, pinpoint the nature of the progenitor, and make a detailed assessment of the physical processes that occur in bubble formation. R.A.G. is supported by the NASA grant SAO GO 0-1004X. The use and operation of the Mount Laguna Observatory are supported by the Astronomy Department of the University of Illinois and the Astronomy Department of San Diego State University.
warning/0007/hep-th0007185.html	ar5iv	text	# Heat Kernel Expansions for Distributional Backgrounds ## Abstract Heat kernel expansion coefficients are calculated for vacuum fluctuations with distributional background potentials and field strengths. Terms up to and including $`t^{5/2}`$ are presented. The heat kernel is often used to investigate the effects of vacuum polarisation in quantum filed theory. An important property of the heat kernel is that coefficients in the expansion of the heat kernel in powers of proper time $`t`$ give information about renormalisation and anomalies. In many cases it is possible to evaluate these coefficients simply from the information provided in the operator, and there is an extensive literature on the subject. Most of the results for the heat kernel coefficients have concentrated on non-singular potentials. However, singular potentials often arise in idealised models. Cosmic strings, for example, have been regarded as distributional line sources in calculations of vacuum energy . More recently, in the brane-world models inspired by superstring theory , the branes are regarded as distributional sources. Bordag and Vassilevich have obtained the most complete results so far on the heat kernel coefficients for delta function potentials, obtaining terms up to $`t^{5/2}`$. In this letter, similar methods are used to obtain results for gauge fields with distributional field strengths. Such fields appear to be present in the reduction of the Horova-Witten model , making the results of topical interest. The results given here will be for the integrated heat kernel in flat space of $`d+1`$ dimensions with a delta function potential concentrated on a smoothly embedded surface $`\mathrm{\Sigma }`$ which bounds a region $`\mathrm{\Omega }`$. The heat kernel satisfies $$\left(\mathrm{\Delta }_t\right)K(x,x^{},t)=\delta (t)\delta (xx^{})$$ (1) where the operator takes the form $$\mathrm{\Delta }=(+i𝒜(x))^2+𝒱(x)$$ (2) with gauge field $`𝒜`$ and potential $`𝒱`$, $`𝒜=a\theta _\mathrm{\Omega }+A`$ (3) $`𝒱=v\delta _\mathrm{\Sigma }+V`$ (4) The function $`\theta _\mathrm{\Omega }=1`$ for $`x\mathrm{\Omega }`$ and zero otherwise. Its derivative is a delta function, $`\theta _\mathrm{\Omega }=\delta _\mathrm{\Sigma }n`$, where $`n`$ is the unit normal to $`\mathrm{\Sigma }`$. The field strength tensor $`_{\mu \nu }=𝒜_{\mu ,\nu }𝒜_{\nu ,\mu }`$ therefore contains a distributional part, $$_{\mu \nu }=f_{\mu \nu }\delta _\mathrm{\Sigma }+F_{\mu \nu }$$ (5) where $`f_{\mu \nu }=a_\nu n_\mu n_\nu a_\mu `$. The integrated heat kernel $`K(t)`$ is obtained by integrating $`K(x,x,t)K_0(x,x,t)`$ over space, where $`K_0`$ is the free heat kernel. It has an asymptotic expansion of the form $$K(t)(4\pi t)^{(d+1)/2}\underset{n=0}{\overset{\mathrm{}}{}}C_nt^{n/2}$$ (6) where, as we shall see, the coefficients can be expressed in terms of integrals of local invariants, $$C_n=𝑑xb_n(x)+_\mathrm{\Sigma }𝑑xc_n(x).$$ (7) The method for obtaining the heat kernel coefficients is based on perturbation theory . Suppose that $`\mathrm{\Delta }=^2+𝒱(x)`$, then $$K(x,x^{},t)=K_0(x,x^{},t)_0^t𝑑t_1𝑑x_1K_0(x,x_1,tt_1)𝒱(x_1)K(x_1,x^{},t)$$ (8) The iterative solution to this equation is the Born series with terms $`K^{(n)}`$. For the integrated heat kernel we have, $`K^{(n)}(t)`$ $`=`$ $`(1)^n{\displaystyle \frac{t}{n}}{\displaystyle _0^t}𝑑t_1\mathrm{}{\displaystyle _0^{t_{n2}}}𝑑t_{n1}{\displaystyle 𝑑x_1\mathrm{}𝑑x_n}`$ (10) $`𝒱(x_1)K_0(x_1,x_2,tt_1)\mathrm{}𝒱(x_n)K_0(x_n,x_1,t_{n1})`$ If $`𝒜=0`$, the first term in the series becomes $$K^{(1)}(t)=(4\pi t)^{(d+1)/2}t𝑑x𝒱(x)$$ (11) The second term in the Born series can be simplified by integrating out the intermediate time variable $`t_1`$, $$K^{(2)}(t)=\frac{t^{1d}}{2^{d+3}\pi ^{d+1/2}}𝑑x𝑑x^{}e^zU(\frac{1}{/}2,\frac{d+1}{/}2,z)𝒱(x)𝒱(x^{})$$ (12) where $`z=(xx^{})^2/t`$ and $`U(a,b,z)`$ is a confluent hypergeometric function. If the gauge fields are nonzero then it is advantageous to collect together terms which are quadratic in the field strength tensor. Denoting this combination by $`K^{FF}`$, one finds $$K^{FF}(t)=\frac{t^{1d}}{2^{d+4}\pi ^{d+1/2}}𝑑x𝑑x^{}e^zU^{}(\frac{1}{/}2,\frac{d1}{/}2,z)_{\mu \nu }(x)^{\mu \nu }(x^{})$$ (13) where $`U^{}`$ is the derivative of $`U`$ with respect to $`z`$. Let us consider the delta function potential $`v\delta _\mathrm{\Sigma }`$ first of all. The second Born approximation reduces to a surface integral $$K^{(2)}=\frac{t^{1d}}{2^{d+3}\pi ^{d+1/2}}_\mathrm{\Sigma }𝑑x_\mathrm{\Sigma }𝑑x^{}e^zU(\frac{1}{/}2,\frac{d+1}{/}2,z)v(x)v(x^{})$$ (14) For small $`t`$ the integral is dominated by $`x^{}x`$. Let $`\xi `$ be the unit tangent vector at $`x`$ to the geodesic joining $`x`$ to $`x^{}`$ in the surface with length $`\sigma `$. The integrand can be expanded in powers of $`\sigma `$. Denoting the extrinsic curvature by $`k_{ab}`$ and the intrinsic ricci curvature by $`r_{ab}`$, the euclidean distance becomes $$(xx^{})^2=\sigma ^2\frac{1}{/}12(k_{ab}\xi ^a\xi ^b)^2\sigma ^4+\mathrm{}$$ (15) The surface area element is $$dx^{}=(1\frac{1}{/}12r_{ab}\xi ^a\xi ^b\sigma ^2+\mathrm{})\sigma ^{d1}d\sigma d\xi $$ (16) where $`\xi `$ parameterises a unit sphere in $`d`$ dimensions. These can be substituted into (14) to obtain an asymptotic expansion in $`t`$, $`K^{(2)}`$ $``$ $`(4\pi t)^{(d+1)/2}{\displaystyle _\mathrm{\Sigma }}\{{\displaystyle \frac{\sqrt{\pi }}{4}}v^2t^{3/2}`$ (18) $`+{\displaystyle \frac{\sqrt{\pi }}{32}}v^2vt^{5/2}{\displaystyle \frac{\sqrt{\pi }}{128}}v^2(k^22k_{ab}k^{ab})t^{5/2}+\mathrm{}\}`$ The operator $`^2`$ is the Laplacian on $`\mathrm{\Sigma }`$. The coefficients appearing here, namely $`c_3`$ and $`c_5`$, are in agreement with Bordag and Vassilevich . The same calculation for the gauge fields, using (13), produces $`K^{FF}`$ $``$ $`(4\pi t)^{(d+1)/2}{\displaystyle _\mathrm{\Sigma }}\{{\displaystyle \frac{\sqrt{\pi }}{16}}f^2t^{3/2}{\displaystyle \frac{1}{6}}f_{\mu \nu }F^{\mu \nu }t^2`$ (20) $`{\displaystyle \frac{\sqrt{\pi }}{256}}f^2ft^{5/2}+{\displaystyle \frac{\sqrt{\pi }}{1024}}f^2(k^22k_{ab}k^{ab})t^{5/2}+\mathrm{}\}`$ where $`f^2`$ denotes $`f_{\mu \nu }f^{\mu \nu }=2a^22(an)^2`$. Further terms can be evaluated by returning to the Born series (10) and taking constant values of the gauge field $`a`$ and potential $`v`$. The integrals can be performed for a plane surface $`\mathrm{\Sigma }`$, regarding this as the leading term in the curvature expansion (16). The terms in the Born series reduce to expressions of the form $$K^{(n)}=(4\pi )^{(d+1)/2}_\mathrm{\Omega }b^{(n)}+(4\pi )^{(d+1)/2}_\mathrm{\Sigma }c^{(n)}$$ (21) where, after dropping non-asymptotic terms, $`c^{(1)}`$ $``$ $`vt`$ (22) $`c^{(2)}`$ $``$ $`{\displaystyle \frac{\sqrt{\pi }}{4}}v^2t^{3/2}{\displaystyle \frac{\sqrt{\pi }}{8}}a^2t^{3/2}{\displaystyle \frac{\sqrt{\pi }}{16}}a^4t^{5/2}+{\displaystyle \frac{1}{2}}va^2t^2`$ (23) $`c^{(3)}`$ $``$ $`{\displaystyle \frac{1}{6}}v^3t^2+{\displaystyle \frac{3\sqrt{\pi }}{16}}a^4t^{5/2}{\displaystyle \frac{1}{3}}va^2t^2{\displaystyle \frac{\sqrt{\pi }}{8}}v^2a^2t^{5/2}`$ (24) $`c^{(4)}`$ $``$ $`{\displaystyle \frac{\sqrt{\pi }}{32}}v^4t^{5/2}{\displaystyle \frac{29\sqrt{\pi }}{256}}a^4t^{5/2}+{\displaystyle \frac{5\sqrt{\pi }}{64}}v^2a^2t^{5/2}`$ (25) The volume integrals depend only on the gauge field $`a`$ and cancel amongst themselves. Since these terms would violate gauge invariance, the cancellation provides a useful consistency check. From the preceeding analysis it has emerged that the distributional fields only contribute to surface terms in the heat kernel expansion (6). These surface terms for the operator (2) can now be listed by examination of (18), (20) and (25), $`c_2`$ $`=`$ $`v`$ (26) $`c_3`$ $`=`$ $`{\displaystyle \frac{\sqrt{\pi }}{4}}v^2{\displaystyle \frac{\sqrt{\pi }}{16}}f^2`$ (27) $`c_4`$ $`=`$ $`{\displaystyle \frac{1}{6}}v^3+Vv{\displaystyle \frac{1}{6}}f_{\mu \nu }F^{\mu \nu }+{\displaystyle \frac{1}{12}}vf^2`$ (28) $`c_5`$ $`=`$ $`{\displaystyle \frac{\sqrt{\pi }}{32}}v^4+{\displaystyle \frac{\sqrt{\pi }}{32}}v^2v{\displaystyle \frac{\sqrt{\pi }}{128}}v^2(k^22k_{ab}k^{ab}){\displaystyle \frac{\sqrt{\pi }}{4}}Vv^2`$ (31) $`{\displaystyle \frac{\sqrt{\pi }}{256}}f^2f+{\displaystyle \frac{\sqrt{\pi }}{1024}}f^2(k^22k_{ab}k^{ab})+{\displaystyle \frac{3\sqrt{\pi }}{1024}}(f^2)^2`$ $`+{\displaystyle \frac{\sqrt{\pi }}{16}}Vf^2{\displaystyle \frac{3\sqrt{\pi }}{128}}v^2f^2+{\displaystyle \frac{\sqrt{\pi }}{16}}vf_{\mu \nu }F^{\mu \nu }`$ (Terms involving $`V`$ have been recovered by multiplying the series by $`e^{Vt}`$.) For comparison, $`V`$, $`v`$ and $`k_{ab}`$ correspond to $`E`$, $`V`$ and $`L_{ab}`$ in reference . Terms involving $`f`$ are new, although some of these terms are implicit in other work (e.g. ). The heat kernel coefficients can be used for regularisation in calculations of vacuum fluctuations on distributional backgrounds. If distributional sources are present at a fundamental level, it might also be argued that any divergent terms appearing in the heat kernel expansion must be taken into account in the renormalisation of the theory. Distributional potentials can also be used to model imperfectly reflecting boundaries, for example as in . This means that they are often a more physically realistic choice for modelling the vacuum energy in the Casimir effect than Dirichlet or Robin boundary conditions. The results can be extended to higher orders in the proper time expansion if that is required. It is also possible to construct alternative expansions of the heat kernel, for example in powers of derivatives as suggested in reference . Resummation of the potential terms to obtain the first terms in the derivative expansion for $`v`$ is relatively simple. For constant values of $`v`$ the results can be checked against the full green function for a delta function potential in one dimension, which is known . The corresponding calculation for the gauge fields appears to be more complicated.
warning/0007/astro-ph0007149.html	ar5iv	text	# Carbon in the N159/N160 Complex of the Large Magellanic Cloud ## 1 Introduction The Magellanic Clouds are especially interesting systems for the study of the interstellar medium (ISM). Their low heavy element abundances and low dust-to-gas ratios, coupled with their proximity and their active star formation, make them ideal laboratories for understanding how metallicity and strong radiation fields influence the composition and structure of the ISM. Furthermore, in several important aspects they resemble primeval galaxies: they are morphologically irregular, metal-poor, and very actively forming massive stars. It is, however, worthwhile to point out that the Magellanic Clouds are not pristine systems. Their irregular morphologies refer mostly to the young populations (massive stars, OB associations, and H II regions), probably influenced by recent encounters with the Milky Way: the distribution of old stars and overall mass is not irregular (Cioni, Habing & Israel 2000). Nevertheless, because of a relatively low time-averaged star formation rate the Magellanic Clouds are considerably less developed that the Milky Way. Therefore their study will advance the understanding of the interaction between star formation and the ISM in primordial systems. The H II regions in the N159/N160 complex were first cataloged by Henize (1956) in a survey of emission line nebulae in the Large Magellanic Cloud (Davies, Elliot, & Meaburn 1976 give them the numbers 271 and 284). These nebulae are two of the brightest H II regions in the immediate vicinity of 30 Doradus, located $`40\mathrm{}`$ to its south. In this region the star formation activity appears to be progressing from the (relatively) evolved starburst of 30 Doradus, where most of the enshrouding molecular cloud has been dissipated (Johansson et al. 1998), towards the quiescent southern CO arm region were little or no star formation is currently taking place (Cohen et al. 1988; Kutner et al. 1997). Located at such a transitional place the N159/N160 complex is one of the best studied star-forming regions of the Large Magellanic Cloud in molecular and atomic transitions (e.g., Johansson et al. 1994; Israel et al. 1996; Stark et al. 1997a; Pak et al. 1998; Johansson et al. 1998; Heikkilä, Johansson, & Olofsson 1999). The N159/N160 complex features three distinct and spatially well separated regions: 1) the northern region, chiefly associated with the N160 nebula, where massive star formation is well evolved and the parent clouds have been mostly, albeit not completely, photodissociated and dissipated. 2) The central region, associated with the N159 nebula, which is undergoing strong star formation activity but still wrapped in molecular gas. This region includes two giant molecular clouds (GMCs) known as N159-east and N159-west (N159E and N159W respectively). And, 3) the southern region, featuring the molecular cloud N159-south (N159S). This cloud is actually the beginning of the 30 Doradus CO ridge region, a $`900`$ pc ($`1^{}`$) long spur of molecular material extending southward of the 30 Doradus nebula. The 30 Doradus CO ridge is the largest concentration of CO in the LMC (Cohen et al. 1988). Because the ridge is located on the leading edge of the LMC’s movement through the hot Galactic halo (Mathewson & Ford 1984), its formation has been attributed to ram pressure compression of the Magellanic interstellar medium (de Boer et al. 1998; Kim et al. 1998). The entire ridge region (including N159S) is quiescent, with little or no star formation activity as evidenced by its faint far-infrared (FIR), H$`\alpha `$ (Davies et al. 1976), and \[C II\] emission (Mochizuki et al. 1994). Because dust is the dominant source of UV extinction, the low dust-to-gas ratio of the metal-poor ISM allows the UV radiation to penetrate more deeply into the molecular material thereby causing widespread photodissociation and photoionization. The regions, at the surfaces of clouds, where the UV radiation dominates the heating and chemistry of the ISM are known as photon-dominated or photodissociation regions (PDRs). In these regions the UV radiation dissociates most molecular species, but leaves H<sub>2</sub> relatively intact because of its strong self-shielding (Abgrall et al. 1992; Pak et al. 1998). Therefore in metal-poor systems an increasingly large fraction of the molecular gas is expected to be associated with C<sup>0</sup> and C<sup>+</sup>, rather than CO. Observations of CO together with its photodissociation and photoionization products (C<sup>0</sup> and C<sup>+</sup>) are the key to understand the interplay between the radiation field and the chemical and physical structure of molecular clouds in low metallicity systems (e.g., Bolatto, Jackson, & Ingalls 1999; Bolatto et al. 2000). This paper presents some of these observations. What is the dust-to-gas ratio in the LMC and how does it affect its PDRs? Several arguments suggest that the dust-to-gas ratio of a galaxy is proportional to its metallicity $`Z`$ (Franco & Cox 1986), but recent studies find a $`Z^2`$ dependence (Lisenfeld & Ferrara 1998). Independently of this, the dust-to-gas ratios measured in the Magellanic Clouds are $`1/4`$ and $`1/8`$ of the Galactic value (LMC and SMC respectively, Koornneef 1982; Bouchet et al. 1985), while their metallicities (measured through the oxygen abundance) are $`Z_{\mathrm{LMC}}Z_{\mathrm{Orion}}/2`$ and $`Z_{\mathrm{SMC}}Z_{\mathrm{Orion}}/5`$. Because of this relative lack of dust, to achieve the same visual extinction A<sub>V</sub> in the LMC requires $`4`$ times larger gas columns than in the Milky Way. Therefore, PDRs are expected to be on average $`4`$ times more extended in the LMC, while the CO cores will be 4 times smaller (e.g., Israel 1997; Pak et al. 1998). Observations suggest that CO cores for clouds of similar virial mass are indeed smaller in the LMC than in the Milky Way, and most CO is photodissociated. The CO ($`J=10`$) emission from LMC clouds is several times fainter than in the Milky Way (Cohen et al. 1988; Israel et al. 1993; Rubio, Lequeux, & Boulanger 1993; Kutner et al. 1997). Moreover, the I<sub>\[CII\]</sub>/I<sub>CO</sub> ratio in the LMC (which measures the fraction of carbon in PDRs) appears to be considerably enhanced with respect to the Milky Way (Mochizuki et al. 1994; Poglitsch et al. 1995; Israel et al. 1996). ## 2 Observations In this study we discuss four new datasets on the N159/N160 region: <sup>13</sup>CO ($`J=10`$) at $`\nu 110.2020`$ GHz, <sup>12</sup>CO ($`J=21`$) at $`\nu 230.5439`$ GHz (Fig. 1), <sup>12</sup>CO ($`J=43`$) at $`\nu 461.0878`$ GHz (Fig. 4), and \[C I\] (<sup>3</sup>P$`{}_{1}{}^{}_{}^{3}`$P<sub>0</sub>) at $`\nu 492.1607`$ GHz (Fig. 7). The first two were acquired using the Swedish-ESO Submillimeter Telescope (SEST) at La Silla, Chile, during May 1999. The latter two were made with the 1.7 m Antarctic Submillimeter Telescope and Remote Observatory (AST/RO, Stark et al. 1997b) at the Amundsen-Scott South Pole base, during the austral winter of 1998. Assuming an LMC distance of 52 kpc ($`D.M.18.58`$; Panagia, Gilmozzi, & Kirshner 1997), the “plate scale” for these observations is $`15`$ pc per arcminute. To complement these millimeter and submillimeter-wave datasets, we also use 21 cm H I and radio continuum data from the ATCA (Australia Telescope Compact Array) aperture synthesis survey of the LMC (Kim et al. 1998). Approximately three pointing centers were included in this map of the N159/N160 region. The zero-spacing flux, measured using the Parkes telescope, has been added to the ATCA data to obtain reliable column density estimates. The <sup>13</sup>CO ($`J=10`$) transition is excited in almost all conditions found in molecular clouds (gas kinetic temperature $`T_{kin}5`$ K and critical density $`n_{cr}1.7\times 10^3`$ cm<sup>-3</sup>) and is generally used as a tracer of gas column density, since it is optically thinner than its isotopomer <sup>12</sup>CO. The <sup>12</sup>CO ($`J=21`$) transition requires slightly warmer and denser gas to be excited ($`T_{kin}11`$ K, $`n_{cr}1.1\times 10^4`$ cm<sup>-3</sup>), but these conditions prevail in all except the coldest and most diffuse molecular clouds. The excitation of the <sup>12</sup>CO ($`J=43`$) transition requires much warmer and denser gas ($`T_{kin}55`$ K, $`n_{cr}10^5`$ cm<sup>-3</sup>). Thus <sup>12</sup>CO ($`J=43`$) is excited only in the dense clumps and in the presence of heating sources. Finally, the \[C I\] (<sup>3</sup>P$`{}_{1}{}^{}_{}^{3}`$P<sub>0</sub>) transition is excited in very general conditions ($`T_{kin}23`$ K, $`n_{cr}470`$ cm<sup>-3</sup>). Because C<sup>0</sup> is understood to be chiefly produced by the photodissociation of CO, this transition is thought to trace the warm PDR that forms in the surfaces of molecular clumps exposed to UV (we will, however, explore other alternatives later). The precise values of the critical density in all the above cases depend on the actual magnitude of radiative trapping effects, the ratio of ortho- and para-H<sub>2</sub>, and the kinetic temperature of the collisional partners, and are thus only approximate. ### 2.1 Millimeter Data The bulk of the SEST data has system temperatures in the range 220—350 K at 230 GHz and $`T_{sys}`$190—250 K at 110 GHz. The maps were acquired during 1999 May, using the facility IRAM 115/230 GHz dual SIS receiver. The two frequencies were fed into the split high resolution acousto-optical spectrometer (AOS) backend. The resulting bandpasses ($`50`$ km s<sup>-1</sup> for 230 GHz and $`100`$ km s<sup>-1</sup> for 110 GHz) are more than adequate for the relatively narrow lines and small velocity variation inside N159/N160. The spectra were acquired in double beam switching mode, chopping 11.5′ in azimuth. A few of the spectra showed contamination by emission in the off position, and these positions were reobserved at a different parallactic angle. At these frequencies the telescope has HPBW(230)$`23\mathrm{}`$ and HPBW(110)$`48\mathrm{}`$, and the main beam efficiency is $`\eta _{mb}(230)0.50`$ and $`\eta _{mb}(110)0.70`$. The map was initially observed on a 24″ grid (i.e., approximately full-beam spacing at 230 GHz) and the brightest emitting regions were afterwards filled in on a 12″ grid (half-beam spacing). Two regions selected from the portion of the map showing low level emission were reobserved several times simultaneously in <sup>12</sup>CO ($`J=10`$) and ($`J=21`$) (boxes in Fig. 1). Pointing and focus on a nearby SiO maser were performed before each observing session. The SEST pointing accuracy is 3″ rms. ### 2.2 Submillimeter Data The <sup>12</sup>CO ($`J=43`$) AST/RO observations were made with a system temperature $`T_{sys}3500`$ K. They were acquired on 15 May 1998 using the lower frequency side of AST/RO’s 460/810 GHz dual SIS waveguide receiver. The \[C I\] (<sup>3</sup>P$`{}_{1}{}^{}_{}^{3}`$P<sub>0</sub>) observations had a system temperature $`T_{sys}1700`$ K. The region was observed twice, on 1 July and 10 August of 1998, using the AST/RO SIS quasi-optical receiver. The backend in both cases was the 2048 channel low resolution AOS providing a spectral resolution $`\mathrm{\Delta }v0.4`$ km s<sup>-1</sup> over a bandpass of $`350`$ km s<sup>-1</sup>. The spectra were acquired in position switching mode, chopping 15′ in azimuth (which is the same as R.A. at the pole). The telescope was later determined to have HPBW(461)$`3.4\mathrm{}\pm 0.3`$ and HPBW(492)$`3.8\mathrm{}\pm 0.3`$, using scans across the limb of the full Moon. The difference between the measured beams and the diffraction limited beam size for the telescope was caused by a 2° angular misalignment of the tertiary. No successful beam maps were acquired during the season, however, and the precise beam shape for either receiver is not actually known. Some of the source elongation manifested in the peaks of Fig. 4, for example, may not be intrinsic but caused by a distorted beam shape in that particular receiver. The forward efficiency for AST/RO was determined from skydips to be 70%, and it is assumed to be identical to the main beam efficiency as the telescope is an off-axis, unblocked aperture dish. Thus we assume $`\eta _{mb}0.7`$ for 461 and 492 GHz. The maps were observed on a 30″ grid, considerably oversampling the beam. A few of the spectra were contaminated by strong noise spikes that occasionally occur in two specific regions of the passband, possibly associated with electrical cross-talk between digital and analog signals in the AOS. These problematic spectra were discarded. Some grid points are therefore missing, but because of the oversampling this does not compromise the quality of the maps. The sensitivity of the \[C I\] map is $`1\sigma 0.1`$ K km s<sup>-1</sup> in the central area, but somewhat worse at the edges because there the spatial averaging cannot take advantage of the heavy beam oversampling. AST/RO’s receivers sit on a static optical bench, located in the warm room below the dish, that does not track with the telescope. As a result any optical misalignment translates into precession of the receiver beam in the sky, a problem for faint sources that require long integrations. AST/RO’s radio pointing was carefully controlled during the 1998 season by repeatedly observing a set of compact line emitting sources at different elevations and fitting a model that compensates for elevation-dependent pointing offsets and beam precession. Thus we are confident that the pointing accuracy during our observations was better than $`30\mathrm{}`$ rms. ## 3 Discussion ### 3.1 The Molecular ISM as Revealed by CO Observations The CO dataset is composed of new <sup>13</sup>CO ($`J=10`$), <sup>12</sup>CO ($`J=21`$), and <sup>12</sup>CO ($`J=43`$) maps, as well as a preexisting <sup>12</sup>CO ($`J=10`$) map obtained by the SEST Magellanic Clouds key program. Figure 1 shows the <sup>12</sup>CO ($`J=21`$) and <sup>13</sup>CO ($`J=10`$) SEST data. The four main molecular peaks (Table 1) are apparent in both transitions: N160 to the north is a relatively weak and elongated cloud, N159W is the strongest peak in the complex, N159E appears to break up into three clumps at this resolution, and N159S is a triangular cloud with the smallest ($`J=21`$)/($`J=10`$) intensity ratio in the complex. The cloud at offset $`[+2\mathrm{},+5\mathrm{}]`$ is another member of the complex, which we will refer to as N160E. This cloud has very narrow lines (FWHM$`2.6`$ km s<sup>-1</sup>). In addition to the bridge connecting N159S with the northern portion of the complex, there is a wealth of extended, faint emission throughout the mapped region. It is important to stress this point: even below the 2 K km s<sup>-1</sup> contours essentially every position in this map shows a significant CO ($`J=21`$) line if neighboring spectra are averaged. We will investigate the character of this extended, low level emission in §3.1.2. The overall correspondence of these data with the published <sup>12</sup>CO ($`J=10`$) map (Johansson et al. 1994; Johansson et al. 1998) is extremely good, although some differences are apparent in the relative intensities and positions of the individual peaks. The shift in position is most noticeable for N159S, which at 1.3 mm appears to be $`21\mathrm{}`$ eastward of its nominal 2.6 mm position. This offset is most probably not real, but caused by undersampling. These regions were mapped on a 30″ grid at ($`J=10`$), while the SEST beam size at 115 GHz is 45″ (Johansson et al. 1998). Our own ($`J=21`$) data are only sampled every 230 GHz beam (24″ grid) for N159S (N159E, N159W and N160 were observed on a 12″ grid). The CO ($`J=21`$) peak in N159S falls almost precisely halfway between the ($`J=10`$) samplings, and its position agrees very well with the fully sampled <sup>13</sup>CO ($`J=10`$) map. This suggests that the ($`J=21`$) position for this core may be better than the ($`J=10`$) location. Excitation gradients within N159S may also explain this positional discrepancy. Fortunately, the shifts in the position of the peaks are much smaller for the remaining clouds. To maintain consistency with previous work (e.g., Heikkilä et al. 1999) we use the CO ($`J=10`$) positions tabulated in Table 1. Because the submillimeter data have much lower angular resolution the precise position of the peaks will not greatly affect the ratios in Table 3. #### 3.1.1 Physical Conditions What are the physical conditions in the different clouds of the complex? Figure 2 compares the <sup>12</sup>CO ($`J=10`$), ($`J=21`$), and the <sup>13</sup>CO ($`J=10`$) observations. All three datasets have been spatially smoothed to a common 60″ resolution, and the results for the regions of interest are summarized in Table 2. The <sup>13</sup>CO/<sup>12</sup>CO integrated intensity ratio is commonly used to estimate column density. The <sup>12</sup>CO ($`J=21`$)/($`J=10`$) line ratio is sensitive to density in the low density, optically thick limit, and to temperature for high densities (e.g., Kaufman et al. 1999). In the optically thin regime this ratio is sensitive to temperature, assuming that the emission is thermalized (for an exhaustive discussion of CO excitation see, however, Warin, Benayoun, & Viala 1996). The centers of the N160 and N159W clouds have the highest <sup>13</sup>CO/<sup>12</sup>CO ($`J=10`$) ratios and therefore the largest opacities, while at N159E this ratio is smaller by a factor of $`2`$. Conversely, N160 has the largest <sup>12</sup>CO ($`J=21`$)/($`J=10`$) ratio and therefore appears to be the hottest, while N159S is the coldest cloud in the complex. These conclusions agree broadly with a much more detailed multiline excitation analysis performed toward the main molecular peaks in the complex by Heikkilä et al. (1999), who find kinetic temperatures of 20, 25 and 10 K for N159W, N160 and N159S respectively. The distribution of the warm and dense gas in the complex is elucidated by Fig. 4. Recall that the <sup>12</sup>CO ($`J=43`$) transition requires $`T50`$ K and $`n10^5`$ cm<sup>-3</sup> to be excited (§2). The angular resolution of the ($`J=43`$) observations is $`4\mathrm{}`$, therefore all of the clouds are beam diluted and it is necessary to consider their beam-filling fractions to understand their relative intensities. All else being equal, larger clouds would appear brighter in Fig. 4. The peak of the CO ($`J=43`$) map is N159W, due to a combination of intense emission and beam filling. Although there is an extension of ($`J=43`$) emission in the southward direction, a peak at the position of N159S is most noticeably absent. Because N159W and N159S have similar sizes and intensities in the CO ($`J=10`$) transition, this implies that the CO ($`J=43`$)/($`J=10`$) ratio is much smaller for N159S. Conversely, there is a hint of an emission peak at the position of N160, a small cloud in <sup>12</sup>CO ($`J=10`$). The presence of this peak suggests that the CO ($`J=43`$)/($`J=10`$) ratio for N160 is large. These results for the ratios are confirmed by convolving the CO ($`J=10`$) map to the resolution of the ($`J=43`$) data (Table 3). The CO ($`J=43`$)/($`J=10`$) ratio strongly depends on temperature and density, but the analysis performed by Heikkilä et al. (1999) shows that both clouds have volume densities above the ($`J=43`$) transition critical density. Therefore the deficit of ($`J=43`$) emission in N159S is mostly due to the much lower temperature of the southern cloud. In the optically thick, LTE limit the observed CO ($`J=43`$)/($`J=10`$) ratio corresponds to $`T_{kin}8`$ K. This low temperature is probably due to the absence of star formation activity in N159S. Figure 3 reveals the sources of heating and photodissociating radiation in the N159/N160 complex. The optical N159 nebula is centered between the N159E and N159W clouds. Portions of these clouds are in the foreground of the nebula and show themselves as obscurations against the bright background. The N160 cloud, however, appears to be behind its nebula. Part of the N160 nebulosity fills in the gap between the N160 and N160E molecular clouds, and is neatly delineated by them. N159S is seen here only as a subtle obscuration against the field stars, with no associated nebulosity. While all the other clouds have apparent embedded sources visible as peaks in the 60 $`\mu `$m IRAS HIRES picture, N159S appears completely devoid of such sources. This lack of 60 $`\mu `$m emission confirms the complete absence of any massive star-forming activity in the southern cloud. #### 3.1.2 The Nature of the Extended CO Emission To investigate the faint extended emission apparent in the <sup>12</sup>CO ($`J=21`$) map, two small subregions at the edges of the complex (squares in Fig. 1) were mapped simultaneously in <sup>12</sup>CO ($`J=21`$) and ($`J=10`$). This permitted us to obtain reliable line ratios for these two transitions. The average spectra for these two regions are shown in Fig. 5. The <sup>12</sup>CO ($`J=21`$)/($`J=10`$) ratio is $`3`$ for both positions; about a factor of 2—4 larger than for the molecular peaks (cf., Table 2). For thermalized, optically thick CO, we expect a line ratio close to one. Larger ($`J=21`$)/($`J=10`$) ratios can be produced by essentially only four mechanisms: 1) self or foreground-absorbed ($`J=10`$) emission, 2) optically thick CO gas with temperature gradients, 3) different beam filling fraction for the ($`J=10`$) and ($`J=21`$) transitions, or 4) thermalized but optically thin CO emission. In the first of these cases the lower transition is absorbed by either a cold cloud along the line of sight at similar velocities, or colder outer layers of the same cloud. If most of the CO in the absorbing gas is in the ground state (i.e., the intervening cloud is very cold) the ($`J=21`$) transition will not suffer this effect, thereby artificially raising the ($`J=21`$)/($`J=10`$) integrated intensity ratio. In case 2) the $`\tau =1`$ surface arises at different places along the line of sight for the two transitions. The observed line ratio will be the ratio of temperatures of the regions where the $`\tau =1`$ surface occurs. If there are temperature gradients in the cloud, then this ratio can in principle take any value. In case 3), because the opacity grows faster with $`N_{CO}`$ in the ($`J=21`$) than in the ($`J=10`$) transition (Eq. A2), it is possible for the clumps to appear larger in the higher transition and consequently fill more of the beam. For this effect to be considerable it requires small and warm CO clumps (cf., Appendix A). In case 4) the ratio of both transitions will be in the range 0—4, depending on the temperature of the emitting CO gas (cf., Fig. 6). It can be shown that, in general, the ratio of integrated brightness temperatures for two consecutive rotational transitions in the optically thin, thermalized limit is $$\frac{T_{(J+1)J}}{T_{J(J1)}}=\left(\frac{J+1}{J}\right)^2e^{\frac{h\nu _{10}(J+1)}{kT_{ex}}}$$ (1) where $`J`$ is the rotational quantum number, $`T_{ex}`$ is the excitation temperature, and $`h\nu _{10}/k5.5`$ K for <sup>12</sup>CO. For the transitions considered, a line ratio of $`3`$ implies excitation temperatures $`T_{ex}40`$ K. Which one of these possibilities is occurring in regions R1 and R2? The ($`J=10`$) spectrum for R2 (Fig. 5) shows no clear evidence for self-absorption. Also, self-absorption tends to be a rather localized phenomenon: it is difficult to imagine it happening for two completely unrelated regions like R1 and R2. Thus we think it is an unlikely explanation. To decide among the remaining possibilities it would be ideal to be able to estimate the CO column density. The <sup>13</sup>CO observations, however, are not sufficiently sensitive to provide useful limits for the <sup>12</sup>CO/<sup>13</sup>CO ratio and subsequently determine if the emission is optically thick. Because some of the possibilities we are discussing require warm gas, it is important to consider the sources of heating in these two regions. Region R1 is located between the N160 and N159 nebulae, and consequently its temperature can easily be $`>40`$ K. Region R2 is found, however, in a quiescent region about 4′ ($`60`$ pc projected distance) away from the center of the N159 nebula. To raise the gas temperature of region R2 to the $`40`$ K needed to explain our ratios with optically thin CO emission, it is necessary to have heating sources. Surface temperature calculations of the PDR show that only a modest radiation field, $`\chi _{\mathrm{uv}}`$, is required to produce that temperature ($`\chi _{\mathrm{uv}}`$$`10`$, Kaufman et al. 1999). Eastward of N159S there are a few very faint and inconspicuous H II regions (DEM 272, 277 and 279, see Fig. 1; Davies et al. 1976), and traces of low level 60 $`\mu `$m emission (Fig. 3). This suggests that photons, possibly from these H II regions or from their much brighter northern cousins, find their way there to heat the dust and elevate the temperature of the diffuse gas. Calculations in §3.2 show that the N159 nebula is probably bright enough to provide the $`\chi _{\mathrm{uv}}`$$`10`$ field needed to raise the temperature of the gas to 40 K. This radiation is not, however, intense enough to heat the core of N159S and make it a strong 60 $`\mu `$m or CO ($`J=43`$) emitter (Fig. 4). It is certainly not enough to produce any measurable 158 $`\mu `$m \[C II\] emission, a transition that requires $`T92`$ K to be excited (Fig. 7). Given the fact that regions R1 and R2 are at the edges of the molecular cloud complex, we find the case for optically thin CO emission more compelling than the alternative explanations. It is, however, difficult to choose among possibilities 2), 3), and 4) with the available data. Nevertheless, we can make some specific predictions for the last two cases. In case 3) (larger beam-filling fraction for the ($`J=21`$) transition), simple geometric arguments show that very small CO clumps are required (Appendix A). These clumps are so small that they have only $`\tau 2`$ in the ($`J=10`$) transition and fill less than 1% of the beam. Future measurements of the ($`J=32`$) and ($`J=43`$) transitions in these regions may help distinguish between case 3) and optically thin emission (case 4). Because the ratio of opacities between the ($`J=32`$) and ($`J=21`$) transitions of CO is 2.25 for infinite temperature (Eq. 1), compared with 4 for $`\tau `$($`J=21`$)/$`\tau `$($`J=10`$), the increase in beam filling fraction going from the ($`J=21`$) to the ($`J=32`$) transition will be only modest. Thus, assuming uniform density clumps in LTE we expect peak intensities $`T_{mb}0.18`$ and 0.30 K in the <sup>12</sup>CO ($`J=32`$) transition for regions R1 and R2 respectively, only 20% brighter than the observed ($`J=21`$). For clumps with density increasing toward the center the difference between the beam filling fraction for both transitions, and consequently the increase in brightness temperature, will be even smaller. Concerning case 4), optically thin CO, the observed ($`J=21`$) intensities require CO column densities of $`N_{CO}2\times 10^{15}`$ cm<sup>-2</sup> assuming optically thin LTE emission at $`T_{ex}=40`$ K. A prediction of this model is that <sup>12</sup>CO ($`J=32`$) and ($`J=43`$) emission should be readily observable with peak intensities in a $`1\mathrm{}`$ beam of $`T_{mb}0.25`$ and 0.45 K for regions R1 and R2 respectively. Because of the low angular resolution of our <sup>12</sup>CO ($`J=43`$) data, however, we are not able to cleanly separate these regions from the nearby peaks that dominate the emission and therefore cannot test these models. Nevertheless, the fact that these regions are relatively bright in \[C I\] (§3.2.2), together with the results of column density calculations (§3.3), strongly suggest that they are part of a translucent, mostly photodissociated envelope. ### 3.2 Carbon in the Gas Phase of the ISM Here we analyze the AST/RO \[C I\] (<sup>3</sup>P$`{}_{1}{}^{}_{}^{3}`$P<sub>0</sub>) map in conjunction with the available \[C II\] and CO data (Israel et al. 1997; Johansson et al. 1998). Figure 7 reveals the distribution of the three dominant forms of carbon in the gas phase of the ISM. The striking features of this map are the complex interplay between CO, C<sup>0</sup> and C<sup>+</sup>, and the fact that \[C I\] peaks in the southern cloud, a quiescent region entirely devoid of strong UV sources. Throughout the map there is an overall anticorrelation between the distributions of \[C II\] and \[C I\]. Only in N159W do the three species peak at approximately the same place, while in all the other clouds only two of the species show intense emission. The northern regions, with abundant star formation activity, are bright in \[C II\] but very dim in \[C I\]. The opposite is true for N159S. This cloud, with no massive star formation activity, is the peak of \[C I\] in the whole complex. It is also the region with the largest \[C I\]/CO intensity ratio (cf., Table 3). The \[C I\] emission in N159E is relatively faint, and the CO, C<sup>0</sup> and C<sup>+</sup> there appear to occupy adjacent and partially overlapping regions. Finally, in N160 a \[C I\] hole is filled in by a bright lobe of \[C II\], with a very faint ridge of \[C I\] emission overlapping with the CO. The distribution of the different forms of gas phase carbon in N159/N160 may be affected by peculiarities of the region. For example, the central \[C II\] peak (N159-M, Israel et al. 1996), which has no FIR counterpart, is very close to the position of LMC-X1. It may be associated with that X-ray source, which is located at offsets $`[1\mathrm{},+1\mathrm{}]`$ (Fig. 1). LMC-X1, one of the strongest X-ray sources in the LMC, is a black-hole candidate with an O7 III companion star (Cowley et al. 1995; Schmidtke, Ponder, & Cowley 1999). It has been suggested that X-ray radiation has considerable effect on the chemistry of the ISM (e.g., Lepp & Dalgarno 1996), and it is possibly a way to produce C<sup>+</sup> and C<sup>0</sup>. Dissociation of CO in shocks may be another way of generating these species. Approximately 2′ east of LMC-X1, Chu et al. (1997) have identified a supernova remnant, SNR 0540-697, based on optical spectra and X-ray data. This remnant is expanding at $`\pm 150`$ km s<sup>-1</sup> and overlaps with most of the nebulosity NW of N159E (Fig. 3). We see no evidence in our data for \[C I\] emission at these velocities, and the ratio maps (Fig. 8) show no peculiar enhancement of the I<sub>\[CI\]</sub>/I<sub>CO</sub> and I<sub>\[CII\]</sub>/I<sub>CO</sub> ratios at the position of the remnant. Thus, shock-induced dissociation of CO does not appear to be an important mechanism producing \[C II\] or \[C I\] in this area. On the spatial scale of these observations ($`1\mathrm{}15`$ pc) we do not expect to be resolving the PDRs into their three separate C<sup>+</sup>, C<sup>0</sup> and CO regions. This has been accomplished only in a few Galactic sources observable with much greater spatial resolution (e.g., the Orion bar). Accordingly, we expect to observe coextensive \[C II\], \[C I\] and CO emission for the molecular peaks. This is not necessarily the case for the translucent medium. In diffuse gas and in the presence of strong UV sources most carbon will be ionized. Thus C<sup>+</sup> will dominate the emission, forming \[C II\] regions akin to Strömgren spheres around the ionizing sources. This is apparently happening in the northern portion of the map where bright lobes of \[C II\] emission east and west of N160 fill in holes in the \[C I\] distribution. These \[C II\] peaks and \[C I\] holes are unequivocally associated with H II regions (Fig. 9). Most of their \[C II\] emission may arise from C<sup>+</sup> mixed with H II inside the Strömgren sphere, collisionally excited by electrons. In principle, over a small range of extinction (A<sub>V</sub>$`0.3`$—1) we could have clouds where C<sup>+</sup> and C<sup>0</sup> are dominant, with little or no CO emission. That may be occurring between N160 and N159W, where bright \[C II\] and \[C I\] overlap in a region that shows little CO emission. One must be careful, however, when interpreting and combining data with very different (and, for the \[C I\], low) angular resolutions. Figure 7b shows the three transitions convolved to a common resolution ($`4.3`$′). In this map there are only two peaks in the \[C II\] distribution (N160 and N159W), and the \[C II\], \[C I\] and CO maxima near N159W are displaced by about 1′ from each other in a way that resembles a PDR C<sup>+</sup>/C<sup>0</sup>/CO transition. This structure, however, is not a PDR: if these clouds were moved to Orion (0.5 kpc away and perhaps the best example of a resolved PDR) the distance between the \[C II\] and the CO peaks would span 2 degrees in the sky. What we are observing are large scale excitation and chemical gradients. The extended \[C II\] emission is heavily weighted in the convolved data and pulls the overall maximum northward, also diluting the peak coincident with N159W. In much the same manner, the ($`J=10`$) peak is pulled southward by the extended CO emission. Notice that the CO maximum near N159S moves westward for the same reason. #### 3.2.1 The Neutral Carbon Emission from N159S The fact that the peak of \[C I\] emission for the entire complex is a quiescent region is unexpected if C<sup>0</sup> has, chiefly, a PDR origin and thus requires UV photons to be produced. To review the evidence: N159S is a dark cloud with weak CO ($`J=43`$) emission (hence at a low temperature), with no conspicuous heating sources apparent in the optical or the FIR (hence little or no star formation), and with very faint \[C II\] emission (hence no UV sources). Nevertheless, according to the analysis by Heikkilä et al. (1999) it is the cloud with the largest column density in the complex ($`N_{H_2}1.7\times 10^{22}`$ cm<sup>-2</sup>, A<sub>V</sub>$`4.5`$ compared to $`N_{H_2}1.1\times 10^{22}`$ cm<sup>-2</sup>, A<sub>V</sub>$`2.9`$ for N159W and N160), and it is also the brightest \[C I\] emitter, possessing the largest I<sub>\[CI\]</sub>/I<sub>CO</sub> ratio. This is certainly indirect evidence, but it suggests that most of the C<sup>0</sup> in this cloud originates not by UV photodissociation of CO in the PDR, but inside the CO cores. Recent modeling results indicate, however, that the I<sub>\[CI\]</sub>/I<sub>CO</sub> ratio is very insensitive to the radiation field (Kaufman et al. 1999). Therefore only a small amount of UV radiation is necessary to explain the observed ratio in the context of a PDR. This can be understood in the following way: in A<sub>V</sub> space the extent of the \[C I\] emitting region in a homogeneous one-dimensional calculation, and consequently the C<sup>0</sup> column density, is relatively insensitive to the input radiation field. The depth at which the C<sup>+</sup>/C<sup>0</sup>/CO transition occurs, however, increases for larger $`\chi _{\mathrm{uv}}`$. Because <sup>12</sup>CO becomes optically thick soon after this transition, neither the \[C I\] nor the CO emerging intensities are a strong function of the radiation field at the surface of the cloud. All the molecular peaks in this region feature optically thick <sup>12</sup>CO, based on the <sup>13</sup>CO/<sup>12</sup>CO intensity ratios listed in Table 2 (<sup>12</sup>C/<sup>13</sup>C$`50`$ for the LMC, Johansson et al. 1994). The previous reasoning applies to homogeneous clouds with plane-parallel (i.e., one-dimensional) geometry. If molecular clouds are in fact clumpy, they can be modeled as an ensemble of spherical cloudlets. In this scenario the UV field should have a dramatic effect on the C<sup>+</sup>, C<sup>0</sup> and CO column densities and intensity ratios. In a clump subjected to an increasing UV field, the CO emitting region can be pushed towards the center only as far as the radius of the clump, after which the entire clump photodissociates. This scenario has been modeled in detail by Bolatto et al. (1999). Following those calculations we expect an inverse dependence between $`\chi _{\mathrm{uv}}`$ and CO column density, and a modest increase in the \[C I\]/CO ratio for increasing $`\chi _{\mathrm{uv}}`$ (growing by $`25\%`$ per order of magnitude in $`\chi _{\mathrm{uv}}`$). This model, however, does not include an interclump medium. Modeling of clumpy PDRs as a collection of high-extinction (A<sub>V</sub>$`100`$), dense regions immersed in a diffuse interclump gas exposed to high $`\chi _{\mathrm{uv}}`$ (Meixner & Tielens 1993, 1995) suggests that most of the CO ($`J=10`$) and \[C I\] emission comes from the low density interclump medium. Thus, at low UV fields and low clump filling fractions, and when considering interclump dominated lines, a clumpy PDR may behave very similarly to a homogeneous plane-parallel model of interclump density. Similarly, at high clump filling fractions the contribution from the interclump medium would be unimportant. We will now try to estimate the radiation field in the N159S region. This cloud is most likely illuminated by the bright northern H II regions, although there may be a small contribution from the much smaller nearby regions mentioned in §3.1.2 (Figs. 1, 3). Estimates for the luminosities and possible exciting sources of the FIR peaks in the N159/N160 complex, based on IRAS HIRES data, are given in Table 4. These estimates are in reasonably good agreement with the KAO results by Israel et al. (1996). An equivalent spectral type and multiplicity is assigned to each flux, by assuming that all of the starlight is trapped by the dust and reradiated in the FIR. In order to use these results to estimate the UV radiation field far away from these sources we will assume that the radiation intercepted by dust is only a fraction $`f`$ of the total luminosity, and therefore a fraction $`(1f)`$ escapes the star-forming region and the enshrouding dust. Furthermore, we will assume that about 50% of the luminosity of the exciting stars is emitted in the range 912—2066Å (typical for late O/early B-type stars). Therefore the UV radiation field at a distance $`d`$ is $$\chi _{\mathrm{uv}}\frac{(1f)L_{FIR}}{8\pi f\chi _0d^2}$$ (2) where $`\chi _0`$ is the standard normalization factor (approximately the UV radiation field in the vicinity of the Sun, $`\chi _0=1.6\times 10^3`$ erg s<sup>-1</sup> cm<sup>-2</sup>; Habing 1968). Using this formula we can compute $`\chi _{\mathrm{uv}}`$ for N159S, assuming that it is illuminated by the nearby N159 H II region. At the projected distance $`d90`$ pc, and assuming that 90% of the UV escapes the surrounding dust, we obtain $`\chi _{\mathrm{uv}}60`$. If only 50% of the UV escapes then the radiation field would be $`\chi _{\mathrm{uv}}6`$. By comparison, radiation field estimates by Israel et al. (1996) for the northern clouds N159E-W and N160 near H II regions range from 300—600 (cf., Table 1). Our $`\chi _{\mathrm{uv}}`$ estimate for N159S is probably too large, since: 1) we use the projected distance, and 2) we assume no dust extinction between the northern H II regions and N159S. Another way of computing the luminosity of the UV sources in this region is to use the radio continuum information. The 21 cm radio continuum data (Figure 9) poses constraints similar to the FIR on the luminosity of the stars that excite the H II regions. In Table 5 we have calculated the spectral type and multiplicity, assuming optically thin free-free emission and following Jackson & Kraemer (1999) analysis. These estimates are generally lower than those based on the FIR, mostly because spectral types later than O6 are still very luminous (adding to the FIR luminosity) but contribute little to the radio continuum. Recent ISOCAM observations (Comerón & Claes 1998), for example, reveal three strong 15 $`\mu `$m peaks in N159 which feature very faint radio continuum, and are thus attributed to ultra-compact H II regions which are optically thick at 21 cm. These are examples of sources that would add to the FIR luminosity but be invisible at 1.42 GHz. Nevertheless, both the radio continuum and the FIR measurements agree within a factor of $`2`$ ($`L_{FIR}2L_{RC}`$), strongly suggesting that most UV is actually intercepted by the surrounding dust. Taking into account the various estimates and caveats discussed in the previous paragraph, we conclude that $`\chi _{\mathrm{uv}}`$(N159S)$`10`$. Such a low UV field is consistent with the faint \[C II\] emission from N159S, as well as its low I<sub>\[CII\]</sub>/I<sub>CO</sub> ratio. Even orders of magnitude in $`\chi _{\mathrm{uv}}`$, however, have little impact on the value of the I<sub>\[CI\]</sub>/I<sub>CO</sub> ratio in standard PDR plane-parallel models. According to the calculations by Kaufman et al. (1999), the \[C I\]/CO intensity ratio observed in N159S can be attributed to gas with $`n10^5`$ cm<sup>-3</sup> at $`\chi _{\mathrm{uv}}`$$``$1—$`10^5`$. Note that metallicity has only very small effects on plane-parallel model calculations, for reasons essentially similar to those discussed for $`\chi _{\mathrm{uv}}`$. Thus, although the aforementioned calculations were performed for Galactic sources their results can be safely applied to the LMC. The coincidence between this density and that obtained by Heikkilä et al. (1999) for N159S appears satisfying, until we take into account the different scale of the measurements: the 4′ (60 pc) region over which I<sub>\[CI\]</sub>/I<sub>CO</sub>$`0.15`$ is $`25`$ times larger than the SEST $`48\mathrm{}`$ beam used to carry out the multiline excitation analysis. This is an extremely high density for such a large region. Invoking beam filling fraction arguments avoids this problem, by assuming that only small and dense regions within the beam are dominating the CO ($`J=10`$) and \[C I\] emission. Comparison of the measured \[C I\] intensity with the model results suggests $`10\%`$ beam filling fraction. Nevertheless, if such a high density is characteristic of the gas producing the \[C I\] emission, it rules out the interclump medium as the main reservoir of neutral carbon. Meixner & Tielens’ (1995) modeling of two-phase (clump + interclump) PDRs shows that I<sub>\[CI\]</sub>/I<sub>CO</sub>$`10`$ can be obtained for a mixture of $`5\times 10^5`$ cm<sup>-3</sup> A<sub>V</sub>$`100`$ clumps immersed in a $`3\times 10^3`$ cm<sup>-3</sup> diffuse component, with 20% volume filling fraction for the clumps. These computations, however, were carried out for $`\chi _{\mathrm{uv}}`$$`5\times 10^4`$ and no similar calculations are available for UV fields closer to that of N159S. At the beginning of this section we pointed out a series of intriguing facts about N159S that may suggest a non-PDR origin for most of its neutral carbon. Despite them, however, we conclude that the observed \[C II\], \[C I\], and CO intensities in N159S are consistent with standard PDR theory assuming $`n10^5`$ cm<sup>-3</sup> and $`\chi _{\mathrm{uv}}`$$`10`$. These values of the density and UV field agree with previous excitation analysis and with the best estimates of $`\chi _{\mathrm{uv}}`$ in N159S, assuming it is illuminated by the northern complex of H II regions. #### 3.2.2 The I<sub>\[CI\]</sub>/I<sub>CO</sub> Ratio in the Complex How are the relative intensities of the different forms of carbon affected by the local conditions? In the previous sections we have seen that \[C I\] is dim in the northern portion of the map, where there is active emassive star formation, and bright in N159S. In this section we will compare the I<sub>\[CI\]</sub>/I<sub>CO</sub> and I<sub>\[CII\]</sub>/I<sub>CO</sub> ratios throughout this region, and look for the effects of radiation fields and metallicity. Figure 8 shows the I<sub>\[CI\]</sub>/I<sub>CO</sub> and I<sub>\[CII\]</sub>/I<sub>CO</sub> ratios mapped for the entire complex, with the data convolved to a common 4.3′ resolution. Table 3 shows our I<sub>\[CI\]</sub>/I<sub>CO</sub> results tabulated for the regions of interest. Notice that Table 3 uses a 4′ beam size. To convert from intensity ratios given in K km s<sup>-1</sup> to ratios in erg s<sup>-1</sup> cm<sup>-2</sup> sr<sup>-1</sup> multiply by $`78`$ for I<sub>\[CI\]</sub>/I<sub>CO</sub>. Since N160 is such a weak \[C I\] source, its ratio is dominated by the surrounding extended \[C I\] emission and therefore the ratio increases noticeably when measured in a larger beam. For N159S the angular resolution of the measurement is unimportant, and the ratio remains mostly unchanged. Therefore the high I<sub>\[CI\]</sub>/I<sub>CO</sub> ratio at N159S is not an artifact caused by the nearby emission. The first measurement of the \[C I\]/CO intensity ratio in N159 was carried out by Stark et al. (1997a), who obtained I<sub>\[CI\]</sub>/I<sub>CO</sub>$`0.26`$ (intensities in K km s<sup>-1</sup>). This determination was based on a single spectrum taken towards the nominal position of N159W, and assumed an unresolved structure for the CO from this cloud. We find that, albeit in a larger beam, I<sub>\[CI\]</sub>/I<sub>CO</sub>$`0.12`$ for N159W. This difference is largely due to an underestimate of the CO intensity in the aforementioned paper. Two regions of the map feature high \[C I\]/CO intensity ratios: the northern region, where there I<sub>\[CII\]</sub>/I<sub>CO</sub> also peaks, and the southeast corner, where there is extended low-level CO ($`J=21`$) but little ($`J=10`$) emission and no detectable \[C II\] emission. We think that in both cases we are seeing translucent, mostly photodissociated gas, with the important difference that the abundant UV radiation in the northern region raises the temperature of the PDRs over the 91.3 K required to excite the 158 $`\mu `$m \[C II\] transition (see §3.3). There is the possibility that the southeastern extension of the N159S cloud in \[C I\] is an artifact of the sampling, since the map is missing a few spectra there. Because of the heavy oversampling of the beam, however, we think that this extension is probably real. It appears also that there is a modest increase in the I<sub>\[CI\]</sub>/I<sub>CO</sub> ratio at the edges of the complex, and perhaps in the immediate vicinity of LMC-X1. The lowest ratios are found south of N159W. How does the I<sub>\[CI\]</sub>/I<sub>CO</sub> ratio in this complex compare with the I<sub>\[CII\]</sub>/I<sub>CO</sub> ratio? Since both C<sup>+</sup> and C<sup>0</sup> are produced by the action of UV photons in the PDR, the naive expectation is that \[C II\] and \[C I\] should have a similar distribution in unresolved PDRs. Excitation differences, important for very low radiation fields ($`\chi _{\mathrm{uv}}`$$`<10`$), will become negligible for $`\chi _{\mathrm{uv}}`$$`>100`$ as the PDR reaches temperatures well over 100 K (Kaufman et al. 1999). As discussed at the beginning of §3.2 there are other reasons why we may not expect \[C II\] and \[C I\] to be coextensive in the diffuse translucent gas, namely the formation of C<sup>+</sup> “Strömgren spheres” near UV sources. In these regions carbon ionization and not dust absorption is the dominant process that removes UV photons, and consequently all the carbon is in the form of C<sup>+</sup>. In the molecular material, however, UV photons should be predominantly removed by dust grains, leaving a fraction of the carbon in the form of C<sup>0</sup>. Consequently, if the structure of the ISM is clumpy and therefore allows the UV photons to penetrate deep into the clouds, the expectation is for \[C I\] and \[C II\] to be coextensive and in many ways behave similarly. In particular, modeling of clumpy PDRs suggest that both the I<sub>\[CII\]</sub>/I<sub>CO</sub> and I<sub>\[CI\]</sub>/I<sub>CO</sub> ratio should be enhanced in low metallicity systems (Bolatto et al. 1999). This is mostly due to the rapidly dwindling sizes of the CO cores of the clumps with decreasing metallicity and dust-to-gas ratio. The \[C II\]/CO intensity ratio has been studied in a variety of systems (e.g., Stacey et al. 1991), and the highest ratios are associated with low metallicity environments. As we pointed out in §1, Mochizuki et al. (1994) found a considerable enhancement of the global I<sub>\[CII\]</sub>/I<sub>CO</sub> ratio of the LMC (I<sub>\[CII\]</sub>/I<sub>CO</sub>$`23,000`$) over that of the Milky Way. Average ratios for Galactic objects are I<sub>\[CII\]</sub>/I<sub>CO</sub>$`1,300`$ for GMCs, and $`4,400`$ for H II regions (Stacey et al. 1991). Observations by Israel et al. (1996) of N159/N160 (cf., Table 1) show that the three northern molecular peaks (N159E, N159W and N160) have I<sub>\[CII\]</sub>/I<sub>CO</sub> ratios 1—5 times larger than comparable Galactic regions while their I<sub>FIR</sub>/I<sub>CO</sub> ratios are 3—40 times lower, suggesting a much larger abundance of C<sup>+</sup>. Measurements of the 30 Doradus region (Poglitsch et al. 1995) yielded a ratio I<sub>\[CII\]</sub>/I<sub>CO</sub>$`65,000`$ for its molecular peaks. Madden et al. (1997) studied the global \[C II\] emission from the low metallicity dwarf galaxy IC 10 which has $`Z_{\mathrm{IC10}}Z_{\mathrm{MW}}/4`$ (where we have used the oxygen abundance in Orion as representative of the Galaxy, $`12+\mathrm{log}[\mathrm{O}/\mathrm{H}]8.75`$; Lequeux et al. 1979). They found ratios in the range I<sub>\[CII\]</sub>/I<sub>CO</sub>$``$14,000—87,000 for various regions. Unlike the widely varying I<sub>\[CII\]</sub>/I<sub>CO</sub> ratio, the I<sub>\[CI\]</sub>/I<sub>CO</sub> ratio for the molecular peaks of N159/N160 is surprisingly uniform. The values range only between I<sub>\[CI\]</sub>/I<sub>CO</sub>$`7`$ to $`12`$. These are very similar to the typical ratio in the Milky Way where I<sub>\[CI\]</sub>/I<sub>CO</sub>$`13`$ (intensities in erg s<sup>-1</sup> cm<sup>-2</sup> sr<sup>-1</sup>). This is not an isolated result. Wilson (1997) observed the \[C I\] emission from several clouds at different galactocentric distances in M 33, a spiral galaxy with a well-known metallicity gradient. She obtained ratios of I<sub>\[CI\]</sub>/I<sub>CO</sub>$`3`$—14 and found no obvious trend with inferred metallicity. Recently, Bolatto et al. (2000) studied the I<sub>\[CI\]</sub>/I<sub>CO</sub> ratio in the molecular cloud complex associated with the brightest star-forming region of IC 10. They obtained an average ratio I<sub>\[CI\]</sub>/I<sub>CO</sub>$`18`$, only slightly larger than the average Galactic ratio. Finally, Gerin & Phillips’ (2000) recent study of atomic carbon in a variety of galaxies finds some dispersion in the I<sub>\[CI\]</sub>/I<sub>CO</sub> intensity ratio, but no clear segregation with galaxy type. Their sample of galaxies has an average ratio I<sub>\[CI\]</sub>/I<sub>CO</sub>$`16`$, with most ratios found the in the interval $`\text{I}\text{[CI]}/\text{I}\text{CO}`$8—32. Overall, if there is a trend for I<sub>\[CI\]</sub>/I<sub>CO</sub> with metallicity it is certainly much weaker than the one observed for I<sub>\[CII\]</sub>/I<sub>CO</sub>. A plausible explanation for the constancy of the \[C I\]/CO intensity ratio is a non-PDR origin for a fraction of the C<sup>0</sup>. While it seems unequivocal that in the diffuse gas most neutral carbon is associated with PDRs, it is possible that a different mechanism dominates its production inside molecular cloud cores. If C<sup>0</sup> is indeed produced in these cores by processes unrelated to photochemistry, it would simply explain the close observed association between the \[C I\] and CO line intensities. ### 3.3 The Column Density in the Extended Envelope The entire molecular cloud complex appears to be surrounded by an extended envelope visible in CO ($`J=21`$), and possibly \[C I\] and \[C II\]. For example, the extended and relatively bright \[C I\] emission east of N159S and south of N159E correlates very well with the faint, extended CO ($`J=21`$) in the same region, as does the tongue of \[C I\] spreading north of the N159 nebula. Assuming, as was discussed in §3.1.2, that the CO emission in this region is optically thin, then we appear to be seeing translucent gas emitting in \[C I\]. Translucent clouds are clouds with visual extinction A<sub>V</sub>$`1`$, where an important fraction of the carbon is in the form of C<sup>+</sup> and C<sup>0</sup> (e.g., Ingalls et al. 1997). While the regions surrounding R1 are strong \[C II\] emitters, region R2 and its environs are very faint in \[C II\]. Undetected by Israel et al. (1996), the upper limit for the integrated intensity from R2 is I<sub>\[CII\]</sub>$`6.8\times 10^5`$ erg s<sup>-1</sup> cm<sup>-2</sup> sr<sup>-1</sup>. The limit for the corresponding C<sup>+</sup> column density, derived for the high-temperature, high-density case (that is, the minimum column density corresponding to the intensity limit) is $`N_{C^+}4\times 10^{16}`$ cm<sup>-2</sup>, about 20 times larger than the corresponding column density of CO derived in §3.1.2. Singly ionized carbon could well be the dominant form of carbon in this region yet remain undetected. Assuming that most of the carbon is in the form of C<sup>+</sup>, we can estimate the hydrogen column density along these lines of sight. For R1, $`\text{I}\text{[CII]}1.4\times 10^4`$ erg s<sup>-1</sup> cm<sup>-2</sup> sr<sup>-1</sup>, therefore $`N_{C^+}8\times 10^{16}`$ cm<sup>-2</sup>. Assuming an LMC gas phase carbon abundance per H nucleus $`x_C7\times 10^5`$ (Dufour 1984), this yields $`N_H1.2\times 10^{21}`$ cm<sup>-2</sup>, or $`\text{A}\text{V}0.15`$ (using the conversion factor $`1\text{A}\text{V}8\times 10^{21}`$ cm<sup>-2</sup> which is four times that of the Galaxy). In the case of R2, where no \[C II\] is detected, Fig. 7b shows that there is some very low level emission that becomes statistically significant only after spatial smoothing. We will assume I<sub>\[CII\]</sub>$`3\times 10^5`$ erg s<sup>-1</sup> cm<sup>-2</sup> sr<sup>-1</sup> (about half the sensitivity limit). In the high-temperature, high-density limit this would result in $`N_H4\times 10^{20}`$ cm<sup>-2</sup>, or $`\text{A}\text{V}0.05`$. If we allow for a relatively low PDR temperature, $`T_{kin}40`$ K, consistent with a low $`\chi _{\mathrm{uv}}`$ and the optically thin CO analysis, we find $`\text{A}\text{V}0.15`$. It is important to point out that these are line-of-sight extinctions, and not necessarily equal to the A<sub>V</sub> that extincts the UV field and enters the PDR calculation. For a completely edge-on PDR, for example, these two extinctions would be measured along orthogonal directions and thus be unrelated. If this gas fills the beam and has a density near the critical density of \[C II\] ($`n_{cr}3\times 10^3`$ cm<sup>-3</sup>), as we implicitly assumed in the calculations, then we are seeing a $`0.1`$ pc thick layer of gas. We find this sheet-like geometry, with a sheet thickness of only 1/100 of the extent in the plane of the sky, uncomfortable although not impossible. How do these results compare with column density predictions based on the H I data? We assume a spin temperature of $`T_{sp}110`$—180 K based on the H I absorption observed towards the N159 continuum sources (Spitzer 1978). We can then compute atomic hydrogen column densities of $`N_H4.2\times 10^{21}`$ cm<sup>-2</sup> and $`N_H4.5\times 10^{21}`$ cm<sup>-2</sup> for regions R1 and R2 respectively. These column densities are $`3`$ times larger than those derived from I<sub>\[CII\]</sub>. The gas is apparently hot enough to populate the upper fine structure level of C<sup>+</sup> and excite the 158 µm \[C II\] transition (recall $`h\nu /k=91.3`$ K for \[C II\]), thus this discrepancy is probably not due to temperature effects. This method, however, is not very precise since it heavily relies on similar excitation conditions for the H I seen in absorption and emission, and this assumption is compromised by the large scales involved in the map (recall 1′$`15`$ pc). Other possible causes for the apparent discrepancy in $`N_H`$ are: 1) a deficiency of C<sup>+</sup> in the atomic gas (only 30% of the C is photoionized), 2) the volume density of the atomic gas is low, and consequently the excitation of \[C II\] is subthermal ($`n<n_{cr}(\text{[C II]})`$), or 3) there are density fluctuations within the beam, and the \[C II\] emission is dominated by the fraction of the C<sup>+</sup> column that is thermalized ($`n>n_{cr}(\text{[C II]})`$). The first possibility appears to be very improbable, since unless the material is well shielded from the UV most of the carbon should be in the form of C<sup>+</sup> rather than C<sup>0</sup>. Unfortunately the large beam in our \[C I\] observations makes impossible to separate cleanly these regions from the molecular peaks, thus precluding us from obtaining a reliable estimate for the column density of C<sup>0</sup> in R1 and R2. Subthermal excitation of C<sup>+</sup> requires the density of H I to be below the critical density of the 158 µm transition, $`n_{cr}3000`$ cm<sup>-3</sup>. The intensity I<sub>\[CII\]</sub> of C<sup>+</sup> collisionally excited by H atoms can be computed using (e.g., Madden et al. 1997): $$\text{I}\text{[CII]}=2.35\times 10^{21}N_{C^+}\left[\frac{2\mathrm{exp}(h\nu /kT)}{1+2\mathrm{exp}(h\nu /kT)+n_{cr}/n}\right]$$ (3) where $`h\nu /k=91.3`$ K. Consequently, a discrepancy of a factor of 3 would require $`n500`$ cm<sup>-3</sup>, well below the critical density of \[C II\]. Notice that this density would bring the physical thickness of the \[C II\] emitting layer to $`3`$ pc. The third possibility (density fluctuations within the beam, akin to clumping) would make the regions where $`n>n_{cr}`$ dominate the \[C II\] emission (about 1/3 of the total column), while in most of the gas $`nn_{cr}`$ and the \[C II\] excitation is subthermal. This ought to be happening at some level, because CO ($`J=21`$) is present throughout the region and its excitation requires $`n10^4`$ cm<sup>-3</sup>. This density is probably too large to be the average volume density in the envelope, thus most of the CO and perhaps a large fraction of the \[C II\] emission is originating in clumps within the envelope. ## 4 Summary and Conclusions We have discussed new <sup>13</sup>CO ($`J=10`$), <sup>12</sup>CO ($`J=21`$), <sup>12</sup>CO ($`J=43`$), and \[C I\] (<sup>3</sup>P$`{}_{1}{}^{}_{}^{3}`$P<sub>0</sub>) emission line maps of the N159/N160 molecular cloud complex of the Large Magellanic Cloud. The <sup>12</sup>CO($`J=21`$) map shows extended faint emission previously undetected in the ($`J=10`$) transition. Further analysis of the ($`J=21`$)/($`J=10`$) intensity ratio in two selected subregions (R1 and R2) shows that this ratio is $`3`$ for the extendend low level emission. This high value indicates optically thin CO emission from warm gas ($`T_{kin}40`$ K). The I<sub>\[CI\]</sub>/I<sub>CO</sub> ratio for R1 and R2 appears modestly enhanced with respect to the molecular peaks (Fig. 8). The I<sub>\[CII\]</sub>/I<sub>CO</sub> ratio is large for the northern region (R1), but \[C II\] was not detected by Israel et al. (1996) towards region R2. Because of the low UV field heating the ISM in the southern region, this may be a temperature effect. The gas in the southern portion of the complex, far away from the massive star formation and bright H II regions, is too cold to excite the 158 µm transition ($`T<92`$ K). The faint CO envelope appears to be translucent ($`\text{A}\text{V}<1`$), and column density calculations assuming that C<sup>+</sup> is the dominant form of carbon confirm this result. The column density derived from the neutral hydrogen 21 cm data appears to be $`3`$ times larger than $`N_H`$ obtained from \[C II\]. This is probably caused by density enhancements (clumping) within the beam. The <sup>12</sup>CO ($`J=43`$) map shows that the ($`J=43`$)/($`J=10`$) intensity ratio is $`4`$ times larger in the northernmost cloud (N160) than in the southern cloud (N159S). This agrees very well with indicators of star formation activity (I<sub>FIR</sub>, I<sub>\[CII\]</sub>, radio continuum), and is probably due to the much lower temperature of the quiescent southern cloud. Estimates of the radiation field incident on N159S suggest $`\chi _{\mathrm{uv}}`$$`10`$, consistent with a low temperature. The ratio of 100/60 µm continuum also indicates a low temperature. The \[C I\] (<sup>3</sup>P$`{}_{1}{}^{}_{}^{3}`$P<sub>0</sub>) map shows the \[C I\] intensity and the I<sub>\[CI\]</sub>/I<sub>CO</sub> ratio for the molecular concentrations peaking in N159S. The observed values are consistent with the PDR computations available for homogeneous, plane-parallel models, at $`n10^5`$ cm<sup>-3</sup> and $`\chi _{\mathrm{uv}}10`$. Because in those models I<sub>\[CI\]</sub> is not sensitive to $`\chi _{\mathrm{uv}}`$, however, the presence of intense \[C I\] emission in N159S is not a good test for a possible non-PDR origin for C<sup>0</sup> inside GMCs. There is pervasive \[C I\] emission throughout the region between N159EW and N160. This region also emits strongly in \[C II\], and features some of the largest I<sub>\[CI\]</sub>/I<sub>CO</sub> and I<sub>\[CII\]</sub>/I<sub>CO</sub> ratios in the complex. The radio continuum sources embedded in this gas appear as holes in the \[C I\] distribution, while they are peaks in the \[C II\]. The \[C II\] in these peaks probably originates inside the H II regions, mostly excited by collisions with electrons. The \[C I\]/CO intensity ratios measured in the molecular peaks of the complex range between $`\text{I}\text{[CI]}/\text{I}\text{CO}7`$—12 (intensities in erg s<sup>-1</sup> cm<sup>-2</sup> sr<sup>-1</sup>). This ratio is similar to the average ratio in the Milky Way (I<sub>\[CI\]</sub>/I<sub>CO</sub>$`13`$) and to that measured in the low metallicity dwarf IC 10 ($`\text{I}\text{[CI]}/\text{I}\text{CO}18`$, Bolatto et al. 2000). The \[C I\]/CO intensity ratio for the translucent gas is somewhat larger, $`\text{I}\text{[CI]}/\text{I}\text{CO}20`$—30. While intense \[C II\] (<sup>2</sup>P$`{}_{3/2}{}^{}_{}^{2}`$P<sub>1/2</sub>) emission and large I<sub>\[CII\]</sub>/I<sub>CO</sub> ratios appear to be unequivocally associated with massive star formation, \[C I\] (<sup>3</sup>P$`{}_{1}{}^{}_{}^{3}`$P<sub>0</sub>) emission and the I<sub>\[CI\]</sub>/I<sub>CO</sub> ratio shows no such clear association and has a much more complex behavior. The I<sub>\[CI\]</sub>/I<sub>CO</sub> ratio is more uniform than the I<sub>\[CII\]</sub>/I<sub>CO</sub> ratio throughout the complex, where spans values of $`\text{I}\text{[CI]}/\text{I}\text{CO}`$5—25 whereas I<sub>\[CII\]</sub>/I<sub>CO</sub> ranges between $``$500—25,000 (i.e., a factor of 5 versus a factor of 50). This is partially due to the more stringent excitation conditions required by \[C II\]. We believe that our understanding of the ISM, especially the actively star-forming ISM, can be enormously advanced by further studies of the Magellanic Clouds. These galaxies, with their proximity, their active star formation, their low metallicities, and their unobscured lines of sight, present unique opportunities for detailed multiwavelength studies. Among the different regions in the Clouds, the N159/N160 complex is located at a privileged place, between the violent starburst of 30 Doradus and the quiescent southern CO ridge. Because of its location, its distinct environments, and the wealth of phenomena taking place within its bounds, the N159/N160 complex is one of the most interesting places in the Magellanic Clouds. Unfortunately, these galaxies are out of the reach of the large radioastronomy facilities in the Northern Hemisphere. The advent of some of the observatories now being planned, such as the Atacama Large Millimeter Array or a large South Pole telescope, will change that. The study of the ISM in these objects will vastly benefit from large submillimeter telescopes, array receivers, and millimeter/submillimeter interferometers located south of the equator. Future studies of N159/N160 should include the detailed characterization of the translucent molecular envelope, the dust properties, and the heating and cooling balance of the ISM near and away from star formation sites. Other observational programs could address the creation of molecular clouds by ram pressure compression, and their disruption by star formation activity. We wish to thank Thomas M. Bania for his thorough review of the draft of this manuscript, the SEST crew at La Silla for a smooth observing run, and the rest of the AST/RO team for their support. The research of A.D.B., J.M.J, and X.Z. was supported in part by the National Science Foundation under a cooperative agreement with the Center for Astrophysical Research in Antarctica (CARA), grant number NSF OPP 89-20223. CARA is a National Science Foundation Science and Technology Center. The research of A.D.B. and J.M.J. was also supported in part by the National Science Foundation through grant AST-9803065. This research has made use of NASA’s Astrophysics Data System Bibliographic Services, the Los Alamos National Laboratory preprint database, and the Centre de Données astronomiques de Strasbourg databases. ## Appendix A Beam filling ratio for two transitions For this calculation we will assume spherical clumps of radius $`R`$, immersed in an isotropic UV field. A transition turns optically thick (i.e., its opacity, $`\tau `$, is unity) at a distance $`x`$ from the surface of the clump. Therefore the radius of the clump at given transition (i.e., the distance from the center of the clump to the transition’s $`\tau =1`$ surface) is $`r=Rx`$. The ratio of beam filling fractions $`\mathrm{\Phi }`$ in two transition will then be proportional to the ratio of the projected areas $$\frac{\mathrm{\Phi }_2}{\mathrm{\Phi }_1}=\left(\frac{Rx_2}{Rx_1}\right)^2$$ (A1) It can be shown easily that for gas in LTE the ratio of optical depths in the ($`J=10`$) and ($`J=21`$) transitions will be $$\frac{\tau _{21}}{\tau _{10}}=2\frac{\left(1e^{\frac{h\nu _{21}}{kT_{ex}}}\right)}{\left(e^{\frac{h\nu _{10}}{kT_{ex}}}1\right)}$$ (A2) where $`h`$ and $`k`$ are Planck’s and Boltzmann’s constants respectively, and $`T_{ex}`$ is the excitation temperature. For uniform density clumps the $`\tau =1`$ surface occurs first for the transition with faster growing opacity, that is, $`x_2/x_1=\tau _1/\tau _2`$. Equation A1 thus has the solution $$R=x_1\frac{\sqrt{\frac{\mathrm{\Phi }_2}{\mathrm{\Phi }_1}}\frac{\tau _1}{\tau _2}}{\sqrt{\frac{\mathrm{\Phi }_2}{\mathrm{\Phi }_1}}1}$$ (A3) In order to reproduce the CO ($`J=21`$)/($`J=10`$) intensity ratios observed in regions R1 and R2, $`\mathrm{\Phi }_2/\mathrm{\Phi }_13`$. Using $`\tau _2/\tau _13`$ (i.e., $`T_{ex}40`$ K according to Eq. A2) yields $`R1.9x_1`$. Thus $`\tau (10)2`$ at the center of the clump. The average over the whole projected spherical clump is $`30`$% larger, or $`\tau (10)2.5`$.
warning/0007/cond-mat0007093.html	ar5iv	text	# 1 Introduction ## 1 Introduction In recent years, reaction–diffusion systems have been studied by many people. As mean field techniques, generally do not give correct results for low dimensional systems, people are motivated to study stochastic models in low dimensions. Moreover, solving one dimensional systems should in principle be easier. Exact results for some models in a one–dimensional lattice have been obtained, for example in \[1–10\]. Different methods have been used to study these models, including analytical and asymptotic methods, mean field methods, and large-scale numerical methods. Systems with more than one species have also been studied \[11–23\]. Most of the arguments are based on simulation results. There are, however, some exact results as well ( for example). In , a 10–parameter family of stochastic models has been studied. In these models, the $`k`$–point equal time correlation functions $`n_in_j\mathrm{}n_k`$ satisfy linear differential equations involving no higher–order correlations. These linear equations for the average density $`n_i`$ has been solved. But these set of equations can not be solved easily for higher order correlation functions. We have generalized the same idea to multi-species models. We have considered general reaction diffusion processes of multi-species in one dimension with two-site interaction. We have obtained the conditions the Hamiltonian should satisfy in order to give rise to closed set of time evolution equation for correlation functions. The set of equations for average densities can be written in terms of four matrices. The time evolution equation for more-point functions, besides these four matrices, generally depend explicitly on the elements of the Hamiltonian , and generally can not be solved easily. These matrices are not determined uniquely from the Hamiltonian: there is a kind of gauge transformation one can apply on them which of course, does not change the evolution equation. A formal solution for average densities of different species is found. For some special choices of the four matrices we also give the explicit form of interactions and the exact time dependence of average densities. At the end, we study the large time behaviour of the average densities of different species for the general case. ## 2 A brief review of linear stochastic systems To fix the notation used in this article, here we briefly review the already well known formalism of linear stochastic systems. The master equation for $`P(\sigma ,t)`$ is $$\frac{}{t}P(\sigma ,t)=\underset{\tau \sigma }{}\left[\omega (\tau \sigma )P(\tau ,t)\omega (\sigma \tau )P(\sigma ,t)\right],$$ (1) where $`\omega (\tau \sigma )`$ is the transition rate from the configuration $`\tau `$ to $`\sigma `$. Introducing the state vector $$\|P=\underset{\sigma }{}P(\sigma ,t)\|\sigma ,$$ (2) where the summation runs over all possible states of the system, one can write the above equation in the form $$\frac{\mathrm{d}}{\mathrm{d}t}\|P=\|P,$$ (3) where the matrix elements of $``$ are $`\sigma \|\|\tau =\omega (\tau \sigma ),\tau \sigma ,`$ (4) $`\sigma \|\|\sigma ={\displaystyle \underset{\tau \sigma }{}}\omega (\sigma \tau ).`$ (5) The basis $`\{\sigma \|\}`$ is dual to $`\{\|\sigma \}`$, that is $$\sigma \|\tau =\delta _{\sigma \tau }.$$ (6) The operator $``$ is called a Hamiltonian, and it is not necessarily hermitian. Conservation of probability, $$\underset{\sigma }{}P(\sigma ,t)=1,$$ (7) shows that $$S\|=0,$$ (8) where $$S\|=\underset{\beta }{}\beta \|.$$ (9) So, the sum of each column of $``$, as a matrix, should be zero. As $`S\|`$ is a left eigenvector of $``$ with zero eigenvalue, $``$ has at least one right eigenvector with zero eigenvalue. This state corresponds to the steady state distribution of the system and it does not evolve in time. If the zero eigenvalue is degenerate, the steady state is not unique. The transition rates are non–negative, so the off–diagonal elements of the matrix $``$ are non–negative. Therefore, if a matrix $``$ has the following properties, $$\begin{array}{c}S\|=0,\hfill \\ \sigma \|\|\tau 0,\hfill \end{array}$$ (10) then it can be considered as the generator of a stochastic process. It can be proved that the real part of the eigenvalues of any matrix with the above conditions is less than or equal to zero. The dynamics of the state vectors (3) is given by $$\|P(t)=\mathrm{exp}(t)\|P(0),$$ (11) and the expectation value of an observable $`𝒪`$ is $$𝒪(t)=\underset{\sigma }{}𝒪(\sigma )P(\sigma ,t)=S\|𝒪\mathrm{exp}(t)\|P(0).$$ (12) ## 3 Models leading to closed set of evolution equations The models which we address are multispecies reaction–diffusion models. That is, each site is a vacancy or has one particle. There are several kinds of particles, but at any time at most one kind can be present at each site. Suppose the interaction is between nearest neighbors, and the system is translationally invariant. $$=\underset{i=1}{\overset{L}{}}H_{i,i+1}.$$ (13) The number of sites is $`L`$ and the number of possible states in a site is $`N`$; different states of each site are denoted by $`A_\alpha ,\alpha =1,\mathrm{}N`$, where one of the states is vacancy. Introducing $`n_i^\alpha `$ as the number operator of $`A_\alpha `$ particle in the site $`i`$, we have $$\underset{\alpha =1}{\overset{N}{}}n_i^\alpha =1.$$ (14) The average number density of the particle $`A_\alpha `$ in the site $`i`$ at the time $`t`$ is $$n_i^\alpha =S\|n_i^\alpha \|P(t)$$ (15) where $`\|P(t):=\mathrm{exp}(t)\|P(0)`$ represents the state of the system at the time $`t`$, $$S\|=\underset{L}{\underset{}{s\|\mathrm{}s\|}},$$ (16) and $$s\|:=\underset{N}{\underset{}{(\mathrm{1\; 1}\mathrm{}1)}}.$$ (17) So, the time evolution of $`n_i^\alpha `$ is given by $$\frac{\mathrm{d}}{\mathrm{d}t}n_i^\alpha =S\|n_i^\alpha \|P(t).$$ (18) The only terms of the Hamiltonian $``$ which are relevant in the above equation are $`H_{i,i+1}`$ and $`H_{i1,i}`$. The result of acting any matrix $`Q`$ on the ket $`s\|`$ is equivalent to acting the diagonal matrix $`\stackrel{~}{Q}`$ on the same ket, provided each diagonal element of the matrix $`\stackrel{~}{Q}`$ is the sum of all elements of the corresponding column in the matrix $`Q`$. So, the action of $`(1n^\alpha )H`$ and $`(n^\alpha 1)H`$ on $`s\|s\|`$ are equivalent to the action of two diagonal matrices on $`s\|s\|`$. We use the notation $``$, for the equivalent action on $`s\|s\|`$. $`(1n^\alpha )H`$ $``$ $`{\displaystyle \underset{\beta \gamma }{}}𝒜_{\beta \gamma }^\alpha n^\beta n^\gamma `$ (19) $`(n^\alpha 1)H`$ $``$ $`{\displaystyle \underset{\beta \gamma }{}}\overline{𝒜}_{\beta \gamma }^\alpha n^\beta n^\gamma .`$ (20) where $`𝒜_{\beta \gamma }^\alpha `$ and $`\overline{𝒜}_{\beta \gamma }^\alpha `$ are as the following $`𝒜_{\beta \gamma }^\alpha `$ $`:=`$ $`{\displaystyle \underset{\lambda }{}}H_{\beta \gamma }^{\lambda \alpha }`$ (21) $`\overline{𝒜}_{\beta \gamma }^\alpha `$ $`:=`$ $`{\displaystyle \underset{\lambda }{}}H_{\beta \gamma }^{\alpha \lambda }.`$ (22) Then, equation (18) takes the following form $$\dot{n}_i^\alpha =\underset{\beta \gamma }{}𝒜_{\beta \gamma }^\alpha n_{i1}^\beta n_i^\gamma +\overline{𝒜}_{\beta \gamma }^\alpha n_i^\beta n_{i+1}^\gamma .$$ (23) Generally, in the time evolution equation of $`n^\alpha `$ the two–point functions $`n^\beta n^\gamma `$ appear. Using (14), one can see that iff $`𝒜`$ and $`\overline{𝒜}`$ satisfy the following equations, then the right hand side of the (23) can be expressed in terms of only one–point functions. $`𝒜_{\beta \gamma }^\alpha +𝒜_{NN}^\alpha 𝒜_{N\gamma }^\alpha 𝒜_{\beta N}^\alpha `$ $`=`$ $`0,`$ (24) $`\overline{𝒜}_{\beta \gamma }^\alpha +\overline{𝒜}_{NN}^\alpha \overline{𝒜}_{N\gamma }^\alpha \overline{𝒜}_{\beta N}^\alpha `$ $`=`$ $`0.`$ (25) These equations give $`2(N1)^3`$ constraints on the Hamiltonian, so adding the condition of stochasticity of $`H`$, we have $`2(N1)^3+N^2`$ relations between the elements of $`H`$. The constraints (24) mean $`𝒜_{\beta \gamma }^\alpha `$ $`=`$ $`C_\beta ^\alpha B_\gamma ^\alpha `$ (26) $`\overline{𝒜}_{\beta \gamma }^\alpha `$ $`=`$ $`\overline{B}_\beta ^\alpha +\overline{D}_\gamma ^\alpha .`$ (27) So, (18) takes the form $$\dot{n}_i^\alpha =\underset{\beta =1}{\overset{N}{}}\left[(B_\beta ^\alpha +\overline{B}_\beta ^\alpha )n_i^\beta +C_\beta ^\alpha n_{i1}^\beta +\overline{D}_\beta ^\alpha n_{i+1}^\beta \right].$$ (28) In the simplest case, the one-species, each site is vacant or occupied by only one kind of particles. Then, the matrices $`B`$, $`C`$, $`\overline{B}`$, and $`\overline{D}`$ are two-dimensional. Using (14), The equation for $`\dot{n}_i^1`$ is $`\dot{n}_i^1=`$ $`\left(B_1^1\overline{B}_1^1+B_2^1+\overline{B}_2^1\right)n_i^1+\left(C_1^1C_2^1\right)n_{i1}^1`$ (30) $`+\left(\overline{D}_1^1\overline{D}_2^1\right)n_{i+1}^1+\left(B_2^1\overline{B}_2^1+C_2^1+\overline{D}_2^1\right).`$ This is a linear difference equation, of the kind obtained , and its solution can be expressed in terms of modified Bessel functions. The time evolution equation for two-point functions also can be obtained. $`{\displaystyle \frac{\mathrm{d}}{\mathrm{d}t}}n_i^\alpha n_j^\beta `$ $`=`$ $`{\displaystyle \underset{\gamma }{\overset{N}{}}}[(B_\gamma ^\alpha +\overline{B}_\gamma ^\alpha )n_i^\gamma n_j^\beta +C_\gamma ^\alpha n_{i1}^\gamma n_j^\beta +\overline{D}_\gamma ^\alpha n_{i+1}^\gamma n_j^\beta `$ (33) $`(B_\gamma ^\beta +\overline{B}_\gamma ^\beta )n_i^\alpha n_j^\gamma +C_\gamma ^\beta n_i^\alpha n_{j1}^\gamma `$ $`+\overline{D}_\gamma ^\beta n_i^\alpha n_{j+1}^\gamma ],\|ij\|>1,`$ $`{\displaystyle \frac{\mathrm{d}}{\mathrm{d}t}}n_i^\alpha n_{i+1}^\beta =`$ $`{\displaystyle \underset{\gamma }{\overset{N}{}}}[B_\gamma ^\alpha n_i^\gamma n_{i+1}^\beta \overline{B}_\gamma ^\beta n_i^\alpha n_{i+1}^\gamma `$ (35) $`+C_\gamma ^\alpha n_{i1}^\gamma n_{i+1}^\beta +\overline{D}_\gamma ^\beta n_i^\alpha n_{i+2}^\gamma ]+{\displaystyle }_{\gamma \lambda }H^{\alpha \beta }_{\gamma \lambda }n_i^\gamma n_{i+1}^\lambda .`$ For more–point functions, one can deduce similar results. In fact, it is easy to show that if the evolution equations of one–point functions are closed, the evolution equation of $`n`$–point functions contain only $`n`$\- and less-point functions. However, generally these set of equations can not be solved easily. ## 4 Equivalent Hamiltonians regarding one-point functions, and gauge transformations Knowing $`B`$, $`C`$, $`\overline{B}`$, and $`\overline{D}`$ does not determine the Hamiltonian uniquely, but as it is seen from (28), the time evolution of one–point functions depends only on $`B`$, $`C`$, $`\overline{B}`$, and $`\overline{D}`$. The two– and more–point functions depend explicitly on the elements of $`H`$. So, different Hamiltonians may give same evolutions for $`n_i^\alpha `$. Take two Hamiltonians $`H`$ and $`H^{}`$. Defining $$R:=HH^{},$$ (36) if $$\underset{\alpha }{}R_{\gamma \lambda }^{\alpha \beta }=\underset{\beta }{}R_{\gamma \lambda }^{\alpha \beta }=0,$$ (37) these two Hamiltonians give rise to the same $`𝒜`$ and $`\overline{𝒜}`$. Regarding one–point functions $`n_i^\alpha `$, these models are the same. So, we call these models, regarding one–point functions, equivalent. However, $`𝒜`$ and $`\overline{𝒜}`$ do not determine $`B`$, $`C`$, $`\overline{B}`$, and $`\overline{D}`$ uniquely. The stochastic condition $$\underset{\alpha \beta }{}H_{\gamma \lambda }^{\alpha \beta }=0,$$ (38) results in some constraints on $`B`$, $`C`$, $`\overline{B}`$, and $`\overline{D}`$: $`{\displaystyle \underset{\alpha }{}}(C_\beta ^\alpha B_\gamma ^\alpha )=0`$ (39) $`{\displaystyle \underset{\alpha }{}}(\overline{B}_\beta ^\alpha +\overline{D}_\gamma ^\alpha )=0,`$ (40) So, the sum of all elements of any column of $`B`$ ($`C`$) should be the same $$\underset{\alpha }{}C_\beta ^\alpha =\underset{\alpha }{}B_\beta ^\alpha =f.$$ (41) Then, the state $`s\|`$ is the left eigenvector of $`B`$ and $`C`$, with the same eigenvalue $`f`$. $`\overline{B}`$ and $`\overline{D}`$ have also the same property, of course with different eigenvalue $`g`$. Changing $`B`$ and $`C`$ according to the gauge transformation, $`C_\beta ^\alpha C_{}^{}{}_{\beta }{}^{\alpha }=C_\beta ^\alpha f^\alpha `$ $`\mathrm{or}`$ $`C^{}=C\|fs\|`$ (42) $`B_\beta ^\alpha B_{}^{}{}_{\beta }{}^{\alpha }=B_\beta ^\alpha f^\alpha `$ $`\mathrm{or}`$ $`B^{}=B\|fs\|`$ (43) does not change $`𝒜`$ . With a suitable choice of $`f^\alpha `$: $$\underset{\alpha }{}f^\alpha =f,$$ (44) the sum of the elements of any column of $`B`$ or $`C`$ can be set to zero. In this gauge, the eigenvalues of $`B`$ and $`C`$ for the eigenvector $`s\|`$ will be zero. ## 5 One-point functions To solve (28), we introduce the vector $`𝒩_k`$ $$𝒩_k:=\left(\begin{array}{c}n_k^1\\ n_k^2\\ \\ \\ \\ n_k^N\end{array}\right).$$ (45) Equation (28) can then be written as $$\dot{𝒩}_k=(B+\overline{B})𝒩_k+C𝒩_{k1}+\overline{D}𝒩_{k+1}.$$ (46) Introducing the generating function $`G(z,t)`$, $$G(z,t)=\underset{\mathrm{}}{\overset{\mathrm{}}{}}𝒩_k(t)z^k,$$ (47) one arrives at, $$\dot{G}(z,t)=\left[(B+\overline{B})+zC+z^1\overline{D}\right]G(z,t),$$ (48) the solution to which is $$G(z,t)=\mathrm{exp}\left(t[(B+\overline{B})+zC+z^1\overline{D}]\right)G(z,0).$$ (49) $`𝒩_k(t)`$’s are the coefficients of the Laurent expansion of $`G(z,t)`$, so $$𝒩_k(t)=\frac{1}{2\pi i}\underset{m=\mathrm{}}{\overset{\mathrm{}}{}}dzz^{mk1}\mathrm{exp}\left(t[(B+\overline{B})+zC+z^1\overline{D}]\right)𝒩_m(0).$$ (50) This is the formal solution of the problem, which is of the form $$𝒩_k(t)=\underset{m}{}\mathrm{\Gamma }_{km}(t)𝒩_m(0).$$ (51) ### 5.1 Some special cases We now consider special choices for $`B`$, $`C`$, $`\overline{B}`$, and $`\overline{D}`$. #### 5.1.1 The matrices $`B`$, $`C`$, $`\overline{B}`$, and $`\overline{D}`$ are two–dimensional (the single–species case) We can use the gauge transformation to make $`s\|`$ the simultaneous null left–eigenvector of $`B`$, $`C`$, $`\overline{B}`$, and $`\overline{D}`$. In this gauge, one has $`B`$ $`=`$ $`\|ub\|,`$ (52) $`C`$ $`=`$ $`\|uc\|,`$ (53) $`\overline{B}`$ $`=`$ $`\|u\overline{b}\|,`$ (54) $`D`$ $`=`$ $`\|ud\|,`$ (55) where $$\|u:=\left(\begin{array}{c}1\\ 1\end{array}\right).$$ (56) This means that it is orthogonal to $`s\|`$, and is a simultaneous right–eigenvector of $`B`$, $`C`$, $`\overline{B}`$, and $`\overline{D}`$. Using (52), one can easily calculate the exponential in (50): $$\mathrm{exp}\left(t[(B+\overline{B})+zC+z^1\overline{D}]\right)=1+\frac{e^{tg(z)}1}{g(z)}\|ug(z)\|,$$ (57) where $$g(z)\|:=b\|\overline{b}\|+zc\|+z^1\overline{d}\|,$$ (58) and $$g(z):=g(z)\|u.$$ (59) Now take $`v\|`$ and $`\|w`$ to be the left–eigenvector of $`B\overline{B}+C+\overline{D}`$ dual to $`\|u`$, and the right–eigenvector of $`B\overline{B}+C+\overline{D}`$ dual to $`s\|`$, respectively. One can normalize these, so that $`v\|u`$ $`=`$ $`1,`$ (60) $`s\|w`$ $`=`$ $`1.`$ (61) Of course, $`v\|`$ is orthogonal to $`\|w`$. Then, $$\mathrm{exp}\left(t[(B+\overline{B})+zC+z^1\overline{D}]\right)=e^{tg(z)}\|uv\|+\|ws\|+g(z)\|w\frac{e^{tg(z)}1}{g(z)}\|us\|.$$ (62) Acting this on $`𝒩_m(0)`$, and noting that $$s\|N_m(0)=1,$$ (63) it is seen that $`N_k(t)`$ $`=`$ $`\|ws\|N_k(0)+{\displaystyle \frac{1}{2\pi i}}{\displaystyle \underset{m=\mathrm{}}{\overset{\mathrm{}}{}}}{\displaystyle dzz^{mk1}e^{tg(z)}}\|uv\|𝒩_m(0)`$ (64) $`=`$ $`\|w+{\displaystyle \frac{1}{2\pi i}}{\displaystyle \underset{m=\mathrm{}}{\overset{\mathrm{}}{}}}{\displaystyle dzz^{mk1}e^{tg(z)}\|uv\|𝒩_m(0)},`$ (65) or $$v\|N_k(t)=\frac{1}{2\pi i}\underset{m=\mathrm{}}{\overset{\mathrm{}}{}}dzz^{mk1}e^{tg(z)}\|uv\|𝒩_m(0).$$ (66) This is equivalent to (30). #### 5.1.2 $`C=pB,\overline{D}=q\overline{B}`$ Using (26) $$(1p)s\|B=(1q)s\|\overline{B}=0.$$ (67) means that $`p=1`$ or $`s\|B=0`$, and $`q=1`$ or $`s\|\overline{B}=0`$. If $`s\|`$ is not the left null eigenvector of $`B`$ and $`\overline{B}`$, then $`p=q=1`$. So, we will have $`B=C`$, and $`\overline{D}=\overline{B}`$. Now, using the definition of $`𝒜`$ $`𝒜_{\beta \gamma }^\alpha =C_\beta ^\alpha C_\gamma ^\alpha ={\displaystyle \underset{\lambda }{}}H_{\beta \gamma }^{\lambda \alpha }`$ (68) $`𝒜_{\gamma \beta }^\alpha =C_\gamma ^\alpha C_\beta ^\alpha ={\displaystyle \underset{\lambda }{}}H_{\gamma \beta }^{\lambda \alpha }.`$ (69) For $`\alpha \beta `$, and $`\alpha \gamma `$, all the terms in the right hand side summations in the above equations are reaction rates and should be non–negative, but the sum of the left hand sides is zero. So, $$C_\beta ^\alpha =C_\gamma ^\alpha =f^\alpha ,\mathrm{for}\gamma \alpha \beta .$$ (70) All the elements of each row except the diagonal elements of $`C`$ ( or $`B`$ ) are the same. That is, $$C=\|fs\|+C^{},$$ (71) where $`C^{}`$ is some diagonal matrix. The fact that $`\|s`$ is a left–eigenvector of $`C`$, shows that it should be a left–eigenvector of $`C^{}`$ as well. And this demands $`C^{}`$ to be proportional to the unit matrix. One can do the same arguments for $`\overline{B}`$ and $`\overline{D}`$. So, after gauge transformation, $$C=B=u\mathrm{𝟏},\overline{D}=\overline{B}=v\mathrm{𝟏}.$$ (72) Although, the time evolution of average densities can be written in terms of $`B`$, $`C`$, $`\overline{B}`$, and $`\overline{D}`$ , the Hamiltonian $`H`$ is not uniquely be determined by these matrices. There exist different Hamiltonians which are equivalent, regarding one–point functions. $`{\displaystyle \underset{\lambda }{}}H_{\beta \gamma }^{\lambda \alpha }=𝒜_{\beta \gamma }^\alpha =u(\delta _\beta ^\alpha \delta _\gamma ^\alpha )`$ (73) $`{\displaystyle \underset{\lambda }{}}H_{\beta \gamma }^{\alpha \lambda }=\overline{𝒜}_{\beta \gamma }^\alpha =v(\delta _\gamma ^\alpha \delta _\beta ^\alpha ).`$ (74) All the elements of the $`\beta \beta `$ column of $`H`$ are zero. For $`\alpha \beta `$, the elements of $`H`$ satisfy $`{\displaystyle \underset{\lambda \alpha ,\beta }{}}H_{\alpha \beta }^{\lambda \alpha }+H_{\alpha \beta }^{\alpha \alpha }+H_{\alpha \beta }^{\beta \alpha }=u`$ (75) $`{\displaystyle \underset{\lambda \alpha ,\beta }{}}H_{\alpha \beta }^{\lambda \beta }+H_{\alpha \beta }^{\alpha \beta }+H_{\alpha \beta }^{\beta \beta }=u`$ (76) $`{\displaystyle \underset{\lambda \alpha ,\beta }{}}H_{\alpha \beta }^{\beta \lambda }+H_{\alpha \beta }^{\beta \alpha }+H_{\alpha \beta }^{\beta \beta }=v`$ (77) $`{\displaystyle \underset{\lambda \alpha ,\beta }{}}H_{\alpha \beta }^{\alpha \lambda }+H_{\alpha \beta }^{\alpha \alpha }+H_{\alpha \beta }^{\alpha \beta }=v.`$ (78) In general, these sets of equations have several solutions, but for the one–species case, the reaction rates are the following $$A\mathrm{}\{\begin{array}{cc}\mathrm{}A\hfill & \mathrm{\Lambda }_{12}\hfill \\ AA\hfill & u\mathrm{\Lambda }_{12}\hfill \\ \mathrm{}\mathrm{}\hfill & v\mathrm{\Lambda }_{12}\hfill \end{array}$$ (79) $$\mathrm{}A\{\begin{array}{cc}A\mathrm{}\hfill & \mathrm{\Lambda }_{21}\hfill \\ AA\hfill & v\mathrm{\Lambda }_{21}\hfill \\ \mathrm{}\mathrm{}\hfill & u\mathrm{\Lambda }_{21}\hfill \end{array}$$ (80) The above system, with no diffusion, has been studied in . There, the $`n`$–point functions have been investigated. This solution can be generalized to the multispecies case. For $`\alpha \beta `$ $`A_\alpha A_\beta A_\beta A_a,`$ $`\mathrm{\Lambda }_{\alpha \beta }\alpha ,\beta =1\mathrm{}N`$ (81) $`A_\alpha A_\beta A_\alpha A_\alpha ,`$ $`u\mathrm{\Lambda }_{\alpha \beta }`$ (82) $`A_\alpha A_\beta A_\beta A_\beta ,`$ $`v\mathrm{\Lambda }_{\alpha \beta }.`$ (83) The only constraint is the non–negativeness of the reaction rates: $$u\mathrm{\Lambda }_{\alpha \beta }0v\mathrm{\Lambda }_{\alpha \beta }0.$$ (84) This model has $`N(N1)+2`$ free parameters. However, only the two parameters $`u`$ and $`v`$ appear in the time evolution equation of average densities: $$\dot{n}_i^\alpha =(u+v)n_i^\alpha +un_{i1}^\alpha +vn_{i+1}^\alpha .$$ (85) As it is seen, dynamics of average densities of different particles decouple, and despite the complex interactions of the model, $`\dot{n}_i^\alpha `$’s can be easily calculated. But in the time evolution of two-point functions $`\mathrm{\Lambda }_{\alpha \beta }`$’s appear as well. So, although models with different exchanging rates ($`\mathrm{\Lambda }_{\alpha \beta }`$) and same initial conditions have the same average densities, their two–point functions generally are not the same. #### 5.1.3 $`B,\overline{B},C,\overline{D}`$ commute Generally, the gauge transformation do not preserve the commutation relation of $`B`$ and $`C`$ ( and that of $`\overline{B}`$ and $`\overline{D}`$ ). But if $`B`$ and $`C`$ commute, there is a gauge transformation which leaves the transformed $`B`$ and $`C`$ commuting. If we choose $`\|f`$ to be a right eigenvector of $`B`$ and $`C`$ dual to $`s\|`$, that is $$B\|f=C\|f=f\|f,$$ (86) then $`B^{}:=B\|fs\|`$ and $`C^{}:=C\|fs\|`$ commute. If $$s\|f=f,$$ (87) then $`s\|`$ times $`B^{}`$ and $`C^{}`$ will be zero. So, if $`B`$, $`C`$, $`\overline{B}`$, and $`\overline{D}`$ commute with each other, there exists a suitable gauge transformation that makes their eigenvalue corresponding to $`s\|`$ zero, while they remain commuting: $$s\|B=s\|C=s\|\overline{B}=s\|\overline{D}=0,$$ (88) Denote, the matrix which simultaneously diagonalize these four matrices by $`U`$, diagonalized matrices by primes, and their eigenvalues by $`b^\alpha `$, $`c^\alpha `$, $`\overline{b}^\alpha `$, and $`\overline{d}^\alpha `$, respectively. We have $`\mathrm{\Omega }\|B^{}=\mathrm{\Omega }\|C^{}=\mathrm{\Omega }\|\overline{B}^{}=\mathrm{\Omega }\|\overline{D}^{}=0`$ (89) $`\mathrm{\Omega }\|=s\|U.`$ (90) We take $`b^N=c^N=\overline{b}^N=\overline{d}^N=0`$, and normalize $`\mathrm{\Omega }\|`$ and $`U`$ so that $$\mathrm{\Omega }\|=(\mathrm{0\; 0}\mathrm{}\mathrm{0\; 0}),$$ (91) and $$\underset{\alpha }{}U_{\alpha \beta }=\delta _{N\beta }.$$ (92) $`U`$ will also diagonalize the exponential in (50). So we have $$𝒩_k^{}(t)=\frac{1}{2\pi i}\underset{m=\mathrm{}}{\overset{\mathrm{}}{}}dzz^{mk1}\mathrm{exp}\left(t[B^{}\overline{B}^{}+zC^{}+z^1\overline{D}^{}]\right)𝒩_m^{}(0),$$ (93) where $$𝒩_k^{}(t):=U^1𝒩_k(t).$$ (94) The matrix in the argument of the exponential in (93) is diagonal, so the integral can be easily calculated: $$:=\frac{1}{2\pi i}dzz^{mk1}\mathrm{exp}\left(t[b^\alpha \overline{b}^\alpha +zc^\alpha +z^1\overline{d}^\alpha ]\right).$$ (95) Introducing $`w:=\sqrt{\frac{\overline{d}^\alpha }{c^\alpha }}z`$, one arrives at $$:=(\frac{\overline{d}^\alpha }{c^\alpha })^{\frac{mk}{2}}\frac{e^{t(b^\alpha +\overline{b}^\alpha )}}{2\pi i}dww^{mk1}\mathrm{exp}\left(\sqrt{c^\alpha \overline{d}^\alpha }t(w+w^1)\right),$$ (96) which can be written in terms of modified Bessel functions $$:=(\frac{\overline{d}^\alpha }{c^\alpha })^{\frac{mk}{2}}e^{t(b^\alpha +\overline{b}^\alpha )}\mathrm{I}_{km}(2\sqrt{c^\alpha \overline{d}^\alpha }t).$$ (97) Then, $$𝒩_k(t)=\underset{m=\mathrm{}}{\overset{\mathrm{}}{}}U\mathrm{diag}\left\{(\frac{\overline{d}^\beta }{c^\beta })^{\frac{mk}{2}}e^{t(b^\beta +\overline{b}^\beta )}\mathrm{I}_{km}(2\sqrt{c^\beta \overline{d}^\beta }t)\right\}U^1𝒩_m(0).$$ (98) Note that the right–hand side of (97) is $`\delta _{k,m}`$ for $`\alpha =N`$, since the $`N`$-th eigenvalue of $`B`$, $`C`$, $`\overline{B}`$, and $`\overline{D}`$ is zero. One can start with four special diagonal matrices, and then construct the Hamiltonians with different reaction–diffusion rates. Not all diagonal matrices lead to physical stochastic models: negative reaction rates may be obtained. Considering the large time behaviour of average number densities, one can show that $$\|\mathrm{Re}(\sqrt{c^\alpha \overline{d}^\alpha })\|\mathrm{Re}(b^\alpha +\overline{b}^\alpha ),$$ (99) which also shows that $$\mathrm{Re}(b^\alpha +\overline{b}^\alpha )0.$$ (100) Now, we consider a special choice for $`U`$: $$U_\beta ^\alpha =\delta _N^\alpha (1\delta _N^\alpha )\delta _\beta ^\alpha .$$ (101) Then $`B_\beta ^\alpha `$ $`=`$ $`b_\beta (\delta _\beta ^\alpha \delta _N^\alpha )`$ (102) $`C_\beta ^\alpha `$ $`=`$ $`c_\beta (\delta _\beta ^\alpha \delta _N^\alpha )`$ (103) $`\overline{B}_\beta ^\alpha `$ $`=`$ $`\overline{b}_\beta (\delta _\beta ^\alpha \delta _N^\alpha )`$ (104) $`\overline{D}_\beta ^\alpha `$ $`=`$ $`\overline{d}_\beta (\delta _\beta ^\alpha \delta _N^\alpha ).`$ (105) Now, consider $$𝒜_{\beta \gamma }^\alpha =\underset{\lambda }{}H_{\beta \gamma }^{\lambda \alpha }=b^\alpha \delta _\gamma ^\alpha +c^\alpha \delta _\beta ^\alpha +(b_\gamma +c_\beta )\delta _N^\alpha .$$ (106) For $`\alpha \gamma `$ and $`\alpha \beta `$, $$\underset{\lambda }{}H_{\beta \gamma }^{\lambda \alpha }0\underset{\lambda }{}H_{\gamma \beta }^{\lambda \alpha }0.$$ (107) So, taking $`\beta ,\gamma N`$ and $`\alpha =N`$, $$b^\gamma c^\beta .$$ (108) The same reasoning is true for $`\overline{b}^\gamma `$ and $`\overline{d}^\beta `$: $$\overline{b}^\gamma \overline{d}^\beta .$$ (109) Here too, similar to the previous example, the above choices for $`B`$, $`C`$, $`\overline{B}`$, and $`\overline{D}`$ do not determine $`H`$ uniquely. One particular solution for the reaction rates is For $`\alpha N`$ $$A_NA_\alpha \{\begin{array}{cc}A_\alpha A_N,\hfill & \mathrm{\Lambda }_{N\alpha }\hfill \\ A_\alpha A_\alpha ,\hfill & \overline{d}_\alpha \mathrm{\Lambda }_{N\alpha }\hfill \\ A_NA_N,\hfill & b_\alpha \mathrm{\Lambda }_{N\alpha }\hfill \end{array}$$ (110) $$A_\alpha A_N\{\begin{array}{cc}A_NA_\alpha ,\hfill & \mathrm{\Lambda }_{\alpha N}\hfill \\ A_\alpha A_\alpha ,\hfill & c_\alpha \mathrm{\Lambda }_{\alpha N}\hfill \\ A_NA_N,\hfill & \overline{b}_\alpha \mathrm{\Lambda }_{\alpha N}\hfill \end{array}$$ (111) and, for $`\alpha ,\beta N`$ $$A_\alpha A_\beta \{\begin{array}{cc}A_\alpha A_N,\hfill & b_\beta c_\alpha \mathrm{\Lambda }_{\alpha \beta }\hfill \\ A_NA_\beta ,\hfill & \overline{b}_\alpha \overline{d}_\beta \mathrm{\Lambda }_{\alpha \beta }\hfill \\ A_NA_N,\hfill & \mathrm{\Lambda }_{\alpha \beta }\hfill \end{array}$$ (112) For $`\alpha \beta `$, the following reactions may also occur. For $`\alpha <\beta `$ $$A_\alpha A_\beta \{\begin{array}{cc}A_\beta A_\alpha ,\hfill & c_\alpha \hfill \\ A_\beta A_\beta ,\hfill & c_\alpha +\overline{d}_\beta \hfill \end{array}$$ (113) and for $`\alpha >\beta `$ $$A_\alpha A_\beta \{\begin{array}{cc}A_\beta A_\alpha ,\hfill & \overline{d}_\beta \hfill \\ A_\alpha A_\alpha ,\hfill & c_\alpha \overline{d}_\beta \hfill \end{array}$$ (114) The constraint of non–negativeness of the reaction rates leads to $`c_\alpha d_\beta c_\gamma `$ $`\alpha <\beta <\gamma `$ (115) $`0\mathrm{\Lambda }_{\alpha \beta }b_\beta c_\alpha `$ (116) $`\mathrm{\Lambda }_{\alpha \beta }\overline{b}_\alpha \overline{d}_\beta `$ (117) $`0\mathrm{\Lambda }_{N\alpha }\overline{d}_a`$ (118) $`0\mathrm{\Lambda }_{N\alpha }b_a`$ (119) $`0\mathrm{\Lambda }_{\alpha N}\overline{b}_a`$ (120) $`0\mathrm{\Lambda }_{\alpha N}c_a`$ (121) #### 5.1.4 type–change invariance Suppose $`B`$, $`C`$, $`\overline{B}`$, and $`\overline{D}`$ have the property $$B_{\beta +\gamma }^{\alpha +\gamma }=B_\beta ^\alpha ,$$ (122) and the same for the other three matrices. Note that the indices of these matrices are defined periodically, so that $`N+\alpha `$, as an index, is equivalent to $`\alpha `$. This is in fact a special case of commuting matrices discussed earlier. One can use (98). To do so, one should know the simultaneous eigenvectors of $`B`$, $`C`$, $`\overline{B}`$, and $`\overline{D}`$, and their corresponding eigenvalues. It is not difficult to see that the eigenvectors are $$U_\beta ^\alpha =\frac{1}{\sqrt{N}}\mathrm{exp}\left(\frac{i2\pi \alpha \beta }{N}\right).$$ (123) The corresponding eigenvectors of $`B`$, for example, are $$b^\beta =\underset{\alpha }{}B_0^\alpha \mathrm{exp}\left(\frac{i2\pi \alpha \beta }{N}\right).$$ (124) Finally, the matrix elements of the inverse of $`U`$ are $$(U^1)_\beta ^\alpha =\frac{1}{\sqrt{N}}\mathrm{exp}\left(\frac{i2\pi \alpha \beta }{N}\right).$$ (125) These can be put directly in (98). ## 6 Large time behaviour of average densities The large–time behaviour of the system is deduced through a steepest–descent analysis of the formal solution (50). One should consider the eigenvalues and the eigenvectors of the $`z`$–dependent matrix $$M(z):=(B+\overline{B})+zC+z^1\overline{D}.$$ (126) Denote the eigenvalues of this matrix by $`\lambda ^\alpha (z)`$. As for any value of $`z`$, the matrix $`M`$ has $`s\|`$ as its left eigenvector corresponding to the eigenvalue zero, $`M`$ will have a right eigenvector $`\|w`$ dual to $`s\|`$. $`\|w`$ is $`z`$–dependent, but one can normalize it so that $$s\|w(z)=1.$$ (127) The fact that $`𝒩`$ should not blow up at $`t\mathrm{}`$ assures that the real–part of the eigenvalues of $`M(z)`$ are non–positive (at least for $`\|z\|=1`$). If all of the other eigenvalues have negative real–parts, then at $`t\mathrm{}`$ only $`\|w`$ survives. That is, $`𝒩_k(\mathrm{})`$ $`=`$ $`{\displaystyle \frac{1}{2\pi i}}{\displaystyle \underset{m}{}}{\displaystyle dzz^{mk1}\|w(z)s\|𝒩_m(0)}`$ (128) $`=`$ $`\|w(1).`$ (129) We have used $`s\|𝒩_m(0)=1`$. This could also be obtained directly, using the evolution equation (28), by setting $`\dot{𝒩}_k`$ equal to zero and assuming $`𝒩_k`$ independent of $`k`$. So, the final state of the system is the eigenvector of $`(B+\overline{B})+C+\overline{D}`$, corresponding to the eigenvalue zero. To investigate the next–to–leading term at $`t\mathrm{}`$, consider the other eigenvalues of $`M(z)`$. Suppose that at $`z=z_0^\alpha `$, $`\lambda ^\alpha `$ is stationary. There may be more than one point having this property. So, we will have a set consisting of $`z_{0a}^\alpha `$’s. Each of these points corresponds to a stationary eigenvalue $`\lambda _{0a}^\alpha `$. We choose that $`z_{0a}^\alpha `$ the corresponding eigenvalue of which has the largest real–part. Denote this point by $`z_0`$, its corresponding stationary eigenvalue by $`\lambda _0`$, and its corresponding right eigenvector by $`\|v_0`$. The next–to–leading term in $`𝒩`$ is then $$𝒩_k^{(1)}z_0^ke^{t\lambda _0}\|v_0.$$ (130) Note that $`z_0`$ is not necessarily a phase, its modulus may be different from 1.
warning/0007/hep-ph0007351.html	ar5iv	text	# New constraints on multi-field inflation with nonminimal coupling ## I Introduction The idea of inflation is remarkable in the sense that it can not only solve the horizon and flatness problems of the standard big bang cosmology, but provides seeds of density perturbations relevant for the large scale structure. The perturbations give an imprint on the Cosmic Microwave Background (CMB) anisotropies, whose temperature fluctuations can be analyzed by present observations. The inflationary paradigm typically predicts the nearly scale-invariant primordial power spectrum, which is consistent with observations of Cosmic Background Explorer (COBE) satellite. Since the accuracy of measurements is expected to be improved in future observations, it is very important to fully understand the primordial power spectrum predicted by the inflationary paradigm. Generally, it is assumed that only one scalar field called inflaton determines the dynamics of inflation, which leads to the exponential expansion of the universe when inflaton slowly evolves along the sufficiently flat potential. In the single-field model, density perturbations are typically “frozen” when a physical scale crosses the Hubble radius during inflation. This makes it possible to evaluate the power spectrum at the end of inflation by equating it at the first horizon crossing. In preheating era after inflation, the fluctuation of inflaton can be enhanced by parametric resonance, which may stimulate the growth of metric perturbations. In the single-field case, however, the super-Hubble curvature perturbation is typically conserved during preheating, while sub-Hubble modes can be amplified in some models of inflation including the nonminimally coupled inflationary model. As long as the system is a single-field model, and the stress-energy is conserved, nonadiabatic growth of the large-scale curvature perturbation can not be expected during inflation and reheating including generalized Einstein theories. Multi-field inflationary scenarios have received much attention for the generality of inflation and preheating. In fact, density perturbations in multi-field models were analytically derived by several authors in the scheme of the slow-roll approximation. In the presence of more than two scalar fields, large-scale curvature perturbations are not necessarily conserved due to the existence of isocurvature perturbations. In the context of scalar-tensor gravity theories, several authors studied density perturbations in the two-field system where there exists a Brans-Dicke or dilaton field in addition to inflaton. In particular, García-Bellido and Wands constrained parameters of the gravity theories by comparing the predicted spectral index with observational datas. In addition to this, since the higher-dimensional generalized Kaluza-Klein theories also give rise to a dilaton field by reducing the effective four-dimensional theories, it is worth investigating to predict the primordial power spectrum in the presence of inflaton in generalized Einstein theories from a cosmological point of view. In this respect, Berkin and Maeda studied the new and chaotic inflationary models with a dilaton potential $`U(\sigma )=0`$, and constrained the parameters of models by produced density perturbations. Multiple scalar fields also play important roles in the assisted inflation with exponential potentials. This scenario was recently extended to the assisted chaotic inflation induced by higher-dimensional theories, and density perturbations were calculated in Ref.. In preheating era, scalar fields coupled to inflaton can be resonantly amplified, which is typically more efficient than in the single-field case. It was also pointed out that there is also an interesting possibility that super-Hubble metric perturbations will be excited due to the growth of field perturbations. Since growth of metric perturbations can be expected as long as scalar fields are not severely damped in the inflationary period and are enhanced during preheating, it is important to take care the dynamics of scalar fields during inflation. When the effective mass of scalar fields is heavy relative to the Hubble parameter $`H`$, long wave modes of field fluctuations exhibit exponential decrease during inflation . In contrast, “light” fields such as inflaton whose masses are smaller than $`H`$ are hardly affected by the inflationary suppression , and can lead to the enhancement of super-Hubble metric perturbations in preheating era if they are amplified by parametric resonance. In this respect, one of the present authors recently investigated the evolution of field and metric perturbations in the presence of a dilaton field with quadratic inflaton potential, and found that the curvature perturbation in cosmological relevant modes remains almost constant in this model (Candelas Weinberg model, see Ref. ), including the backreaction effect of created particles. From the viewpoint of quantum field theories in curved spacetime, nonminimal couplings naturally arise, with their own nontrivial renormalization group flows. The ultra-violet fixed point of these flows are often divergent, implying that nonminimal couplings may be important at high energies. In the single-field case with a nonminimally coupled inflaton field, Futamase and Maeda studied the dynamics of chaotic inflation, and found that the nonminimal coupling is constrained as $`\|\xi \|\stackrel{<}{}10^3`$ in the quadratic potential, by the requirement of sufficient amount of inflation. On the other hand, such a constraint is absent in the self-coupling potential for negative $`\xi `$, and as a bonus, the fine tuning problem of the self-coupling $`\lambda `$ in the minimally coupled case can be relaxed by large negative values of $`\xi `$. Several authors evaluated scalar and tensor perturbations generated during inflation and preheating in this model. Since the system is reduced to the single-field model with some modified inflaton potential by a conformal transformation, the super-Hubble curvature perturbation remains almost constant, while metric preheating is found to be vital in sub-Hubble scales. In the multi-field model with inflaton and a nonminimally coupled scalar field $`\chi `$, it was found that $`\chi `$ particles can be efficiently produced during inflation when $`\xi `$ is negative in the unperturbed Friedmann-Robertson-Walker background. The dynamics of scalar fields strongly depends on the coupling $`\xi `$. In fact, although the exponential suppression of super-Hubble $`\chi `$ modes will take place for positive $`\xi `$ due to large effective mass relative to the Hubble rate, they can grow exponentially by negative instability for $`\xi <0`$. Then it is expected that negative nonminimal coupling may lead to the enhancement of super-Hubble metric perturbations during inflation. In addition to this, it is of interest how metric preheating proceeds in large scales, since the $`\chi `$ fluctuation can also be amplified by parametric resonance when $`\|\xi \|`$ is greater than of order unity. In this paper, motivated by above considerations, we will make precise analysis about the evolution of field and metric perturbations during inflation and preheating in the presence of a nonminimally coupled scalar field $`\chi `$. We believe that our study will be important in the sense that we can constrain the strength of nonminimal coupling by the COBE normalization. In the case where the power spectrum exceeds the observational upper bound by negative nonminimal coupling, we will give one escape route from nonadiabatic growth of super-Hubble metric perturbations. ## II The model and basic equations We investigate a model where a massless scalar field $`\chi `$ is nonminimally coupled with the scalar curvature $`R`$ in the presence of an inflaton field $`\varphi `$: $`=\sqrt{g}\left[{\displaystyle \frac{1}{2\kappa ^2}}R{\displaystyle \frac{1}{2}}(\varphi )^2V(\varphi ){\displaystyle \frac{1}{2}}(\chi )^2{\displaystyle \frac{1}{2}}\xi R\chi ^2\right],`$ (1) where $`G\kappa ^2/8\pi =m_{\mathrm{pl}}^2`$ is a gravitational coupling constant, and $`\xi `$ is a nonminimal coupling. In this paper, we adopt the quadratic potential for inflaton, $`V(\varphi )={\displaystyle \frac{1}{2}}m^2\varphi ^2.`$ (2) The variation of the action Eq. $`(\text{1})`$ yields the following field equations: $`{\displaystyle \frac{1\xi \kappa ^2\chi ^2}{\kappa ^2}}G_{\mu \nu }`$ $`=`$ $`2\xi \chi (g_{\mu \nu }\text{ }\text{ }\text{ }\text{ }\text{ }\chi _\mu _\nu \chi )g_{\mu \nu }V(\varphi )+(_\mu \varphi )(_\nu \varphi ){\displaystyle \frac{1}{2}}g_{\mu \nu }(^\lambda \varphi )(_\lambda \varphi )`$ (3) $`+`$ $`(12\xi )(_\mu \chi )(_\nu \chi )\left({\displaystyle \frac{1}{2}}2\xi \right)g_{\mu \nu }(^\lambda \chi )(_\lambda \chi ),`$ (4) $`\text{ }\text{ }\text{ }\text{ }\text{ }\varphi V^{}(\varphi )=0,`$ (5) $`\text{ }\text{ }\text{ }\text{ }\text{ }\chi \xi \chi R=0,`$ (6) where a prime denotes the derivative with respect to $`\varphi `$. Let us consider the perturbed metric in the longitudinal gauge around a Friedmann-Lema$`\widehat{ı}`$tre-Robertson-Walker (FLRW) background $`ds^2=(1+2\mathrm{\Phi })dt^2+a^2(t)(12\mathrm{\Psi })\delta _{ij}dx^idx^j,`$ (7) with $`a(t)`$ the scale factor, and $`\mathrm{\Phi },\mathrm{\Psi }`$ are gauge-invariant potentials. Decomposing scalar fields into $`\phi _J(t,𝐱)\phi _J(t)+\delta \phi _J(t,𝐱)(J=1,2)`$, where $`\phi _J(t)`$ are homogeneous parts and $`\delta \phi _J(t,𝐱)`$ are gauge-invariant fluctuations, we obtain the following background equations for the Hubble parameter $`H\dot{a}/a`$ and scalar fields $`\phi _J(t)`$: $`H^2={\displaystyle \frac{\kappa ^2}{3(1\xi \kappa ^2\chi ^2)}}\left[{\displaystyle \frac{1}{2}}\dot{\varphi }^2+V(\varphi )+{\displaystyle \frac{1}{2}}\dot{\chi }^2+6\xi H\chi \dot{\chi }\right],`$ (8) $`\dot{H}={\displaystyle \frac{\kappa ^2}{2(1\xi \kappa ^2\chi ^2)}}\left[\dot{\varphi }^2+(12\xi )\dot{\chi }^22\xi \chi (\ddot{\chi }H\dot{\chi })\right],`$ (9) $`\ddot{\varphi }+3H\dot{\varphi }+V^{}(\varphi )=0,`$ (10) $`\ddot{\chi }+3H\dot{\chi }+\xi R\chi =0,`$ (11) where the scalar curvature $`R`$ is given by $`R`$ $`=`$ $`6(2H^2+\dot{H})`$ (12) $`=`$ $`{\displaystyle \frac{\kappa ^2}{1\xi \kappa ^2\chi ^2}}\left[\dot{\varphi }^2+4V(\varphi )\dot{\chi }^2+18\xi H\chi \dot{\chi }+6\xi (\dot{\chi }^2+\chi \ddot{\chi })\right].`$ (13) The Fourier modes of the linearized perturbed Einstein equations are written as $`\mathrm{\Psi }_k=\mathrm{\Phi }_k{\displaystyle \frac{2\xi \kappa ^2\chi }{1\xi \kappa ^2\chi ^2}}\delta \chi _k,`$ (14) $`\dot{\mathrm{\Psi }}_k+\left(H{\displaystyle \frac{\xi \kappa ^2\chi \dot{\chi }}{1\xi \kappa ^2\chi ^2}}\right)\mathrm{\Phi }_k={\displaystyle \frac{\kappa ^2}{2(1\xi \kappa ^2\chi ^2)}}\left[\dot{\varphi }\delta \varphi _k+(12\xi )\dot{\chi }\delta \chi _k2\xi \chi (\delta \dot{\chi }_kH\delta \chi _k)\right],`$ (15) $`\delta \ddot{\varphi }_k+3H\delta \dot{\varphi }_k+\left[{\displaystyle \frac{k^2}{a^2}}+V^{\prime \prime }(\varphi )\right]\delta \varphi _k=2(\ddot{\varphi }+3H\dot{\varphi })\mathrm{\Phi }_k+\dot{\varphi }(\dot{\mathrm{\Phi }}_k+3\dot{\mathrm{\Psi }}_k),`$ (16) $`\delta \ddot{\chi }_k+3H\delta \dot{\chi }_k+\left({\displaystyle \frac{k^2}{a^2}}+\xi R\right)\delta \chi _k=2(\ddot{\chi }+3H\dot{\chi })\mathrm{\Phi }_k+\dot{\chi }(\dot{\mathrm{\Phi }}_k+3\dot{\mathrm{\Psi }}_k)\xi \chi \delta R_k,`$ (17) with $`\delta R_k=\left[12(2H^2+\dot{H})\mathrm{\Phi }_k+6H(\dot{\mathrm{\Phi }}_k+4\dot{\mathrm{\Psi }}_k)+6\ddot{\mathrm{\Psi }}_k{\displaystyle \frac{2k^2}{a^2}}\mathrm{\Phi }_k+{\displaystyle \frac{4k^2}{a^2}}\mathrm{\Psi }_k\right].`$ (18) Note that $`\mathrm{\Phi }_k`$ and $`\mathrm{\Psi }_k`$ do not coincide in the nonminimally coupled case, due to the nonvanishing anisotropic stress. In the absence of the nonminimally coupled $`\chi `$ field (i.e. single-field case), there exists a conserved quantity $`\zeta _k\mathrm{\Psi }_k+(\mathrm{\Psi }_k+\dot{\mathrm{\Psi }}_k/H)H^2/\dot{H}`$ for super-Hubble $`k`$ modes in the linear perturbations. During reheating phase, although entropy perturbations can be produced when $`\dot{\varphi }`$ periodically passes through zero, curvature perturbations in super-Hubble scales are typically conserved in single-field models including the nonminimally coupled inflaton case. Even in generalized Einstein theories including scalar-tensor and higher-curvature gravity theories, it was found that the conserved structure in large scales still holds in the single-field case. Due to this adiabaticy of the curvature perturbation, we only take care the perturbation at the first horizon crossing in order to evaluate the inflationary power spectrum. In the multi-field case, however, the curvature perturbation on uniform-density hypersurfaces, $`\zeta _k\mathrm{\Psi }_k+{\displaystyle \frac{H^2(1\xi \kappa ^2\chi ^2)}{\dot{H}(1\xi \kappa ^2\chi ^2)+2H\xi \kappa ^2\chi \dot{\chi }}}\left(\mathrm{\Psi }_k+{\displaystyle \frac{\dot{\mathrm{\Psi }}_k}{H}}\right),`$ (19) includes the isocurvature perturbation, which can vary nonadiabatically during inflation and reheating. In fact, in the present model, since the homogeneous $`\chi `$ and the $`\delta \chi _k`$ fluctuation in small $`k`$-modes can be strongly excited for negative $`\xi `$ as is found in Eqs. $`(\text{11})`$ and $`(\text{17})`$, this will stimulate the growth of super-Hubble metric perturbations and produce entropy perturbations. On the other hand, for positive $`\xi `$, it is expected that long-wave $`\chi `$ modes will exponentially decrease during inflation due to the large effective $`\chi `$ mass relative to the Hubble rate, which may not lead to the nonadiabatic growth of curvature perturbations on super-Hubble scales even if field fluctuations will exhibit parametric amplifications in reheating phase. In the next section, we will make a detailed analysis about the dynamics of field and metric perturbations during inflation and reheating. ## III Cosmological perturbations during inflation and reheating Let us first review the dynamics of inflation with potential $`(\text{2})`$ in the absence of the nonminimally coupled $`\chi `$ field. Neglecting the $`\dot{\varphi }`$ term in Eq. $`(\text{8})`$ and the $`\ddot{\varphi }`$ term in Eq. $`(\text{10})`$, we obtain the following approximate relation during inflation: $`H\sqrt{{\displaystyle \frac{4\pi }{3}}}{\displaystyle \frac{m}{m_{\mathrm{pl}}}}\varphi ,\dot{\varphi }{\displaystyle \frac{m^2}{3H}}\varphi .`$ (20) Combining these relations is to give $`\varphi =\varphi (0){\displaystyle \frac{m_{\mathrm{pl}}}{\sqrt{12\pi }}}mt,`$ (21) $`a=a(0)\mathrm{exp}\left[\sqrt{{\displaystyle \frac{4\pi }{3}}}{\displaystyle \frac{m}{m_{\mathrm{pl}}}}\left\{\varphi (0)t{\displaystyle \frac{m_{\mathrm{pl}}}{\sqrt{48\pi }}}mt^2\right\}\right],`$ (22) where $`\varphi (0)`$ and $`a(0)`$ are initial values of inflaton and the scale factor, respectively. In the initial stage of inflation, the scale factor evolves exponentially as $`aa(0)\mathrm{exp}[\sqrt{4\pi /3}(m/m_{\mathrm{pl}})\varphi (0)t]`$. With the increase of the last term in Eq. $`(\text{22})`$, the expansion rate slows down, which is followed by the oscillating stage of inflaton. In order to solve several cosmological puzzles of the standard big bang cosmology, the number of e-foldings $`N\mathrm{ln}(a/a(0))`$ is required to be $`N\stackrel{>}{}55`$, by which the initial value of inflaton is constrained as $`\varphi (0)\stackrel{>}{}3m_{\mathrm{pl}}`$. The inflationary period ends when the slow-roll parameter $`ϵ(V^{}/V)^2/2\kappa ^2`$ grows of order unity, which corresponds to $`\varphi 0.3m_{\mathrm{pl}}`$. If nonminimal coupling is taken into account, the dynamics of inflation can be changed. In fact, growth of the $`\chi `$ field affects the Hubble parameter by Eq. $`(\text{8})`$, which also alters the evolution of inflaton by Eq. $`(\text{10})`$. Let us first investigate the evolution of the $`\chi `$ fluctuation approximately. Neglecting the contribution of metric perturbations in Eq. $`(\text{17})`$ and introducing a new scalar field $`\delta X_ka\delta \chi _k`$ and a conformal time $`\eta a^1𝑑t`$, Eq. $`(\text{17})`$ yields $`\delta X_k^{\prime \prime }+\left[k^2(16\xi ){\displaystyle \frac{a^{\prime \prime }}{a}}\right]\delta X_k=0,`$ (23) where a prime denotes the derivative with respect to the conformal time. This solution can be expressed by the combinations of the Hankel functions $`H_\nu ^{(J)}`$ ($`J=1,2`$): $`\delta \chi _k=a^1[c_1\sqrt{\eta }H_\nu ^{(2)}(k\eta )+c_2\sqrt{\eta }H_\nu ^{(1)}(k\eta )],`$ (24) where the order $`\nu `$ of the Hankel functions is given by $`\nu ^2={\displaystyle \frac{9}{4}}12\xi .`$ (25) Note that the choice of $`c_1=\sqrt{\pi }/2`$ and $`c_2=0`$ corresponds to the state of the Bunch-Davies vacuum. The solution of the homogeneous $`\chi `$ field also looks the form of Eq. $`(\text{24})`$ with $`k=0`$. The Hankel functions take the following form in the limit of $`k\eta 0`$: $`H_\nu ^{(2,1)}(k\eta )\pm {\displaystyle \frac{i}{\pi }}\mathrm{\Gamma }(\nu )\left({\displaystyle \frac{k\eta }{2}}\right)^\nu ,`$ (26) where $`\mathrm{\Gamma }(\nu )`$ is the Gamma function with order $`\nu `$. Taking notice of the relation $`\eta 1/(aH)`$ during inflation, we easily find from Eq. $`(\text{24})`$ that long-wave $`\delta \chi _k`$ modes exponentially increase as $`\delta \chi _ka^{\nu 3/2}`$ when $`\nu >3/2`$. This case corresponds to the negative $`\xi `$ by Eq. $`(\text{25})`$, leading to the particle creation during inflation by negative instability as noted in Ref. . This efficient particle production for low momentum modes is expected to enhance metric perturbations for wavelengths larger than the Hubble radius, due to the increase of the rhs of Eq. $`(\text{15})`$. This will also stimulate the growth of field perturbations as expected by Eqs. $`(\text{16})`$ and $`(\text{17})`$. In contrast, for positive $`\xi `$, long-wave $`\delta \chi _k`$ modes decay exponentially in de Sitter background. Especially for the case of $`\xi >3/16`$ where $`\nu `$ takes complex values, $`\delta \chi _k`$ decreases as $`a^{3/2}`$. This makes the $`\chi `$ term in the rhs of Eq. $`(\text{15})`$ unimportant and super-Hubble metric perturbations will not be strongly amplified even taking into account the parametric amplification of $`\chi `$ and $`\delta \chi _k`$ modes during preheating as shown in Ref. in the model of $`V(\varphi ,\chi )=\frac{1}{2}m^2\varphi ^2+\frac{1}{2}g^2\varphi ^2\chi ^2`$. Before analyzing the dynamics of the system, we should mention initial conditions of field fluctuations. For positive frequency $`\omega _k^2>0`$, we typically choose the conformal vacuum state $`\delta \phi _k=1/\sqrt{2\omega _k}`$ and $`\delta \dot{\phi }_k=(i\omega _kH)\delta \phi _k`$. However, in de Sitter background with nonminimal coupling, the frequency of scalar fields can take negative values. Hence we adopt the de Sitter invariant vacuum state given by $`\delta X_k(\eta _0)={\displaystyle \frac{1}{k^{3/2}}}\left[ik+{\displaystyle \frac{a^{}(\eta _0)}{a(\eta _0)}}\right]\mathrm{exp}(ik\eta _0),\delta X_k^{}(\eta _0)={\displaystyle \frac{1}{k^{1/2}}}\left[ik+{\displaystyle \frac{a^{}(\eta _0)}{a(\eta _0)}}{\displaystyle \frac{i}{k}}\left({\displaystyle \frac{a^{}(\eta _0)}{a(\eta _0)}}\right)^{}\right]\mathrm{exp}(ik\eta _0).`$ (27) In the case of $`ka^{}(\eta _0)/a(\eta _0)`$, this takes the similar form as the conformal vacuum state, while mode functions depend on the choice of the vacuum for small $`k`$. However, in the context of the inflationary power spectrum, it is known that different choice of initial conditions has little affect on the results. In what follows, we numerically study the evolution of scalar fields and super-Hubble metric perturbations for positive and negative values of $`\xi `$ during inflation and reheating, and also investigate the case where the coupling between $`\varphi `$ and $`\chi `$ ($`\frac{1}{2}g^2\varphi ^2\chi ^2`$) is introduced at the end of this section. ### A Case of $`\xi >0`$ Let us first consider the minimally coupled case ($`\xi =0`$) before analyzing the positive $`\xi `$ case. In this case, the inflationary period proceeds as in the single-field case, as long as $`\chi `$ is initially small relative to inflaton. We plot in Fig. 1 the evolution of the metric perturbation $`\mathrm{\Psi }_k(=\mathrm{\Phi }_k)`$ and the curvature perturbation $`\zeta _k`$ for a cosmological mode $`k=a_0H_0`$ where $`a_0`$ denotes the scale factor about 55 e-foldings before the end of inflation. The initial value of inflaton is chosen as $`\varphi (0)=3m_{\mathrm{pl}}`$, in which case the inflationary period continues until $`mt20`$, leading to about 57 e-foldings at the end of inflation. The curvature perturbation, $`\zeta _k=\mathrm{\Psi }_k+{\displaystyle \frac{H^2}{\dot{H}}}\left(\mathrm{\Psi }_k+{\displaystyle \frac{\dot{\mathrm{\Psi }}_k}{H}}\right),`$ (28) remains almost constant on large-scales as is clearly seen in Fig. 1. When the system enters the reheating stage, $`\dot{\varphi }`$ periodically passes through zero, during which entropy perturbations can be produced. Nevertheless, this process is not strong enough to lead to the overall increase of $`\zeta _k`$ and $`\mathrm{\Phi }_k`$ in super-Hubble modes (see Fig. 1). Not only scalar field fluctuations for low momentum modes are not relevantly amplified, but metric preheating is inefficient on large scales for $`\xi =0`$. Let us define the power-spectrum of $`\zeta _k`$ as $`𝒫_{\zeta _k}{\displaystyle \frac{k^3}{2\pi ^2}}\|\zeta _k\|^2={\displaystyle \frac{\|\stackrel{~}{\zeta }_k\|^2}{2\pi ^2}},`$ (29) where $`\stackrel{~}{\zeta }_k`$ is defined by $`\stackrel{~}{\zeta }_kk^{3/2}\zeta _k`$. Assuming that $`\zeta _k`$ remains conserved in cosmological scales until it reenters the Hubble length in the matter-dominant stage, the power spectrum at the end of inflation \[$`=𝒫_{\zeta _k}(t_e)`$\] can be related with the density perturbation $`\delta _H(k)`$ at the horizon reentry as $`\delta _H^2(k){\displaystyle \frac{4}{25}}𝒫_{\zeta _k}(t_e).`$ (30) For the inflaton mass $`m10^6m_{\mathrm{pl}}`$ regulated by CMB observations, numerical calculations give $`\stackrel{~}{\zeta }_k2.4\times 10^4`$ at the end of inflation. Then we obtain the density perturbation as $`\delta _H(k)2\times 10^5`$ by the relation $`(\text{30})`$. For positive $`\xi `$, $`\chi `$ and long-wave $`\delta \chi _k`$ modes exponentially decrease during inflation. This decreasing rate strongly depends on the strength of the coupling $`\xi `$. When $`0<\xi <3/16`$, the order $`\nu `$ of the Hankel function is in the range of $`0<\nu <3/2`$, and long-wave $`\delta \chi _k`$ modes evolve as $`\delta \chi _ka^{(3/2\nu )}`$. In Fig. 2, we plot the evolution of $`\delta \stackrel{~}{\chi }_kk^{3/2}\delta \chi _k/m_{\mathrm{pl}}`$ for several $`\xi `$ with initial values $`\varphi (0)=3m_{\mathrm{pl}}`$ and $`\chi (0)=10^3m_{\mathrm{pl}}`$. For $`\xi =0.01`$, $`\delta \stackrel{~}{\chi }_k`$ decreases only by one order of magnitude during inflation. With the increase of $`\xi `$, the inflationary suppression becomes relevant and the decreasing rate is getting larger. When $`\xi >3/16`$ (i.e., $`\nu ^2<0`$), super-Hubble $`\delta \chi _k`$ fluctuations decay as $`\delta \chi _ka^{3/2}`$ irrespective of the coupling $`\xi `$. This means that the amplitude of $`\delta \chi _k`$ at the end of inflation depends on the total amount of inflation. In the simulation of initial values $`\varphi (0)=3m_{\mathrm{pl}}`$ and $`\chi (0)=10^3m_{\mathrm{pl}}`$, $`\delta \stackrel{~}{\chi }_k`$ decreases of order $`\delta \stackrel{~}{\chi }_k\stackrel{<}{}10^{40}`$ since the number of e-foldings is about $`N57`$ in this case. The homogeneous $`\chi `$ field is also affected by this suppression. Hence $`\chi `$ dependent terms in the rhs of Eq. $`(\text{15})`$ can be negligible relative to the $`\varphi `$ dependent term, leading to the conservation of the super-Hubble curvature perturbation during inflation. As is found in Eq. $`(\text{13})`$, the scalar curvature reduces with the decrease of inflaton, unless the $`\chi `$ field is amplified. When the kinetic term of inflaton becomes comparable to its potential energy, the scalar curvature begins to oscillate due to the oscillation of inflaton. It is well known that $`\chi `$ particles coupled to $`\varphi `$ can be nonperturbatively produced by parametric resonance during preheating era. In the present model, we can also expect the amplification of the $`\delta \chi _k`$ fluctuation due to the oscillating scalar curvature. This geometric preheating scenario was studied in Ref. neglecting metric perturbations. In Fig. 2, we find that the $`\delta \chi _k`$ fluctuation undergoes the parametric excitation during the reheating era ($`mt\stackrel{>}{}20`$) for the coupling $`\xi \stackrel{>}{}10`$, while there is no growth for $`\xi \stackrel{<}{}1`$. With the increase of $`\xi `$, the growth rate of $`\delta \chi _k`$ gets gradually larger, leading to the efficient particle production. Nevertheless, as deeply studied in Ref. , larger values of $`\xi `$ do not necessarily result in the larger amount of the final fluctuation, due to the suppression effect of the $`\chi `$ particle production itself. In fact, the final variance takes the maximum value at $`\xi =100200`$ . This indicates that long-wave $`\delta \chi _k`$ fluctuations are still much smaller relative to inflaton fluctuations even in the case of $`\xi \stackrel{>}{}100`$ because of the very small amplitude at the end of inflation. As a result, the existence of the preheating era does not lead to the enhancement of super-Hubble metric perturbations, whose source terms in the rhs of Eq. $`(\text{15})`$ are completely dominated by the inflaton-dependent term. We have numerically checked that the curvature perturbation $`\zeta _k`$ and metric perturbations $`\mathrm{\Psi }_k`$, $`\mathrm{\Phi }_k`$ on large scales exhibit the same behavior as shown in Fig. 1, as long as the initial value of $`\chi `$ at the onset of inflation is much smaller than $`\varphi `$. As a result, the adiabatic picture of large-scale cosmological perturbations in the single-field case still holds even during preheating in the presence of the positive nonminimal coupling. We should mention the evolution of $`\delta \chi _k`$ and $`\mathrm{\Psi }_k,\mathrm{\Phi }_k`$ in sub-Hubble modes during preheating. For large $`k`$-modes, the adiabatic solution for the $`\delta \chi _k`$ fluctuation is estimated by Eq. $`(\text{27})`$ as $`\|\delta \stackrel{~}{\chi }_k\|\overline{k}{\displaystyle \frac{m}{m_{\mathrm{pl}}}},\|\delta \dot{\stackrel{~}{\chi }}_k\|/m\overline{k}^2{\displaystyle \frac{m}{m_{\mathrm{pl}}}},`$ (31) where $`\overline{k}k/(ma_I)`$ with $`a_I`$ the scale factor at the beginning of preheating. Since sub-Hubble modes correspond to $`\overline{k}\stackrel{>}{}1`$, the amplitude of the $`\delta \chi _k`$ fluctuation at the end of inflation is found to be $`\|\delta \stackrel{~}{\chi }_k\|\stackrel{>}{}m/m_{\mathrm{pl}}10^6`$, which is not strongly suppressed compared with the super-Hubble case. Then the growth of the total variance $`\delta \chi ^2{\displaystyle \frac{1}{2\pi ^2}}{\displaystyle k^2\|\delta \chi _k\|^2𝑑k}={\displaystyle \frac{m_{\mathrm{pl}}^2}{2\pi ^2}}{\displaystyle \|\delta \stackrel{~}{\chi }_k\|^2d(\mathrm{log}k)},`$ (32) is typically governed by sub-Hubble modes. This situation is similar to the preheating scenario with the $`\frac{1}{2}g^2\varphi ^2\chi ^2`$ coupling. We depict in Fig. 3 the evolution of $`\delta \chi _k`$, $`\delta \varphi _k`$, and $`\mathrm{\Psi }_k`$ in preheating phase for a sub-Hubble mode $`\overline{k}=3`$ with $`\xi =100`$. While the $`\delta \chi _k`$ fluctuation exhibits parametric excitation by the oscillating scalar curvature, we find that sub-Hubble metric perturbations are hardly enhanced during preheating. In spite of the unsuppressed initial conditions for sub-Hubble $`\delta \chi _k`$ and $`\delta \dot{\chi }_k`$ modes in the rhs of Eq. $`(\text{15})`$, the homogeneous components $`\chi `$ and $`\dot{\chi }`$ are strongly damped as in the case of super-Hubble $`\delta \chi _k`$ modes. Then we can not expect the strong amplification of sub-Hubble metric perturbations, due to the suppression of $`\chi `$-dependent source terms in Eq. $`(\text{15})`$. However, this result may change if we take into account second order metric perturbations as in Ref. , which we do not consider in this paper. Since the rhs of Eq. $`(\text{16})`$ can be negligible and the resonant term is absent in the lhs, the inflaton fluctuation is also hardly amplified as is found in Fig. 3 even in the presence of metric perturbations. For positive $`\xi `$, we conclude that the curvature perturbation in cosmologically relevant scales is conserved during inflation and preheating as long as $`\chi `$ is initially small relative to $`\varphi `$. ### B Case of $`\xi <0`$ Let us next proceed to the case of negative $`\xi `$. In this case, $`\chi `$ and long-wave $`\delta \chi _k`$ modes can be enhanced during inflation by negative instability as is found by Eqs. $`(\text{11})`$ and $`(\text{17})`$. The analytic estimation of Eq. $`(\text{24})`$ which neglects metric perturbations includes the following growing solution in small $`k`$-modes: $`\|\delta \chi _k\|a^c,\mathrm{with}c={\displaystyle \frac{3}{2}}\left(\sqrt{1+{\displaystyle \frac{16}{3}}\|\xi \|}1\right).`$ (33) This growth rate gets larger with the increase of $`\|\xi \|`$. The exponential increase of the $`\delta \chi _k`$ fluctuation also stimulates the growth of super-Hubble metric perturbations as is found in Eq. $`(\text{15})`$. Then metric perturbations will strengthen field resonances by Eqs. $`(\text{16})`$ and $`(\text{17})`$ in the perturbed metric case, as we numerically study it later. What we are mainly concerned with is how the dynamics and produced perturbations are modified during inflation and preheating by negative nonminimal coupling. Let us first consider the case of $`\varphi (0)=3m_{\mathrm{pl}}`$ where the number of e-foldings reaches $`N57`$ in the absence of the $`\chi `$ field. If the negative nonminimal coupling is taken into account, the total amount of inflation is not necessarily sufficient to solve cosmological puzzles. For example, when $`\chi (0)=10^3m_{\mathrm{pl}}`$, the dynamics of inflation is modified due to the enhancement of the $`\chi `$ field for $`\|\xi \|\stackrel{>}{}0.02`$. In Fig. 4, we plot the evolution of the homogeneous $`\varphi `$ and $`\chi `$ fields for $`\xi =0.05`$ with initial values $`\varphi (0)=3m_{\mathrm{pl}}`$ and $`\chi (0)=10^3m_{\mathrm{pl}}`$. The negative nonminimal coupling leads to the growth the $`\chi `$ field, which catches up the $`\varphi `$ field for $`mt10`$. In the initial stage where $`\varphi `$ is larger than $`\chi `$, the dynamics of inflation is approximately described by Eqs. $`(\text{21})`$ and $`(\text{22})`$. However, after $`\chi `$ exceeds $`\varphi `$ for $`mt\stackrel{>}{}10`$, these relations can no longer be applied. With the increase of $`\chi `$, the potential $`V(\varphi )`$ becomes gradually unimportant relative to $`\chi `$-dependent terms in Eq. $`(\text{8})`$ and the $`1/(1\xi \kappa ^2\chi ^2)`$ factor also gets smaller, the Hubble expansion rate decreases faster than in the $`\xi =0`$ case. Then inflation ends at $`mt_e13`$ with the e-folding number $`N42`$. Note that these values are smaller than in the minimally coupled case, $`mt_e20`$ and $`N58`$. Since the decrease of the scalar curvature $`R=6(2H^2+\dot{H})`$ is accompanied by the decrease of $`H`$, the growth of the $`\chi `$ field typically becomes irrelevant after the inflationary period terminates (see Fig. 4). We show in the inset of Fig. 4 the evolution of $`\varphi `$ and $`\chi `$ for $`\xi =0.005`$. In this case, the $`\chi `$ field is hardly amplified, which results in almost the same dynamics of inflation as in the $`\xi =0`$ case. In Fig. 5 we show the evolution of large-scale $`\delta \chi _k`$ and $`\delta \varphi _k`$ fluctuations for $`\xi =0.05`$ with $`\varphi (0)=3m_{\mathrm{pl}}`$ and $`\chi (0)=10^3m_{\mathrm{pl}}`$. We numerically found that the growth of field perturbations is relevant for $`\|\xi \|\stackrel{>}{}0.02`$. In the case of $`\xi =0.05`$, $`\delta \chi _k`$ fluctuations in small $`k`$-modes are enhanced from the beginning as described in Eq. $`(\text{33})`$ with $`c0.188`$. Recalling that the total amount of inflation is about $`N42`$, $`\|\delta \chi _k\|`$ is amplified about $`10^3`$ times during inflation by the analytic estimation of Eq. $`(\text{33})`$ neglecting metric perturbations. We plot in the inset of Fig. 5 the evolution of long-wave field perturbations in the unperturbed metric case \[i.e., setting $`\mathrm{\Psi }_k=\mathrm{\Phi }_k=0`$ in Eqs. $`(\text{16})`$ and $`(\text{17})`$\]. We can easily confirm that numerical calculations coincide with the analytic result $`(\text{33})`$ fairly well. In the perturbed metric case, the evolution of the $`\delta \chi _k`$ fluctuation is almost the same as in the unperturbed metric case except for the final short stage of inflation, which indicates that the $`\xi R`$ term in the lhs of Eq. $`(\text{17})`$ mainly determines the growth of $`\delta \chi _k`$ even taking into account metric perturbations. In contrast, the difference appears in the inflaton fluctuation. If we neglect metric perturbations, the $`\delta \varphi _k`$ fluctuation does not grow nonperturbatively in the massive inflaton model. Including metric perturbations, the enhancement of $`\chi `$ and $`\delta \chi _k`$ fluctuations in small $`k`$-modes stimulates the growth of super-Hubble metric perturbations by Eq. $`(\text{15})`$. Then the rhs of Eq. $`(\text{16})`$ leads to the amplification of the $`\delta \varphi _k`$ fluctuation, which is absent in the rigid spacetime case. This difference is clearly seen in Fig. 5. Let us investigate the evolution of the curvature perturbation $`\zeta _k`$ and metric perturbations $`\mathrm{\Psi }_k`$ and $`\mathrm{\Phi }_k`$ on large scales. Since the growth of metric perturbations is accompanied by the excitement of the $`\chi `$ field fluctuation, $`\zeta _k`$ increases during inflation when $`\|\xi \|\stackrel{>}{}0.02`$ with initial values $`\varphi (0)=3m_{\mathrm{pl}}`$ and $`\chi (0)=10^3m_{\mathrm{pl}}`$. In Fig. 6, we show the evolution of $`\mathrm{\Psi }_k`$ and $`\mathrm{\Phi }_k`$ for $`\xi =0.05`$ and $`\xi =0.005`$. When $`\xi =0.005`$, $`\mathrm{\Psi }_k`$ almost coincides with $`\mathrm{\Phi }_k`$ as in the case of $`\xi 0`$. For $`\xi =0.05`$, however, super-Hubble metric perturbations are strongly amplified during inflation, leading to the distortions in the CMB spectrum. Note that the difference of $`\mathrm{\Psi }_k`$ and $`\mathrm{\Phi }_k`$ appears in this case, due to the enhancement of the $`\chi `$ field fluctuation. While the super-Hubble curvature perturbation is conserved for $`\xi =0.005`$, it exhibits rapid growth during inflation for $`\xi =0.05`$. This means that the standard picture of adiabatic perturbations in the single-field case can no longer be applied in the presence of the nonminimally coupled $`\chi `$ field with negative coupling. In TABLE I, we show the number of e-foldings, the homogeneous $`\chi `$ field, and the super-Hubble curvature perturbation at the end of inflation for several values of $`\xi `$ with initial conditions $`\varphi (0)=3m_{\mathrm{pl}}`$ and $`\chi (0)=10^3m_{\mathrm{pl}}`$. Since the enhancement of the $`\chi `$ field is weak for $`\|\xi \|\stackrel{<}{}0.02`$, $`\zeta _k`$ remains constant during inflation. For $`\|\xi \|\stackrel{>}{}0.02`$, the rapid growth of $`\chi `$ makes the inflationary period terminate earlier as confirmed in TABLE I. This leads to the smaller amount of inflation with the increase of $`\|\xi \|`$. For example, when $`\xi =1`$, the system soon enters the reheating stage after only 4 e-foldings. We have to caution that large $`\|\xi \|`$ does not necessarily yield the larger values of $`\chi `$ and $`\zeta _k`$ at the end of inflation, because the duration of inflation gets shorter. In fact, $`\zeta _k`$ decreases with the increase of $`\|\xi \|`$ for $`\|\xi \|\stackrel{>}{}0.05`$, although large $`\|\xi \|`$ also leads to the distortions in the anisotropies of CMB. The important point is that the successful inflationary scenario can be completely violated with the existence of the large negative nonminimal coupling. Let us consider the case where initial values of $`\chi `$ are changed. With the decrease of $`\chi (0)`$, larger $`\|\xi \|`$ is required for the growth of curvature perturbations. When $`\chi (0)`$ is close to the order of $`m_{\mathrm{pl}}`$, $`\chi `$ soon catches up inflaton even for not so large values of $`\|\xi \|`$, which prevents successful inflation. In this case, inflation typically terminates with small amount of e-foldings before $`\zeta _k`$ begins to grow significantly. We present two-dimensional plots of $`\xi `$ and $`\chi (0)`$ which divide the “allowed” and “ruled out ” regions in Fig. 7 for the case of $`\varphi (0)=3m_{\mathrm{pl}}`$. The “allowed” regions mean that conditions of $`\delta _H(k)<2\times 10^5`$ and $`N>55`$ are both satisfied at the end of inflation for the inflaton mass $`m=10^6m_{\mathrm{pl}}`$. When $`\chi (0)\stackrel{<}{}0.1m_{\mathrm{pl}}`$, the separating curve is mainly determined by the condition of $`\delta _H(k)<2\times 10^5`$ (i.e., $`\zeta _k`$ remains almost constant on super-Hubble scales). For $`\chi (0)\stackrel{>}{}0.1m_{\mathrm{pl}}`$, the condition of $`N>55`$ plays the dominant role rather than that of the density perturbation. It is important to note that wide ranges of parameters are ruled out even in the case of $`\|\xi \|\stackrel{<}{}0.1`$ unless we take smaller values of $`\chi (0)`$. When $`\|\xi \|\stackrel{>}{}1`$, we find that nonlinear growth of super-Hubble curvature perturbations is inevitable even for very small initial $`\chi `$ as $`\chi (0)=10^{50}m_{\mathrm{pl}}`$. One may consider that allowed regions may become wider if initial values of inflaton are larger. However, this is not generally true. Since larger values of $`\varphi `$ correspond to the larger potential energy, the inflationary period during which the $`\varphi `$ field dominates the dynamics of the system is longer. This prolonged inflation leads to the amplification of super-Hubble $`\zeta _k`$ as well as the $`\chi `$ field fluctuation. For example, when $`\varphi (0)=4m_{\mathrm{pl}}`$ and $`\chi (0)=10^3m_{\mathrm{pl}}`$ with $`\xi =0.02`$, $`\zeta _k`$ grows up to $`\stackrel{~}{\zeta }_k0.07`$, while for the smaller value $`\varphi (0)=3m_{\mathrm{pl}}`$, $`\zeta _k`$ remains almost constant for the same value of $`\xi `$. For $`\varphi (0)=4m_{\mathrm{pl}}`$ and $`\chi (0)=10^3m_{\mathrm{pl}}`$, the allowed values of $`\xi `$ are found to be $`\|\xi \|\stackrel{<}{}0.01`$, whose condition is tighter than in the case of $`\varphi (0)=3m_{\mathrm{pl}}`$. When $`\chi (0)`$ is close to of order unity, larger values of $`\varphi (0)`$ typically make the e-folding number larger, which can broaden allowed regions in some cases. For example, when $`\varphi (0)=4m_{\mathrm{pl}}`$ and $`\chi (0)=m_{\mathrm{pl}}`$, the allowed values are $`\|\xi \|\stackrel{<}{}0.007`$, while $`\|\xi \|\stackrel{<}{}0.001`$ for $`\varphi (0)=3m_{\mathrm{pl}}`$ and $`\chi (0)=m_{\mathrm{pl}}`$. However, when $`\varphi (0)`$ takes further large values as $`\varphi (0)\stackrel{>}{}10m_{\mathrm{pl}}`$, $`\zeta _k`$ grows nonadiabatically even for $`\xi =0.001`$. This indicates that large $`\varphi (0)`$ does not necessarily result in the successful inflation in the presence of negative nonminimal coupling. In the reheating phase, parametric amplification of the $`\chi `$ fluctuation is relevant only for the case of $`\xi \stackrel{<}{}1`$, because the scalar curvature gradually decreases during inflation. However, such large values of $`\|\xi \|`$ generally prevents the successful inflationary scenario as explained above, which will be ruled out even if $`\chi (0)`$ is initially very small. This is in contrast with the positive $`\xi `$ case where exponential suppression of long-wave modes in the $`\delta \chi _k`$ fluctuation do not affect on the dynamics of inflation. In the absence of other interactions, negative nonminimal coupling leads to the strong distortions on CMB in wide ranges of parameters. ### C The $`\frac{1}{2}g^2\varphi ^2\chi ^2`$ coupling is taken into account So far, we have not considered the interaction between $`\varphi `$ and $`\chi `$ fields. Taking into account the simple four-point coupling $`\frac{1}{2}g^2\varphi ^2\chi ^2`$ provides a way to escape nonadiabatic growth of super-Hubble curvature perturbations. The background equations for the scale factor and inflaton are obtained by changing $`V(\varphi )=\frac{1}{2}m^2\varphi ^2`$ to $`V(\varphi ,\chi )=\frac{1}{2}m^2\varphi ^2+\frac{1}{2}g^2\varphi ^2\chi ^2`$ in Eqs. $`(\text{8})`$ and $`(\text{10})`$. The homogeneous $`\chi `$ and the $`\delta \chi _k`$ fluctuation satisfy $`\ddot{\chi }+3H\dot{\chi }+(g^2\varphi ^2+\xi R)\chi =0,`$ (34) $`\delta \ddot{\chi }_k+3H\delta \dot{\chi }_k+\left({\displaystyle \frac{k^2}{a^2}}+g^2\varphi ^2+\xi R\right)\delta \chi _k=2(\ddot{\chi }+3H\dot{\chi })\mathrm{\Phi }_k+\dot{\chi }(\dot{\mathrm{\Phi }}_k+3\dot{\mathrm{\Psi }}_k)\xi \chi \delta R_k2g^2\varphi \chi \delta \varphi _k.`$ (35) Then the effective mass of the $`\chi `$ and super-Hubble $`\delta \chi _k`$ modes are given by $`m_{\mathrm{eff}}^2=g^2\varphi ^2+\xi R.`$ (36) Neglecting the contribution of the $`\chi `$ field relative to inflaton in Eq. $`(\text{13})`$, the scalar curvature is approximately written as $`R2\kappa ^2m^2\varphi ^2`$ during inflation, which yields the relation $`m_{\mathrm{eff}}^2\left[g^2+16\pi \xi \left({\displaystyle \frac{m}{m_{\mathrm{pl}}}}\right)^2\right]\varphi ^2.`$ (37) When $`\xi <0`$, the negative effective mass leads to the exponential increase of $`\chi `$ and long-wave $`\delta \chi _k`$ modes during inflation. This effect is weakened in the presence of the $`g`$ coupling. Especially for the positive effective mass, which corresponds to $`g>4\sqrt{\pi }{\displaystyle \frac{m}{m_{\mathrm{pl}}}}\sqrt{\|\xi \|},`$ (38) the $`\chi `$ particle production is shut off in inflationary phase. Neglecting metric perturbations, we have the analytic solution $`(\text{24})`$, where the order of the Hankel functions is given by $`\nu ^2={\displaystyle \frac{9}{4}}12\xi {\displaystyle \frac{g^2\varphi ^2}{H^2}}.`$ (39) Since the Hubble expansion rate is approximately written as $`H^24\pi /3(m/m_{\mathrm{pl}})^2\varphi ^2`$ during inflation, we obtain $`\nu ^2{\displaystyle \frac{9}{4}}12\xi {\displaystyle \frac{3g^2}{4\pi }}\left({\displaystyle \frac{m_{\mathrm{pl}}}{m}}\right)^2.`$ (40) Eq. $`(\text{38})`$ corresponds to cancelling the second term in Eq. $`(\text{40})`$ by the $`g`$ term. When $`\nu ^2<0`$, i.e., $`g>4\sqrt{\pi }{\displaystyle \frac{m}{m_{\mathrm{pl}}}}\sqrt{\|\xi \|+{\displaystyle \frac{3}{16}}},`$ (41) $`\chi `$ modes exponentially decrease as $`a^{3/2}`$ in the similar way as the large positive $`\xi `$ case. When $`g`$ ranges in the region of $`4\sqrt{\pi }(m/m_{\mathrm{pl}})\sqrt{\|\xi \|}<g<4\sqrt{\pi }(m/m_{\mathrm{pl}})\sqrt{\|\xi \|+3/16}`$, $`\chi `$ decays more slowly as $`a^{(3/2\nu )}`$. However, as long as the condition $`(\text{38})`$ is satisfied and $`\chi `$ is initially small relative to $`\varphi `$, the $`\chi `$ field hardly affects the dynamics of inflation, which results in the conservation of the curvature perturbation $`\zeta _k`$ on super-Hubble scales. Let us consider concrete cases. In Fig. 8 we plot the evolution of a long-wave $`\delta \chi _k`$ mode for $`\xi =0.05`$ and several values of $`g`$ with initial conditions $`\varphi (0)=3m_{\mathrm{pl}}`$ and $`\chi (0)=10^3m_{\mathrm{pl}}`$. When $`g=0`$, the $`\delta \chi _k`$ fluctuation exhibits exponential increase during inflation, leading to the nonadiabatic growth of super-Hubble curvature perturbations. In the presence of the $`g`$ coupling, the conditions of Eqs. $`(\text{38})`$ and $`(\text{41})`$ yield $`g>1.6\times 10^6`$ and $`g>3.5\times 10^6`$, respectively, for the typical mass scale $`m=10^6m_{\mathrm{pl}}`$. As is found in Fig. 8, $`\delta \chi _k`$ decreases very rapidly as $`a^{3/2}`$ for $`g=5.0\times 10^6`$, while its decreasing rate is smaller for $`g=2.0\times 10^6`$. In both cases, however, large-scale curvature perturbations remain almost constant during inflation and reheating (see the inset of Fig. 8). In the case of $`\|\xi \|1`$, Eq. $`(\text{41})`$ approximately takes the form of Eq. $`(\text{38})`$, which reads $`g\stackrel{>}{}7.1\times 10^6\sqrt{\|\xi \|}`$ for the inflaton mass $`m=10^6m_{\mathrm{pl}}`$. Even for very large values of $`\|\xi \|`$ such as $`\xi =10^4`$, the $`\xi `$ effect can be removed for $`g\stackrel{>}{}7.1\times 10^4`$. If the coupling between $`\varphi `$ and $`\chi `$ is greater than of order $`10^3`$, the $`\chi `$ particle production during inflation discussed in Ref. will be irrelevant. When $`g\stackrel{>}{}10^3`$, since the $`g`$ effect is typically dominant relative to the negative nonminimal coupling unless $`\|\xi \|`$ is unnaturally large, $`\chi `$ particles are created during preheating in the usual manner due to the $`g`$ resonance. Since long-wave $`\chi `$ modes are exponentially suppressed during inflation for the case of $`g7.1\times 10^6\sqrt{\|\xi \|}`$, the existence of the preheating era does not lead to the amplification of super-Hubble metric perturbations, which provides the standard conservation law of large-scale curvature perturbations. ## IV Conclusions We have studied the dynamics and perturbations in the multi-field inflation with a nonminimally coupled $`\chi `$ field. When the coupling $`\xi `$ is positive, $`\chi `$ and long-wave $`\delta \chi _k`$ fluctuations are exponentially suppressed in de Sitter background. In this case, the existence of the $`\chi `$ field hardly affects the dynamics of inflation, and the ordinary adiabatic scenario in large-scale curvature perturbations is not modified as long as $`\chi `$ is initially small relative to inflaton. Although $`\chi `$ fluctuations grow by parametric resonance during preheating after inflation for large values of $`\xi (1)`$, this process is not sufficient to enhance super-Hubble metric perturbations, since the inflationary suppression is strong. In contrast, negative nonminimal coupling can lead to the strong inflationary $`\chi `$ particle production in long-wave modes. This exponential increase of the $`\chi `$ fluctuation makes super-Hubble metric perturbations grow too, which violates the standard conservation property of large-scale curvature perturbations in adiabatic inflation models. We find that even the coupling $`\|\xi \|`$ less than unity yields the exponential growth of the $`\chi `$ fluctuation in small $`k`$-modes, which terminates the inflationary period earlier than in the minimally coupled case. This effect reduces the total amount of inflation (e-foldings), in addition to the nonadiabatic increase of super-Hubble curvature perturbations. Large values of $`\|\xi \|`$ greater than unity make the inflationary phase very short, whose amount of inflation is typically insufficient for the success of the inflationary scenario. We have constrained the strength of negative nonminimal coupling by two requirements that the large-scale curvature perturbation is almost conserved and the number of e-foldings satisfies $`N>55`$. Since the evolution of the $`\chi `$ fluctuation depends on its initial value at the beginning of inflation, we examined the allowed regions in two-dimensional plots of $`\xi `$ and $`\chi (0)`$. With the increase of $`\|\xi \|`$, we require smaller values of $`\chi (0)`$ for the successful inflationary scenario. When $`\|\xi \|\stackrel{>}{}1`$, we find that strong enhancement of large-scale curvature perturbations is inevitable even for very small values of $`\chi (0)`$. As one escape route from nonadiabatic growth of super-Hubble metric perturbations, we considered the interaction $`\frac{1}{2}g^2\varphi ^2\chi ^2`$ between $`\varphi `$ and $`\chi `$ fields. Introducing this coupling makes the effective $`\chi `$ mass heavy, which suppresses the inflationary $`\chi `$ particle production by negative nonminimal coupling. If two couplings satisfy the condition $`(\text{38})`$, the $`\chi `$ fluctuation does not exhibit exponential increase during inflation. This protects super-Hubble curvature perturbations from being amplified, because the system is effectively dominated by inflaton in this case. Although we have considered the simple massive inflationary model, strong enhancement of long-wave $`\chi `$ fluctuations by negative nonminimal coupling will occur in potential-independent way in de Sitter background. Since the scalar curvature is approximately written as $`R4\kappa ^2V(\varphi )`$ during inflation, super-Hubble curvature perturbations as well as $`\chi `$ fluctuations will also grow nonperturbatively in other models of inflation while the potential energy $`V(\varphi )`$ slowly decreases. In addition to this, exponential increase of cosmological perturbations leads to the production of inflaton particles. In spinodal inflation models where the second derivative of $`V(\varphi )`$ changes sign, the inflaton fluctuation in small $`k`$-modes exhibits exponential increase when $`V^{\prime \prime }(\varphi )<0`$ even in the single-field case. It is of interest to study the dynamics and perturbations in this model with a nonminimally coupled $`\chi `$ field, in which amplifications of the inflaton fluctuation may further strengthen super-Hubble metric perturbations. There are other issues which we did not address in this paper. Since negative nonminimal coupling works to violate the scale-invariance of the CMB spectrum, we should also consider the spectral index to constrain the strength of $`\xi `$ by observations. In the single-field case, the spectral tilts are evaluated in generalized Einstein theories in Ref. , which may be interesting to extend to the multi-field case including the nonminimally coupled $`\chi `$ field. In addition to this, although we did not consider backreaction effects in this paper, detailed studies including second order metric perturbations will be needed toward complete understanding of the multi-field inflation and preheating. These issues are left to future works. ## ACKOWLEDGMENTS We thank Bruce A. Bassett for detailed and insightful comments and Eiichiro Komatsu, Kei-ichi Maeda, and Takashi Torii for useful discussions. We also thank David I. Kaiser for providing us a useful note. This work was supported partially by a Grant-in-Aid for Scientific Research Fund of the Ministry of Education, Science and Culture (No. 09410217), and by the Waseda University Grant for Special Research Projects.
warning/0007/hep-lat0007028.html	ar5iv	text	# Quark Propagator in Landau Gauge ## I Introduction The quark propagator is one of the fundamental quantities in QCD. By studying the momentum-dependent quark mass, obtained from the scalar part of the inverse quark propagator, we can gain valuable insight into the mechanism of chiral symmetry breaking and its momentum dependence. The quark propagator is also used extensively as an input in Dyson–Schwinger Roberts:1994dr based model calculations of hadronic matrix elements Maris:2000sk ; Maris:2000bh . Hence a lattice calculation of the quark propagator would enable us to check the validity of the models used in these calulations. There have been several recent studies of the quark propagator on a finer lattice with the aim of obtaining the light quark masses and renormalization constants Becirevic:2000kb . Here we will focus more on the infrared and medium-momentum regime and extend some earlier preliminary work Skullerud:2000gv . For comparison with the present studies, some results for the quark mass function using Kogut-Susskind fermions have recently been reported Aoki:99 . The study of the quark propagator on the lattice is complicated by the explicit chiral symmetry breaking in the Wilson fermion action, and also by finite lattice spacing effects, which are large compared to those in the pure gauge sector Leinweber:1999uu . For the gluon sector, on the contrary, one can achieve reliable results even with very coarse lattices using $`𝒪(a^2)`$-improved actions together with mean-field improvement. These studies have shown, for example, that in Landau gauge the gluon propagator is enhanced at intermediate momenta and suppressed in the infrared to the point where it is almost certainly infrared finite Bonnet:2000kw . Perturbation theory in a covariant gauge has a gauge-fixing parameter $`\xi `$, which corresponds to the width of the Gaussian average over the auxiliary field $`c(x)`$ in the gauge fixing condition $`_\mu A_\mu (x)=c(x)`$. The choice of Landau gauge, i.e., $`\xi =0`$, corresponds to the zero width case, i.e., $`_\mu A_\mu (x)=0`$, which is the Lorentz gauge-fixing condition. Hence “covariant gauges” are actually Gaussian weighted averages over generalizations of the Lorentz gauge fixing condition. On the lattice, Landau gauge means that we have imposed the Lorentz gauge condition by finding a local minimum of the appropriate gauge-fixing functional Leinweber:1999uu . As for the previously cited studies of the gluon propagator, the work reported here is done in the quenched approximation and without attempting to avoid Gribov copies, e.g., without attempting to project onto the fundamental modular region. Of course, in our finite ensemble of gauge field configurations no two Landau-gauge configurations will ever be Gribov copies of each other. However, the Landau gauge configurations will not be samples from a single connected manifold such as the fundamental modular region. This is an interesting area for future study. In a covariant gauge in the continuum the renormalized Euclidean space quark propagator must have the form $$S(\mu ;p)=\frac{Z(\mu ;p^2)}{i\overline{)}p+M(p^2)}\frac{1}{i\overline{)}pA(\mu ;p^2)+B(\mu ;p^2)},$$ (1) where we see that $`Z(\mu ;p^2)1/A(\mu ;p^2)`$ and $`M(p^2)B(\mu ;p^2)/A(\mu ;p^2)`$. The renormalization point is denoted by $`\mu `$ and since we are interested in defining nonperturbative renormalization we use the standard momentum subtraction scheme (MOM), which has the renormalization point boundary conditions $$Z(\mu ,\mu ^2)=1\mathrm{a}\mathrm{n}\mathrm{d}M(\mu ^2)=m(\mu ).$$ (2) At sufficiently large $`\mu `$ in an asymptotically free theory like QCD the effects of dynamical chiral symetry breaking become small and $`m(\mu )`$ becomes the usual explicit chiral symmetry breaking running quark mass. At large Euclidean momentum scales (i.e., large $`\mu `$) the procedure for relating the parameters of the MOM scheme to the popular perturbative renormalization schemes (i.e., MS or $`\overline{\mathrm{MS}}`$) is well known. The renormalizability of QCD implies that the bare propagator is related to the renormalized one through the quark wavefunction renormalization constant $`Z_2`$: $$S^{\mathrm{bare}}(a;p)=Z_2(\mu ;a)S(\mu ;p),$$ (3) where $`a`$ denotes the regularization parameter in some regularization scheme (such as the lattice or dimensional regularization). In a renormalizable theory the renormalized quantities become independent of the regularization parameter in the limit that it is removed (i.e., $`a0`$ on the lattice or $`ϵ0`$ in a dimensional regularization scheme), while holding the renomalization point boundary conditions fixed in Eq. (2). It immediately follows from the renormalization point independence of the LHS of Eq. (3) that for sufficently small $`a`$ (i.e., in the scaling region) we have $$\frac{Z_2(\mu ;a)}{Z_2(\mu ^{};a)}=\frac{Z(\mu ^{},p^2)}{Z(\mu ,p^2)}\mathrm{and}M(p^2)M(\mu ;p^2)=M(\mu ^{};p^2)$$ (4) for all $`p^2`$. Hence the mass function must be renormalization point independent and a change of renormalization point is just an overall rescaling of $`Z(\mu ;p^2)`$ by a momentum-independent constant, i.e., the LHS of the first equality in Eq. (4). Hence, once the momentum-dependent renormalized propagator is known at one $`\mu `$ for all $`p`$, then it is immediately known for all $`\mu `$. We can evaluate the constant needed to rescale $`Z(\mu ;p^2)`$ to $`Z(\mu ^{};p^2)`$ by evaluating Eq. (4) at $`p^2=\mu _{}^{}{}_{}{}^{2}`$ and using $`Z(\mu ^{};\mu _{}^{}{}_{}{}^{2})=1`$ \[i.e., Eq. (2)\] to give $$\frac{Z_2(\mu ^{};a)}{Z_2(\mu ;a)}=Z(\mu ,\mu _{}^{}{}_{}{}^{2}).$$ (5) Perturbative QCD chooses a renormalization scale $`\mu `$ close to the momentum scale characterizing the particular process of interest, e.g., $`\mu ^2Q^2`$ in deep inelastic scattering. This choice is made to ensure that perturbation theory will converge as rapidly as possible for the process of interest. The quark propagator used in such calculations is then $`S(\mu ;p)`$ for $`p^2`$ near $`\mu ^2`$, i.e., $`S^{\mathrm{perturb}}(\mu ;p)1/[i\overline{)}p+m(\mu )]`$. The tree-level quark propagator is the bare (i.e., regularized) quark propagator in the absence of interactions, i.e., $$S^{(0)}(a;p)=\frac{1}{i\overline{)}p+m^0(a)},$$ (6) where $`m^0(a)`$ is the bare quark mass. When the interactions with the gluon field are turned on then $$S^{(0)}(p)S^{\mathrm{bare}}(a;p)=Z_2(\mu ;a)S(\mu ;p).$$ (7) So we see that in the scaling region (i.e., for sufficiently small $`a`$) the measure of nonperturbative physics is the deviation of $`Z(\mu ;p^2)`$ from 1 and the difference of $`M(p^2)`$ from the renormalized quark mass $`m(\mu )`$. As already mentioned, for sufficiently large $`\mu `$, $`m(\mu )`$ becomes the running mass at the renormalization point $`\mu `$, which is the basis of the studies performed in Ref. Becirevic:2000kb . The purpose of the work reported here is to extract the full $`Z(\mu ;p^2)`$ and $`M(p^2)`$ directly from a lattice calculation of the bare quark propagator $`S^{\mathrm{bare}}(a;p)`$. It is of course $`S^{\mathrm{bare}}(a;p)`$ that is calculated on the lattice. In reality we do not have the convenience of having an arbitrarily small $`a`$, rather we are faced with a lattice spacing which introduces lattice artifacts at medium to high momenta. In order to simplify the presentation of the data we will not explicitly introduce a renormalization point. Rather we will introduce for convenience the renormalization-point-independent combination $$Z(p^2)Z_2(\mu ;a)Z(\mu ;p^2).$$ (8) The regularization parameter dependence (i.e., the $`a`$-dependence) of $`Z(p^2)`$ is not indicated for brevity, but is to be understood. We will develop a procedure for tree-level correction of the lattice artifacts in order to minimize their effect. The structure of the remainder of this paper is as follows: In Sec. II we describe the various $`𝒪(a)`$ improved quark actions and propagators that we will study. In Sec. III we introduce our notation for the propagator in momentum space and derive the tree-level expressions appropriate for the actions that we consider. In Sec. IV we describe our methods to minimize lattice artifacts, including our tree-level correction scheme. Section V contains our numerical results: In Sec. V.1 we present the data for the propagator without the tree-level correction; the effect of the tree-level correction is shown in Sec. V.2; in Secs. V.3 and V.4 we present the results of fits to a model function for the mass function $`M`$ and extract the dynamically generated infrared quark mass; and in Sec. V.5 we discuss the possibility of finite volume effects on $`Z(p^2)`$. Finally, in Sec. VI we present our conclusions and suggestions for further work. ## II Improved quark propagators A systematic program of improvement Symanzik:1983dc proceeds by adding all possible higher-dimensional local operators to the Lagrangian. When applied to the fermionic part of the QCD action, adding all possible gauge invariant local dimension-5 operators yields the following Lagrangian Luscher:1996sc ; Dawson:1997gp : $`(x)`$ $`=`$ $`^W{\displaystyle \frac{i}{4}}c_{sw}a\overline{\psi }\sigma _{\mu \nu }F_{\mu \nu }\psi +{\displaystyle \frac{b_gam}{2g_0^2}}\mathrm{tr}(F_{\mu \nu }F_{\mu \nu })b_mam^2\overline{\psi }\psi `$ (9) $`+c_1a\overline{\psi }/D^2\psi +c_2am\overline{\psi }/D\psi .`$ Here for notational brevity we introduce the simple notation $`m`$ for the lattice bare mass, i.e., $`mm^0(a)`$. In this equation we have used $`^W`$ for the standard Wilson Lagrangian density and $`(i/4)c_{sw}a\overline{\psi }\sigma _{\mu \nu }F_{\mu \nu }\psi `$ is the so-called “clover” improvement term. The sum of these two terms is often referred to as the Sheikholeslami–Wohlert (SW) action. That the action given by Eq. (9) is sufficient to remove all $`𝒪(a)`$ errors has only been rigorously demonstrated for on-shell quantities. For gauge dependent quantities, it is an open question whether further, gauge non-invariant (but BRST invariant) terms must be added. We will assume that any such terms will be small. We shall follow the procedure used in studies of the gluon propagatorBonnet:2000kw ; Leinweber:1999uu , where it was seen that a combination of improved actions and tree-level correction gave reliable outcomes even at medium to high momenta. Since the Wilson action explicitly breaks chiral symmetry, the lattice bare mass should be taken as the so-called subtracted bare mass Luscher:1996sc $$mm^0(a)m_0m_c=\frac{1}{a}\left(\frac{1}{2\kappa }\frac{1}{2\kappa _c}\right),$$ (10) where $`m_0(1/2\kappa a)4/a`$ is the bare quark mass appearing in the Wilson action. At tree level, where interactions are absent, the quark condensate will vanish when the bare mass appearing in the action vanishes, i.e., when $`m_0=0`$ or equivalently when $`\kappa =1/8`$. In the interacting theory, $`\kappa _c`$ is defined as the value of $`\kappa `$ at which the pion mass vanishes and $`m_c1/(2\kappa _ca)4/a`$ is a nonperturbative fine-tuning correction needed to ensure that the bare mass $`m`$ vanishes when the pion mass vanishes. The $`b_g`$ and $`b_m`$ terms correspond to a (mass-dependent) rescaling of the coupling constant and the mass respectively. Since we we will work in the quenched approximation we can set $`b_g=0`$. The parameter $`b_m`$ will be absorbed into a redefinition of the bare mass $`m`$ here and we will comment on this later. At tree level, the $`c_1`$ and $`c_2`$ terms can be eliminated by the following transformation of the fermion field Heatlie:1991kg , $`\psi `$ $`\psi ^{}=`$ $`(1+b_qam)(1c_qa/D)\psi `$ $`\overline{\psi }`$ $`\overline{\psi }^{}=`$ $`(1+b_qam)\overline{\psi }(1+c_qa\stackrel{}{/D})`$ (11) In general, beyond tree level, the improvement in the action must be combined with a corresponding improvement in the fermion field Dawson:1997gp , $$\psi ^{}=(1+b_q^{}am)(1c_q^{}a/D)\psi +c_n\overline{)}\psi ,$$ (12) where the gauge dependent coefficient $`c_n`$ is needed when we compute gauge dependent quantities, like the quark propagator. By choosing the correct improvement coefficients for the field, the $`c_1`$ and $`c_2`$ terms may again be eliminated. We note in passing that the coefficients $`b_q^{}`$ and $`c_q^{}`$ were recently calculated at one-loop level Capitani:2000xi , while $`c_n`$ is still unknown. However, here we will be restricting ourselves to tree-level $`𝒪(a)`$-improvement throughout for the coefficients $`b_q^{}`$, $`c_q^{}`$, and $`c_n^{}`$. In that case, the $`𝒪(a)`$ improved action and fields after the transformation in Eq. (11) have $`b_q^{}b_q=\frac{1}{4}`$ and $`c_q^{}c_q=\frac{1}{4}`$, and $`c_n=0`$. We will use the tree-level mean-field improved value for $`c_{sw}`$ and the nonperturbatively determined value of $`\kappa _c`$ to determine the lattice bare mass $`m`$ in terms of $`\kappa `$. Although we will use tree-level improvement formulae for our quark actions and propagators, it is more appropriate to use $`m`$ than $`m_0`$ in these. Although there is an apparent inconsistency in using tree-level values for $`b_q^{}`$ and $`c_q^{}`$ and the mean-field improved value for $`c_{sw}`$, we have numerically verified that using mean-field improved values for $`b_q^{}`$ and $`c_q^{}`$ makes no significant difference in practice. The tree-level $`𝒪(a)`$-improved propagator can then be defined as $$S(x,y)\psi ^{}(x)\overline{\psi }^{}(y)=(1+b_qam)^2(1c_qa/D(x))S_0(x,y;U)(1+c_qa\stackrel{}{/D}(y)),$$ (13) where $`b_q=c_q=1/4`$ and where $`S_0(x,y;U)`$ for a given configuration $`U`$ is simply defined as the inverse of the fermion matrix, $$M(x;U)/D_W(x;U)+(ia/4)c_{sw}\sigma _{\mu \nu }F_{\mu \nu }(x)+m=/D(x;U)+m+𝒪(a),$$ (14) where $`/D_W(x;U)`$ is the lattice Wilson–Dirac operator and $`/D(x;U)`$ is the usual continuum covariant derivative. Therefore, $`S_0(x,y;U)`$ will always satisfy the relations $`[/D(x;U)+m]S_0(x,y;U)`$ $`=`$ $`\delta (xy)+𝒪(a)`$ $`S_0(x,y;U)\left[\stackrel{}{/D}(y;U)+m\right]`$ $`=`$ $`\delta (xy)+𝒪(a)`$ (15) The “unimproved” quark propagator $`S_0`$ will be defined here to be that arising from the SW action consisting of the Wilson term and the clover term, but with no other corrections. Hence, $`S_0`$ is then given by the ensemble average of $`S_0(x,y;U)`$ $$S_0(x,y)S_0(x,y;U).$$ (16) We will denote the tree-level $`𝒪(a)`$-improved quark propagator obtained from Eq. (13) as the improved “rotated” propagator $`S_R(x,y)`$, which is $$S_R(x,y)S_R(x,y;U)(1+\frac{am}{2})\left[1\frac{a}{4}/D(x)\right]S_0(x,y;U)\left[1+\frac{a}{4}\stackrel{}{/D}(y)\right].$$ (17) We can use Eq. (15) to obtain another, simpler expression for the improved propagator from Eq. (13) $$\begin{array}{cc}\hfill S(x,y)& =\left(1+2(b_q+c_q)am\right)S_0(x,y)2ac_q\delta (xy)+𝒪(a^2)\hfill \\ & =(1+am)S_0(xy)\frac{a}{2}\delta (xy)+𝒪(a^2),\hfill \end{array}$$ (18) where we have used the fact that $`b_q=c_q=1/4`$ here. We define the corresponding version of the tree-level $`𝒪(a)`$-improved propagator as $$S_I(xy)(1+am)S_0(xy)\frac{a}{2}\delta (xy)$$ (19) If we are only interested in on-shell improvement, e.g., hadronic matrix elements, the $`\delta `$-function can be ignored. However, it is essential if we are considering off-shell properties such as the quark propagator in momentum space. In summary, we see that both $`S_R`$ and $`S_I`$ are tree-level improved definitions of the SW–clover (i.e., the ‘Wilson plus clover’) propagator $`S_0`$. However $`S_R`$ and $`S_I`$ will have different $`𝒪(a^2)`$ errors in general. This will become an important consideration when we later attempt to minimize lattice artifacts. ## III Momentum space propagator The momentum space quark propagator is given by $$S(p)=\underset{x}{}e^{ipx}S(x,0)$$ (20) As is appropriate for fermions we will be using periodic boundary conditions in the spatial directions and antiperiodic boundary conditions in the time direction. Hence, the available momentum values for an $`N_i^3\times N_t`$ lattice (with $`N_i,N_t`$ even numbers and $`i=x,y,z`$) are $`p_i`$ $`={\displaystyle \frac{2\pi }{N_ia}}\left(n_i{\displaystyle \frac{N_i}{2}}\right)`$ $`;n_i=`$ $`1,2,\mathrm{},N_i`$ (21) $`p_t`$ $`={\displaystyle \frac{2\pi }{N_ta}}\left(n_t{\displaystyle \frac{1}{2}}{\displaystyle \frac{N_t}{2}}\right)`$ $`;n_t=`$ $`1,2,\mathrm{},N_t.`$ (22) We will also for notational convenience define the following ‘lattice momenta’: $`k_\mu `$ $`{\displaystyle \frac{1}{a}}\mathrm{sin}(p_\mu a)`$ (23) $`\widehat{k}_\mu `$ $`{\displaystyle \frac{2}{a}}\mathrm{sin}(p_\mu a/2)={\displaystyle \frac{\sqrt{2}}{a}}\sqrt{1\mathrm{cos}(p_\mu a)}`$ (24) which differ by $`a^2\mathrm{\Delta }k^2`$ $`\widehat{k}^2k^2={\displaystyle \frac{a^2}{4}}{\displaystyle \underset{\mu }{}}p_\mu ^4+𝒪(a^4)`$ (25) In the continuum, the quark propagator has the general from given by Eq. (1). On the lattice it is convenient to work with the dimensionless quark propagator $`S(p)S^{\mathrm{bare}}(a;p)/a`$. We expect the lattice bare quark propagator to have a similar form to its continuum equivalent, but with the lattice momentum $`\overline{)}k`$ replacing $`\overline{)}p`$, which can be appreciated by referring to the tree level lattice propagators to be given later. Because of hypercubic lattice artifacts $`Z^L`$ and the dimensionless $`M^L`$ will be functions of $`p_\mu `$ rather than $`p^2`$. Hence we have for the dimensionless lattice bare quark propagator the form $$S(p)=\frac{1}{ia\overline{)}kA(p)+B(p)}\frac{Z^L(p)}{ia\overline{)}k+M^L(p)}Z^L(p)\frac{ia\overline{)}k+M^L(p)}{a^2k^2+(M^L)^2(p)}$$ (26) In the limit $`a0`$ the continuum form will be recovered. The (dimensionless) lattice functions $`A(p)`$ and $`B(p)`$ can then easily be extracted from the inverse dimensionless lattice quark propagator, $`A(p){\displaystyle \frac{1}{Z^L(p)}}`$ $`=`$ $`{\displaystyle \frac{i}{4N_ck^2a^2}}\mathrm{tr}\left(\overline{)}kS^1(p)\right)`$ (27) $`B(p){\displaystyle \frac{M^L(p)}{Z^L(p)}}`$ $`=`$ $`{\displaystyle \frac{1}{4N_c}}\mathrm{tr}\left(S^1(p)\right)`$ (28) In practice, however, it is easier to extract these functions without inverting the propagator. It is easily verified that $`A(p)`$ $`=`$ $`{\displaystyle \frac{𝒜(p)}{k^2a^2𝒜^2(p)+^2(p)}}`$ (29) $`B(p)`$ $`=`$ $`{\displaystyle \frac{(p)}{k^2a^2𝒜^2(p)+^2(p)}}`$ (30) where we have defined $$𝒜(p)\frac{i}{4N_ck^2a^2}\mathrm{tr}\left(\overline{)}kS(p)\right)(p)\frac{1}{4N_c}\mathrm{tr}S(p)$$ (31) ### III.1 Tree-level expressions As was done in the introduction in Sec. I we will use the superscript $`(0)`$ to denote the tree-level versions of each of the quark propagator definitions and actions considered. These are simply the propagators that would be obtained from the various definitions when the interaction with the gluons is turned off, i.e., when all the gluon links are taken to be the identity. We will also be writing $`m`$ rather than $`m_0`$ throughout, since at tree level the two are identical. The dimensionless SW fermion propagator at tree level is identical to the pure Wilson propagator and is given by Karsten:1981wd ; Carpenter:1985dd $$S_0^{(0)}(p)=\frac{i\overline{)}ka+ma+\frac{1}{2}\widehat{k}^2a^2}{k^2a^2+\left(ma+\frac{1}{2}\widehat{k}^2a^2\right)^2}.$$ (32) The tree-level form of the tree-level $`𝒪(a)`$-improved propagator $`S_I`$ is given by $$S_I^{(0)}(p)=(1+ma)S_0^{(0)}(p)\frac{1}{2}.$$ (33) If we write $$\left(S_I^{(0)}(p)\right)^1=i\overline{)}kaA_I^{(0)}(p)+B_I^{(0)}(p),$$ (34) we find $`A_I^{(0)}(p)`$ $`=`$ $`{\displaystyle \frac{i}{4N_c}}\mathrm{tr}\left[\overline{)}ka\left(S_I^{(0)}(p)\right)^1\right]/k^2a^2=1+𝒪(a^2)`$ (35) $`B_I^{(0)}(p)`$ $`=`$ $`{\displaystyle \frac{1}{4N_c}}\mathrm{tr}\left(S_I^{(0)}(p)\right)^1=ma(1{\displaystyle \frac{ma}{2}}+𝒪(a^2))`$ (36) We see that the quark mass gets an $`𝒪(a)`$ correction. The purpose of the improvement term $`b_m`$ in the action (9) was to cancel this change in the bare mass $`m`$. However, by omitting this correction we have have simply absorbed it into a redefinition of $`m`$. $`A^{(0)}(p)`$ is equal to unity up to $`𝒪(a^2)`$, as expected. The details of the derivation are given in the appendix. It is also useful to write the propagator in the following way, $$\left(S^{(0)}(p)\right)^1=\frac{1}{Z^{(0)}(p)}\left[i\overline{)}ka+ma+a\mathrm{\Delta }M^{(0)}(p)\right].$$ (37) The analytic expressions for $`Z^{(0)}(p)`$ and $`\mathrm{\Delta }M^{(0)}(p)`$ for both the improved propagators $`S_I`$ and $`S_R`$ are given in the appendix. To illustrate the behavior of these tree-level functions we show in Fig. 1 the forms of $`Z^{(0)}`$ and $`\mathrm{\Delta }M^{(0)}`$ for both of our improved actions $`S_I`$ and $`S_R`$. The horizontal axis is $`pa\sqrt{p_t^2+p_x^2+p_y^2+p_z^2}`$, where the possible values of the momenta are those given in Eq. (22). Since $`Z^{(0)}(p)`$ deviates from 1 and $`\mathrm{\Delta }M^{(0)}(p)`$ deviates from zero at medium to high momenta, it is immediately obvious that the finite $`a`$ effects are very large and we will need some method for taking care of them if we are to obtain physically meaningful results. The tree-level behavior is particularly pathological for $`S_I(p)`$, with finite-$`a`$ effects of several hundred percent appearing in $`Z^{(0)}`$, and $`\mathrm{\Delta }M^{(0)}`$ being many times larger than $`m`$, and negative. The spread in the points is due to hypercubic artifacts, since on the lattice $`Z^{(0)}`$ and $`\mathrm{\Delta }M^{(0)}`$ are functions of $`p_\mu `$ and not $`p^2`$. The finite-$`a`$ effects in $`S_R`$ are much more mild and offer the hope that they might be partially compensated for. Clearly in the limit $`a0`$ we recover the continuum result where $`Z^{(0)}(p)=1`$ and $`\mathrm{\Delta }M^{(0)}(p)=0`$ for all $`p`$. ## IV Analysis ### IV.1 Tree-level correction Recall that the quark propagators calculated on the lattice are actually the bare quark propagators, which become the tree-level propagators when the interactions are switched off. We know that QCD is asymptotically free, which means that at sufficiently high momentum values the bare quark propagator should approach the tree-level quark propagator up to logarithmic corrections, i.e., on the lattice for large momenta we should find $`S(p)S^{(0)}(p)`$ up to logarithms. The deviation of these from each other is a direct measure of the nonperturbative effects due to the interactions felt by the quarks. Hence, we are here primarily interested in studying the deviation of the quark propagator from its tree-level form. We will attempt to separate out the tree-level behavior by writing $$S^1(pa)=\frac{1}{Z(pa)Z^{(0)}(pa)}\left[ia\overline{)}k+aM(pa)+a\mathrm{\Delta }M^{(0)}(pa)\right].$$ (38) If asymptotic freedom holds for the momentum range we are considering, we should expect that $`Z(pa)1`$ and $`M(pa)m`$ (up to logarithmic corrections) for large $`p`$. Equation (38) can be rewritten to yield expressions for $`Z(pa)`$ and $`M(pa)`$ in terms of the functions $`Z^L`$ and $`M^L`$ (or, equivalently, $`A`$ and $`B`$) defined in Eq. (26), $`Z(pa)`$ $`=`$ $`{\displaystyle \frac{Z^L(pa)}{Z^{(0)}(pa)}}`$ (39) $`aM(pa)`$ $`=`$ $`M^L(pa)a\mathrm{\Delta }M^{(0)}(pa)`$ (40) We refer to the functions $`Z`$ and $`M`$ obtained in this way as the tree-level corrected forms of the lattice quantities $`Z^L`$ and $`M^L`$. It is important that one not be confused by the different uses of the expression “tree-level”. Firstly, there is an $`𝒪(a)`$-improvement which was only implemented at tree-level rather than having the improvement coefficients determined in some nonperturbative way. Secondly there are tree-level propagators which are the bare propagators when there are no interactions. Thirdly, we have just now introduced our method of tree-level correction, which will hopefully minimize the finite-$`a`$ errors in our extraction of the quark propagator from the lattice. Because the tree-level behavior of $`S_I`$, i.e., $`S_I^{(0)}`$, is much worse at medium and high momenta than that of $`S_R`$, we anticipate that our tree-level correction may not be adequate in that case. We therefore expect the tree-level correction method to work significantly better for $`S_R`$ than for $`S_I`$. ### IV.2 Cuts Even after the tree-level correction has been performed, there will still be anisotropies in the data, resulting from finite $`a`$ effects beyond tree level. To remove these, we select momenta lying close to the diagonal in momentum space. We choose the diagonal because finite-$`a`$ hypercubic artifacts will be minimized at a given $`pa`$ when the momentum is approximately equally spread among the four momentum components. Ideally, one should attempt an $`a0`$ extrapolation, but given the available data we will see that this cut on the data removes most of these artifacts. We define the distance of a point from the diagonal by $$\mathrm{\Delta }p=\|p\|\mathrm{sin}\theta (p),$$ (41) where the angle $`\theta (p)`$ is given by $$\mathrm{cos}\theta (p)=\frac{p\widehat{n}}{\|p\|},$$ (42) and $`\widehat{n}=\frac{1}{2}(1,1,1,1)`$ is the unit vector along the diagonal. We select momentum values such that $`\mathrm{\Delta }p\pi /8a`$, ie. within one unit of spatial momentum from the diagonal. We refer to this selection as the “cylinder cut”, since the momenta selected lie within a cylinder around the diagonal in momentum space. ## V Results The quark propagator is calculated at $`\beta =6.0`$ on a $`16^3\times 48`$ lattice, using the tree-level mean-field (‘tadpole’) improved value $`c_{sw}=1.479`$. For this action with these parameter values, $`\kappa _c`$ is found to be $`\kappa _c=0.1392`$ Bowler:1999ae . Two values for $`\kappa `$ were used: $`\kappa =0.137`$, corresponding to $`ma=0.0603`$, and $`\kappa =0.1381`$, corresponding to $`ma=0.031`$. The lattice spacing as determined from string tension measurements in the gluon sector at $`\beta =6.0`$ is $`a=0.106\pm 0.002`$ fm or equivalently $`1/a=1.855\pm 38`$ GeV and so the values for the quark masses are $`m=112`$ MeV and $`m=57.5`$ MeV respectively. The configurations were fixed to Landau gauge with an accuracy of $`\theta _{x,\mu }\|_\mu A_\mu (x)\|^2<10^{12}`$. At $`\kappa =0.137`$, we have generated both $`S_0`$ and $`S_R`$. At $`\kappa =0.1381`$, only $`S_0`$ was generated. $`S_I`$ is easily constructed from $`S_0`$. We have used the tree-level values for the coefficients $`b_q`$ and $`c_q`$ as previously stated, rather than the mean-field improved values, as the difference between the two is negligible compared to the $`𝒪(a^2)`$ and higher effects which the tree-level correction scheme attempts to minimize. We have explicitly verified that replacing the tree-level values for $`b_q`$ and $`c_q`$ with the mean-field improved values makes only negligible difference. However, in any future study it would clearly be preferable to make consistent use of mean-field improved or non-perturbatively determined (as far as they are available) improvement coefficients throughout. All the results shown for $`S_R`$ are for 20 configurations, while the results for $`S_I`$ are for 499 configurations, unless otherwise specified. As a further check on our results, we have also analyzed 60 configurations at $`\beta =5.7`$ on a $`12^3\times 24`$ lattice, for $`\kappa =0.13843`$ and $`\kappa =0.14077`$, corresponding to $`ma=0.128`$ and 0.068 respectively. Here, $`\kappa _c=0.1432`$. In this case, all three propagators were generated for all configurations. We will not explicitly show these results here but will comment on their relevance in our later discussion. ### V.1 Uncorrected data Let us first see what happens when we use the naïve formulae for $`Z`$ and $`M`$ without implementing the tree-level correction, i.e., we first consider $`Z^L`$ and $`M^L`$. Since Eq. (15) holds precisely configuration by configuration, Eq. (18) should be satisfied non-perturbatively. However, the $`𝒪(a^2)`$-term can be quite large. In Fig. 2 we show $`Z^L(p)=1/A(p)`$ as a function of $`pa`$ using $`S_I(p)`$ and $`S_R(p)`$ respectively, while in Fig. 3 we present $`M^L(p)`$ for the same two cases. Comparing these figures with the tree-level behavior shown in Fig. 1 we see that finite-$`a`$ errors completely dominate these (uncorrected) quark propagators at medium and high momenta. Only in the infrared, below $`pa0.8`$, might we be able to extract physically significant information. A comparison with the ‘unimproved’ SW propagator $`S_0`$ shows that both $`S_I(p)`$ and $`S_R(p)`$ are considerably better behaved in the infrared than the ‘naïve’ propagator $`S_0(p)`$. In particular, the mass function is a decreasing function of $`pa`$ up to $`pa1`$, which is what one would expect from asymptotic freedom. This is not the case for $`S_0(p)`$, which begins to increase monotonically in the infrared at $`pa0.4`$ as does its tree-level form. Also, the values for $`Z^L(p)=1/A(p)`$ and $`M^L(p)`$ agree for $`S_R`$ and $`S_I`$ within errors up to $`pa0.8`$, while the values obtained from $`S_0(p)`$ are significantly different from the improved values even at low momenta. At momenta above $`pa1`$ the $`𝒪(p^2a^2)`$ and higher terms dominate and it is impossible to extract any meaningful information from these uncorrected data. This can be appreciated most dramatically by the way the lattice data diverge with increasing momentum for the two improved (but uncorrected) propagators. ### V.2 Tree-level corrected data Since, as we saw in the previous section, the tree-level form completely dominates the high-momentum data, we may hope that by factoring out this behavior we will get something which lies close to the continuum asymptotic form. In the low and intermediate momentum region we may then be able to extract the physical, nonperturbative behavior of the functions $`Z(p)`$ and $`M(p)`$. When applying this correction, we find that there is a dramatic improvement in the behavior with $`pa`$ of all three of our forms of the propagator, i.e., for $`S_0,S_I`$, and $`S_R`$. However, the pathological behavior of $`S_I^{(0)}(p)`$ at high momenta gives rise to a cancellation of large terms in the subtracted mass, leading to a behavior for the mass function which is clearly at odds with the expectation from asymptotic freedom. Thus, as expected, the finite-$`a`$ errors in $`S_I`$ are simply too large to be corrected by our simple tree-level correction procedure. As previously noted, our unimproved propagator $`S_0`$ behaves poorly even at very low momenta and cannot therefore be trusted. It is therefore desirable to use the definition $`S_R`$ for the improved propagator<sup>1</sup><sup>1</sup>1It is reassuring that a similar conclusion was reached in Ref. Cudell:1999kf . and to apply our tree-level correction to that. The results for $`Z(p)`$ and $`M(p)`$ for our preferred propagator $`S_R(p)`$ are shown in Fig. 4 as functions of $`pa`$ for $`\kappa =0.137`$. We see that the medium to large momentum behavior has been dramatically improved by our tree-level correction procedure as expected, i.e., it behaves in a way reasonably consistent with the expectations of asymptotic freedom. The spread of the lattice data due to hypercubic artifacts is somewhat reduced but has not been eliminated. In Fig. 5 we show the lattice results for $`Z`$ and $`M`$ for all three definitions of our quark propagator, after implementing both the tree-level correction and the cylinder cuts described in section IV.2. The tree-level correction is clearly failing for $`S_I`$ as is evident from the behavior of the mass function $`M(p)`$. Although the behavior of the unimproved propagator $`S_0`$ has been considerably improved, as we previously observed it cannot be trusted even at relatively low momenta and so it must be discarded. The apparent difference in the behavior of $`Z`$ between the two improved definitions of the propagator $`S_I`$ and $`S_R`$, even at relatively low momenta, is at first sight puzzling. However, it must be recalled that $`Z(p)Z_2(\mu ;a)Z(\mu ;p)`$ and that it is actually $`Z(\mu ;p)`$ that we should be comparing for the different actions. Different actions will in general have different values of the renormalization constant $`Z_2(\mu ;a)`$. If we renormalize at some “safe” momentum scale where we would expect both improved propagators to be reliable, e.g., $`\mu a0.4`$, then the apparent difference is much reduced except at medium to high momenta where $`S_I`$ can no longer be trusted. Analysis of the data at $`\beta =5.7`$, which corresponds to a coarser lattice, and hence larger finite-$`a`$ effects, is also consistent with this interpretation. Below $`pa0.6`$, the values for $`M(p)`$ agree within errors for the two versions of the improved propagator. In particular, the value for the infrared mass $`M(p0)`$ agrees well. In contrast, and not surprisingly, the unimproved propagator $`S_0`$ yields a mass which is 3–4$`\sigma `$ higher. We again clearly see from this plot the poor high-momentum behavior of $`M(p)`$ arising from the inexact cancellation of large finite-$`a`$ errors in $`S_I`$. Fig. 6 shows $`M(p)`$ calculated from $`S_I`$ for the two values of the quark mass. In the infrared region, the mass changes only slightly as the bare quark mass is halved, pointing to a dynamically generated ‘constituent’ quark mass in the chiral limit, which we will later estimate. The function $`Z(p)`$ was found to be insensitive to the quark mass. ### V.3 Model fits In order to try to parametrize its behavior, the mass function $`M(p)`$ was fitted to the simple model analytical form $$aM(pa)=\frac{c}{(ka)^2+\mathrm{\Lambda }^2}+m_{\mathrm{UV}},$$ (43) where $`k`$ was defined in Eq. (24). We have fitted to data in the window $`0kaP`$, with $`P`$ varying between 0.7 and 1.4, in order to verify that the parameters are insensitive to the fitting window $`P`$. Since $`S_R`$ is far better behaved than $`S_I`$ at higher momenta, all the fits have been performed to the mass function $`M(p)`$ extracted from our preferred propagator $`S_R`$. The parameter values for $`\kappa =0.137`$ are shown in table 1. All the fits give a value for $`m_{\mathrm{UV}}`$ which is consistent with 0. This is due to the fact that we have not completely removed these lattice artifacts from $`M(p)`$ at intermediate and large momenta. This indicates that at $`\beta =6.0`$ with our preferred improved action and propagator we still do not have sufficient control of ultraviolet lattice artefacts that would allow us to extract the ultraviolet running mass Becirevic:2000kb . Combining the fit parameters for all the fits gives a value for the infrared quark mass of $`aM_{\text{ir}}=0.211\pm 0.008`$. ### V.4 Infrared quark mass A quantity of intrinsic interest is the mass function $`M(p)`$ at zero momentum in the ‘chiral’ limit $`m0`$. This gives a measure of the dynamical chiral symmetry breaking in the system, and is related to the order parameter of dynamical chiral symmetry breaking, the chiral condensate $`\overline{\psi }\psi `$, as well as to the concept of the ‘constituent quark mass’ used as input in various quark models. Since we have only computed $`S_R`$ for one value of the quark mass, we must use the data from $`S_I`$ to perform the extrapolation to $`m=0`$. Recall that at low momenta the two actions give consistent results for $`M(p^2)`$ within errors. The results are shown in Fig. 8. The data point from $`S_R`$ at $`\kappa =0.137`$ is also shown, giving an indication of systematic uncertainties. We find a value for $`M(0;m=0)`$ of $`298\pm 8\pm 30`$ MeV, where the second set of errors is an estimate of the systematic uncertainty coming from the difference between $`S_R`$ and $`S_I`$. This is reasonably consistent with commonly used values for the constituent quark mass. ### V.5 Finite volume effects To determine whether the infrared suppression of $`Z(p)`$ is real or a finite volume effect, we can look for anisotropy in the infrared. Since the temporal extension of the lattice is three times the spatial extension, the finite volume will affect spatial momenta differently from timelike momenta, giving an indication of the size of (anisotropic) finite volume effects. Figure 9 shows the infrared behavior of $`Z(p)`$, with momenta in different directions plotted separately. We see that the finite volume anisotropy, although not negligible, is not sufficient to explain the infrared suppression. This indicates that the suppression is either due to isotropic finite volume effects, or is a real physical phenomenon. In model Dyson-Schwinger equation studies Roberts:1994dr the dynamically generated quark mass is typically associated with a dip in $`Z(p)`$ similar to what is seen here. There is no discernible anisotropy in the data for the mass function $`M(p)`$ at low momenta. We therefore conclude that finite volume effects for $`M(p)`$ are almost certainly negligible. ## VI Conclusion and further work We have presented initial lattice results for the momentum-dependence of the quark propagator after implementing a tree-level correction procedure. At high momenta, quarks are asymptotically free and so the quark propagator approaches its tree-level behavior. We make use of this fact to subtract off and factor out the tree-level behavior, replacing it with what should be a more continuum-like medium and high momentum behavior of the quark propagator. This approach can only work reliably when the tree-level finite-$`a`$ effects are not too large, i.e., when the tree-level propagator corresponding to the action of interest is reasonably behaved at medium and high momenta. The tree-level correction was seen to dramatically improve the data for the preferred definition of the improved quark propagator $`S_R`$. The relatively poor behavior of the tree-level corrected $`S_I`$ is due to the large tree-level finite-$`a`$ effects which require fine tuning to subtract off correctly. The unimproved propagator was seen to be unreliable even at low momenta ($`pa0.4`$) and so cannot be trusted even after tree-level correction. Although the ultraviolet behavior of the quark propagator is clearly improved, it remains an open question whether there exists a momentum window where the lattice data are reliable and perturbation theory is valid. One way of checking this would be to calculate the propagator at three or more different quark masses and attempt a chiral extrapolation of the mass function in the intermediate momentum region. If perturbation theory is valid in this region, the mass function should extrapolate to zero. Residual lattice artifacts may also be investigated by studying the chiral Ward identity Capitani:1998nr ; Cudell:1999kf , which should be valid at all momenta. This involves computing the pseudoscalar vertex, and while it falls outside the scope of this initial study, it should be included in future studies of the quark propagator. In Ref. Capitani:1998nr the Ward identity has been studied for a slightly different action to ours, and verified for momenta up to $`pa1`$. The central results of this work are summarized in Figs. 7, 8 and 9. Fig. 7 represents the best estimate from our currently available data of the nonperturbative behavior of the quark propagator and is based on our preferred quark action corresponding to the $`S_R`$ propagator. Fig. 8 is our extraction of the dynamically generated infrared or ‘constituent-like’ quark mass. Finally Fig. 9 gives an indication of the magnitude of finite volume effects in $`Z(p)`$ compared to the nonperturbative effects. For $`pa1`$, we see that $`M(p)`$ falls off with $`p`$ as expected. The values obtained from $`S_R`$ and from $`S_I`$ are consistent, while those for the unimproved propagator $`S_0`$ differ significantly. The infrared mass $`M(0)`$, which can be thought of as analogous to a ‘constituent quark mass’, appears to approach a value of $`298\pm 8\pm 30`$ MeV in the chiral limit. We also find a significant dip in the value for $`Z(p)`$ at low momenta. It must be remembered that the curves for $`Z(p^2)`$ for different actions need to be rescaled to agree at some “safe” low momentum renormalization point before comparing them. The finite volume anisotropy is much smaller than the apparent infrared suppression. We cannot explicitly rule out large isotropic finite volume errors, although based on experience with earlier gluon propagator studies this seems unlikely. However, a larger volume is needed to completely resolve this issue. Since in this inital study, we have used the mean-field improved value for the clover coefficient $`c_{sw}`$, and tree-level improvement for the fermion fields, the quark propagator still has some residual $`𝒪(a)`$ errors as well as $`𝒪(a^2)`$ and higher order errors. To remove the residual $`𝒪(a)`$-errors it would be necessary to compute the non-perturbative values for the coefficients $`b_q^{},c_q^{}`$ and $`c_n`$. Repeating these calculations at a different lattice spacing and with other improved quark actions is also essential to get reliable results for the quark propagator and in particular for the quark mass function at medium to high momenta. These studies are currently underway. ###### Acknowledgements. We thank Derek Leinweber for stimulating discussions. Financial support from the Australian Research Council is gratefully acknowledged. The study was performed using UKQCD data obtained using UKQCD Collaboration CPU time under PPARC Grant GR/K41663. ## Appendix A Tree-level expressions — details The dimensionless Wilson fermion propagator at tree level is $$S_0^{(0)}(p)=\frac{i\overline{)}ka+ma+\frac{1}{2}\widehat{k}^2a^2}{k^2a^2+\left(ma+\frac{1}{2}\widehat{k}^2a^2\right)^2}\frac{1}{D}\left(i\overline{)}ka+ma+\frac{1}{2}\widehat{k}^2a^2\right).$$ (44) Since the SW term is proportional to the gauge field tensor, it vanishes at tree level, so this expression also holds true for the SW action. The tree-level ‘improved’ propagator $`S_I`$ is given by $`S_I^{(0)}(p)`$ $`=`$ $`(1+ma)S_0^{(0)}(p){\displaystyle \frac{1}{2}}`$ (45) $`=`$ $`{\displaystyle \frac{i(1+ma)\overline{)}ka+ma+\frac{1}{2}m^2a^2\frac{1}{8}\widehat{k}^4a^4+\frac{1}{2}a^4\mathrm{\Delta }k^2}{k^2a^2+\left(ma+\frac{1}{2}\widehat{k}^2a^2\right)^2}}`$ $``$ $`{\displaystyle \frac{1}{D}}\left[i(1+ma)\overline{)}ka+B_I^{}\right]`$ and the inverse propagator is $`\left(S_I^{(0)}(p)\right)^1`$ $`=`$ $`{\displaystyle \frac{D\left[i\overline{)}ka(1+ma)+B_I^{}\right]}{k^2a^2(1+ma)^2+B_{I}^{}{}_{}{}^{2}}}`$ $`=`$ $`{\displaystyle \frac{\left[i\overline{)}ka(1+ma)+ma(1+\frac{1}{2}ma)\frac{1}{8}a^4\widehat{k}^4+\frac{1}{2}a^4\mathrm{\Delta }k^2\right]\left[k^2a^2+\left(ma+\frac{1}{2}\widehat{k}^2a^2\right)^2\right]}{k^2a^2(1+ma)^2+\left(ma+\frac{1}{2}m^2a^2+\frac{1}{2}a^4\mathrm{\Delta }k^2\frac{1}{8}a^4\widehat{k}^4\right)^2}}`$ If we write $$\left(S_I^{(0)}(p)\right)^1=i\overline{)}kaA^{(0)}(p)+B^{(0)}(p),$$ (47) we find $`A_I^{(0)}(p)`$ $`=`$ $`{\displaystyle \frac{i}{4N_c}}\mathrm{tr}\left[\overline{)}ka\left(S_I^{(0)}(p)\right)^1\right]/k^2a^2=1+{\displaystyle \frac{a^2}{4}}{\displaystyle \frac{\widehat{k}^4m^4}{k^2+m^2}}+𝒪(a^4)`$ (48) $`B_I^{(0)}(p)`$ $`=`$ $`{\displaystyle \frac{1}{4N_c}}\mathrm{tr}\left(S_I^{(0)}(p)\right)^1=ma(1{\displaystyle \frac{ma}{2}}+{\displaystyle \frac{m^2a^2}{4}}{\displaystyle \frac{2k^2+m^2+\widehat{k}^4/m^2}{k^2+m^2}})+𝒪(a^4)`$ (49) If we write the propagator according to Eq. (38), $$\left(S_I^{(0)}(p)\right)^1=\frac{1}{Z_I^{(0)}(p)}\left[i\overline{)}ka+ma+a\mathrm{\Delta }M_I^{(0)}(p)\right],$$ (50) we find $`Z_I^{(0)}(p)`$ $``$ $`{\displaystyle \frac{1}{A_I^{(0)}(p)}}={\displaystyle \frac{k^2a^2(1+ma)^2+B_{I}^{}{}_{}{}^{2}}{(1+ma)D}}`$ (51) $`a\mathrm{\Delta }M_I^{(0)}(p)`$ $``$ $`Z_I^{(0)}(p)B_I^{(0)}(p)ma={\displaystyle \frac{1}{2}}{\displaystyle \frac{m^2a^2a^4\mathrm{\Delta }k^2+a^4\widehat{k}^4/4}{1+ma}}`$ (52) where $$B_I^{}ma+\frac{m^2a^2}{2}+\frac{a^4\mathrm{\Delta }k^2}{2}\frac{a^4\widehat{k}^4}{8}.$$ (53) We have defined the rotated propagator $`S_R(x,y)`$ as $$S_R(x,y)=(1+\frac{ma}{2})\left(1\frac{1}{4}/D(x)\right)S_0(x,y)\left(1+\frac{1}{4}\stackrel{}{/D}(y)\right).$$ (54) At tree level, the fourier transform of this is $`S_R^{(0)}(p)`$ $`=`$ $`\left(1+{\displaystyle \frac{ma}{2}}\right)\left(1{\displaystyle \frac{ia\overline{)}k}{4}}\right)S_0^{(0)}(p)\left(1{\displaystyle \frac{ia\overline{)}k}{4}}\right)`$ (55) $`=`$ $`{\displaystyle \frac{(1+ma/2)}{D}}\left(1{\displaystyle \frac{ia\overline{)}k}{4}}\right)\left(ia\overline{)}k+m+\widehat{k}^2a^2/2\right)\left(1{\displaystyle \frac{ia\overline{)}k}{4}}\right)`$ $`=`$ $`{\displaystyle \frac{(1+ma/2)}{D}}[ia\overline{)}k(1+{\displaystyle \frac{ma}{2}}+{\displaystyle \frac{3}{16}}k^2a^2+{\displaystyle \frac{1}{4}}a^4\mathrm{\Delta }k^2)+ma`$ $`{\displaystyle \frac{1}{16}}a^3mk^2{\displaystyle \frac{1}{32}}a^4k^2\widehat{k}^2+{\displaystyle \frac{1}{2}}a^4\mathrm{\Delta }k^2]`$ $``$ $`{\displaystyle \frac{1+ma/2}{D}}\left(ia\overline{)}kA_R^{}(p)+B_R^{}(p)\right)`$ We can then write $$S_R^{(0)}(p)^1=\frac{D}{(1+ma/2)D_R}\left(ia\overline{)}kA_R^{}+B_R^{}\right);D_R=k^2A_{R}^{}{}_{}{}^{2}+B_{R}^{}{}_{}{}^{2}$$ (56) ¿From this we find the expressions for $`Z_R^{(0)}1/A_R^{(0)}`$ and $`a\mathrm{\Delta }M^{(0)}Z_R^{(0)}B_R^{(0)}ma`$, via $`A_R^{(0)}(p)`$ $`=`$ $`{\displaystyle \frac{DA_R^{}}{(1+ma/2)D_R}}=1+{\displaystyle \frac{k^2a^2}{16}}+𝒪(a^2)`$ (57) $`B_R^{(0)}(p)`$ $`=`$ $`{\displaystyle \frac{DB_R^{}}{(1+ma/2)D_R}}=ma\left(1{\displaystyle \frac{ma}{2}}+{\displaystyle \frac{m^2a^2}{16}}{\displaystyle \frac{k^2+4m^23k^4/m^2}{k^2+m^2}}\right)+𝒪(a^4)`$ (58) Comparing these expressions with those of Eqs. (48) and (49), we clearly see that the tree-level $`𝒪(a^2)`$ errors in $`S_R`$ are much smaller than for $`S_I`$.
warning/0007/hep-th0007144.html	ar5iv	text	# Field theory model giving rise to ”quintessential inflation” without the cosmological constant and other fine tuning problems ## I Introduction Recent high-redshift and CMB data suggest that a small effective cosmological constant gives a dominant contribution to the energy density of the present universe. Among the attempts to describe this picture, the idea to profit by the properties of a slow-rolling scalar field (quintessence model) - seems to be the most attractive and successful. In such approach, the present vacuum energy density $`\rho _{vac}10^{47}(GeV)^4`$ has to be imitated by the energy density of a slowly rolling scalar field down its potential $`U(\varphi )`$ which presumably approaches zero as $`\varphi \mathrm{}`$. However all known quintessence models contain two fundamental problems: 1. The cosmological constant problem, remains in the quintessence models as well: particle physics and cosmology must give a distinct mechanism that enforces the effective cosmological constant to decay from an extremely large value in the very early universe to the extremely small present value without fine tuning of parameters and initial conditions. 2. All known quintessence models are based on the choice of some specific form for the potential $`U(\varphi )`$. The general feature of the potentials needed to realize quintessence is that $`U(\varphi )`$ must be flat enough as $`\varphi `$ is large enough in order to provide conditions for the slow-roll approximation. However it is not clear what happens with other possible terms in the potential, including quantum corrections (see Kolda and Lyth, ). In fact, the potential may for instance contain terms that constitute a structure of polynomials in $`\varphi `$ (and $`\varphi ^n\mathrm{ln}\varphi `$) and they are not negligible as $`\varphi `$ is large, unless an extreme fine tuning is assumed for the mass and self-couplings. For example, the restriction of the flatness conditions on the quartic self-interaction $`\lambda \varphi ^4`$ is $`\lambda 10^{120}(\frac{M_p}{\varphi })^2`$. In this paper I am going to present a field theory model that resolves the above fine tuning problems and besides that, this model is able to give a broad range of tools for constructive answers few more important questions: 3. In the framework of a model where potential $`U(\varphi )`$ of the exponential or inverse power low (or there combinations) form plays the role of a quintessential potential as $`\varphi `$ is large enough, the question arises what is the cosmological role of such $`U(\varphi )`$ as $`\varphi `$ is close to zero or negative. If some other scalar field is responsible for an inflation of the early universe, then a field theory has to explain why the potential $`U(\varphi )`$ of the scalar field $`\varphi `$ is negligible as $`\varphi `$ is close to zero or negative. However, if the same quintessence field $`\varphi `$ plays also the role of the inflaton, (in the early universe) then again a field theory has to explain an origin of the relevant effective potential. Of course this is a nontrivial problem. For example, Peebles and Vilenkin have presented an interesting model of a single scalar field that drives the inflation of the early universe and ends up as quintessence. They adopt the monotonic potential $`U(\varphi )`$ $`=`$ $`\lambda m^4\left[1+(\varphi /m)^4\right]for\varphi <0,`$ (2) $`={\displaystyle \frac{\lambda m^4}{1+(\varphi /m)^\alpha }}for\varphi 0`$ where $`\alpha =const>0`$ (for example 4 or 6) and the parameters $`\lambda =10^{14}`$ and $`m=8\times 10^5GeV`$ were adjusted in to achieve a satisfactory agreement with the main observational constraints. It is well known that such extremely small value of $`\lambda `$ is dictated in the $`\lambda \varphi ^4`$ theory of the chaotic inflation scenario by the necessity to obtain a density perturbation $`\frac{\delta \rho }{\rho }10^5`$ in the observable part of the universe. In other words, the potential of this ”quintessential inflation” model includes both the fine tuning required by the inflation of the early universe and the fine tuning dictated by the quintessence model of the late universe. As it is pointed out in Ref., it seems also to be an unnatural feature of this model that a small mass $`m=8\times 10^5GeVM_p`$ must appear in the potential of the inflaton field $`\varphi `$ interacting only with gravity. And finally, one should apparently believe that such sort of ”quintessential inflation” potential must be generated by some field theory without fine tuning. These problems are typical for the quintessential inflation type models, . 4. It is well known that the ” coincidence problem” can be avoided in the framework of the quintessence models that make use ”tracker potentials”. The exponential potential with $`a=const`$ $$U(\varphi )=U_0e^{a\varphi /M_p}$$ (3) is a special example of a tracker solution. In spacially flat models with such potential, the ratio of the scalar field $`\varphi `$ energy density to the total matter energy density rapidly approaches a constant value determined by $`a`$ and the matter equation of state, , (see also Ref. where a similar result was achieved in the context of Kaluza-Klein-Casimir cosmology). However the strong constraint on $`\mathrm{\Omega }_\varphi `$ dictated by cosmological nucleosynthesis ($`\mathrm{\Omega }_\varphi 0.2`$ ), , predetermines for the $`\varphi `$-fraction to remain subdominant one in the future that apparently contradicts the observable accelerated expansion. A possible resolution of this problem proposed by Wetterich consists in the idea that $`a`$ in (3) might be $`\varphi `$-dependent. In that case it would be again very attractive to develop a field theory model where the exponential potential (3) with an appropriate $`\varphi `$-dependent $`a`$ is generated in a natural way. 5. Since the mass of excitations of the $`\varphi `$-field has to be extremely small in the present-day universe ($`m_\varphi H_010^{33}eV`$), possible direct couplings of $`\varphi `$ to the standard matter fields should give rise to very long-range forces which do not obey the equivalence principle. To prevent such undesirable effects, the very strong upper limits on the coupling constants of the quintessence field to the standard matter fields have to be accepted without any known reason: an attempt to construct a model where an unbroken symmetry could support zero mass of $`\varphi `$-excitations inevitably runs against the necessity to start from a trivial potential; without knowledge of a mechanism for the breaking of this symmetry, such small coupling constants may be introduced into a theory only by hand. It will be shown in this paper that one can answer all the above questions 1-5 in the framework of the field theory model based on the hypothesis that the effective action of the fundamental theory at the energy scales below the Planck mass can be represented in a general form including two measures and respectively, two Lagrangian densities $$S=\left[\mathrm{\Phi }L_1+\sqrt{g}L_2\right]d^4x$$ (4) Here $`\sqrt{g}`$ is the standard measure of integration in the action principle of Einstein’s General Relativity (GR) and other gravitational theories making use the general coordinate invariance. The measure $`\mathrm{\Phi }`$ is defined using the antisymmetric tensor field $`A_{\mu \nu \lambda }`$ $$\mathrm{\Phi }d^4x=_{[\alpha }A_{\beta \gamma \delta ]}dx^\alpha dx^\beta dx^\gamma dx^\delta $$ (5) and (4) is also invariant under general coordinate transformations. Notice that the measure $`\mathrm{\Phi }`$ is a total derivative and therefore a shift $`L_1L_1+const`$ does not affect equations of motion whereas a similar shift when implementing with $`L_2`$ causes a change which in the standard GR would be equivalent to that of the cosmological constant term. The next basic conjecture is that the Lagrangian densities $`L_1`$ and $`L_2`$ do not depend of $`A_{\mu \nu \lambda }`$. In this paper I refer to this theory as the ”two measures theory” (TMT) . The main features of TMT have been studied in series of papers- ## II Some general features of TMT Let us consider a simple model with the scalar field $`\varphi `$ $$S=d^4x\left[\mathrm{\Phi }\left(\frac{1}{\kappa }R(\mathrm{\Gamma },g)+\frac{1}{2}g^{\mu \nu }\varphi _{,\mu }\varphi _{,\nu }V_1(\varphi )\right)+\sqrt{g}V_2(\varphi )\right]$$ (6) The case where $`V_2(\varphi )const`$ was studied in Ref. and the general case was studied by Guendelman in Ref. . TMT gives desirable results if we proceed in the first order formalism (metric $`g_{\mu \nu }`$ and connection $`\mathrm{\Gamma }_{\lambda \sigma }^\mu `$ are independent variables as well as the antisymmetric tensor field $`A_{\mu \nu \lambda }`$) and $`R(\mathrm{\Gamma },g)=g^{\mu \nu }R_{\mu \nu }(\mathrm{\Gamma })`$, $`R_{\mu \nu }(\mathrm{\Gamma })=R_{\mu \nu \alpha }^\alpha (\mathrm{\Gamma })`$ and $$R_{\mu \nu \sigma }^\lambda (\mathrm{\Gamma })\mathrm{\Gamma }_{\mu \nu ,\sigma }^\lambda +\mathrm{\Gamma }_{\alpha \sigma }^\lambda \mathrm{\Gamma }_{\mu \nu }^\alpha (\nu \sigma ).$$ (7) At this stage no specific form for $`V_1(\varphi )`$ and $`V_2(\varphi )`$ is assumed. Variation of the action with respect to $`A_{\mu \nu \lambda }`$ results in equation $`ϵ^{\mu \nu \alpha \beta }_\beta L_1=0`$ which means that $$L_1=\frac{1}{\kappa }R(\mathrm{\Gamma },g)+\frac{1}{2}g^{\mu \nu }\varphi _{,\mu }\varphi _{,\nu }V_1(\varphi )=sM^4=const,$$ (8) where $`sM^4`$ is an integration constant, $`s=\pm 1`$ and $`M`$ is a constant of the dimension of mass. Variation with respect to $`g^{\mu \nu }`$ leads to $$\frac{1}{\kappa }R_{\mu \nu }(\mathrm{\Gamma })+\frac{1}{2}\varphi _{,\mu }\varphi _{,\nu }\frac{1}{2\chi }V_2(\varphi )g_{\mu \nu }=0$$ (9) where the scalar field $`\chi `$ is defined by $$\chi \frac{\mathrm{\Phi }}{\sqrt{g}}$$ (10) Consistency condition of equations (8) and (9) takes the form of the constraint $$V_1(\varphi )+sM^4\frac{2V_2(\varphi )}{\chi }=0$$ (11) Solution of equations obtained by variation of the action with respect to $`\mathrm{\Gamma }_{\lambda \sigma }^\mu `$ can be represented (see \- ) as a sum of the Christoffel’s connection coefficients $`\{_{\mu \nu }^\lambda \}`$ of the metric $`g_{\mu \nu }`$ and a non-Riemannian part which is a linear combination of $`\sigma ,_\mu `$ where $`\sigma \mathrm{ln}\chi `$. The scalar field $`\varphi `$ equation is $$(g)^{1/2}_\mu (\sqrt{g}g^{\mu \nu }_\nu \varphi )+\sigma ,_\mu \varphi ^{,\mu }+\frac{dV_1}{d\varphi }\frac{1}{\chi }\frac{dV_2}{d\varphi }=0,$$ (12) In the conformal frame defined by the conformal transformation $$g_{\mu \nu }(x)g_{\mu \nu }^{}(x)=\chi g_{\mu \nu }(x);\varphi \varphi ;A_{\mu \nu \lambda }A_{\mu \nu \lambda }$$ (13) the non-Riemannian contribution into the connection disappears: $`\mathrm{\Gamma }_{\mu \nu }^\lambda \overline{\mathrm{\Gamma }}_{\mu \nu }^\lambda =\overline{\{_{\mu \nu }^\lambda \}}`$ (here $`\overline{\{_{\mu \nu }^\lambda \}}`$ are the Christoffel’s connection coefficients of the Riemannian space-time with the metric $`g_{\mu \nu }^{}`$). Tensors $`R_{\mu \nu \sigma }^\lambda (\mathrm{\Gamma })`$ and $`R_{\mu \nu }(\mathrm{\Gamma })`$ transform to the Riemann $`R_{\mu \nu \sigma }^\lambda (g_{\alpha \beta }^{})`$ and Ricci $`R_{\mu \nu }(g_{\alpha \beta }^{})`$ tensors respectively in the Riemannian space-time with the metric $`g_{\mu \nu }^{}`$. After making use the solution for $`\chi `$ as it follows from the constraint (11), the gravitational equations (9) and the scalar field equation (12) in the new conformal frame obtain the standard form of the Einstein’s GR equations for the selfconsistent system of gravity ($`g_{\mu \nu }^{}`$) and scalar field $`\varphi `$ with the TMT effective potential (for details see and ) $$U(\varphi )=\frac{1}{\chi ^2}V_2(\varphi )=\frac{1}{4V_2(\varphi )}[sM^4+V_1(\varphi )]^2$$ (14) Notice that just $`U(\varphi )`$ plays the role of the true potential that governs the dynamics of the scalar field $`\varphi `$ while $`V_1(\varphi )`$ and $`V_2(\varphi )`$ have no sense of the potential energy densities themselves but rather they generate the potential energy density. This is why we will use the term pre-potentials for $`V_1(\varphi )`$ and $`V_2(\varphi )`$. Notice that our choice of the sign in front of the pre-potential $`V_2(\varphi )`$ is opposite to the usual one that would be in the case of the standard GR. This is doing just for convenience in what follows. In order to provide disappearance of the cosmological constant, one demands usually that the effective potential is equal to zero at the minimum, i.e. it is necessary that the effective potential and its first derivative are equal to zero at the same point. As a matter of fact this is the essence of the cosmological constant problem treated in the ”old” sense when there was no need in explanation of a small but non-zero cosmological constant at present. If we want to avoid the necessity to fulfill this fine tuning, TMT gives us such an opportunity and it has been explored in Refs. , ). In fact, independently of the shape of the nontrivial pre-potential $`V_1(\varphi )`$, infinite number of initial conditions exists for which $`V_1+sM^4=0`$ at some value $`\varphi =\varphi _0`$. If $`V_1(\varphi )`$ and $`V_2(\varphi )`$ are regular at $`\varphi =\varphi _0`$, $`V_1^{}(\varphi _0)0`$ and $`V_2(\varphi )`$ is positive definite then $`\varphi =\varphi _0`$ is the absolute minimum of $`U(\varphi )`$ with the value $`U(\varphi _0)=0`$ . We will refer to such a situation as the first class scenario. In the present paper we will study the models with such a pre-potential $`V_1`$ that there will be infinite number of initial conditions for which $`V_1+sM^40`$ at any value of $`\varphi `$ (we will refer to such a situation as the second class scenario ). Then the stable vacuum may for instance be realized asymptotically as $`\varphi \mathrm{}`$, which is actually the idea used in the quintessence models. The assumption that $`V_2(\varphi )`$ is positive definite will be our choice in what follows. ## III Extremely broad class of TMT models does not require fine tuning <br>to provide quintessence. ### A General idea: the inverse power low quintessential potential as a simple example. In contrast to standard gravitational theories where the quintessential potential must be slow decreasing function as $`\varphi \mathrm{}`$, in TMT we have an absolutely new option: the quintessential behaviour of the TMT effective potential $`U(\varphi )`$ for $`\varphi `$ large enough may be achieved with increasing prepotentials $`V_1(\varphi )`$ and $`V_2(\varphi )`$. This circumstance enables to avoid both the cosmological constant problem and the problem of the flatness of the quintessential potential. For illustration of these statements let us notice that starting from the positive power low pre-potentials $`V_1`$ and $`V_2`$ $$V_1=m_1^{(4n_1)}\varphi ^{n_1};V_2=\frac{1}{4}m_2^{(42n_2)}\varphi ^{2n_2}.$$ (15) with $`n_2>n_1`$, we obtain the TMT effective potential which for $`\varphi `$ large enough has the inverse power low form $$U\frac{m_1^{2(4n_1)}}{m_2^{2(2n_2)}}\frac{1}{\varphi ^{2(n_2n_1)}}$$ (16) and does not depend on the integration constant. Another interesting case is $`V_10`$ (remined that adding a constant to $`V_1`$ is equivalent just to a redefinition of the integration constant $`sM^4`$) and, for example, $`V_2\lambda \varphi ^4`$. Then $`U(\varphi )=M^8/\lambda \varphi ^4`$. Although there exists a possibility for generation of a negative power low potential in the models with dynamical supersymmetry breaking (see, for example ), such potential still looks to be exotic one in the context of the standard field theory. As we see, in TMT such quintessential form of the effective potential is obtained very easy and in a natural way. Besides, adding any subleading (as $`\varphi \mathrm{}`$) terms to (15) does not alter the above results since their relative contributions to $`U(\varphi )`$ will be suppressed as $`\varphi `$ is large enough. In particular, adding the term $`V_2^{(0)}\sqrt{g}d^4x`$, $`V_2^{(0)}const`$, which in GR would have the sense of the cosmological constant term, does not affect $`U(\varphi )`$ as $`\varphi `$ is large enough. Thus starting from the polynomial form of the pre-potentials $`V_1`$ and $`V_2`$ with an appropriate choice of the powers $`n_1`$ and $`n_2`$ of the leading terms, one can in fact provide a generation of the inverse power low quintessential potential in such a way that neither the cosmological constant problem nor the the problem of the flatness of the quintessential potential do not appear at all. ### B The exponential form of the TMT effective potential $`U(\varphi )`$. A simple way to realize an exponential asymptotic form of the TMT effective potential $`U(\varphi )`$, Eq.(14), is to define the pre-potentials $`V_1`$ and $`V_2`$ as follows: $$V_1=s_1m_1^4e^{\alpha \varphi /M_p};V_2=\frac{1}{4}m_2^4e^{2\beta \varphi /M_p}$$ (17) Here $`s_1=\pm 1`$ and we assume that $`\alpha `$ and $`\beta `$ are positive constants. The restrictions formulated after Eq. (11) have to be taken into account. The effective TMT potential corresponding to the pre-potentials (17) $$U=\frac{1}{m_2^4}\left(s_1m_1^4e^{(\beta \alpha )\varphi /M_p}+sM^4e^{\beta \varphi /M_p}\right)^2$$ (18) contains two particular cases of special interest. ##### a The case $`\alpha =\beta `$ This case corresponds to a sort of the scale invariant theory studied by Guendelman. In fact, in this case the theory (6) is invariant under global transformations $$g_{\mu \nu }e^\theta g_{\mu \nu };A_{\mu \nu \lambda }e^\theta A_{\mu \nu \lambda }$$ (19) whereas the scalar field $`\varphi `$ undergoes the shift $$\varphi \varphi \frac{M_p}{\beta }\theta $$ (20) In such a model, the TMT effective potential has the form $$U(\varphi )=\frac{m_1^8}{m_2^4}\left[1+\frac{s_1}{s}\left(\frac{M}{m_1}\right)^4e^{\beta \varphi /M_p}\right]^2$$ (21) and the observation that $`U(\varphi )`$ has an infinite flat region as $`\varphi \mathrm{}`$ and approaches a nonzero constant $`\frac{m_1^8}{m_2^4}`$, has been used in Ref. for discussion of possible cosmological applications with the choice $`\frac{s_1}{s}=1`$. The first possibility is related to the very early universe: a slow rolling (new inflationary) scenario might be realized assuming that the universe starts at a sufficiently large value of $`\varphi `$. Another scenario discussed by Guendelman in Ref. is based on a possibility for $`\frac{m_1^8}{m_2^4}`$ to be very small and this approach has the aim to construct a scenario for the very late universe. In this scenario there could be a long lived stage with almost constant energy density $`\frac{m_1^8}{m_2^4}`$ that will eventually disappear when the universe achieves its true vacuum state with zero cosmological constant. This occurs when the expression in parenthesis in Eq. (21) becomes zero and therefore no fine tuning is needed. It turns out (see Refs. , ) that in the presence of a matter, which is introduced in a way respecting the global symmetry (19), (20), the change of the constraint (11) leads to a correlation between $`U(\varphi )`$ (close but not equal to zero) and the matter energy density. In the case $`\alpha =\beta `$, the TMT effective potential (21) is not a constant due to the appearance of a non-zero integration constant $`M`$, that is actually, due to a spontaneous breaking of the global continuous symmetry (19), (20). Guendelman noticed that in terms of the dynamical variables used in the Einstein frame, that is $`g_{\mu \nu }^{}`$ and $`\varphi `$, the symmetry transformations (19), (20) are reduced to shifts (20) alone ($`g_{\mu \nu }^{}`$ is invariant under transformations (19), (20)). Thus in terms of the dynamical variables of the Einstein frame, the spontaneous symmetry breaking is just that of the global continuous symmetry $`\varphi \varphi \frac{M_p}{\beta }\theta `$. It is important that, as it was mentioned in Ref. , this global continuous symmetry is restored as $`\varphi \mathrm{}`$. ##### b The case $`\beta >\alpha >0`$. This is the most interesting case from the viewpoint of the quintessence. For $`\beta \varphi M_p`$, the TMT effective potential (18) behaves as a decaying exponent: $$U\frac{m_1^8}{m_2^4}e^{2(\beta \alpha )\varphi /M_p}as\beta \varphi M_p.$$ (22) If we want to achieve the quintessential form of the TMT effective potential (22) for not too large values of $`\varphi `$ and with not too big difference in orders of $`m_1`$ and $`M`$ (this point will be explained in the next section) then we need the condition $$0<\beta \alpha \beta $$ (23) And of course the most evident argument in favour of this condition consists in the demand to provide the flatness of the $`\varphi `$-potential at the late, $`\varphi `$ \- dominated universe where it has to imitate the present ”cosmological constant”. This is possible only if $`\beta \alpha `$ is less or of order 1 while there are no reasons for $`\beta `$ not to be large in general. Comparing this condition for $`\alpha `$ and $`\beta `$ with that of the model of Ref. discussed just above, one can observe that the model under consideration can be interpreted as that with a small explicit violation of the global symmetry (19), (20). Notice that the expression for $`U(\varphi )`$ as $`\beta \varphi M_p`$ does not include the integration constant $`M`$ and the exponent is proportional to $`\beta \alpha `$. This reflects the fact that such asymptotic behavior of $`U(\varphi )`$ results from the explicit violation of the global continuous symmetry (19), (20). It is very interesting that although the discussed global continuous symmetry (19), (20) is broken in this model explicitly, the equtions of motion show that the symmetry is also restored as $`\varphi \mathrm{}`$, just as in the case $`\alpha =\beta `$ with only spontaneous symmetry breaking. Therefore, in terms of the dynamical variables used in the Einstein frame, that is $`g_{\mu \nu }^{}`$ and $`\varphi `$, in the model where the condition (23) holds, the approximate global symmetry $`\varphi \varphi \frac{M_p}{\beta }\theta `$ is restored as $`\varphi \mathrm{}`$. This observation opens unexpected chance to solve the problem discussed by Carroll (problem 5 in the list of problems in Introduction) which consists of the following. There are no reasons to ignore a possibility that the scalar field $`\varphi `$ interacts directly to usual matter fields. Suppose that such interactions have the form of the coupling $`f_i\frac{\varphi }{m}_i`$ where $`_i`$ is any gauge invariant dimension-four operator, $`m`$ is a mass scale and $`f_i`$ is a dimensionless coupling constant. The flatness of the quintessential potential of the field $`\varphi `$ means that excitations of $`\varphi `$ are almost massless. Therefore in the presence of direct interactions of the $`\varphi `$-field to the usual matter fields, one has to expect the appearance of the very long-range forces which do not obey the equivalence principle. Observational restrictions on such ”fifth force” impose small upper limits on the coupling constants $`f_i`$. To explain smallness of $`f_i`$’s, Carroll proposed to postulate that the theory possesses an approximate global continuous symmetry of the form $`\varphi \varphi +const`$ (the idea similar to what is used in pseudo-Goldstone boson models of quintessence where however, an explicit breaking of the continuous chiral symmetry reduces it to a discrete symmetry). In the framework of Einstein’s GR, such exact continuous symmetry is incompatible with a nontrivial potential of the scalar field $`\varphi `$. This means that if we were working in Einstein’s GR, then started from the model with the exact symmetry $`\varphi \varphi +const`$ and therefore with a constant potential, we would want to achieve a nontrivial, quintessential potential (passed also across a fine tuning purgatory) as a result of some mechanism for a symmetry breaking. Such a picture looks even more problematic one than the fine tuning problem itself. In addition, in the framework of such general idea about a breaking of the symmetry $`\varphi \varphi +const`$, it is impossible to point out the parameters of the theory which could produce, after a symmetry breaking, the small coupling constants $`f_i`$. In contrast to GR, in TMT one can suppose that in yet unknown more fundamental theory the global continuous symmetry (19), (20) is an exact one and $`\alpha =\beta `$. At energies below the Plank mass the symmetry is breaking and it is assumed that the effective action describing the relevant physics, has the form of TMT, Eq. (6) (inclusion of the usual matter will be studied in Sec. VI), with the nontrivial pre-potentials (17). The only thing we need from a mechanism for a symmetry breaking consists of a small relative shift of the magnitudes of $`\alpha `$ and $`\beta `$ satisfying the condition (23). If the symmetry breaking generates couplings of the scalar field $`\varphi `$ to the usual matter fields, then the corresponding dimensionless coupling constants $`f_i`$ must be proportional<sup></sup><sup></sup>Notice that the exponents in the pre-potentials (17) contain actually dimensional factors $`\alpha M_p^1`$ and $`\beta M_p^1`$. Therefore the dimensionless parameter that could characterize the symmetry breaking has to be of the form $`(\beta M_p^1\alpha M_p^1)/\beta M_p^1=(\beta \alpha )/\beta `$. to some positive power of $`(\beta \alpha )/\beta `$. Notice that an unbounded increase of the pre-potentials as $`\varphi \mathrm{}`$ does not produce problems, at least on the classical level, since as was already mentioned in Sec. II, the pre-potentials have no sense of a potential energy density. The real potential is the TMT effective potential (14) that in the model under consideration approaches zero according to Eq. (22) as $`\varphi \mathrm{}`$. An evident generalization of the pre-potentials (17) that maintains the behavior of $`U(\varphi )`$ as $`\beta \varphi M_p`$, Eq. (22), consists of adding to them the terms with lower degree of growth. They may be for example, polynomials in $`\varphi `$ as it was in the case discussed in previous subsection. Relative contributions of all adding terms into the TMT effective potential $`U(\varphi )`$ will be exponentially suppressed for large $`\varphi `$. If these additional terms appear as a result of breaking of the symmetry (19), (20) (remined that $`\alpha =\beta `$ in the case of the exact symmetry), then coefficients in front of them have to be proportional to some positive power of the small parameter $`(\beta \alpha )/\beta `$. The latter will be used in the next section. For the same reasons as it was before, the symmetry (19), (20) is restored as $`\varphi \mathrm{}`$. Simple reasoning adduced here as well as in the previous subsection, does not look like trivial one if we recall that in GR adding any constant and/or increasing (as $`\varphi \mathrm{}`$) term to the potential destined to be a quintessential one, causes a drastic violation of its desirable features: an arbitrary cosmological constant appears and/or the flatness conditions are destroyed if no extreme fine tunings are made. The basis for the resolution of these problems in TMT consists in a possibility to achieve a quintessence form of the effective potential as $`\varphi `$ is large enough, starting from pre-potentials increasing as $`\varphi \mathrm{}`$. As a matter of fact, this is the main advantage of the studied TMT models over the quintessence models formulated in the framework of the standard GR. In the conclusion it is worthwhile to notice for the following discussion that in all cases considered in this section, $`\chi ^1`$ as the solution of the constraint (11), asymptotically approaches zero as $`\varphi \mathrm{}`$. ## IV Probe models: towards effective TMT potential <br>of the ”quintessential inflation” type ### A Some clarifications to the rest part of the paper The previous sections served a preparatory role in the formulation and solution of the main problems of this paper. In Sec. III our attention was concentrated on the possibilities of TMT to generate without fine tuning the scalar field $`\varphi `$ potential which for $`\varphi `$ large enough provides a quintessence. It turns out however that some of such TMT effective potentials can appear to be also well defined to drive the early universe evolution. In this paper I have no aim to look for a precise values of all parameters of the potential that could be able to provide an adequate description of the cosmological evolution from slightly after Planck time up to now and answer all demands of the realistic cosmology. But I do want to exhibit that the field theory models based on TMT provide the existence of a broad spectrum of tools giving us the firm belief that such a potential can be generated without fine tuning. More precisely, in this section I am going to demonstrate that exploring the results of the previous section one can make sure that TMT is able to generate (without any sort of fine tuning) the effective potential of such a form that in the main could answer basic demands of the realistic cosmology. Such qualitative examination is enough for the purposes of this paper which consist mainly in studying of some basic field-theoretic problems of TMT that turn out to be in the very close interrelation with some fundamental features of the cosmological scenario. The essence of the matter is that generally speaking the price for the success of TMT in the resolution of the cosmological constant problem is serious enough. In fact, in order to incorporate the matter fields into the simplifying picture reviewed in Sec. II in such a way that the TMT effective equations of motion of all fields in the Einstein frame would have the form of the equations of motion of the standard field theory based on GR, in Ref we were forced to start from the very nonlinear (in the matter fields) original TMT action. This circumstance makes the quantization of TMT a very hard problem even on a semiclassical level (i.e. the matter fields quantization in the background curved space-time). We will see below that for the second class cosmological scenarios (see the end of Sec. II) with the appropriate choice of the pre-potentials, it is enough to start from the original TMT action with exactly the same degree of nonlinearity in matter fields as in the standard theory in order to achieve the standard matter field theory in a background (pseudo-Riemannian) space-time. Then the matter fields quantization reduces to the standard procedure of the matter fields quantization in curved space-time. Fortunately, it turns out that the choice of the initial cosmological conditions and the pre-potentials needed to provide such successful construction of the matter field theory in the context of TMT, corresponds to the class of models where the TMT effective potential allows to solve all five problems mentioned in Introduction. ### B Models based on the hypothesis that the theory possesses the explicitly broken global symmetry (19), (20) The pre-potentials of the form (17) with additional (subleading as $`\varphi \mathrm{}`$) terms provide the possibility to generate the TMT effective potential $`U(\varphi )`$ with an asymptotic quintessence behavior that mimics the current effective cosmological constant. For this to be done there is no need of any sort of fine tuning and the enough condition for this is $`0<\beta \alpha \beta `$ in (17). If however, one wants to extend the range of applicability of the TMT effective potential of the same single scalar field $`\varphi `$ to satisfy constraints of the realistic cosmology from inflation of the early universe up to the present-day universe, then we have too big arbitrariness in the choice of the additional terms to (17). I restrict myself by models based on the idea that the action (6) is the effective one of a more fundamental theory at the energy scales below the Planck mass. It seems then to be natural to suppose that transition from the fundamental theory to the effective one is accompanied by breaking of some fundamental symmetries. I will assume that one of such symmetries is the global one (19), (20) Of course, without knowledge of the fundamental theory one can not discuss a mechanism for the symmetry breaking.. Such approach to the choice of prepotentials enables to narrow the amount of the suitable versions. In particular, for models leading to the asymptotic (as $`\varphi \mathrm{}`$) inverse power low TMT effective potentials (discussed in Sec. III.A), one can not point out a range where the symmetry (19), (20) is restored. This is why I am obliged to restrict myself by studying models of the type discussed in subsection III.B and more precisely, by models where the condition (23) holds. Below we will formulate three models where the modifications of the pre-potentials (17) will be realized by adding the simplest terms explicitly breaking the symmetry (19), (20). The Planck mass $`M_p`$ is chosen as the typical scale for parameters of the dimension of mass corresponding to the limit where the global symmetry (19), (20) is unbroken. Then the appearance of the mass parameters smaller than $`M_p`$ is a manifestation of a symmetry breaking by the appropriate terms since those parameters can be represented as $`\left(\frac{\beta \alpha }{\beta }\right)^nM_p`$, $`n>0`$. In the framework of such an approach one can maintain that the model is free of a fine tuning if orders of all such mass parameters are not too much differ from $`M_p`$ (in this connection see also discussions after Eqs. (22), (23) and footnote 1) #### 1 Model 1 $$V_1(\varphi )=m_1^4e^{\alpha \varphi /M_p};V_2(\varphi )=\frac{1}{4}\left(4V_2^{(0)}+m_2^4e^{2\beta \varphi /M_p}\right)$$ (24) With the choice of the parameters $`m_2=M_p`$, $`4V_2^{(0)}=(10^3M_p)^4`$, $`m_1=10^2M_p`$, $`\beta =7`$, $`\alpha =6`$, and with the integration constant $`M^4=(3q\times 10^2M_p)^4`$, $`0<q1`$ ($`s=+1`$), the TMT effective potential $`U(\varphi )`$, Eq. (14), is a monotonically decreasing function with the shape that is convenient to describe in a piecewise form with the following four typical regions: $`U(\varphi )`$ $``$ $`q^8M_p^4for\varphi <2.2M_p,`$ (25) $``$ $`{\displaystyle \frac{q^8M_p^4}{1+10^{12}e^{14\varphi /M_p}}}for2.2M_p<\varphi <1.8M_p`$ (26) $``$ $`10^{12}M_p^4e^{14\varphi /M_p}for1.8M_p<\varphi <0.6M_p`$ (27) $``$ $`10^{16}M_p^4e^{2\varphi /M_p}for\varphi >1.2M_p`$ (28) #### 2 Model 2 $$V_1(\varphi )=\frac{1}{2}\mu _1^2\varphi ^2+m_1^4e^{\alpha \varphi /M_p};V_2(\varphi )=\frac{1}{4}\left(4V_2^{(0)}+m_2^4e^{2\beta \varphi /M_p}\right)$$ (29) With the choice of the parameters $`m_2=M_p`$, $`4V_2^{(0)}=(\frac{1}{3}M_p)^4`$, $`\mu _1=10^4M_p`$, $`m_1=10^3M_p`$, $`\beta =7`$, $`\alpha =6`$ and with the integration constant $`M^4=(\frac{1}{\sqrt{3}}10^2M_p)^4`$, ($`s=+1`$), the TMT effective potential $`U(\varphi )`$, Eq. (14), is a monotonically decreasing function with the shape that one can describe in a piecewise form with the following three typical regions: $`U`$ $``$ $`{\displaystyle \frac{1}{4}}\lambda \varphi ^4,\lambda =10^{14}for\varphi <{\displaystyle \frac{1}{3}}M_p`$ (30) $``$ $`10^{16}M_p^4\left[10^1+{\displaystyle \frac{1}{2}}\left({\displaystyle \frac{\varphi }{M_p}}\right)^2\right]^2e^{14\varphi /M_p}for0<\varphi <1.1M_p`$ (31) $``$ $`6\times 10^{28}M_p^4e^{2\varphi /M_p}for\varphi >1.4M_p`$ (32) where in the interval $`0<\varphi <1.1M_p`$ the factor in front of the exponential function varies very slowly. #### 3 Model 3 $$V_1(\varphi )=\frac{1}{2}\mu _1^2\varphi ^2+m_1^4e^{\alpha \varphi /M_p};V_2(\varphi )=\frac{1}{4}\left(4V_2^{(0)}+\frac{1}{2}\mu _2^2\varphi ^2+m_2^4e^{2\beta \varphi /M_p}\right)$$ (33) With the choice of the parameters $`m_2=M_p`$, $`4V_2^{(0)}=(10^1M_p)^4`$, $`\mu _1=10^4M_p`$, $`m_1=10^3M_p`$, $`\mu _2=10^2M_p`$, $`\beta =7`$ , $`\alpha =6`$ and with the integration constant $`M^4=(\frac{1}{\sqrt{3}}10^2M_p)^4`$, ($`s=+1`$), the TMT effective potential, Eq. (14), is a monotonically decreasing function with the shape that one can describe in a piecewise form with the following three typical regions: $`U`$ $``$ $`{\displaystyle \frac{1}{2}}m^2\varphi ^2,m=10^6M_pfor\varphi <0.7M_p`$ (34) $``$ $`10^{16}M_p^4\left[10^1+{\displaystyle \frac{1}{2}}\left({\displaystyle \frac{\varphi }{M_p}}\right)^2\right]^2e^{14\varphi /M_p}for0.6<\varphi <1.5M_p`$ (35) $``$ $`10^{24}M_p^4e^{2\varphi /M_p}for\varphi >1.7M_p`$ (36) where in the interval $`0.6M_p<\varphi <1.5M_p`$ the factor in front of exponential function varies very slowly. ### C Some general features of the models 1 - 3. As it was already noted, the exact fitting of all parameters to satisfy the requirements of the realistic cosmology is over and above the plan of this paper. Our aim here is rather a demonstration of extremely broad spectrum of tools giving by TMT to solve some fundamental problems of the realistic cosmology. 1) In each of the models 1-3 with the action (6), the global continuous symmetry (19), (20) is violated by all terms of $`V_1`$ and $`V_2`$ except for the last term of $`V_2`$. The symmetry is restored at the limit $`\varphi \mathrm{}`$. All mass parameters (including mass parameters corresponding to ”$`\mathrm{\Lambda }`$-terms” in each of the models) have orders equal or slightly less than the Planck mass (but not less than the GUT scale). 2) One can see that the TMT effective potential $`U(\varphi )`$ of each of the models 1 - 3 has a region that can be responsible for an inflation of the early universe. Let us refer to this region of $`U(\varphi )`$ as the ”inflationary region” of $`U`$. In model 1 the inflationary region of $`U`$ is the infinite interval $`\mathrm{}<\varphi <1.8M_p`$ with practically constant value $`U(\varphi )q^8M_p^4`$ that smoothly passes on a slowly decreasing region. Such inflationary region of $`U`$ might be responsible for an initial stage of a new inflationary scenario. In models 2 and 3, the inflationary regions of $`U`$ have the form of the power low potentials ($`\frac{1}{4}\lambda \varphi ^4`$ and $`\frac{1}{2}m^2\varphi ^2`$ respectively) driving the chaotic inflation . Parameters of the pre-potentials are chosen in such a way that the inflationary region of $`U`$ satisfies the requirements of the realistic cosmology. It is very important to stress that this can be done without strong tuning of the parameters, in contrast with the GR approach to the chaotic inflation models where the strong enough tuning is needed. The choice of $`\beta `$ and $`\alpha `$ does not affect practically the inflationary region of $`U(\varphi )`$. 3) The TMT effective potential $`U(\varphi )`$ of each of the models 1 - 3 behaves as $$U(\varphi )\frac{m_1^8}{M_p^4}e^{2(\beta \alpha )\varphi /M_p}as\varphi >\varphi _b=\varpi M_p,$$ (37) where the constant factor $`\varpi `$ of order 1 is very sensitive to the choice of parameters. Let us refer to this region of $`U(\varphi )`$ as the ”quintessential region” since it can serve for the quintessential model of the present universe. One should make here an important remark. The quintessential region of $`U`$ has the form (37) where the value of $`(\beta \alpha )/\beta \beta `$ determines a strength of the symmetry breaking. The choice of $`\beta \alpha =1`$ and $`\beta =7`$ in the models 1-3 has just an illustrative aim and it is not a problem to adjust the value of $`\beta \alpha `$ to satisfy the observable value of $`\mathrm{\Omega }_\varphi `$ at present. 4) Between the inflationary and quintessential regions, there exists an intermediate region of great interest. The TMT effective potential $`U(\varphi )`$ in the intermediate region can be represented in the general form $$U(\varphi )=f(\varphi )M_p^4e^{2\beta \varphi /M_p}$$ (38) where $`f(\varphi )`$ is a very slowly varying function compared to the exponential factor. There is a remarkable property of the intermediate region of $`U`$ that provides possibilities for resolution of some fundamental problems of the realistic cosmology: by an appropriate choice of $`\beta `$ one can achieve a very rapid decreasing of $`U(\varphi )`$ after inflationary epoch that provides conditions for transition to the radiation and matter dominated era. For instance, in model 3 the TMT effective potential $`U(\varphi )`$ at the end of the intermediate region ($`\varphi 1.5M_p`$) is roughly $`10^{28}`$ times less than at the beginning of the intermediate region ($`\varphi 0.6M_p`$). This property of the intermediate region of $`U`$ may be very useful for resolution of problems of cosmological nucleosynthesis constraints and large-scale structure formation, , , . The exact shape of the intermediate region of $`U`$ (steepness and the range of definition) dictated by the realistic cosmology can be adjusted by the choice of the magnitudes of $`\alpha `$, $`\beta `$ and dimensional parameters (like $`M`$, $`\mu _1`$ etc.). 5) Combining the intermediate and the quintessential regions one can see that the post-inflation region of the TMT effective potential can be represented approximately in the exponential form described by Eq.(3) with $`\varphi `$-dependent parameter $`a`$ (see Ref. ) $`a=a(\varphi )`$ $`=`$ $`2\beta as\varphi <\varphi _b`$ (39) $`=`$ $`2(\beta \alpha )as\varphi >\varphi _b`$ (40) where $`\varphi _b`$ (see Eq. (37)) is a boundary value of $`\varphi `$ between the intermediate and quintessential regions of $`U(\varphi )`$. It seems to be very attractive that this result is obtained in a natural way in the framework of the field theory model without any assumptions specially intended for this. The only thing have been assumed is that the model possesses the approximate global continuous symmetry (19), (20) and the value of $`\beta \alpha \beta `$ depending on a strength of the symmetry breaking should not be large in order to provide the flatness of the TMT effective potential in the quintessential region. 6) It turns out that in the models 2 and 3 the shape of $`U(\varphi )`$ in the buffer range between the inflationary and intermediate regions can be very sensitive to variations of the parameters entering into $`V_1`$ and $`V_2`$. By means of a suitable change of the parameters one can achieve (without altering the qualitative properties of the discussed above regions), for instance an almost flat shape of $`U`$ in this buffer range or even successive local minimum and maximum immediately after the inflationary region. This feature of the models may be very important if for example one wants to realize a scenario where the instant preheating occurs before entry into the intermediate region. The final remarks concerns the terminology. Since the scalar field $`\varphi `$, in context of models 1-3, dominates both at the very early and at the late universe, acting in such a way that the universe expands with acceleration, let us call it the inflaton field following the terminology by Peebles and Vilenkin. ## V Inclusion of usual matter fields ### A Outline of the approach to the problem Inclusion of the ordinary matter fields (like vector bosons, fermions, etc.) in TMT is a very nontrivial problem. In the framework of the first class cosmological scenarios, there was shown in Ref. that the field theory model exists where in the conformal Einstein frame, the classical equations of motion of the gauge unified theories as well as the GR equations are exactly reproduced. The merit of this model is that the spontaneous symmetry breaking (SSB) does not generate the cosmological constant term. However a serious defect of this model consists of the necessity to use the artificial enough form of how the gauge fields kinetic terms and the fermions selfinteractions enter into the original action. This creates a situation where it is unclear how one can approach the matter fields quantization. The origin of the problem is practically reduced to the role of the constraint (11) which is modified in the presence of usual matter fields. In fact, matter fields in general contribute to the constraint and then the $`\chi `$-field becomes depending of matter fields. Therefore when starting with Lagrangians $`L_1`$ and $`L_2`$ including the matter fields in a form similar to the canonical one, the resulting matter fields equations of motion in the Einstein picture (obtained with the use of the conformal transformations (13) or their generalization in the presence of fermions) can appear in general to be very nonlinear. Inclusion of the usual matter fields in the context of the models of Sec. IV.B permits to avoid this problem. In fact, following the idea that the only mass scale typical for the inflaton physics in the limit where the symmetry (19), (20) is exact, is the Planck mass, and terms that explicitly breaks this symmetry, contain mass parameters only a few orders of magnitude less than $`M_p`$, we provide a situation where the usual matter fields contributions to the constraint appear to be negligible in comparison with the inflaton contributions throughout the history of the universe. At the late universe, the unbounded increase of the pre-potentials (as $`\varphi \mathrm{}`$) reinforces this effect. As a result of this, the scalar field $`\chi `$ with high accuracy is determined by the same constraint (11) as it was in the absence of the usual matter fields. This allows, starting from the Lagrangians similar to usual ones, one to keep after transition to the Einstein frame the desirable basic features of the usual matter fields sector. Together with the basic idea about the broken continuous global symmetry (19), (20) modified to the case of the presence of fermions, this approach provides possibilities for constructing gauge models in the context of TMT and, at the same time, to solve problems 1-5 of Introduction. ### B Action of a gauge abelian model and continuous global symmetry In the framework of the formulated above general ideas let us consider a toy model that possesses gauge abelian symmetry and contains the following matter fields: a complex scalar field $`\xi =\frac{1}{\sqrt{2}}(\xi _1+i\xi _2)`$, an abelian gauge vector field $`A_\mu `$ and a fermion $`\mathrm{\Psi }`$. Generalization to non-abelian gauge theories can be performed straightforward. In the presence of fermions, the vierbein-spin-connection formalism , has to be used instead of the first order formalism of Sec. II. The action of the model has the general form as in Eq. (4) with $`L_1={\displaystyle \frac{1}{\kappa }}R(\omega ,V)+{\displaystyle \frac{1}{2}}g^{\mu \nu }\varphi ,_\mu \varphi ,_\nu +g^{\mu \nu }(_\mu ieA_\mu )\xi (_\nu +ieA_\nu )\xi ^{}V_1(\varphi ,\|\xi \|)+`$ (41) $`+{\displaystyle \frac{i}{2}}\overline{\mathrm{\Psi }}\left\{\gamma ^aV_a^\mu (\stackrel{}{}_\mu +{\displaystyle \frac{1}{2}}\omega _\mu ^{cd}\sigma _{cd}ieA_\mu )(\stackrel{}{}_\mu {\displaystyle \frac{1}{2}}\omega _\mu ^{cd}\sigma _{cd}+ieA_\mu )\gamma ^aV_a^\mu \right\}\mathrm{\Psi }`$ (42) $$L_2=V_2(\varphi )\frac{1}{4}g^{\alpha \beta }g^{\mu \nu }F_{\alpha \mu }F_{\beta \nu }h\overline{\mathrm{\Psi }}\mathrm{\Psi }\|\xi \|e^{\gamma \varphi /M_p}$$ (43) Here the following definitions are used: $$R(\omega ,V)=V^{a\mu }V^{b\nu }R_{\mu \nu ab}(\omega );R_{\mu \nu ab}(\omega )=_\mu \omega _{\nu ab}+\omega _{\mu a}^c\omega _{\nu cb}(\mu \nu ).$$ (44) where $`V^{a\mu }=\eta ^{ab}V_b^\mu `$, $`\eta ^{ab}`$ is the diagonal $`4\times 4`$ matrix with elements $`(1,1,1,1)`$ on the diagonal, $`V_\mu ^a`$ are the vierbeins and $`\omega _\mu ^{ab}=\omega _\mu ^{ba}`$ ($`a,b=0,1,2,3`$) is the spin connection. Pre-potential $`V_2(\varphi )`$ is the same as in the models of Sec. IV.B. Pre-potential $`V_1(\varphi ,\|\xi \|)`$ is chosen in the form $$V_1(\varphi ,\|\xi \|)=V_1(\varphi )+P(\|\xi \|)e^{\alpha \varphi /M_p}$$ (45) where $`V_1(\varphi )`$ is the same as in the models of Sec. IV.B, that is $`e^{\alpha \varphi /M_p}`$ is the common factor in front of $`m_1^4+P(\|\xi \|)`$ in (45). The transformations of the continuous global symmetry (19), (20) are generalized now to the form $`V_a^\mu e^{\theta /2}V_a^\mu ;g_{\mu \nu }e^\theta g_{\mu \nu };A_{\mu \nu \lambda }e^\theta A_{\mu \nu \lambda };\varphi \varphi {\displaystyle \frac{M_p}{\beta }}\theta `$ (46) $`\xi \xi ;A_\mu A_\mu ;\mathrm{\Psi }e^{\theta /4}\mathrm{\Psi };\overline{\mathrm{\Psi }}e^{\theta /4}\overline{\mathrm{\Psi }}`$ (47) The term $`P(\|\xi \|)e^{\alpha \varphi /M_p}\mathrm{\Phi }d^4x`$ breaks the symmetry (47) by the same manner as the pre-potential $`V_1(\varphi )`$. For the ”Yukawa coupling type” term $$S_{Yuk}=h\overline{\mathrm{\Psi }}\mathrm{\Psi }\|\xi \|e^{\gamma \varphi /M_p}\sqrt{g}d^4x$$ (48) to be invariant under transformations (47), the parameter $`\gamma `$ must be $`\gamma =\frac{3}{2}\beta `$. The value of $`\gamma `$ preferable from the dynamical point of view will be discussed later and we will see that $`\gamma <2\beta `$. All other terms describing the usual matter fields are invariant under transformations (47). If $`\gamma \frac{3}{2}\beta `$ then the symmetry is explicitly broken only by the Yukawa coupling type term and by pre-potentials $`V_1(\varphi ,\|\xi \|)`$ and $`V_2(\varphi )`$. Thus, similar to the models of Sec. IV.B, in the model with the Lagrangian densities (42) and (43), the global continuous symmetry (47 ) is restored as $`\varphi \mathrm{}`$. It is interesting that the form of the $`\varphi `$-dependence of the ”Yukawa type” term dictated by the symmetry (47) is very similar to a motivated by string theories ”nucleon-scalar coupling” discussed by Wetterich in the context of a quintessence type model with exponential potential. Note finally that for ”pedagogical” reason we have started from the simplified model where the Yukawa type term appears only with the measure $`\sqrt{g}`$. We will see later (see Sec. VI.H) that an additional Yukawa type term in (42), that is with the measure $`\mathrm{\Phi }`$, is needed to provide a possibility to avoid the long-range force problem. ### C Connection, equations of motion and constraint Variation of the action with respect to $`\omega _\mu ^{ab}`$ leads to the equation solution of which is represented in the form $$\omega _\mu ^{ab}=\omega _\mu ^{ab}(V)+K_\mu ^{ab}(\sigma )+K_\mu ^{ab}(V,\overline{\mathrm{\Psi }},\mathrm{\Psi })$$ (49) where $`\omega _\mu ^{ab}(V)`$ is the Riemannian part of the connection, and $$K_\mu ^{ab}(\sigma )=\frac{1}{2}\sigma _{,\alpha }(V_\mu ^aV^{b\alpha }V_\mu ^bV^{a\alpha }),\sigma \mathrm{ln}\chi ,$$ (50) $$K_\mu ^{ab}(V,\overline{\mathrm{\Psi }},\mathrm{\Psi })=\frac{\kappa }{8}\eta _{ci}V_{d\mu }\epsilon ^{abcd}\overline{\mathrm{\Psi }}\gamma ^5\gamma ^i\mathrm{\Psi }.$$ (51) For short we omit here equations obtained by variations of vierbeins, $`A_{\mu \nu \lambda }`$ as well as of the matter fields $`\varphi `$, $`\xi `$, $`A_\mu `$, $`\mathrm{\Psi }`$ and $`\overline{\mathrm{\Psi }}`$. Combining equations obtained by variation of vierbeins and $`A_{\mu \nu \lambda }`$ and using equations of motion for $`\mathrm{\Psi }`$ and $`\overline{\mathrm{\Psi }}`$, one can eliminate $`R(\omega ,V)`$ and the result is the constraint $$sM^4+V_1(\varphi )+P(\phi )e^{\alpha \varphi /M_p}=\frac{2}{\chi }\left[V_2(\varphi )\frac{3}{4\sqrt{2}}h\overline{\mathrm{\Psi }}\mathrm{\Psi }\phi e^{\gamma \varphi /M_p}\right]$$ (52) which is a direct generalization of the constraint (11) to the model we study here. One of the aims of this toy model consists in a demonstration of a possibility to construct realistic gauge unified theories (like electro-weak and GUT) in the context of cosmological scenarios dictated by models of Sec. IV.B. Introducing the scalar field $`\xi `$ is intended for realization of the Higgs phenomenon. Since $`P(\phi )`$ and $`m_1^4`$ appear in the combination $`m_1^4+P(\phi )`$, the constant part of $`P(\phi )`$ can be always absorbed by $`m_1^4`$. Then it is natural to assumeRecall that $`m_1`$ appears in the definition of the pre-potential $`V_1(\varphi )`$ in models of Sec. IV.B, and the values of $`m_1`$ are chosen such that $`m_1^4=(10^2M_p)^4`$ in the model 1 and $`m_1^4=(10^3M_p)^4`$ in models 2 and 3. that $`\|P(\phi )\|m_1^4`$. Later, turning to quantum effective potential, we will discuss a concrete model where $`P(\phi )=\frac{\overline{\lambda }}{4!}\phi ^4`$ and then the idea explained in Sec. VI.A becomes more clear : the choice of the mass parameters in the models of Sec. IV.B allows to provide a situation where the contribution of the Higgs field $`\phi `$ to the constraint (52) is negligible with respect to the inflaton field $`\varphi `$-contribution and hence it can give only extremely small corrections to the main picture . If fluctuations of fermionic fields are not anomaly large, it is natural to expect that the same conclusion is true for fermionic contribution to the constraint (52) as well. So, the $`\chi `$-field determined by the constraint (52), in practically interesting cases coincides with the $`\chi `$-field determined by the constraint (11) which holds in the model free of the usual matter at all. For short, in what follows, when neglecting the usual matter fields contribution to the constraint, we will use the term ”A-approximation”. This notion will be very useful in the next subsection where we are going to represent equations of motion in the Einstein frame. ### D Equations of motion for the selfconsistent problem in the Einstein frame In the presence of fermions, the transition to the ”Einstein frame” (more suitable term for this case would be the Einstein-Cartan frame) is carried out by the transformations to the new variables $`V_{a\mu }(x)V_{a\mu }^{}(x)=\chi ^{1/2}(x)V_{a\mu }(x);g_{\mu \nu }(x)g_{\mu \nu }^{}(x)=\chi (x)g_{\mu \nu }(x);`$ (53) $`\mathrm{\Psi }(x)\mathrm{\Psi }^{}(x)=\chi ^{1/4}(x)\mathrm{\Psi }(x);\overline{\mathrm{\Psi }}(x)\overline{\mathrm{\Psi }}^{}(x)=\chi ^{1/4}(x)\overline{\mathrm{\Psi }}(x);`$ (54) $`\varphi \varphi ;A_{\mu \nu \lambda }A_{\mu \nu \lambda };\phi \phi ;A_\mu A_\mu ,`$ (55) where $`\chi `$ is determined by the constraint (52). In fact, after transition to the new variables defined by the transformations (55), the $`\sigma `$-contribution (50) to the spin connection is canceled and the transformed spin connection takes the form $$\omega _\mu ^{cd}=\omega _\mu ^{cd}(V^{})+\frac{\kappa }{8}\eta _{ci}V_{d\mu }^{}\epsilon ^{abcd}\overline{\mathrm{\Psi }}^{}\gamma ^5\gamma ^i\mathrm{\Psi }^{}.$$ (56) that coincides with the well-known solution for the spin connection in the context of the first order formalism approach to the Einstein-Cartan theory where a Dirac spinor field is the only source of a non-riemannian part of the connection. Hence the curvature tensor (44) expressed in terms of the new connection (56) becomes the curvature tensor of such an Einstein-Cartan theory.<sup>§</sup><sup>§</sup>§Notice that in the original frame, the terms including $`\sigma _{,\mu }`$ (recall that $`\sigma \mathrm{ln}\chi `$) originate a non-metricity and therefore TMT in the original variables has no form of an Einstein-Cartan theory. At the same time, in the fermionic field equation , all terms containing $`\sigma _{,\mu }`$ also disappear in the Einstein-Cartan frame and the result is $$\left\{i\left[V_a^\mu \gamma ^a\left(_\mu ieA_\mu \right)+\gamma ^aC_{ab}^b+\frac{i}{4}\omega _\mu ^{cd}\epsilon _{abcd}\gamma ^5\gamma ^bV^{a\mu }\right]\frac{h}{\sqrt{2}}\phi \frac{e^{\gamma \varphi /M_p}}{\chi ^{3/2}}\right\}\mathrm{\Psi }^{}=0$$ (57) where $`C_{ab}^b`$ is the trace of the Ricci rotation coefficients in the new variables and the unitary gauge is used: after a shift we define $$\xi =\frac{1}{\sqrt{2}}\phi \frac{1}{\sqrt{2}}(\upsilon +\stackrel{~}{\phi }(x));\upsilon =const$$ (58) Equation for $`\overline{\mathrm{\Psi }}^{}`$ has similar structure. The only difference of these fermionic equations from the standard Dirac equations in the Einstein-Cartan theory is related to an unusual Yukawa type term and it will be discussed later. Notice that for purposes of realistic particle physics one can neglect the second term in Eq. (56) that leads to a ”spin-spin contact interaction” with coupling constant $`M_p^2`$. For short, in what follows, when neglecting this interaction, we will use the term ”B-approximation”. Other equations of motion in the Einstein-Cartan frame have the following form: $$\frac{1}{\sqrt{g^{}}}_\mu (\sqrt{g^{}}g^{\mu \nu }_\nu \varphi )+\frac{1}{\chi }\left[\frac{dV_1}{d\varphi }\frac{1}{\chi }\frac{dV_2}{d\varphi }+\frac{\alpha }{M_p}P(\phi )e^{\alpha \varphi /M_p}\right]=\frac{h\gamma }{\sqrt{2}M_p}\overline{\mathrm{\Psi }}^{}\mathrm{\Psi }^{}\phi \frac{e^{\gamma \varphi /M_p}}{\chi ^{3/2}};$$ (59) $$\frac{1}{\sqrt{g^{}}}_\mu (\sqrt{g^{}}g^{\mu \nu }_\nu \stackrel{~}{\phi })+\frac{e^{\alpha \varphi /M_p}}{\chi }\frac{dP(\phi )}{d\phi }e^2\phi g^{\alpha \beta }A_\alpha A_\beta =\frac{h}{\sqrt{2}}\overline{\mathrm{\Psi }}^{}\mathrm{\Psi }^{}\frac{e^{\gamma \varphi /M_p}}{\chi ^{3/2}};$$ (60) $$\frac{1}{\sqrt{g^{}}}_\mu \left(\sqrt{g^{}}g^{\mu \alpha }g^{\nu \beta }F_{\alpha \beta }\right)+\frac{e^2}{2}\phi ^2g^{\mu \nu }A_\mu =e\overline{\mathrm{\Psi }}^{}\gamma ^aV_a^\mu \mathrm{\Psi }^{}$$ (61) It is very important to stress that in the A and B-approximations, all matter fields equations, (57), (59)-(61), have the canonical structure of the corresponding matter fields equations in a Riemannian space-time. The only specific features of these equations are concentrated in unusual forms of the effective potentials and some of the interactions . After some algebraic manipulations with equations resulting from variation of the vierbeins, transition to the new variables by means of (55) and making use the fermionic equation (57) and similar equation for $`\overline{\mathrm{\Psi }}^{}`$, we obtain canonical gravitational equations of the Einstein-Cartan theory. If finally one to write down these equations in the B-approximation, we come to the canonical GR gravitational equations $$G_{\mu \nu }=\frac{\kappa }{2}T_{\mu \nu }$$ (62) where $`G_{\mu \nu }`$ is the Einstein tensor of the Riemannian space-time with metric $`g_{\mu \nu }^{}`$ and the energy-momentum tensor has a canonical GR structure: $`T_{\mu \nu }`$ $`=`$ $`\varphi _{,\mu }\varphi _{,\nu }{\displaystyle \frac{1}{2}}g_{\mu \nu }^{}\varphi _{,\alpha }\varphi _{,\beta }g^{\alpha \beta }+{\displaystyle \frac{1}{\chi ^2}}V_2(\varphi )g_{\mu \nu }^{}+\stackrel{~}{\phi }_{,\mu }\stackrel{~}{\phi }_{,\nu }{\displaystyle \frac{1}{2}}g_{\mu \nu }^{}\stackrel{~}{\phi }_{,\alpha }\stackrel{~}{\phi }_{,\beta }g^{\alpha \beta }`$ (63) $`+`$ $`{\displaystyle \frac{1}{4}}g_{\mu \nu }^{}F_{\alpha \beta }F_{\tau \rho }g^{\alpha \tau }g^{\beta \rho }F_{\mu \alpha }F_{\nu \beta }g^{\alpha \beta }+e^2(\upsilon +\stackrel{~}{\phi })^2\left(A_\mu A_\nu {\displaystyle \frac{1}{2}}g_{\mu \nu }^{}A_\alpha A_\beta g^{\alpha \beta }\right)`$ (64) $`+`$ $`{\displaystyle \frac{i}{2}}\left[\overline{\mathrm{\Psi }}^{}\gamma ^aV_{a(\mu }^{}_{\nu )}\mathrm{\Psi }^{}(_{(\mu }\overline{\mathrm{\Psi }}^{})\gamma ^aV_{\nu )a}^{}\mathrm{\Psi }^{}\right]`$ (65) where $`_\mu \mathrm{\Psi }^{}=\left(_\mu +\frac{1}{2}\omega _\mu ^{cd}\sigma _{cd}ieA_\mu \right)\mathrm{\Psi }^{}`$ and $`_\mu \overline{\mathrm{\Psi }}^{}=_\mu \overline{\mathrm{\Psi }}^{}\frac{1}{2}\omega _\mu ^{cd}\overline{\mathrm{\Psi }}^{}\sigma _{cd}+ieA_\mu \overline{\mathrm{\Psi }}^{}`$. Notice again that $`\chi `$-field entering into Eqs. (57), (59), (60) and(65), is determined by the constraint (52) which in the A-approximation gives $$\frac{1}{\chi }=\frac{M^4+V_1(\varphi )}{2V_2(\varphi )}.$$ (66) In what follows, all discussion will be performed in the framework of A- and B-approximation. It is worthwhile to notice that the transformations of the global continuous symmetry (47) expressed in terms of the variables of the Einstein frame, are reduced just to shifts of $`\varphi `$: $`\varphi \varphi \frac{M_p}{\beta }\theta `$. ### E Effective classical action for usual matter fields in the background To study the matter fields sector of the system of equations (57) - (66) one has to define an appropriate background. In the models where the usual matter was absent and the inflaton field $`\varphi `$ was the only field of the non-gravitational sector, the gravitational background in the variables of the Einstein frame is described by external field $`g_{\mu \nu }^{}`$. If however, we want to construct quantum theory of the usual matter fields then it seems to be natural to start from the approximation where in the addition to the gravitational background, the inflaton field $`\varphi `$ is also regarded as the background one. This can be done since in a course of its evolution, the classical inflaton field $`\varphi `$ remains practically constant during a typical time of quantum fluctuations of the matter fields. So, let us study some features of the particle physics model in the background which, in terms of variables of the Einstein picture, consists of two external fields: $`g_{\mu \nu }^{}`$ and $`\varphi `$. For short I will refer to this issue as the ”particle physics model in the cosmological background”. The effective classical action for the particle physics model corresponding to the system of equations (57), (60) and (61), in the cosmological background, can be written down in the following form (in the unitary gauge) $`S_{class}^{background}`$ $`=`$ $`{\displaystyle }\sqrt{g^{}}[{\displaystyle \frac{1}{2}}g^{\mu \nu }\phi ,_\mu \phi ,_\nu V_{cl}(\phi ;\varphi )+{\displaystyle \frac{e^2}{2}}\phi ^2A_\mu A_\nu g^{\mu \nu }`$ (67) $``$ $`{\displaystyle \frac{1}{4}}g^{\alpha \beta }g^{\mu \nu }F_{\alpha \mu }F_{\beta \nu }+L_{kin}(\overline{\mathrm{\Psi }^{}},\mathrm{\Psi }^{},A_\mu )+L_{Yuk}(\overline{\mathrm{\Psi }^{}}\mathrm{\Psi }^{}\phi ;\varphi )]`$ (68) where $`V_{cl}(\phi ;\varphi )`$ is the classical TMT effective potential for the matter (Higgs) scalar field $`\phi `$ in the presence of the background inflaton field $`\varphi `$: $$V_{cl}(\varphi ;\phi )=P(\phi )\frac{M^4+V_1(\varphi )}{2V_2(\varphi )}e^{\alpha \varphi /M_p};$$ (69) $`L_{kin}(\overline{\mathrm{\Psi }^{}},\mathrm{\Psi }^{},A_\mu )`$ is the standard kinetic term for the fermion field in a Riemannian space-time with metric $`g_{\mu \nu }^{}`$, including also the gauge coupling to the vector field $`A_\mu `$. And finally, the TMT effective ”Yukawa coupling type” term $`L_{Yuk}(\overline{\mathrm{\Psi }^{}}\mathrm{\Psi }^{}\phi ;\varphi )`$ is $$L_{Yuk}(\overline{\mathrm{\Psi }^{}}\mathrm{\Psi }^{}\phi ;\varphi )=\frac{h}{\sqrt{2}}\overline{\mathrm{\Psi }}^{}\mathrm{\Psi }^{}\phi \frac{e^{\gamma \varphi /M_p}}{\chi ^{3/2}}=\frac{h}{4}\overline{\mathrm{\Psi }^{}}\mathrm{\Psi }^{}\phi \left[\frac{M^4+V_1(\varphi )}{V_2(\varphi )}\right]^{3/2}e^{\gamma \varphi /M_p}.$$ (70) ### F Massless scalar electrodynamics model in the cosmological background and SSB Up to now the function $`P(\phi )`$ was unspecified. Ignoring here technical questions (in particular, the question of renormalizability that requires a non-minimal coupling $`\eta R\|\phi \|^2`$ ), let us attract attention to a quantum effective potential when choosing $`P(\phi )=\frac{\overline{\lambda }_0}{4!}\phi ^4`$, $`\overline{\lambda }_0=const`$. This means that (ignoring the fermion field), we are dealing with massless scalar electrodynamics in curved space-time where the classical potential (the tree approximation) is given by $$V_{cl}(\phi ;\varphi )=\frac{\lambda _0(\varphi )}{4!}\phi ^4$$ (71) and $`\lambda _0(\varphi )`$ depends on the background field $`\varphi `$: $$\lambda _0(\varphi )=\overline{\lambda }_0k(\varphi );k(\varphi )\frac{M^4+V_1(\varphi )}{2V_2(\varphi )}e^{\alpha \varphi /M_p}.$$ (72) Numerical estimations of $`k(\varphi )`$ in the models of Sec. IV.B give the following results: $`0<k(\varphi )<3.5`$ for model 1; $`0<k(\varphi )<1.210^8`$ for model 2; $`0<k(\varphi )<310^7`$ for model 3. In all models $`k(\varphi )`$ asymptotically approaches zero as $`\varphi \pm \mathrm{}`$. Thus, in all cases $`\lambda _0(\varphi )`$ is of the same order or less than $`\overline{\lambda }_0`$. The computation technics of the effective potential for the ”massless” scalar electrodynamics in the one-loop approximation is well-known issue. However, the problem we study here is not quite usual: the quartic coupling ”constant” depends actually on the cosmic time via the inflaton field $`\varphi `$. Taking into account that in a course of its evolution, the classical field $`\varphi `$ remains practically constant during a typical time of quantum matter fields fluctuations, it is natural to consider the problem in the adiabatic approximation. Therefore computing the effective potential we can regard $`\lambda _0(\varphi )`$ as a constant. Then the computation becomes quite standard. The only additional issue we have to clear up is a possible physical effect that the adiabatically changing $`\lambda _0(\varphi )`$ might be on the $`\phi `$-efffective potential . One can check that the first point where we encounter necessity to decide this problem, is the renormalization procedure. In fact, performing calculations with the bare coupling constant $`\lambda _0`$ we have no need to think about its adiabatic $`\varphi `$ dependence. But when we turn to the use of the renormalized (finite) parameter $`\lambda `$ defined by $`\lambda _0=\lambda +\delta \lambda `$ where $`\delta \lambda `$ is the counter term (which, as one knows, is divergent in perturbation theory), we have to take into account a possible $`\varphi `$-dependence of the effective $`\lambda `$ . The vector boson loops contribution to the effective potential in the one-loop approximation has the order of $`e^4`$ and does not depend on $`\varphi `$ (see Eq. (68)). Therefore, just as in the standard scalar electrodynamics, one can assert that in spite of possibility for $`\lambda _0(\varphi )`$ to be very small, the effective $`\lambda (\varphi )`$ can not be too small. On the other hand it is important also that $`\lambda (\varphi )`$ can not be large: since $`\varphi `$-dependence of $`\lambda _0`$ acts in the direction of decrease in comparison with $`\overline{\lambda }_0`$, there are no reasons for a possible $`\varphi `$-dependence of $`\lambda `$ to act in the opposite direction. The scalar loops contribution has the order of $`\lambda ^2`$. Therefore, in the same way as in the standard scalar electrodynamics, in the one-loop approximation, one can neglect the scalar loops contribution with respect to the vector boson loops contribution. The one-loop effective potential for the scalar field $`\phi `$ evaluated at the fixed value of the background inflaton field $`\varphi =\varphi _1`$ can be written in the form $$V_{eff}(\phi ;\varphi _1)=\frac{\lambda (\varphi _1)}{4!}\phi ^4+\frac{3e^4}{(8\pi )^2}\phi ^4\left(\mathrm{ln}\frac{\phi ^2}{\mu ^2}\frac{25}{6}\right),$$ (73) where $$\lambda (\varphi _1)=\frac{d^4V_{eff}}{d\phi ^4}\|_{\phi =\mu }.$$ (74) Let us assume that $`\varphi _1`$ is the value of the background inflaton field where $`\lambda (\varphi )`$ has a maximal possible magnitude (but it is still small!). Suppose also that the renormalization mass $`\mu `$ is chosen such that $`\lambda (\varphi _1)e^4`$. This can be always done as is well known from the renormalization group analysis. The final form of the effective potential $$V_{eff}(\phi ;\varphi _1)=\frac{3e^4}{(8\pi )^2}\phi ^4\left(\mathrm{ln}\frac{\phi ^2}{\upsilon ^2}\frac{1}{2}\right),$$ (75) is determined in terms of two free parameters: renormalized gauge coupling constant $`e`$ and VEV $`<\phi >=\upsilon `$. To verify whether the change of the value of the background inflaton field $`\varphi `$ has some physical consequences, let us suppose that we want to repeat the same computation of the one-loop effective potential at an another fixed value of the background inflaton field $`\varphi =\varphi _2`$ where the order of magnitude of $`\lambda (\varphi _2)`$ is less than $`e^4`$, if we take the same renormalization mass $`\mu `$. According to results of the renormalization group analysis, one can move $`\lambda (\varphi _2)`$ to the magnitude of the order of $`e^4`$ by a change in the renormalization mass that does not change the order of magnitude of $`e`$. This can be always done if $`\lambda (\varphi _2)`$ is small. Then the computation of the one-loop effective potential at $`\varphi =\varphi _2`$ in the same approximation leads to the same effective potential as it was at $`\varphi =\varphi _1`$ , Eq. (75), with the same order of magnitude of the free parameter $`e`$. One can conclude therefore that in the used approximation, the $`\varphi `$-dependence of $`\lambda `$ has no physical effect. I will ignore on this stage of investigation the fermion loops contribution into the $`\varphi `$ effective potential . The nonminimal coupling of the Higgs field $`\phi `$ to curvature, which appears in the quantum effective action in curved space-time, might have some interesting but, most likely, weak enough effect, and this question exceeds the limits of the present paper. So, for the usual enough form of the function $`P(\phi )`$, we obtain, in a cosmological background, the effective quantum potential for the scalar (Higgs) field $`\phi `$ typical for gauge theories with dynamical symmetry breaking. Notice again that the term $`\frac{e^2}{2}\phi ^2A_\mu A_\nu g^{\mu \nu }`$ in Eq.(68) does not depend on the inflaton field $`\varphi `$. Thus, SSB and Higgs phenomenon occur in a standard way. ### G Yukawa coupling type term and fermion mass As a result of SSB, the Yukawa coupling type term (70) (see also Eq. (57)) produces the TMT effective fermion mass $`m_f`$ depending on the inflaton field $`\varphi `$: $$m_f=m_f(\varphi )=\frac{h}{4}\upsilon \left[\frac{M^4+V_1(\varphi )}{V_2(\varphi )}\right]^{3/2}e^{\gamma \varphi /M_p}.$$ (76) For $`\varphi >M_p`$ (the region corresponding to the late universe ), the fermion mass becomes $$m_f^{(late)}m_f^{(0)}e^{[3(\beta \frac{1}{2}\alpha )\gamma ]\varphi /M_p},m_f^{(0)}=2h\upsilon \left(\frac{m_1}{m_2}\right)^6,as\varphi >M_p$$ (77) We see that in the late universe the fermion mass approaches the nonzero constant $`m_f^{(0)}`$ if $$\gamma =3(\beta \frac{\alpha }{2}).$$ (78) Notice that if $`\gamma `$ indeed satisfies the relation (78) then with the choice as in Sec. IV (i.e. $`\alpha =6`$ and $`\beta =7`$), we obtain $`\gamma =12`$ that is close to the value of $`\frac{3}{2}\beta =10.5`$ dictated by the symmetry (47) (see discussion after Eq. (48)) The value $`\gamma =12`$ is as close to $`\frac{3}{2}\beta =10.5`$ as $`\beta =7`$ is close to $`\alpha =6`$. . So in the framework of our working hypothesis about approximate symmetry (47) one can ensure a successful mass generation for fermions in the present cosmological epoch in a way typical for the standard model and, at the same time, one to keep the direct coupling , Eq.(70), of fermionic matter to inflaton field (compare this with Wetterich’s model ). It is very interesting that only if the relation (78) holds, the equations of motion in the Einstein frame (see subsection VID) display the asymptotic restorstion of the symmetry $`\varphi \varphi +const`$ as $`\varphi \mathrm{}`$. One has to notice that a formal generalization of the toy (abelian) model we study here, to a non-abelian one (like $`SU(2)\times U(1)`$ or $`SU(5)`$) can be performed straightforward. Then we have to worry about scales of the particles mass generated as a result of SSB. In this connection it would be interesting to estimate the order of magnitude of the fermion mass in the present universe that one could expect on the basis of Eqs. (77) and (78). With the mass parameters $`m_1`$ and $`m_2`$ of the models of Sec. IV.B (that implies $`m_1/m_2=10^2`$ for model 1 and $`m_1/m_2=10^3`$ for models 2 and 3 ) and with $`\upsilon 10^2GeV`$ , estimations give too small values for fermion mass at the late universe: $`m_f^{(0)}h10^1eV`$ in model 1 and $`m_f^{(0)}h10^7eV`$ in models 2 and 3. This is because of the presence in (77) of the very small factor $`(\frac{m_1}{m_2})^6`$. Masses of the vector bosons, as it was explained at the end of the previous subsection, do not depend on the inflaton field $`\varphi `$ and their values are defined as in the standard gauge unified models. For the mass generation of fermions we have more freedom than in the standard models. According to the basic ideas of the model developed in the present paper, the general structure of Eq. (76) for masses of fermions is the same for field theory models with different symmetry groups. The only free parameters, besides the inflaton field $`\varphi `$, are the VEV $`\upsilon `$ of the appropriate scalar boson and $`\gamma `$. If the values of $`\gamma ^{}s`$ are determined by Eq. (78) then masses of all fermions in the present universe are constants. If however, the parameter $`\gamma `$ corresponding to some of the fermions is such that $`3(\beta \frac{1}{2}\alpha )\gamma `$ is very small but non-zero, then $`m_f`$ becomes slow $`\varphi `$-dependent according to Eq. (77) even at the late universe. Namely, since in the quintessence model with exponential potential (37), the inflaton field $`\varphi `$ changes in cosmic time as $`\varphi \frac{M_p}{\beta \alpha }\mathrm{ln}t`$, we obtain that $`m_f(\varphi (t))`$ will change in such a case as $`t^{[3(\beta \frac{1}{2}\alpha )\gamma ]/(\beta \alpha )}`$. If $`\|3(\beta \frac{1}{2}\alpha )\gamma \|\beta \alpha `$ (in models of Sec.IV.B this means $`\|12\gamma \|1`$), the rate of change of $`m_f`$ might be very small in the present universe. Depending on the sign of $`3(\beta \frac{1}{2}\alpha )\gamma `$, that should not be the same for all fermions, $`m_f`$ could be either increasing or decreasing. Notice that the case $`3(\beta \frac{1}{2}\alpha )\gamma 0`$ corresponds in some sense to the model studied by Wetterich. Concerning the very early universe, that is for $`\varphi <M_p`$, one can see that the model predicts for the TMT effective fermion mass, Eq. (76), to be extremely small: $`m_f0`$ as $`\varphi \mathrm{}`$. For example, in model 3 of Sec. IV.B, $`m_fh\upsilon 10^2e^{\gamma \|\varphi \|/M_p}as\varphi <M_p`$. At the same time, the gauge coupling of $`\mathrm{\Psi }^{}`$ to $`A_\mu `$ (see Eq. (57)) is the standard one and, in particular, it does not depend on the inflaton field $`\varphi `$. This can be an interesting example of the model of massless spinor electrodynamics realized as the limit of a massive theory as $`\varphi \mathrm{}`$. ### H The long-range force problem The r.h.s. of Eq. (59) describes a model with the direct coupling of the inflaton to fermionic matter. For all models of Sec. IV.B, at the present universe, i.e. in the quintessential region (see Sec. IVC, item 3), the effective Lagrangian of this coupling takes the form $$L_{eff,present}^{(Yuk)}=\gamma \frac{m_f^{(late)}}{M_p}\overline{\mathrm{\Psi }^{}}\mathrm{\Psi }^{}\varphi .$$ (79) Assuming the condition (78) for constancy of $`m_f^{(late)}`$ and with the choice $`\beta =7`$, $`\alpha =6`$, we get that the coupling constant of the present day effective Yukawa coupling of the inflaton to fermion is $`12\frac{m_f^{(0)}}{M_p}`$. Existing of such coupling would produce a too strong scalar long-range force. Fortunately, TMT gives us additional tools that allow to solve this problem. In the model with the only spontaneous breaking of the global continuous symmetry (47), Guendelman studied the case where the direct fermion-inflaton couplings similar to (48) present in the original TMT action both with the measure $`\mathrm{\Phi }`$ and with the measure $`\sqrt{g}`$. In such a model the constant fermion mass is also achieved. Having this idea in mind, let us modify our model (42), (43) with the explicit breaking of the symmetry (47), by including an additional Yukawa coupling type term which enters into the action with the measure $`\mathrm{\Phi }`$ $$\stackrel{~}{S}_{Yuk}=\stackrel{~}{h}\overline{\mathrm{\Psi }}\mathrm{\Psi }\|\xi \|e^{\stackrel{~}{\gamma }\varphi /M_p}\mathrm{\Phi }d^4x.$$ (80) For this term to be invariant under transformations (47), the parameter $`\stackrel{~}{\gamma }`$ must be $`\stackrel{~}{\gamma }=\frac{1}{2}\beta <\alpha `$. The magnitude of $`\stackrel{~}{\gamma }`$ preferable from the dynamical point of view will be discussed below. One can check that in this modified model, the fermion mass at the late universe becomes $$m_{f,modified}^{(late)}\upsilon \left(\frac{m_1}{m_2}\right)^2\left[2h\left(\frac{m_1}{m_2}\right)^4e^{[3(\beta \frac{1}{2}\alpha )\gamma ]\varphi /M_p}+\stackrel{~}{h}e^{(\beta \frac{1}{2}\alpha \stackrel{~}{\gamma })\varphi /M_p}\right]as\varphi >M_p.$$ (81) The constancy of $`m_{f,modified}^{(late)}`$ is achieved now if the condition $$\stackrel{~}{\gamma }=\beta \frac{1}{2}\alpha $$ (82) holds together with (78). For $`\beta =7`$ and $`\alpha =6`$, the constancy of the fermion mass at the late universe implies that $`\stackrel{~}{\gamma }=4`$ which is as close to $`\stackrel{~}{\gamma }=\frac{1}{2}\beta =3.5`$ as $`\alpha `$ is close to $`\beta `$. With the conditions for constancy of the fermion mass at the late universe, Eqs. (78) and (82) , the modified effective Yukawa coupling of the inflaton to fermionic matter takes now the form $$L_{eff,present}^{(Yuk,modified)}=\frac{\upsilon }{M_p}\left(\frac{m_1}{m_2}\right)^2(\beta \frac{1}{2}\alpha )\left[6h\left(\frac{m_1}{m_2}\right)^4+\stackrel{~}{h}\right]\overline{\mathrm{\Psi }^{}}\mathrm{\Psi }^{}\varphi .$$ (83) We see that in the modified model there exists a possibility to prevent the appearance of such danger interaction. To realize this opportunity we have to require $$\frac{\stackrel{~}{h}}{h}=6\left(\frac{m_1}{m_2}\right)^4.$$ (84) This is actually strong enough tuning since for instance, in the context of models 2 and 3 of Sec. IV.B, it implies $`\|\stackrel{~}{h}/h\|10^{12}`$. If we recall that $`\stackrel{~}{h}`$ and $`h`$ are the Yukawa type coupling constants of the Higgs scalar to fermion, it appears to be surprisingly that their ratio has to be of the order of magnitude that shows the degree of the hierarchy problem in GUT: $`m_W/m_X10^{12}`$. With conditions (78),(82) and (84), the fermion mass at the late universe becomes $$m_{f,modified}^{(late)}=\frac{2}{3}\stackrel{~}{h}\upsilon \left(\frac{m_1}{m_2}\right)^2as\varphi >M_p$$ (85) A possible relation of the discussed question to the hierarchy problem in GUT, as well as other problems that appear in the attempts to generate a realistic unified gauge theories in the context of TMT, will be studied elsewhere. ## VI Discussion and Conclusion Before summarizing and discussing main results of this paper I would like to stress again that the first impression that the studied models belong to a sort of a scalar-tensor theories, is wrong. The ratio of two measures, that is the scalar field $`\chi `$, Eq. (10), is the only object entering into equations of motion and carrying information about the measure $`\mathrm{\Phi }`$ degrees of freedom. If we restrict ourselves by models where $`L_1`$ is linear in the scalar curvature (see Eqs. (4), (6) and (42)) and $`L_2`$ does not contain curvature, then in the first order formalism, the constraint appears that determines $`\chi `$ in terms of matter fields (see Eqs. (11) or (52)). This means that in such models the scalar field $`\chi `$ does not carry an independent degree of freedom. All deviations from the Einstein or Einstein-Cartan theory existing in the original variables are caused by derivatives of $`\sigma \mathrm{ln}\chi `$ and they disappear in the new variables obtained by the conformal transformations (13) or (55). By an appropriate choice of $`L_1`$ and $`L_2`$ one can provide that all equations of motion in the new variables have canonical GR form of equations for gravity and matter fields. All novelty is revealed only in an unusual structure of the effective potentials and interactions. And just this novelty enables to solve a number of problems (questions 1-5 of Introduction) most of which in the framework of GR require fine tuning. ##### a Towards a resolution of the cosmological constant problem. Let us return for the moment to the simple model of Sec. II. If one takes $`V_2(\varphi )\mathrm{\Lambda }=const`$ that in GR would correspond <sup>\</sup><sup>\</sup>\*Taking into account our definition of $`V_2(\varphi )`$, Eq. (6), one should notice that the positive $`V_2^0`$ corresponds to a negative cosmological constant $`\mathrm{\Lambda }=V_2^0`$ in GR if the term $`V_2(\varphi )\sqrt{g}d^4x`$ would appear in the GR action. For constructing models 1 - 3 of Sec. IV.B, the positive definiteness of $`V_2(\varphi )`$ (and therefore the condition $`V_2^0>0`$) was one of the basic assumptions. to a model with a cosmological constant $`\mathrm{\Lambda }`$, then we see that the greater $`\|\mathrm{\Lambda }\|`$ we admit, the smaller TMT effective potential, Eq.(14), we obtain in the Einstein picture. This is a direct result of existence of two measures and two Lagrangians in the original TMT action, Eq. (6). We see that TMT turns over our intuitive ideas based on our experience in field theory. The resolution of the cosmological constant problem in models studied in Refs. - was based on the assumption that a cosmological scenario belongs to the first class (see Sec. II). In the context of such types of scenarios, those TMT models predict that if $`V_2(\varphi )`$ is positive definite, the stable vacuum with zero energy density is realized without any sort of fine tuning at a finite value of $`\varphi =\varphi _0`$ where $`V_1(\varphi _0)+sM^4=0`$. In this paper, we studied cosmological scenarios of the second class (see Sec. II) where the true vacuum state is realized asymptotically as $`\varphi \mathrm{}`$. This naturally leads us to a need to apply to a quintessence model of the late universe. However, in contrast to quintessence models studied in the framework of GR or Brans-Dicke type models, in TMT we have a new option: one can choose the prepotentials $`V_1`$ and $`V_2`$ increasing at the late universe (that is as $`\varphi >M_p`$). If $`V_1^2/V_2`$ approaches zero as $`\varphi \mathrm{}`$, then the TMT effective potential (14) asymptotically approaches zero at the late universe. One can adjust degrees of growth of $`V_1`$ and $`V_2`$ in such a way that the TMT effective potential $`U(\varphi )`$ will have a desirable flat shape as $`\varphi \mathrm{}`$. Unbounded growth of $`V_2`$ as $`\varphi \mathrm{}`$ allows adding to $`V_2`$ any constant $`V_2^0`$ without altering $`U(\varphi )`$ for $`\varphi `$ large enough (remind that appearance of an additive constant in $`V_1`$ does not affect equations of motion at all). This is actually what we have seen in Sec. III. If appearance of the appropriate term $`V_2^0\sqrt{g}d^4x`$ in the action is a result of quantum vacuum fluctuations then we can conclude that in the framework of the described approach to constructing a quintessence model of the late universe, TMT solves the cosmological constant problem. However, the impression that the described technical details of the approach to the resolution of the cosmological constant problem in TMT settles a question, is premature. One should remind that the last statement about resolution of the cosmological constant problem implies validity of one more basic conjecture formulated in Introduction (after Eq. (5)) and used in all models of the present paper: Lagrangians $`L_1`$ and $`L_2`$ in the original action (4) do not depend on the measure $`\mathrm{\Phi }`$ degrees of freedom. In cases when this conjecture is invalid, the cosmological constant problem in TMT can turn into a very nontrivial issue. In fact, till the fundamental theory remains unknown, one can not be sure that the postulated general structure of TMT survives after quantum corrections are taken into account. If it will turn out that the quantum effective action corresponding to the original theory (4), contains the term $`\mathrm{\Phi }\chi \mathrm{\Lambda }_{eff}d^4x`$, then in the Einstein frame the latter will generate the real cosmological constant $`\mathrm{\Lambda }_{eff}`$. This possibility was studied in Ref. (see Sec. VI therein) where a way to prevent the appearance of such a danger term was also discussed. The idea, briefly, is the following. If instead of the antisymmetric tensor field $`A_{\mu \nu \lambda }`$, the measure $`\mathrm{\Phi }`$ is defined by means of four scalar measure fields $`\phi _a,(a=1,2,3,4)`$, $$\mathrm{\Phi }\epsilon _{a_1a_2a_3a_4}\epsilon ^{\mu \nu \lambda \sigma }(_\mu \phi _{a_1})(_\nu \phi _{a_2})(_\lambda \phi _{a_3})(_\sigma \phi _{a_4}),$$ (86) then the action (4) with $`\phi _a`$ \- independent $`L_1`$ and $`L_2`$, is invariant, up to an integral of a total divergence, under transformations $`\phi _a\phi _a+f_a(L_1)`$ where $`f_a(L_1)`$ are arbitrary differentiable functions of $`L_1`$. An appearance of the danger term $`\mathrm{\Phi }\chi \mathrm{\Lambda }_{eff}d^4x`$ in the action would break this local symmetry. Thus, this additional, local symmetry can prevent a generation of the real cosmological constant by quantum corrections to TMT if no anomaly appears. ##### b Resolution of the flatness problem of the quintessential potential. The mechanism for the resolution of the flatness problem of the quintessence potential in TMT (question number 2 of Introduction) is actually the same as the one used for the resolution of the cosmological constant problem. Since the TMT effective potential $`U(\varphi )`$ takes a quintessence form as $`\varphi \mathrm{}`$ due to the unbounded growth of the leading terms of the pre-potentials $`V_1`$ and $`V_2`$, appearance of any subleading terms (including terms generated by quantum corrections) in $`V_1`$ and $`V_2`$ can not alter the shape of $`U(\varphi )`$ as $`\varphi `$ is large enough. There is no any need for coupling constants and mass parameters of the subleading terms to be very small. This is in fact the TMT answer the question raised by Kolda and Lyth. ##### c ”Quintessential inflation” type potential (satisfying also the cosmological nucleosynthesis constraint) obtained without fine tuning. Two basic ideas has been used in this paper to demonstrate that TMT enables to answer questions 3 and 4 of Introduction . The fundamental role belongs to the first idea that in the limit $`\varphi \mathrm{}`$, the effective theory has to become invariant under shifts $`\varphi \varphi +const`$. A basis for this idea is the observation that if we want that effective theory would describe a quintessence as $`\varphi \mathrm{}`$, the effective potential has to become flat as $`\varphi \mathrm{}`$. As it was shown by Guendelman, the role of the global continuous symmetries $`\varphi \varphi +const`$ in TMT belongs to transformations (19), (20) in the absence of fermions or (47) in the presence of fermions: in terms of the dynamical variables used in the Einstein frame, these transformations are reduced just to shifts of $`\varphi `$ parametrized as in Eq. (20). In models of Ref. , where the exponential form for the pre-potentials (17) with $`\alpha =\beta `$ has been used, the global symmetry (19)-(20) is spontaneously broken. And although this symmetry is restored as $`\varphi \mathrm{}`$, it is impossible in the framework of such a model to realize a quintessence scenario at $`\varphi >M_p`$. We have seen in the present paper that if a small explicit violation of the global continuous symmetries (19), (20) is present in the TMT original action (6) with the exponential form of the pre-potentials (17), then the TMT effective potential $`U(\varphi )`$, Eq. (18), can be a suitable candidate for a quintessence model as $`\beta \varphi M_p`$. The smallness of the explicit symmetry breaking is formulated as a smallness of the dimensionless parameter $`(\beta \alpha )/\beta `$, see Eq. (23). In the absence of a knowledge about the structure of the fundamental theory and without any information about a mechanism leading to an explicit violation of the global continuous symmetry (19), (20), the quantity $`(\beta \alpha )/\beta `$ is the only small parameter that can be used in attempts to modify the action with simple exponential form of the pre-potentials (17), with the aim to give rise to quintessential inflation type models. This can be done by adding terms that disappear as $`(\beta \alpha )/\beta `$ tends to zero. This means that coupling constants in such additional terms have to be proportional to some positive power of this small parameter. The second basic idea is that in the limit $`(\beta \alpha )/\beta 0`$ (which leads us to the fundamental theory) the only mass parameter of the theory is the Planck mass $`M_p`$. This means that the dimensional coupling constants of the symmetry breaking terms have to be powers of the mass parameters $`m`$ of the form $`m=[(\beta \alpha )/\beta ]^nM_p,n>0`$. In the probe models studied in Sec. IV, we have chosen just for illustration $`\beta =7`$, $`\alpha =6`$ and hence $`(\beta \alpha )/\beta =1/7`$. Proceeding in the described above way, we reveal a remarkable feature of TMT: it is possible to achieve quite satisfactory quintessential inflation type models (see models 1-3 of Sec. IV) where for adjustment of the parameters it is enough to use only mass parameters of few orders less than $`M_p`$. We interpret this fact as the absence of a need of a fine tuning. Besides of the generation of the well-defined inflationary and quintessential regions of the TMT effective potential $`U(\varphi )`$, one more remarkable result consists in the fact that the post-inflationary region of $`U(\varphi )`$ has the exponential form $`exp(a\varphi /M_p)`$ with variable $`a`$, Eq. (40). This allows to single out a region of $`U(\varphi )`$, where a familiar approach to a resolution of the problem with the cosmological nucleosynthesis constraint is realized without any additional assumption. ##### d Resolution of the problems related to a possible direct coupling of the inflaton field to usual matter. As to the question number 5 of Introduction, the answer is quite clear: if the terms of the form $`f_i\frac{\varphi }{m}_i`$, describing direct couplings of the inflaton field to the usual matter (see Ref. ), break the global continuous symmetry (47) they could appear in the original TMT action with small coefficients $`f_i[(\beta \alpha )/\beta ]^n,n>0`$. A direct coupling of the inflaton to a fermionic matter is of a special interest. In the modified model studied in Sec. VI.H, such a coupling enters to the original action in the form of two Yukawa coupling type terms, Eq. (48) and (80). The unbounded encrease of $`V_1`$ and $`V_2`$ at the late universe works again in the desirable direction: the contributions of the Yukawa coupling type terms to the constraint (52) are negligible compared to $`V_1`$ and $`V_2`$. As we have seen, by adjustment of the parameters of the Yukawa coupling type interactions one can provide the presence of the direct coupling of fermionic matter to inflaton without observable effects at the late universe: the fermion mass approaches constant and the correspondent long-range force disappears as $`\varphi \mathrm{}`$. It is worthwhile to notice here that the form of the Yukawa coupling type interactions (48) and (80) might be generalized without altering the results obtained for the late universe. In fact, if for example one modifies the interactions of the form $`\overline{\mathrm{\Psi }}\mathrm{\Psi }e^{\gamma \varphi /M_p}\sqrt{g}`$ and $`\overline{\mathrm{\Psi }}\mathrm{\Psi }e^{\stackrel{~}{\gamma }\varphi /M_p}\mathrm{\Phi }`$ considered in Sec. VI.H, by adding the direct couplings of the form $`\overline{\mathrm{\Psi }}\mathrm{\Psi }\varphi \sqrt{g}`$ and $`\overline{\mathrm{\Psi }}\mathrm{\Psi }\varphi \mathrm{\Phi }`$ respectively (which does not respect the global continuous symmetry (47) ) this has no effect on the late universe since the relative contributions of the adding terms are exponentially suppressed as $`\varphi >M_p`$ . At the early universe, for instance as $`\varphi <0`$, modifications like this could lead to observable effects. Such possibilities are additional tools given by TMT for adjustment the field theory parameters to cosmological constraints of the early universe. One should stress that this is a merit of TMT that adjustment of the parameters determining the early universe evolution can be performed without any direct influence on the field theory parameters important for the late universe. ##### e Matter fields quantization. Quantization of usual matter fields in TMT has some specific problem. In particular, fermionic field $`\mathrm{\Psi }`$ in the model of Sec. VI contributes to the constraint, Eq. (52), and hence $`1/\chi `$ obtained by solving (52), will depend on $`\overline{\mathrm{\Psi }}\mathrm{\Psi }`$. In such a case, equations of motion in the Einstein frame, (57), (59) and (60) would become very nonlinear. In Ref. , we have tried to avoid this sort of problems by starting from the original action that was very non-linear in $`\overline{\mathrm{\Psi }}\mathrm{\Psi }`$. In the present paper, where the inclusion of the usual matter is studied in the context of the models of Sec. IV.B, intended to describe quintessential-inflation scenario without fine tuning, the problem of a non-linearity in matter fields does not appear. The reason is just due to a way that we solve the cosmological constant and other fine tuning problems: the parameters of prepotentials $`V_1(\varphi )`$, $`V_2(\varphi )`$ and the integration constant $`M^4`$ are chosen such that the matter fields contributions to the constraint (52) are negligible compared to $`V_1(\varphi )`$, $`V_2(\varphi )`$ and $`M^4`$. Then for $`1/\chi `$ we obtain the expression described by Eq. (66), the same as in the absence of the usual matter. As a result of this, in the Einstein frame the usual matter fields equations in the background have canonical form and their quantization becomes a standard procedure. ##### f SSB without generation of the cosmological constant. Reverting to the cosmological constant problem, it is worthwhile to notice in the conclusion that if the scalar (Higgs) field $`\phi `$ obtains a non-zero VEV, Eq. (58), the appearance of a constant part in $`P(\phi )`$ leads just to a redefinition of $`m_1^4`$ (see Eq. (52) ). It is very important that in models 1 - 3 of Sec. IV.B, $`m_1^4`$ has the order of $`(10^2M_p)^4`$ or $`(10^3M_p)^4`$. The correction we neglect in the l.h.s. of (52) when replace it by (66), becomes of the order of $`Q(\stackrel{~}{\phi })/m_1^4`$ where $`Q`$ is a polynomial in $`\stackrel{~}{\phi }`$ ($`\|\stackrel{~}{\phi }\|\upsilon m_1`$ ) that satisfies the condition $`Q(0)=0`$. Thus if $`\|P(\upsilon )\|<m_1^4`$, then spontaneous braking of a gauge symmetry does not affect the magnitude of the effective cosmological constant (at the late universe) imitated by the quintessential potential (37). Another possibility appears if the whole term $`m_1^4e^{\alpha \varphi /M_p}`$ in the pre-potential $`V_1(\varphi )`$ is generated by SSB. In such a case the quintessential potential becomes $$U(\varphi )\frac{[P(\upsilon )]^8}{M_p^4}e^{2(\beta \alpha )\varphi /M_p}$$ (87) This is the TMT mechanism which together with the shape of $`U(\varphi )`$ in the inflationary region predicted by each of the models 1 - 3 of Sec. IV.B, provides a resolution of one of the most serious aspect of the cosmological constant problem: the need of an enormous fine tuning of initial conditions in models with SSB in order to satisfy the dual requirement of ’large $`\mathrm{\Lambda }`$ in the past + small $`\mathrm{\Lambda }`$ at present’. ## VII Acknowledgments I am grateful to S. de Alwis, R. Brustein, A. Davidson and D. Owen for useful discussions at various stages of the work. I am especially indebted to E. Guendelman for attention and help during the evolution of this paper.
warning/0007/quant-ph0007044.html	ar5iv	text	# The Violation of Bell Inequalities in the Macroworld11footnote 1To appear in Foundations of Physics, volume 30, issue 10, 2000 ## 1 Introduction This article investigates the violation of Bell inequalities in macroscopic situations and analyses how this indicates the presence of genuine quantum structure. We explicitly challenge the common belief that quantum structure is present only in micro-physical reality (and macroscopic coherent systems), and present evidence that quantum structure can be present in the macro-physical reality. We also give an example showing the presence of quantum structure in the mind. Let us begin with a brief account of the most relevant historical results. In the seventies, a sequence of experiments was carried out to test for the presence of nonlocality in the microworld described by quantum mechanics (Clauser 1976; Faraci at al. 1974; Freeman and Clauser 1972; Holt and Pipkin 1973; Kasday, Ullmann and Wu 1970) culminating in decisive experiments by Aspect and his team in Paris (Aspect, Grangier and Roger, 1981, 1982). They were inspired by three important theoretical results: the EPR Paradox (Einstein, Podolsky and Rosen, 1935), Bohm’s thought experiment (Bohm, 1951), and Bell’s theorem (Bell 1964). Einstein, Podolsky, and Rosen believed to have shown that quantum mechanics is incomplete, in that there exist elements of reality that cannot be described by it (Einstein, Podolsky and Rosen, 1935; Aerts 1984, 2000). Bohm took their insight further with a simple example: the ‘coupled spin-$`\frac{1}{2}`$ entity’ consisting of two particles with spin $`\frac{1}{2}`$, of which the spins are coupled such that the quantum spin vector is a nonproduct vector representing a singlet spin state (Bohm 1951). It was Bohm’s example that inspired Bell to formulate a condition that would test experimentally for incompleteness. The result of his efforts are the infamous Bell inequalities (Bell 1964). The fact that Bell took the EPR result literally is evident from the abstract of his 1964 paper: > “The paradox of Einstein, Podolsky and Rosen was advanced as an argument that quantum theory could not be a complete theory but should be supplemented by additional variables. These additional variables were to restore to the theory causality and locality. In this note that idea will be formulated mathematically and shown to be incompatible with the statistical predictions of quantum mechanics. It is the requirement of locality, or more precisely that the result of a measurement on one system be unaffected by operations on a distant system with which is has interacted in the past, that creates the essential difficulty.” Bell’s theorem states that statistical results of experiments performed on a certain physical entity satisfy his inequalities if and only if the reality in which this physical entity is embedded is local. He believed that if experiments were performed to test for the presence of nonlocality as predicted by quantum mechanics, they would show quantum mechanics to be wrong, and locality to hold. Therefore, he believed that he had discovered a way of showing experimentally that quantum mechanics is wrong. The physics community awaited the outcome of these experiments. Today, as we know, all of them agreed with quantum predictions, and as consequence, it is commonly accepted that the micro-physical world is incompatible with local realism. One of the present authors, studying Bell inequalities from a different perspective, developed a concrete example of a situation involving macroscopic ‘classical’ entities that violates Bell inequalities (Aerts 1981, 1982, 1985a,b). This example makes it possible to more fully understand the origin of the violation of the inequalities, as well as in what sense this violation indicates the presence of quantum structure. ## 2 Bell Inequalities and Clauser Horne Inequalities In this section we review Bell inequalities, as well as Clauser and Horne inequalities. We first consider Bohm’s original example that violates these inequalities in the microworld. Finally we we put forth an example that violates them in the macroworld. ### 2.1 Introduction of the Inequalities Bell inequalities are defined with the following experimental situation in mind. We consider a physical entity $`S`$, and four experiments $`e_1`$, $`e_2`$, $`e_3`$, and $`e_4`$ that can be performed on the physical entity $`S`$. Each of the experiments $`e_i,i\{1,2,3,4\}`$ has two possible outcomes, respectively denoted $`o_i(up)`$ and $`o_i(down)`$. Some of the experiments can be performed together, which in principle leads to ‘coincidence’ experiments $`e_{ij},i,j\{1,2,3,4\}`$. For example $`e_i`$ and $`e_j`$ together will be denoted $`e_{ij}`$. Such a coincidence experiment $`e_{ij}`$ has four possible outcomes, namely $`(o_i(up),o_j(up))`$, $`(o_i(up),o_j(down))`$, $`(o_i(down),o_j(up))`$ and $`(o_i(down),o_j(down))`$. Following Bell, we introduce the expectation values $`\text{𝔼}_{ij},i,j\{1,2,3,4\}`$ for these coincidence experiments, as $$\begin{array}{cc}\text{𝔼}_{ij}=\hfill & +1.P(o_i(up),o_j(up))+1.P(o_i(down),o_j(down))\hfill \\ & 1.P(o_i(up),o_j(down))1.P(o_i(down),o_j(up))\hfill \end{array}$$ (1) ¿From the assumption that the outcomes are either +1 or -1, and that the correlation $`\text{𝔼}_{ij}`$ can be written as an integral over some hidden variable of a product of the two local outcome assignments, one derives Bell inequalities: $$\|\text{𝔼}_{13}\text{𝔼}_{14}\|+\|\text{𝔼}_{23}+\text{𝔼}_{24}\|2$$ (2) When Bell introduced the inequalities, he had in mind the quantum mechanical situation originally introduced by Bohm (Bohm 1951) of correlated spin-$`\frac{1}{2}`$ particles in the singlet spin state. Here $`e_1`$ and $`e_2`$ refer to measurements of spin at the left location in spin directions $`𝐚_\mathrm{𝟏}`$ and $`𝐚_\mathrm{𝟐}`$, and $`e_3`$ and $`e_4`$ refer to measurements of spin at the right location in spin directions $`𝐚_\mathrm{𝟑}`$ and $`𝐚_\mathrm{𝟒}`$. The quantum theoretical calculation in this situation, for well chosen directions of spin, gives the value $`2\sqrt{2}`$ for the left member of equation (3), and hence violates the inequalities. Since Bell showed that the inequalities are never violated if locality holds for the considered experimental situation, this indicates that quantum mechanics predicts nonlocal effects to exist (Bell 1964). We should mention that Clauser and Horne derived other inequalities, and it is the Clauser Horne inequalities that have been tested experimentally (Clauser and Horne 1976). Clauser and Horne consider the same experimental situation as that considered by Bell. Hence we have the coincidence experiments $`e_{13}`$, $`e_{14}`$, $`e_{23}`$ and $`e_{24}`$, but instead of concentrating on the expectation values they introduce the coincidence probabilities $`p_{13}`$, $`p_{14}`$, $`p_{23}`$ and $`p_{24}`$, together with the probabilities $`p_2`$ and $`p_4`$. Concretely, $`p_{ij}`$ means the probability that the coincidence experiment $`e_{ij}`$ gives the outcome $`(o_i(up),o_j(up))`$, while $`p_i`$ means the probability that the experiment $`e_i`$ gives the outcome $`o_i(up)`$. The Clauser Horne inequalities then read: $$1p_{14}p_{13}+p_{23}+p_{24}p_2p_40$$ (3) Although the Clauser Horne inequalities are thought to be equivalent to Bell inequalities, they are of a slightly more general theoretical nature, and lend themselves to Pitowsky’s generalization, which will play an important role in our theoretical analysis. ### 2.2 The ‘Entangled Spins $`\frac{1}{2}`$’ Example Let us briefly consider Bohm’s original example. Our physical entity $`S`$ is now a pair of quantum particles of spin-$`\frac{1}{2}`$ that ‘fly to the left and the right’ along a certain direction $`v`$ of space respectively, and are prepared in a singlet state $`\mathrm{\Psi }_S`$ for the spin (see Fig. 1). We consider four experiments $`e_1,e_2,e_3,e_4`$, that are measurements of the spin of the particles in directions $`𝐚_\mathrm{𝟏},𝐚_\mathrm{𝟐},𝐚_\mathrm{𝟑},𝐚_\mathrm{𝟒}`$, that are four directions of space orthogonal to the direction $`v`$ of flight of the particles. We choose the experiments such that $`e_1`$ and $`e_2`$ are measurements of the spin of the particle flying to the left and $`e_3`$ and $`e_4`$ of the particle flying to the right (see Fig. 1). Fig. 1 : The singlet spin state example. We call $`p_i`$ the probability that the experiment $`e_i`$ gives outcome $`o_i(up)`$. According to quantum mechanical calculation and considering the different experiments, it follows: $$p_1=p_2=p_3=p_4=\frac{1}{2}$$ (4) For the Bohm example, the experiment $`e_1`$ can be performed together with the experiments $`e_3`$ and $`e_4`$, which leads to experiment $`e_{13}`$ and $`e_{14}`$, and the experiment $`e_2`$ can also be performed together with the experiments $`e_3`$ and $`e_4`$, which leads to experiments $`e_{23}`$ and $`e_{24}`$. Quantum mechanically this corresponds to the expectation value $`\sigma _1a,\sigma _2b=a.b`$ which gives us the well known predictions: $$\begin{array}{cc}\text{𝔼}_{13}=\mathrm{𝐜𝐨𝐬}\mathrm{}(𝐚_\mathrm{𝟏},𝐚_\mathrm{𝟑})\hfill & p_{13}=\frac{1}{2}\mathrm{𝐬𝐢𝐧}^2\frac{\mathrm{}(𝐚_\mathrm{𝟏},𝐚_\mathrm{𝟑})}{2}\hfill \\ \text{𝔼}_{14}=\mathrm{𝐜𝐨𝐬}\mathrm{}(𝐚_\mathrm{𝟏},𝐚_\mathrm{𝟒})\hfill & p_{14}=\frac{1}{2}\mathrm{𝐬𝐢𝐧}^2\frac{\mathrm{}(𝐚_\mathrm{𝟏},𝐚_\mathrm{𝟒})}{2}\hfill \\ \text{𝔼}_{23}=\mathrm{𝐜𝐨𝐬}\mathrm{}(𝐚_\mathrm{𝟐},𝐚_\mathrm{𝟑})\hfill & p_{23}=\frac{1}{2}\mathrm{𝐬𝐢𝐧}^2\frac{\mathrm{}(𝐚_\mathrm{𝟐},𝐚_\mathrm{𝟑})}{2}\hfill \\ \text{𝔼}_{24}=\mathrm{𝐜𝐨𝐬}\mathrm{}(𝐚_\mathrm{𝟐},𝐚_\mathrm{𝟒})\hfill & p_{24}=\frac{1}{2}\mathrm{𝐬𝐢𝐧}^2\frac{\mathrm{}(𝐚_\mathrm{𝟐},𝐚_\mathrm{𝟒})}{2}\hfill \end{array}$$ (5) Let us first specify the situation that gives rise to a maximal violation of Bell inequalities. Let $`𝐚_\mathrm{𝟏},𝐚_\mathrm{𝟐},𝐚_\mathrm{𝟑},𝐚_\mathrm{𝟒}`$ be coplanar directions such that $`\mathrm{}(𝐚_\mathrm{𝟏},𝐚_\mathrm{𝟑})=\mathrm{}(𝐚_\mathrm{𝟑},𝐚_\mathrm{𝟐})=\mathrm{}(𝐚_\mathrm{𝟐},𝐚_\mathrm{𝟒})=45^o`$, and $`\mathrm{}(𝐚_\mathrm{𝟏},𝐚_\mathrm{𝟒})=135^o`$ (see Fig. 2). Then we have $`\text{𝔼}_{13}=\text{𝔼}_{23}=\text{𝔼}_{24}=\frac{\sqrt{2}}{2}`$ and $`\text{𝔼}_{14}=\frac{\sqrt{2}}{2}`$. This gives: $$\begin{array}{cc}\|\text{𝔼}_{13}\text{𝔼}_{14}\|+\|\text{𝔼}_{23}+\text{𝔼}_{24}\|\hfill & =\|\frac{\sqrt{2}}{2}(\frac{\sqrt{2}}{2})\|+\|\frac{\sqrt{2}}{2}+\frac{\sqrt{2}}{2}\|\hfill \\ & =+2\sqrt{2}\hfill \\ & >+2\hfill \end{array}$$ (6) which shows that Bell inequalities are violated. Fig. 2 : The violation of Bell inequalities by the singlet spin state example. To violate the Clauser Horne inequalities, we need to make another choice for the spin directions. Let us choose $`𝐚_\mathrm{𝟏},𝐚_\mathrm{𝟐},𝐚_\mathrm{𝟒}`$ again coplanar with $`\mathrm{}(𝐚_\mathrm{𝟏},𝐚_\mathrm{𝟐})=\mathrm{}(𝐚_\mathrm{𝟏},𝐚_\mathrm{𝟒})=\mathrm{}(𝐚_\mathrm{𝟐},𝐚_\mathrm{𝟒})=120^{}`$ and $`𝐚_\mathrm{𝟐}=𝐚_\mathrm{𝟑}`$ (see Fig. 3). The set of probabilities that we consider for the Clauser Horne inequalities is then given by $`p_1=\frac{1}{2},p_2=\frac{1}{2},p_3=\frac{1}{2},p_4=\frac{1}{2},p_{12}=\frac{3}{8},p_{14}=\frac{3}{8},p_{23}=0,p_{24}=\frac{3}{8}`$. This gives: $$\begin{array}{cc}p_{14}p_{13}+p_{23}+p_{24}p_2p_4\hfill & =+10+1+111\hfill \\ & =+1\hfill \\ & >0\hfill \end{array}$$ (7) which shows that also the Clauser Horne inequalities are violated (see Fig. 3). Fig. 3 : The violation of Clauser Horne inequalities by the singlet spin state example. ### 2.3 The ‘Vessels of Water’ Example We now review an example of a macroscopic situation where Bell inequalities and Clauser Horne inequalities are violated (Aerts 1981, 1982, 1985a,b). Following this, we analyze some aspects of the example in a new way. Fig. 4 : The vessels of water example violating Bell inequalities. The entity $`S`$ consists of two vessels containing 20 liters of water that are connected by a tube. Experiments are performed on both sides of the entity $`S`$ by introducing syphons $`K_1`$ and $`K_2`$ in the respective vessels and pouring out the water and collecting it in reference vessels $`R_1`$ and $`R_2`$. Carefully chosen experiments reveal that Bell inequalities are violated by this entity $`S`$. Consider an entity $`S`$ which is a container with 20 liters of transparent water (see Fig. 4), in a state $`s`$ such that the container is placed in the gravitational field of the earth, with its bottom horizontal. We introduce the experiment $`e_1`$ that consists of putting a siphon $`K_1`$ in the container of water at the left, taking out water using the siphon, and collecting this water in a reference vessel $`R_1`$ placed to the left of the container. If we collect more than 10 liters of water, we call the outcome $`o_1(up)`$, and if we collect less or equal to 10 liters, we call the outcome $`o_1(down)`$. We introduce another experiment $`e_2`$ that consists of taking with a little spoon, from the left, a bit of the water, and determining whether it is transparent. We call the outcome $`o_2(up)`$ when the water is transparent and the outcome $`o_2(down)`$ when it is not. We introduce the experiment $`e_3`$ that consists of putting a siphon $`K_3`$ in the container of water at the right, taking out water using the siphon, and collecting this water in a reference vessel $`R_3`$ to the right of the container. If we collect more or equal to 10 liters of water, we call the outcome $`o_3(up)`$, and if we collect less than 10 liters, we call the outcome $`o_3(down)`$. We also introduce the experiment $`e_4`$ which is analogous to experiment $`e_2`$, except that we perform it to the right of the container. Clearly, for the container of water being in state $`s`$, experiments $`e_1`$ and $`e_3`$ give with certainty the outcome $`o_1(up)`$ and $`o_3(up)`$, which shows that $`p_1=p_3=1`$. Experiments $`e_2`$ and $`e_4`$ give with certainty the outcome $`o_2(up)`$ and $`o_4(up)`$, which shows that $`p_2=p_4=1`$. The experiment $`e_1`$ can be performed together with experiments $`e_3`$ and $`e_4`$, and we denote the coincidence experiments $`e_{13}`$ and $`e_{14}`$. Also, experiment $`e_2`$ can be performed together with experiments $`e_3`$ and $`e_4`$, and we denote the coincidence experiments $`e_{23}`$ and $`e_{24}`$. For the container in state $`s`$, the coincidence experiment $`e_{13}`$ always gives one of the outcomes $`(o_1(up),o_3(down))`$ or $`(o_1(down),o_3(up))`$, since more than 10 liters of water can never come out of the vessel at both sides. This shows that $`\text{𝔼}_{13}=1`$ and $`p_{13}=0`$. The coincidence experiment $`e_{14}`$ always gives the outcome $`(o_1(up),o_4(up))`$ which shows that $`\text{𝔼}_{14}=+1`$ and $`p_{14}=+1`$, and the coincidence experiment $`e_{23}`$ always gives the outcome $`(o_2(up),o_3(up))`$ which shows that $`\text{𝔼}_{23}=+1`$ and $`p_{23}=+1`$. Clearly experiment $`e_{24}`$ always gives the outcome $`(o_2(up),o_4(up))`$ which shows that $`\text{𝔼}_{24}=+1`$ and $`p_{24}=+1`$. Let us now calculate the terms of Bell inequalities, $$\begin{array}{cc}\|\text{𝔼}_{13}\text{𝔼}_{14}\|+\|\text{𝔼}_{23}+\text{𝔼}_{24}\|\hfill & =\|11\|+\|+1+1\|\hfill \\ & =+2+2\hfill \\ & =+4\hfill \end{array}$$ (8) and of the Clauser Horne inequalities, $$\begin{array}{cc}p_{14}p_{13}+p_{23}+p_{24}p_2p_4\hfill & =+10+1+111\hfill \\ & =+1\hfill \end{array}$$ (9) This shows that Bell inequalities and Clauser Horne inequalities can be violated in macroscopic reality. It is even so that the example violates the inequalities more than the original quantum example of the two coupled spin-$`\frac{1}{2}`$ entities. In section 5 we analyze why this is the case, and show that this sheds new light on the underlying mechanism that leads to the violation of the inequalities. ## 3 The Inequalities and Distinguishing Events In the macroscopic example of the vessels of water connected by a tube, we can see and understand why the inequalities are violated. This is not the case for the micro-physical Bohm example of coupled spins. Szabo (pers. com.) suggested that the macroscopic violation of Bell inequalities by the vessels of water example does not have the same ‘status’ as the microscopic violation in the Bohm example of entangled spins, because events are identified that are not identical. This idea was first considered in Aerts and Szabo, 1993. Here we investigate it more carefully and we will find that it leads to a deeper insight into the meaning of the violation of the inequalities. Let us state more clearly what we mean by reconsidering the vessels of water example from section 2.3, where we let the experiments $`e_1`$, $`e_2`$, $`e_3`$ and $`e_4`$ correspond with possible events $`A_1(up)`$ and $`A_1(down)`$, $`A_2(up)`$ and $`A_2(down)`$, $`A_3(up)`$ and $`A_3(down)`$ and $`A_4(up)`$ and $`A_4(down)`$. This means that event $`A_1(up)`$ is the physical event that happens when experiment $`e_1`$ is carried out, and outcome $`o_1(up)`$ occurs. The same for the other events. When event $`A_1(up)`$ occurs together with event $`A_3(down)`$, hence during the performance of the experiments $`e_{12}`$, then it is definitely a different event from event $`A_1(up)`$ that occurs together with event $`A_4(up)`$, hence during the performance of the experiment $`e_{14}`$. Szabo’s idea was that this ‘fact’ would be at the origin of the violation of Bell inequalities for the macroscopic vessel of water example. In this sense the macroscopic violation would not be a genuine violation as compared to the microscopic. Of course, one is tempted to ask the same question in the quantum case: is the violation in the microscopic world perhaps due to a lack of distinguishing events that are in fact not identical? Perhaps what is true for the vessels of water example is also true of the Bohm example? Let us find out by systematically distinguishing between events at the left (of the vessels of water or of the entangled spins) that are made together with different events at the right. In this way, we get more than four events, and unfortunately the original Bell inequalities are out of their domain of applicability. However Pitowsky has developed a generalization of Bell inequalities where any number of experiments and events can be taken into account, and as a consequence we can check whether the new situation violates Pitowsky inequalities. If Pitowsky inequalities would not be violated in the vessels of water model, while for the microscopic Bohm example they would, then this would ‘prove’ the different status of the two examples, the macroscopic being ‘false’, due to lack of correctly distinguishing between events, and the microscopic being genuine. Let us first introduce Pitowsky inequalities to see how the problem can be reformulated. ### 3.1 Pitowsky Inequalities Pitowsky proved (see theorem 1) that the situation where Bell-type inequalities are satisfied is equivalent to the situation where, for a set of probabilities connected to the outcomes of the considered experiments, there exists a Kolmogorovian probability model. Or, as some may want to paraphrase it, the probabilities are classical (Pitowsky 1989). To put forward Pitowsky inequalities, we have to introduce some mathematical concepts. Let $`S`$ be a set of pairs of integers from $`\{1,2,\mathrm{},n\}`$ that is, $$S\{\{i,j\}1i<jn\}$$ (10) Let $`R(n,S)`$ denote the real space of all functions $`f:\{1,2,\mathrm{},n\}S`$. We shall denote vectors in $`R(n,S)`$ by $`𝐟=(f_1,f_2,\mathrm{}f_n,\mathrm{}f_{ij},\mathrm{})`$, where the $`f_{ij}`$ appear in a lexicographic order on the $`i,j^{}s`$. Let $`\{0,1\}^n`$ be the set of all $`n`$-tuples of zeroes and one’s. We shall denote elements of $`\{0,1\}^n`$ by $`\epsilon =(\epsilon _1,\epsilon _2,\mathrm{},\epsilon _n)`$ where $`\epsilon _j\{0,1\}`$. For each $`\epsilon \{0,1\}^n`$ let $`𝐮^\epsilon `$ be the following vector in $`R(n,S)`$: $`u_j^\epsilon `$ $`=`$ $`\epsilon _j1jn`$ (11) $`u_{ij}^\epsilon `$ $`=`$ $`\epsilon _i\epsilon _j\{i,j\}S`$ (12) The classical correlation polytope $`C(n,S)`$ is the closed convex hull in $`R(n,S)`$ of all $`2^n`$ possible vectors $`𝐮^\epsilon `$, $`\epsilon \{0,1\}^n`$: ###### Theorem 1 (Pitowsky, 1989) Let $`𝐩=(p_1,\mathrm{},p_n,\mathrm{},p_{ij},\mathrm{}\}`$ be a vector in $`R(n,S)`$. Then $`𝐩C(n,S)`$ if there is a Kolmogorovian probability space $`(X,,\mu )`$ and (not necessarily distinct) events $`A_1,A_2,\mathrm{},A_n`$ such that: $$p_i=\mu (A_i)1inp_{ij}=\mu (A_iA_j)\{i,j\}S$$ (13) Where $`X`$ is …, $``$ is the space of events and $`\mu `$ the probability measure To illustrate the theorem and at the same time the connection with Bell inequalities and the Clauser Horne inequalities, let us consider some specific examples of Pitowsky’s theorem. The case $`n=4`$ and $`S=\{\{1,3\},\{1,4\},\{2,3\},\{2,4\}\}`$. The condition $`𝐩C(n,S)`$ is then equivalent to the Clauser-Horne inequalities (see (3)): $$\begin{array}{cc}0p_{ij}p_i1& \\ 0p_{ij}p_j1& i=1,2j=3,4\hfill \\ p_i+p_jp_{ij}1& \\ 1p_{13}+p_{14}+p_{24}p_{23}p_1p_40& \\ 1p_{23}+p_{24}+p_{14}p_{13}p_2p_40& \\ 1p_{14}+p_{13}+p_{23}p_{24}p_1p_30& \\ 1p_{24}+p_{23}+p_{13}p_{14}p_2p_30& \end{array}$$ (14) The case $`n=3`$ and $`S=\{\{1,2\},\{1,3\},\{2,3\}\}`$. We find then the following inequalities equivalent to the condition $`𝐩C(n,S)`$: $$\begin{array}{cc}0p_{ij}p_i1& \\ 0p_{ij}p_j1& 1i<j3\hfill \\ p_i+p_jp_{ij}1& \\ p_1+p_2+p_3p_{12}p_{13}p_{23}10& \\ p_1p_{12}p_{13}+p_{23}0& \\ p_2p_{12}p_{23}+p_{13}0& \\ p_3p_{13}p_{23}+p_{12}0& \end{array}$$ (15) It can be shown that these inequalities are equivalent to the original Bell inequalities (Pitowsky 1989). ### 3.2 The Genuine Quantum Mechanical Nature of the Macroscopic Violations Let us now introduce a new situation wherein the events are systematically distinguished. For the vessels of water example, we introduce the following events: Event $`E_1`$ corresponds to the physical process of experiment $`e_1`$, leading to outcome $`o_1(up)`$, performed together with experiment $`e_3`$ leading to outcome $`o_3(up)`$. Event $`E_2`$ corresponds to the physical process of experiment $`e_1`$ leading to outcome $`o_1(up)`$, performed together with experiment $`e_4`$, leading to outcome $`o_4(up)`$. In order to introduce the other events and avoid repetition, we abbreviate event $`E_2`$ as follows: $$E_2=[O(e_1)=o_1(up)\&O(e_4)=o_4(up)]$$ The other events can then be written analogously as: $$\begin{array}{cc}E_3=[O(e_2)=o_2(up)\&O(e_3)=o_3(up)]\hfill & E_4=[O(e_2)=o_2(up)\&O(e_4)=o_4(up)]\hfill \\ E_5=[O(e_3)=o_3(up)\&O(e_1)=o_1(up)]\hfill & E_6=[O(e_3)=o_3(up)\&O(e_2)=o_2(up)]\hfill \\ E_7=[O(e_4)=o_4(up)\&O(e_1)=o_1(up)]\hfill & E_8=[O(e_4)=o_4(up)\&O(e_2)=o_2(up)]\hfill \end{array}$$ (16) The physical process of the joint experiment $`e_{13}`$ corresponds then to the joint event $`E_1E_5`$, the physical process of the joint experiment $`e_{14}`$ to the joint event $`E_2E_7`$, the physical process of the joint experiment $`e_{23}`$ to the joint event $`E_3E_6`$, and the physical process of the joint experiment $`e_{24}`$ to the joint event $`E_4E_8`$. Having distinguished the events in this way, we are certain the different joint experiments give rise to real joint events. We can now apply Pitowsky’s theorem to the set of events $`E_1,E_2,E_3,E_4,E_5,E_6,E_7,E_8,E_1E_5,E_2E_7,E_3E_6,E_4E_8`$. Suppose that there is an equal probability of experiment $`e_1`$ being performed with $`e_3`$ or $`e_4`$, and similarly for the joint performance of $`e_2`$ with $`e_3`$ or $`e_4`$. According to this assumption, the observed probabilities are: $$\begin{array}{c}p(E_1)=p(E_5)=0\\ p(E_2)=p(E_3)=p(E_4)=p(E_6)=p(E_7)=p(E_8)=\frac{1}{2}\\ p(E_1E_5)=0\\ p(E_2E_7)=p(E_3E_6)=p(E_4E_8)=\frac{1}{4}\end{array}$$ (17) The obtained probability vector is then $`𝐩=(0,\frac{1}{2},\frac{1}{2},\frac{1}{2},0,\frac{1}{2},\frac{1}{2},\frac{1}{2},0,\frac{1}{4},\frac{1}{4},\frac{1}{4})`$. Applying Pitowsky’s approach, we could directly calculate that this probability vector is contained in the convex hull of the corresponding space, and hence as a consequence of Pitowsky’s theorem it allows a Kolmogorovian probability representation (Aerts and Szabo 1993). This means that after the distinction between events has been made, the vessels of water example no longer violates Pitowsky inequalities. An important question remains: would the violation of the inequalities similarly vanish for the microscopic spin example? Let us, exactly as we have done in the vessels of water example, distinguish the events we are not certain we can identify, for the case of the correlated spin situation. Again we find 8 events: Event $`E_1`$ corresponds to the physical process of experiment $`e_1`$ leading to outcome $`o_1(up)`$, performed together with experiment $`e_3`$, leading to outcome $`o_3(up)`$. Analogously, events $`E_2`$, $`E_3`$, $`E_3`$, $`E_4`$, $`E_5`$, $`E_6`$, $`E_7`$, $`E_8`$ are introduced. Again, the physical process of the joint experiment $`e_{13}`$ corresponds then to the joint event $`E_1E_5`$, the physical process of the joint experiment $`e_{14}`$ to the joint event $`E_2E_7`$, the physical process of the joint experiment $`e_{23}`$ to the joint event $`E_3E_6`$, and the physical process of the joint experiment $`e_{24}`$ to the joint event $`E_4E_8`$. Suppose that directions $`𝐚_\mathrm{𝟏}`$ or $`𝐚_\mathrm{𝟐}`$, as well as $`𝐚_\mathrm{𝟑}`$ or $`𝐚_\mathrm{𝟒}`$, are chosen with the same probability at both sides. According to this assumption the observed probabilities are: $$\begin{array}{c}p_i=p(E_i)=\frac{1}{4}1i8\\ p_{15}=p(E_1E_5)=\frac{1}{4}\mathrm{𝐬𝐢𝐧}^\mathrm{𝟐}\mathrm{}(𝐚_\mathrm{𝟏},𝐚_\mathrm{𝟑})=\frac{3}{16}\\ p_{27}=p(E_2E_7)=\frac{1}{4}\mathrm{𝐬𝐢𝐧}^\mathrm{𝟐}\mathrm{}(𝐚_\mathrm{𝟏},𝐚_\mathrm{𝟒})=\frac{3}{16}\\ p36=p(E_3E_6)=\frac{1}{4}\mathrm{𝐬𝐢𝐧}^\mathrm{𝟐}\mathrm{}(𝐚_\mathrm{𝟐},𝐚_\mathrm{𝟑})=0\\ p_{48}=p(E_4E_8)=\frac{1}{4}\mathrm{𝐬𝐢𝐧}^\mathrm{𝟐}\mathrm{}(𝐚_\mathrm{𝟐},𝐚_\mathrm{𝟒})=\frac{3}{16}\end{array}$$ (18) The question is whether the correlation vector $`𝐩=(\frac{1}{4},\frac{1}{4},\frac{1}{4},\frac{1}{4},\frac{1}{4},\frac{1}{4},\frac{1}{4},\frac{1}{4},\frac{1}{4},\frac{1}{4},\frac{3}{16},\frac{3}{16},0,\frac{3}{16})`$ admits a Kolmogorovian representation. To answer this question, we have to check whether it is inside the corresponding classical correlation polytope $`C(8,S)`$. There are no derived inequalities for $`n=8`$, expressing the condition $`𝐩C(n,S)`$. Lacking such inequalities we must directly check the geometric condition $`𝐩C(n,S)`$. We were able to do this for the vessels of water example because of the simplicity of the correlation vector, but we had no general way to do this. It is however possible to prove the existence of a Kolmogorovian representation in a general way: ###### Theorem 2 Let events $`E_1,E_2,\mathrm{},E_n`$ and a set of indices $`S`$ be given such that non of the indices appears in two different elements of $`S`$. Assume that for each pair $`\{i,j\}S`$ the restricted correlation vector $`p_{\{i,j\}}=(p(E_i),p_(E_j),p(E_iE_j))`$ has an $`(X_{\{i,j\}},\mu _{\{i,j\}})`$ Kolmogorovian representation. Then the product space $`(X_{\{i_1,j_1\}}\times X_{\{i_2,j_2\}}\times \mathrm{}\times X_{\{i_{\|S\|},j_{\|S\|}\}},\mu _{\{i_1,j_1\}}\times \mu _{\{i_2,j_2\}}\times \mathrm{}\times \mu _{\{i_{\|S\|},j_{\|S\|}\}})`$ provides a Kolmogorovian representation for the whole correlation vector $`𝐩`$. This theorem shows that if the distinctions that we have explained are made, the inequalities corresponding to the situation will no longer be violated. This also means that we can state that the macroscopic violation, certainly with respect to the distinction or identification of events, is as genuine as the microscopic violation of the inequalities. ## 4 The Violation of Bell Inequalities in Cognition In this section we show how Bell inequalities are violated in the mind in virtue of the relationship between abstract concepts and specific instances of them. We start with a thought experiment that outlines a possible scenario wherein this sort of violation of Bell inequalities reveals itself. This example was first presented in Aerts and Gabora 1999. We then briefly discuss implications for cognition. ### 4.1 How Concepts Violate Bell inequalities To make things more concrete we begin with an example. Keynote players in this example are the two cats, Glimmer and Inkling, that live at our research center (Fig. 5). The experimental situation has been set up by one of the authors (Diederik) to show that the mind of another of the authors (Liane) violates Bell inequalities. The situation is as follows. On the table where Liane prepares the food for the cats is a little note that says: ‘Think of one of the cats now’. To show that Bell inequalities are violated we must introduce four experiments $`e_1,e_2,e_3`$ and $`e_4`$. Experiment $`e_1`$ consists of Glimmer showing up at the instant Liane reads the note. If, as a result of the appearance of Glimmer and Liane reading the note, the state of her mind is changed from the more general concept ‘cat’ to the instance ‘Glimmer’, we call the outcome $`o_1(up)`$, and if it is changed to the instance ‘Inkling’, we call the outcome $`o_1(down)`$. Experiment $`e_3`$ consists of Inkling showing up at the instant that Liane reads the note. We call the outcome $`o_3(up)`$ if the state of her mind is changed to the instance ‘Inkling’, and $`o_3(down)`$ if it is changed to the instance ‘Glimmer’, as a result of the appearance of Inkling and Liane reading the note. The coincidence experiment $`e_{13}`$ consists of Glimmer and Inkling both showing up when Liane reads the note. The outcome is ($`o_1(up)`$, $`o_3(down)`$) if the state of her mind is changed to the instance ‘Glimmer’, and ($`o_1(down)`$, $`o_3(up)`$) if it changes to the instance ‘Inkling’ as a consequence of their appearance and the reading of the note. Fig 5: Inkling (left) and Glimmer (right). This picture was taken before Glimmer decided that the quantum cat superstar life was not for him and started to remove his bell. Now it is necessary to know that occasionally the secretary puts bells on the cats’ necks, and occasionally she takes the bells off. Thus, when Liane comes to work, she does not know whether or not the cats will be wearing bells, and she is always curious to know. Whenever she sees one of the cats, she eagerly both looks and listens for the bell. Experiment $`e_2`$ consists of Liane seeing Inkling and noticing that she hears a bell ring or doesn’t. We give the outcome $`o_2(up)`$ to the experiment $`e_2`$ when Liane hears the bell, and $`o_2(down)`$ when she does not. Experiment $`e_4`$ is identical to experiment $`e_2`$ except that Inkling is interchanged with Glimmer. The coincidence experiment $`e_{14}`$ consists of Liane reading the note, and Glimmer showing up, and her listening to whether a bell is ringing or not. It has four possible outcomes: ($`o_1(up)`$, $`o_4(up)`$) when the state of Liane’s mind is changed to the instance ‘Glimmer’ and she hears a bell; ($`o_1(up)`$, $`o_4(down)`$) when the state of her mind is changed to the instance ‘Glimmer’ and she does not hear a bell; ($`o_1(down)`$, $`o_4(up)`$) when the state of her mind is changed to the instance ‘Inkling’ and she hears a bell and ($`o_1(down)`$, $`o_4(down)`$) when the state of her mind is changed to the instance ‘Inkling’ and she does not hear a bell. The coincidence experiment $`e_{23}`$ is defined analogously. It consists of Liane reading the note and Inkling showing up and her listening to whether a bell is ringing or not. It too has four possible outcomes: ($`o_2(up)`$, $`o_3(up)`$) when she hears a bell and the state of her mind is changed to the instance ‘Inkling’; ($`o_2(up)`$, $`o_3(down)`$) when she hears a bell and the state of her mind is changed to the instance ‘Glimmer’; ($`o_1(down)`$, $`o_3(up)`$) when she does not hear a bell and the state of her mind is changed to the instance ‘Inkling’ and ($`o_1(down)`$, $`o_3(down)`$) when she does not hear a bell and the state of her mind is changed to the instance ‘Glimmer’. The coincidence experiment $`e_{24}`$ is the experiment where Glimmer and Inkling show up and Liane listens to see whether she hears the ringing of bells. It has outcome ($`o_2(up)`$, $`o_4(up)`$) when both cats wear bells, ($`o_2(up)`$, $`o_4(down)`$) when only Inkling wears a bell, ($`o_2(down)`$, $`o_4(up)`$) when only Glimmer wears a bell and ($`o_2(down)`$, $`o_4(down)`$) when neither cat wears a bell. We now formulate the necessary conditions such that Bell inequalities are violated in this experiment: The categorical concept ‘cat’ is activated in Liane’s mind. She does what is written on the note. When she sees Glimmer, there is a change of state, and the categorical concept ‘cat’ changes to the instance ’Glimmer’, and when she sees Inkling it changes to the instance ’Inkling’. Both cats are wearing bells around their necks. The coincidence experiment $`e_{13}`$ gives outcome ($`o_1(up)`$, $`o_3(down)`$) or ($`o_1(down)`$, $`o_3(up)`$) because indeed from (2) it follows that Liane will think of Glimmer or Inkling. This means that $`\text{𝔼}_{13}=1`$. The coincidence experiment $`e_{14}`$ gives outcome ($`o_1(up)`$, $`o_4(up)`$), because from (3) and (4) it follows that she thinks of Glimmer and hears the bell. Hence $`\text{𝔼}_{14}=+1`$. The coincidence experiment $`e_{23}`$ also gives outcome ($`o_2(up)`$, $`o_3(up)`$), because from (3) and (4) it follows that she thinks of Inkling and hears the bell. Hence $`\text{𝔼}_{23}=+1`$. The coincidence experiment $`e_{24}`$ gives ($`o_2(up)`$, $`o_4(up)`$), because from (4) it follows that she hears two bells. Hence $`\text{𝔼}_{24}=+1`$. As a consequence we have: $$\|\text{𝔼}_{13}\text{𝔼}_{14}\|+\|\text{𝔼}_{23}+\text{𝔼}_{24}\|=+4$$ (19) The reason that Bell inequalities are violated is that Liane’s state of mind changes from activation of the abstract categorical concept ‘cat’, to activation of either ‘Glimmer’ or ‘Inkling’. We can thus view the state ‘cat’ as an entangled state of these two instances of it. We end this section by saying that we apologize for the pun on Bell’s name, but it seemed like a good way to ring in these new ideas. ### 4.2 The Nonlocality of Concepts Our example shows that concepts in the mind violate Bell inequalities, and hence entail nonlocality in the sense that physicists use the concept. This violation of Bell inequalities takes place within the associative network of concepts and episodic memories constituting an internal model of reality, or worldview. We now briefly investigate how this cognitive source of nonlocality arises, and its implications for cognition and our understanding of reality. As a first approximation, we can say that the nonlocality of stored experiences and concepts arises from their distributed nature. Each concept is stored in many memory locations; likewise, each location participates in the storage of many concepts. In order for the mind to be capable of generating a stream of meaningfully-related yet potentially creative remindings, the degree of this distribution must fall within an intermediate range. Thus, a given experience activates not just one location in memory, nor does it activate every memory location to an equal degree, but activation is distributed across many memory locations, with degree of activation falling with distance from the most activated one. Fig. 6 shows schematically how this feature of memory is sometimes modeled in neural networks using a radial basis function (RBF) (Hancock et al., 1991; Holden and Niranjan, 1997; Lu et al. 1997; Willshaw and Dayan, 1990). Fig 6: Highly schematized diagram of a stimulus input activating two dimensions of a memory or conceptual space. Each vertex represents a possible memory location, and black dots represent actual location in memory. Activation is maximal at the center k of the RBF, and tapers off in all directions according to a Gaussian distribution of width s. Memory is also content addressable, meaning that there is a systematic relationship between the content of an experience, and the place in memory where it gets stored (and from which material for the next instant of experience is sometimes evoked). Thus not only is it is not localized as an episodic memory or conceptual entity in conceptual space, but it is also not localized with respect to its physical storage location in the brain. ### 4.3 The Relationship between Nonlocality and Degree of Abstraction The more abstract a concept, the greater the number of other concepts that are expected to fall within a given distance of it in conceptual space, and therefore be potentially evoked by it. For example, Fig. 7 shows how the concept of ‘container’ is less localized than the concept of ‘bag’. The concept of ‘container’ does not just activate concepts like ‘cup’, it derives its very existence from them. Similarly, once ‘cup’ has been identified as an instance of ‘container’, it is forever after affected by it. To activate ‘bag’ is to instantaneously affect ‘container’, which is to instantaneously affects the concept ‘thing’, from which ‘container’ derives it’s identity, and so forth. Fig 7: A four-dimensional hypercube that schematically represents a segment of memory space. The stimulus dimensions ‘MADE OF PAPER’, ‘FLIMSY, ‘HAS HOLES’ and ‘CONCAVE’ lie on the $`x_1`$, $`x_2`$, $`x_3`$, and $`x_4`$ axes respectively. Three concepts are stored here: ‘cup’, ‘bag’, and ‘bag with holes’. Black-ringed dots represent centers of distributed regions where they are stored. Fuzzy white ball shows region activated by ‘cup’. Emergence of the abstract concept ‘container’ implicit in the memory space (central yellow region) is made possible by the constrained distribution of activation. An extremely general concept such as ‘depth’ is probably even more nonlocalized. It is latent in mental representations as dissimilar as ‘deep swimming pool’, ‘deep-fried zucchini’, and ‘deeply moving book’; it is deeply woven throughout the matrix of concepts that constitute one’s worldview. In (Gabora 1998, 1999, 2000) one author, inspired by Kauffman’s (1993) autocatalytic scenario for the origin of life, outlines a scenario for how episodic memories could become collectively entangled through the emergence of concepts to form a hierarchically structured worldview. The basic idea goes as follows. Much as catalysis increases the number of different polymers, which in turn increases the frequency of catalysis, reminding events increase concept density by triggering abstraction-the formation of abstract concepts or categories such as ‘tree’ or ‘big’-which in turn increases the frequency of remindings. And just as catalytic polymers reach a critical density where some subset of them undergoes a phase transition to a state where there is a catalytic pathway to each polymer present, concepts reach a critical density where some subset of them undergoes a phase transition to a state where each one is retrievable through a pathway of remindings events or associations. Finally, much as autocatalytic closure transforms a set of molecules into an interconnected and unified living system, conceptual closure transforms a set of memories into an interconnected and unified worldview. Episodic memories are now related to one another through a hierarchical network of increasingly abstract – and what for our purposes is more relevant – increasingly nonlocalized, concepts. ### 4.4 Quantum Structure and the Mind Over the past several decades, numerous attempts have been made to forge a connection between quantum mechanics and the mind. In these approaches, it is generally assumed that the only way the two could be connected is through micro-level quantum events in the brain exerting macro-level effects on the judgements, decisions, interpretations of stimuli, and other cognitive functions of the conscious mind. From the preceding arguments, it should now be clear that this is not the only possibility. If quantum structure can exist at the macro-level, then the process by which the mind arrives at judgements, decisions, and stimulus interpretations could itself be quantum in nature. We should point out that we are not suggesting that the mind is entirely quantum. Clearly not all concepts and instances in the mind are entangled or violate Bell inequalities. Our claim is simply that the mind contains some degree of quantum structure. In fact, it has been suggested that quantum and classical be viewed as the extreme ends of a continuum, and that most of reality may turn out to lie midway in this continuum, and consist of both quantum and classical aspects in varying proportions (Aerts 1992; Aerts and Durt 1994). ## 5 The Presence of Quantum Probability and Bell Inequalities We have seen that quantum and macroscopic systems can violate Bell inequalities. A natural question that arises is the following: is it possible to construct a macroscopical system that violates Bell inequalities in exactly the same way as a photon singlet state will? Aerts constructed a very simple model that does exactly this (Aerts 1991). This model represents the photon singlet state before measurement by means of two points that live in the center of two separate unit spheres, each one following its own space-time trajectory (in accordance with the conservation of linear and angular momentum), but the two points in the center remain connected by means of a rigid but extendable rod (Fig. 8). Next the two spheres reach the measurement apparatuses. When one side is measured, the measurement apparatus draws one of the entities to one of the two possible outcomes with probability one half. However, because the rod is between the two entities, the other entity at the center of the other sphere is drawn toward the opposite side of the sphere as compared with the first entity. Only then this second entity is measured. This is done by attaching a piece of elastic between the two opposite points of the sphere that are parallel with the measurement direction chosen by the experimenter for this side. The entity falls onto the elastic following the shortest path (i.e.. orthogonal) and sticks there. Next the elastic breaks somewhere and drags the entity towards one of the end points (Fig. 9). To calculate the probability of the occurrence of one of the two possible outcomes of the second measurement apparatus, we assume there is a uniform probability of breaking on the elastic. Next we calculate the frequency of the coincidence counts and these turn out to be in exact accordance with the quantum mechanical prediction. Fig 8: Symbolic representation of the singlet state in the model as two dots in the centers of their respective spheres. Also shown is the connecting rod and the measurement directions chosen at each location a and b. There are two ingredients of this model that seem particularly important. First we have the rigid rod, which shows the non-separable wholeness of the singlet coincidence measurement (i.e. the role of the connecting tube between the vessels of water, or the associative pathways between concepts). Second, we have the elastic that breaks which gives rise to the probabilistic nature (the role of the siphon in the vessels of water, or the role of stimulus input in the mind) of the outcomes. These two features seem more or less in accordance with the various opinions researchers have about the meaning of the violation of Bell inequalities. Indeed, some have claimed that the violation of Bell inequalities is due to the non-local character of the theory, and hence in our model to the ‘rigid but extendable rod’, while others have attributed the violation not to any form of non-locality, but rather to the theory being not ‘realistic’ or to the intrinsic indeterministic character of quantum theory, and hence to the role of the elastic in our model. As a consequence, researchers working in this field now carefully refer to the meaning of the violation as the “non-existence of local realism”. Because of this dichotomy in interpretation we were curious what our model had to say on this issue. To explore this we extended the above model with the addition of two parameterizations, each parameter allowing us to minimize or maximize one of the two aforementioned features (Aerts D., Aerts S., Coecke B., Valckenborgh F., 1995). The question was of course, how Bell inequalities would respond to the respective parameterizations. We will briefly introduce the model and the results. ### 5.1 The Model The way the parameterized model works is exactly analogous to the measurement procedure described above, with two alterations. First, we impose the restriction that the maximum distance the rigid rod can ‘pull’ the second photon out of the center is equal to some parameter called $`\rho [0,1]`$. Hence setting $`\rho `$ equal to 1 gives us the old situation, while putting $`\rho `$ equal to zero means we no longer have a correlation between the two measurements. Second, we allow the piece of elastic only to break inside a symmetrical interval $`[ϵ,ϵ]`$. Setting $`ϵ`$ equal to 1 means we restore the model to the state it was in before parameterization. Setting $`ϵ`$ equal to zero means we have a classical ‘deterministic’ situation, since the elastic can only break in the center (there remains the indeterminism of the classical unstable equilibrium, because indeed the rod can still move in two ways, up or down). In fact, to be a bit more precise, we have as a set of states of the entity the set of couples $$qQ=\{(s_1,s_2)\|s_1,s_2,cR^3,s_1c\rho ,s_2+c\rho ,\rho [0,1]\}$$ (20) Each element of the couple belongs to a different sphere with center $`c`$ (resp $`c`$ due to linear momentum conservation) and whose radius is parameterized by the correlation parameter $`\rho `$. At each side we have a set of measurements $$e_1,e_2M=\{\gamma 𝐧\|𝐧R^3,𝐧=1,\gamma [ϵ,+ϵ],ϵ[0,1]\}$$ (21) The direction $`𝐧`$ can be chosen arbitrarily by the experimenter at each side and denotes the direction of the polarizer. (Of course, for the sake of demonstrating the violation of Bell inequalities, the experimenter will choose at random between the specific angles that maximize the value the inequality takes). Fig 9: The situation immediately before and after the measurement at one side (left in this case) has taken place. In the first picture the breakable part of the elastic is shown (i.e. the interval $`[ϵ,+ϵ]`$ on the elastic) and the maximum radius $`\rho `$. In the second picture, we see how the measurement at location a has altered the state at location b because of the connecting rod. The value that the parameter $`\gamma `$ takes represents the point of rupture of the elastic and is unknown in so far that it can take any value inside the interval $`[ϵ,+ϵ]`$, and it will do so with a probability that is uniform over the entire interval $`[ϵ,+ϵ]`$. Hence the probability density function related to $`\gamma `$ is a constant: $`pdf(\gamma )=1/2ϵ`$. This represents our lack of knowledge concerning the specific measurement that occurred, and is the sole source of indeterminism. As we will show later, if we take $`\gamma `$ to vary within $`[1,+1]`$ we have a maximal lack of knowledge about the measurement and we recover the exact quantum predictions. As before, the state $`q`$ of the entity before measurement is given by the centers of the two spheres. The first measurement $`e_1`$ projects one center, say $`s_1`$ orthogonally onto the elastic that is placed in the direction $`𝐚`$ chosen by the experimenter at location A and that can only break in the interval $`[ϵ,+ϵ]`$. Because it will always fall in the middle of the elastic, and because we assume a uniform probability of breaking within the breakable part of the elastic, the chance that the elastic pulls $`s_1`$ up is equal to $`1/2`$ (as is the probability of it going down). Which side $`s_1`$ is to go depends on the specific point of rupture. Be that as it may, the experimenter records the outcome on his side of the experiment as ’up’ or ’down’. At the other side of the experiment, call it location B, $`s_2`$ is pulled towards the opposite side of $`s_1`$ because of the rigid rod connecting the $`s_1`$ and $`s_2`$. The maximum distance it can be pulled away from the center is equal to $`\rho `$, and hence the old $`s_2`$ transforms to $`s_2=\rho 𝐚`$. Next, experiment $`e_2`$ is performed in exactly the same way as $`e_1`$. At location B, the experimenter chooses a direction, say $`𝐛`$, and attaches the elastic in this direction. Again $`s_2`$ is projected orthogonally onto the elastic and the elastic breaks. The main difference between the first and the second measurement is that $`s_2`$ is no longer at the center, but rather at $`\rho 𝐚.𝐛`$. ### 5.2 Calculating the Probabilities and Coincidence Counts There are three qualitatively different parts of the elastic where $`s_2`$ can end up after projection: the unbreakable part between $`[\rho ,ϵ]`$, the breakable part between $`[ϵ,+ϵ]`$ and the unbreakable part between $`[+ϵ,+\rho ]`$. If $`s_2`$ is in $`[\rho ,ϵ]`$, then it does not matter where the elastic breaks: $`s_2`$ will always be dragged ’up’ and likewise, if $`s_2`$ is in $`[+ϵ,+\rho ]`$, the outcome will always be ’down’. If, however, $`s_2`$ is in $`[ϵ,+ϵ]`$, then the probability of $`s_2`$ being dragged up is equal to the probability that the elastic breaks somewhere in $`[\rho 𝐚.𝐛,ϵ]`$. This is the Lebesgue measure of the interval divided by the total Lebesgue measure of the elastic: $$P(e_2=up\|s_2=\rho 𝐚.𝐛)=\frac{ϵ\rho 𝐚.𝐛}{2ϵ}$$ (22) This settles the probabilities related to $`s_2`$. As before, we define the coincidence experiment $`e_{ij}`$ as having four possible outcomes, namely $`(o_i(up),o_j(up))`$, $`(o_i(up),o_j(down))`$, $`(o_i(down),o_j(up))`$ and $`(o_i(down),o_j(down))`$ (See section 2). Following Bell, we introduce the expectation values $`\text{𝔼}_{ij},i,j\{1,2,3,4\}`$ for these coincidence experiments, as $$\begin{array}{cc}\text{𝔼}_{ij}=\hfill & +1.P(o_i(up),o_j(up))+1.P(o_i(down),o_j(down))\hfill \\ & 1.P(o_i(up),o_j(down))1.P(o_i(down),o_j(up))\hfill \end{array}$$ (23) One easily sees that the expectation value related to the coincidence counts also splits up in three parts. * $`ϵ<\rho 𝐚.𝐛<+ϵ`$: In this case we have $`P(o_i(up),o_j(up))=P(o_i(down),o_j(down))=\frac{ϵ\rho 𝐚.𝐛}{4ϵ}`$ and $`P(o_i(up),o_j(down))=P(o_i(down),o_j(up))=\frac{ϵ+\rho 𝐚.𝐛}{4ϵ}`$. Hence the expectation value for the coincidence counts becomes $$\text{𝔼}(𝐚,𝐛)=\frac{\rho 𝐚.𝐛}{ϵ}$$ (24) We see that putting $`\rho =ϵ=1`$ we get $`\text{𝔼}(𝐚,𝐛)=𝐚.𝐛`$, which is precisely the quantum prediction. * $`\rho 𝐚.𝐛+ϵ`$: In this case we have $`P(o_i(up),o_j(up))=P(o_i(down),o_j(down))=0`$ and $`P(o_i(up),o_j(down))=P(o_i(down),o_j(up))=1/2`$. Hence the expectation value for the coincidence counts becomes $$\text{𝔼}(𝐚,𝐛)=1$$ (25) * $`\rho 𝐚.𝐛ϵ`$: In this case we have $`P(o_i(up),o_j(up))=P(o_i(down),o_j(down))=1/2`$ and $`P(o_i(up),o_j(down))=P(o_i(down),o_j(up))=0`$. Hence the expectation value for the coincidence counts becomes $$\text{𝔼}(𝐚,𝐛)=+1$$ (26) ### 5.3 The Violation of Bell Inequalities Let us now see what value the left hand side of the Bell inequality takes for our model for the specific angles that maximize the inequality. For these angles $`𝐚.𝐛=\pi /4`$ and $`𝐚.𝐛=3\pi /4`$, the condition $`ϵ<\rho 𝐚.𝐛<ϵ`$ is satisfied only if $`\frac{\sqrt{2}}{2}<\frac{ϵ}{\rho }`$. In this case, we obtain : $$\text{𝔼}(𝐚,𝐛)=\text{𝔼}(𝐚,𝐛^{})=\text{𝔼}(𝐚^{},𝐛)=\text{𝔼}(𝐚^{},𝐛^{})=\frac{\rho }{ϵ}\frac{\sqrt{2}}{2}$$ (27) If, on the other hand we would have chosen $`ϵ`$ and $`\rho `$ such that $`\frac{\sqrt{2}}{2}\frac{ϵ}{\rho }`$ we find: $$\text{𝔼}(𝐚,𝐛)=\text{𝔼}(𝐚,𝐛^{})=\text{𝔼}(𝐚^{},𝐛)=\text{𝔼}(𝐚^{},𝐛^{})=1$$ (28) We can summarize the results of all foregoing calculations in the following equation: $$\|\text{𝔼}(𝐚,𝐛)\text{𝔼}(𝐚,𝐛^{})\|+\|\text{𝔼}(𝐚^{},𝐛)+\text{𝔼}(𝐚^{},𝐛^{})\|=\left\{\begin{array}{cc}\frac{2\sqrt{2}\rho }{ϵ}& \frac{ϵ}{\rho }>\frac{\sqrt{2}}{2}\\ 4& \frac{ϵ}{\rho }\frac{\sqrt{2}}{2}\end{array}\right\}$$ (29) For $`ϵ=0`$, we have two limiting cases that can easily be derived: for $`\rho =0`$ the left side of the inequality takes the value 0, while for $`\rho 0`$ it becomes 4. For what couples $`\rho ,ϵ`$ do we violate the inequality? Clearly, we need only consider the case $`\frac{ϵ}{\rho }>\frac{\sqrt{2}}{2}`$. Demanding that the inequality be satisfied, we can summarize our findings in the following simple condition: $$ϵ\sqrt{2}\rho $$ (30) This result indicates that the model leaves no room for interpretation as to the source of the violation: for any $`\rho <\frac{1}{\sqrt{2}}`$, we can restore the inequality by increasing the amount of lack of knowledge on the interaction between the measured and the measuring device, that is by increasing $`ϵ`$. The only way to respect Bell inequalities for all values of $`ϵ`$ is by putting $`\rho =0`$. Likewise, for any $`\rho >\frac{1}{\sqrt{2}}`$ it becomes impossible to restore the validity of the Bell inequalities. The inevitable conclusion is that the correlation is the source of the violation. The violation itself should come as no surprise, because we have identified $`\rho `$ as the correlation between the two measurements, which is precisely the non-local aspect. This is also obvious from the fact that it is this correlation that makes $`\text{𝔼}(𝐚,𝐛)`$ not representable as an integral of the form $`A(a,\lambda )B(b,\lambda )𝑑\lambda `$ as Bell requires for the derivation of the inequality. What may appear surprising however, is the fact that increasing the indeterminism (increasing $`ϵ`$), decreases the value the inequality takes! For example, if we take $`ϵ=0`$ and $`\rho =1`$, we see that the value of the inequality is 4, which is the largest value the inequality possibly can have, just as in the case of the vessels of water model. ## 6 Conclusion We have presented several arguments to show that Bell inequalities can be genuinely violated in situations that do not pertain to the microworld. Of course, this does not decrease the peculiarity of the quantum mechanical violation in the EPRB experiment. What it does, is shed light on the possible underlying mechanisms and provide evidence that the phenomenon is much more general than has been assumed. The examples that we have worked out – the ‘vessels of water’, the ‘concepts in the mind’, and the ‘spheres connected by a rigid rod’ – each shed new light on the origin of the violation of Bell inequalities. The vessels of water and the spheres connected by a rigid rod examples, show that ‘non-local connectedness’ plays an essential role in bringing the violation about. The spheres connected by a rigid rod example shows that the presence of quantum uncertainty does not contribute to the violation of the inequality; on the contrary, increasing quantum uncertainty decreases the violation. All three examples also reveal another aspect of reality that plays an important role in the violation of Bell inequalities: the potential for different actualizations that generate the violation. The state of the 20 liters of water as present in the connected vessels is potentially, but not actually, equal to ‘5 liters’ plus ‘15 liters’ of water, or ‘11 liters’ plus ‘9 liters’ of water, etc. Similarly, we can say that the concept ‘cat’ is potentially equal to instances such as our cats, ‘Glimmer’ and ‘Inkling’. It is this potentiality that is the ‘quantum aspect’ in our nonmicroscopic examples, and that allows for a violation of Bell-type inequalities. Indeed, as we know, this potentiality is the fundamental characteristic of the superposition state as it appears in quantum mechanics. This means that the aspect of quantum mechanics that generates the violation of Bell inequalities, as identified in our examples, is the potential of the considered state. In the connected vessels example, it is the potential ways of dividing up 20 liters of water. In the concepts in the mind example, it is the potential instances evoked by the abstract concept ‘cat’. 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warning/0007/cond-mat0007017.html	ar5iv	text	# Effects of field modulation on Aharonov-Bohm cages in a two-dimensional bipartite periodic lattice ## I Introduction The physics of magnetically induced frustration in various two-dimensional (2D) structures including square,<sup>1-3</sup> rectangular,<sup>4,5</sup> triangular,<sup>6</sup> honeycomb,<sup>7,8</sup> aperiodic,<sup>9</sup> quasiperiodic,<sup>10,11</sup> fractal,<sup>12</sup> and even random<sup>13</sup> geometries has attracted much interest in condensed-matter physics for several decades. Recently, Vidal and co-workers<sup>14</sup> presented a new localization mechanism induced by a uniform magnetic field for noninteracting electrons in a 2D bipartite periodic hexagonal structure (the so-called $`T_3`$ geometry), where the unit cell contains three sites, one sixfold coordinated (called the ‘hub’ site) and two threefold coordinated (called the ‘rim’ sites). Within the tight-binding (TB) approximation, they showed that, due to fully destructive quantum interference, the eigenstates at half a magnetic flux quantum per elementary rhombus (briefly, half a flux) are extremely localized and bounded in Aharonov-Bohm (AB) cages. Very recently, Abilio and co-workers<sup>15</sup> performed transport measurements on a superconducting wire network with the $`T_3`$ geometry and confirmed the field-induced localization effect by observing a depression of the superconducting transition temperature $`T_c`$ and the critical current $`J_c`$ at half a flux. Since the calculations in Ref. 14 were performed under the basic assumptions of (i) the perfectness and the infinite size of the $`T_3`$ geometry and (ii) the spatial uniformity of the magnetic field, it may be very interesting to address a question of what happens under the situations beyond the two assumptions. Of course, effects beyond the assumption (i) were already discussed by the authors of Ref. 14; the randomness (such as random modulations of hopping terms and fluctuations in the tiling areas and in the transmission matrix along the edges), which is inevitable in real systems, was expected to alter or even destroy the phase matching essential for the field-induced localization effect. In addition, the authors of Ref. 15 argued that the incomplete suppression of the experimentally observed $`J_c`$ at half a flux might be attributed to the network’s finite size. However, effects beyond the assumption (ii) are not examined yet and remain an open question. Thus, in this paper, we would like to address the question and clarify the effects of a nonuniform magnetic field on the energy spectrum and the transport properties of the $`T_3`$ geometry at rational fluxes, especially at half a flux. As a concrete and simple example, we consider a magnetic field with a periodic modulation and investigate the effect of field modulation on the stability of AB cages and on the characteristics of $`T_c`$ and $`J_c`$. The contents of this paper are organized as follows. An eigenvalue equation taking into account field modulation is derived in Sec. II. Analytic and numerical results for the effects of field modulation on the energy spectrum at rational fluxes and the localization properties of the eigenstates at half a flux are presented in Sec. III. The effects of field modulation on $`T_c`$ and $`J_c`$ of a superconducting wire network are also discussed in this section. Finally, Sec. IV is devoted to a summary. ## II Field Modulation and the eigenvalue equation We consider an electron in a 2D rhombus tiling under a spatially modulated magnetic field as $$\stackrel{}{B}=\left[B_0+B_{mod}(x)\right]\widehat{z},$$ (1) where $`B_0(B_{mod})`$ denotes the uniform (modulated) part of the applied magnetic field. Among possible types of modulated fields, we pay attention to the one-dimensional (1D) sine-modulated field as $$B_{mod}(x)=B_1\mathrm{sin}\left(\frac{2\pi x}{T_x}\right),$$ (2) where $`T_x`$ is the period of the modulation along the $`x`$ direction. Under the Landau gauge, the vector potential is given by $$\stackrel{}{A}=(0,B_0x\frac{B_1T_x}{2\pi }\mathrm{cos}\left(\frac{2\pi x}{T_x}\right),0).$$ (3) The TB equation that describes an electron on a 2D lattice subject to a magnetic field reads $$E\psi _i=\underset{j}{}t_{ij}e^{i\gamma _{ij}}\psi _j,$$ (4) where $`t_{ij}`$ is the hopping integral between the nearest-neighboring sites $`i`$ and $`j`$, and the phase factor $`\gamma _{ij}`$ is given by $$\gamma _{ij}=\frac{2\pi }{\varphi _0}_i^j\stackrel{}{A}𝑑\stackrel{}{l},$$ (5) $`\varphi _0=hc/e`$ being the magnetic flux quantum. For the sake of simplicity, we set $`t_{ij}=1`$. The phase factor along the $`x`$ direction in Fig. 1 is zero under the Landau gauge. Denoting the phase factor along the upward direction on the line $`1(2,3,4)`$ in Fig. 1 as $`\gamma _{1(2,3,4)}`$, and using the wave function at a hub site as $`\psi (x,y)=e^{ik_yy}\psi (x)`$, Eq. (4) can be written as $`(E^26)`$ $`\psi (x)=\left[e^{i(\gamma _4+\kappa )}+e^{i(\gamma _3+\kappa )}\right]\psi \left(x+{\displaystyle \frac{3a}{2}}\right)`$ (8) $`+\left[e^{2i(\gamma _3+\kappa )}+e^{2i(\gamma _2+\kappa )}\right]\psi \left(x\right)`$ $`+\left[e^{i(\gamma _2+\kappa )}+e^{i(\gamma _1+\kappa )}\right]\psi \left(x{\displaystyle \frac{3a}{2}}\right)+\mathrm{H}.\mathrm{c}.,`$ where $`\kappa =\sqrt{3}k_ya/2`$. Denoting $`\psi _m=\psi (x)`$ at $`x=3ma/2`$, the phase factors can be written as $`\gamma _1`$ $`=`$ $`{\displaystyle \frac{3\gamma }{2}}\left(m{\displaystyle \frac{1}{2}}\right){\displaystyle \frac{\gamma }{2}}K\mathrm{cos}\left[{\displaystyle \frac{3\pi a}{T_x}}\left(m{\displaystyle \frac{5}{6}}\right)\right],`$ (9) $`\gamma _2`$ $`=`$ $`{\displaystyle \frac{3\gamma }{2}}\left(m{\displaystyle \frac{1}{2}}\right)+{\displaystyle \frac{\gamma }{2}}K\mathrm{cos}\left[{\displaystyle \frac{3\pi a}{T_x}}\left(m{\displaystyle \frac{1}{6}}\right)\right],`$ (10) $`\gamma _3`$ $`=`$ $`{\displaystyle \frac{3\gamma }{2}}\left(m+{\displaystyle \frac{1}{2}}\right){\displaystyle \frac{\gamma }{2}}K\mathrm{cos}\left[{\displaystyle \frac{3\pi a}{T_x}}\left(m+{\displaystyle \frac{1}{6}}\right)\right],`$ (11) $`\gamma _4`$ $`=`$ $`{\displaystyle \frac{3\gamma }{2}}\left(m+{\displaystyle \frac{1}{2}}\right)+{\displaystyle \frac{\gamma }{2}}K\mathrm{cos}\left[{\displaystyle \frac{3\pi a}{T_x}}\left(m+{\displaystyle \frac{5}{6}}\right)\right],`$ (12) where $$\gamma =2\pi f=\frac{2\pi \varphi }{\varphi _0},K=\frac{\gamma \beta T_x^2}{\pi ^2a^2}\mathrm{sin}\left(\frac{\pi a}{2T_x}\right),\beta =\frac{B_1}{B_0},$$ (13) $`\varphi (=\sqrt{3}B_0a^2/2)`$ being the uniform background magnetic flux through the elementary rhombus. Now let us define $$\mu _m^\pm =\frac{\gamma _2\pm \gamma _1}{2},\mu _{m+1}^\pm =\frac{\gamma _4\pm \gamma _3}{2},\nu _m^\pm =\gamma _3\pm \gamma _2,$$ (14) and $$\lambda =\frac{E^26)}{4}.$$ (15) Then, Eq. (8) can be reduced to a 1D equation, which is a generalized version of the eigenvalue equation derived in Ref. 14: $$\lambda \psi _m=A_{m+1}\psi _{m+1}+C_m\psi _m+A_m\psi _{m1},$$ (16) where $`A_m`$ $`=\mathrm{cos}(\mu _m^{})\mathrm{cos}(\mu _m^++\kappa ),`$ (17) $`C_m`$ $`=\mathrm{cos}(\nu _m^{})\mathrm{cos}(\nu _m^++2\kappa ),`$ (18) with $`\mu _m^{}`$ $`={\displaystyle \frac{\gamma }{2}}+K\mathrm{sin}\left({\displaystyle \frac{\pi a}{T_x}}\right)\mathrm{sin}\left[{\displaystyle \frac{3\pi a}{T_x}}\left(m{\displaystyle \frac{1}{2}}\right)\right],`$ (19) $`\mu _m^+`$ $`={\displaystyle \frac{3\gamma }{2}}\left(m{\displaystyle \frac{1}{2}}\right)K\mathrm{cos}\left({\displaystyle \frac{\pi a}{T_x}}\right)\mathrm{cos}\left[{\displaystyle \frac{3\pi a}{T_x}}\left(m{\displaystyle \frac{1}{2}}\right)\right],`$ (20) $`\nu _m^{}`$ $`={\displaystyle \frac{\gamma }{2}}+2K\mathrm{sin}\left({\displaystyle \frac{\pi a}{2T_x}}\right)\mathrm{sin}\left({\displaystyle \frac{3\pi ma}{T_x}}\right),`$ (21) $`\nu _m^+`$ $`=3\gamma m2K\mathrm{cos}\left({\displaystyle \frac{\pi a}{2T_x}}\right)\mathrm{cos}\left({\displaystyle \frac{3\pi ma}{T_x}}\right).`$ (22) A close inspection of Eqs. (16) – (22) for a reduced rational flux $`f=p/q`$ with mutual primes $`p`$ and $`q`$ enables us to write the Bloch condition along the $`x`$ direction as $$\psi _{m+N}=e^{iN\eta }\psi _m.$$ (23) Here, $`\eta =3k_xa/2`$ and $`N`$ is given by $$N=\{\begin{array}{cc}\mathrm{L}.\mathrm{C}.\mathrm{M}.(2T,2q),\hfill & q3q^{},p2p^{}\\ \mathrm{L}.\mathrm{C}.\mathrm{M}.(2T,q),\hfill & q3q^{},p=2p^{}\\ \mathrm{L}.\mathrm{C}.\mathrm{M}.(2T,2q^{}),\hfill & q=3q^{},p2p^{}\\ \mathrm{L}.\mathrm{C}.\mathrm{M}.(2T,q^{}),\hfill & q=3q^{},p=2p^{}\end{array}$$ (24) where $$T=\{\begin{array}{cc}T_x,\hfill & T_x3T_x^{}\\ T_x^{},\hfill & T_x=3T_x^{},\end{array}$$ (25) $`q^{}`$, $`p^{}`$, and $`T_x^{}`$ being integers. Using Eqs. (16) and (23), we obtain the characteristic matrix as $$\left(\begin{array}{cccccc}C_1& A_2& 0& 0& \mathrm{}& A_1\mathrm{e}^{iN\eta }\\ A_2& C_2& A_3& 0& \mathrm{}& 0\\ 0& A_3& C_3& A_4& \mathrm{}& 0\\ \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}\\ A_1\mathrm{e}^{iN\eta }& 0& 0& 0& \mathrm{}& C_N\end{array}\right).$$ (26) Thus, by diagonalizing Eq. (26), we can obtain $`2N`$ energy eigenvalues $`\{\pm (6+4\lambda _i)^{1/2};i=1,2,\mathrm{},N\}`$ for a given $`\stackrel{}{k}`$ and the full energy spectrum by sweeping all the $`\stackrel{}{k}`$ points in the magnetic Brillouin zone (MBZ). ## III Results and discussion ### A $`Ef`$ diagram When a periodic field modulation is introduced, a new length (i.e., $`T_x`$) is added into two characteristic lengths, the lattice constant $`a`$ and the magnetic length $`l=(\mathrm{}/eB_0)^{1/2}`$. Thus, a subtle interplay among them can change the energy band structure and the localization properties of the system obtained in the absence of field modulation. We plot in Fig. 2 the $`Ef`$ diagrams without and with field modulation. In the calculations, we took $`T_x=3`$ and $`q=101`$ ($`1p100`$), and swept $`(20\times 20)`$ $`\stackrel{}{k}`$ points in the MBZ. Comparing Fig. 2(b) with Fig. 2(a), we observe the following effects of field modulation. First, the occurrence of overlapping between neighboring subbands makes most of small gaps closed. This phenomenon of subband broadening (or gap closing) clearly appears for large values of $`\beta `$ and/or $`f`$. Second, introducing field modulation lowers the symmetry of the energy spectrum. The translational symmetry \[i.e., $`E(f+1)=E(f)`$\] and the reflection invariance about $`f=1/2`$ \[i.e., $`E(f)=E(1f)`$\] appearing in a uniform magnetic field are no longer held in the presence of field modulation. Note, however, that the energy spectrum still exhibits the symmetry with respect to $`E=0`$ and the reflection symmetry about $`f=0`$. The former reflects the bipartite geometry of the rhombus tiling and the latter implies that there is no way for an electron to discern the direction of the magnetic field. ### B Energy dispersion at half a flux Before proceeding further, it may be worth noting that there are two types of localization effects in the $`T_3`$ geometry. One is the topological localization appearing at $`E=0`$, which originates from the local topology of the lattice.<sup>16</sup> Since this localization is well understood and independent of the magnetic field, we omit further discussion on this phenomenon. The other is the uniform field-induced localization appearing at $`E=\pm \sqrt{6}`$ at half a flux.<sup>14</sup> We pay attention to how this kind of localization is influenced by introducing field modulation. Note also that, owing to the reflection symmetry about $`E=0`$, we pay attention to the energy spectrum only with $`E>0`$ in the discussion below. #### 1 Case of $`T_x=2`$ In this case, $`N=4`$ and direct diagonalization of the $`(4\times 4)`$ Hamiltonian matrix yields the following energy dispersion: $$E(k_x,k_y)=\pm \sqrt{6\pm 4\lambda _\pm },$$ (27) where $`\lambda _\pm =`$ $`\{(A_+^2+A_{}^2+A_0^2/2)^2\pm [A_0^2(A_+^2+A_{}^2`$ (29) $`+A_0^2/4)^2+4A_+^2A_{}^2\mathrm{sin}^2(2\eta )]^{1/2}\}^{1/2},`$ with $`A_0`$ $`=\mathrm{sin}\left({\displaystyle \frac{4\beta }{\pi }}\right)\mathrm{cos}\left(2\kappa \right),`$ (30) $`A_\pm `$ $`=\pm \mathrm{sin}\left({\displaystyle \frac{2\beta }{\pi }}\right)\mathrm{cos}\left(\kappa {\displaystyle \frac{\pi }{4}}\right).`$ (31) A close inspection of Eq. (27) shows that the upper and lower edges of the energy dispersion with $`E>0`$ are given by $$E_u=\left[6+4\sqrt{2D_1}\right]^{1/2},E_d=\left[64\sqrt{2D_1}\right]^{1/2},$$ (32) and the bandwidth is given by $$\mathrm{\Delta }=4\sqrt{3}\left[1\left(1\frac{8D_1}{9}\right)^{1/2}\right]^{1/2},$$ (33) where $$D_1=\mathrm{sin}^2\left(\frac{2\beta }{\pi }\right)\left[1+2\mathrm{cos}^2\left(\frac{2\beta }{\pi }\right)\right].$$ (34) Equation (33) clearly shows that the bandwidth varies from $`0`$ to $`4\sqrt{3}`$ with varying $`\beta `$. Note that this is a remarkable effect of field modulation; the modulated field breaks the degeneracy at $`E=\sqrt{6}`$, which appears in a uniform magnetic field and makes the energy spectrum dispersive. #### 2 Case of $`T_x=3`$ By means of a similar method for the case above, we have the energy dispersion $$E(k_x,k_y)=\{\begin{array}{c}\pm \left\{6\pm 4\left[D_2f(k_x,k_y)\right]^{1/2}\right\}^{1/2}\\ \pm \left\{6\pm 4\left[D_2g(k_x,k_y)\right]^{1/2}\right\}^{1/2},\end{array}$$ (35) where $`f(k_x,k_y)`$ $`=\mathrm{cos}^2\eta \mathrm{cos}^2\kappa +\mathrm{sin}^2\eta \mathrm{sin}^2\kappa ,`$ (36) $`g(k_x,k_y)`$ $`=\mathrm{sin}^2\eta \mathrm{cos}^2\kappa +\mathrm{cos}^2\eta \mathrm{sin}^2\kappa `$ (37) and $$D_2=\mathrm{sin}^2\left(\frac{9\sqrt{3}\beta }{4\pi }\right).$$ (38) An inspection of Eq. (35) shows that the upper and lower edges of the energy dispersion with $`E>0`$ are given by $$E_u=\left[6+4\sqrt{2D_2}\right]^{1/2},E_d=\left[64\sqrt{2D_2}\right]^{1/2},$$ (39) and the bandwidth is given by the same form as Eq. (33) with replacing $`D_1`$ by $`D_2`$, which varies from $`0`$ to $`4\sqrt{2}`$ with varying $`\beta `$. We plot in Fig. 3 the energy spectrum as a function of $`\beta `$, where the vertical lines are results obtained by numerically diagonalizing Eq. (26) and the boundary curves are obtained directly from Eq. (39). The inset shows the $`\beta `$ dependence of the energy spectrum up to $`\beta =6`$. The formation of a dispersive energy spectrum instead of a highly degenerate point spectrum can be clearly seen in the figure. Another remarkable effect of field modulation can be found in the density of states (DOS). We plot in Fig. 4 the DOS for several values of $`\beta `$. The DOS for $`\beta =0`$ consists of a $`\delta `$-function peak at $`E=\sqrt{6}`$, as elucidated in Ref. 14. However, when $`\beta 0`$, the DOS at $`E=\sqrt{6}`$ vanishes and $`E=\sqrt{6}`$ becomes an edge that connects the two subbands whose DOS’s exhibit the well-known pagoda shapes with a logarithmic singularity in the middle of the subbands. The formation of a dispersive energy spectrum and the vanishing of the DOS at $`E=\sqrt{6}`$ indicate that the modulated field makes most of AB cages unbounded, which in turn implies that the transport properties of the system at half a flux will exhibit quite different behaviors from those under a uniform magnetic field. #### 3 Case of $`T_x4`$ As an example to illustrate the fact that the energy spectrum sensitively depends not only on $`\beta `$ but also $`T_x`$, we plot in Fig. 5 the energy spectrum for $`T_x=4`$ as a function of $`\beta `$. In this case, $`N=8`$ and there are eight subbands with $`E>0`$, some of which may overlap or may have finite gaps between them depending on $`\beta `$. Figure 5 shows that the number of distinguishable subbands runs from 1 to 6 with increasing $`\beta `$ up to 1. We found that the occurrence of subband splitting (or gap opening) is a generic feature of the energy spectrum at half a flux for $`T_x4`$. We also found that the subband splitting occurs more easily when $`T_x3T_x^{}`$ than when $`T_x=3T_x^{}`$. The $`T_x`$ dependence of the DOS also exhibits an interesting feature. For illustrative purposes, we plot in Fig. 6 the DOS for $`T_x=4`$ for several values of $`\beta `$. It can be seen that $`E=\sqrt{6}`$ locates near an edge of a subband for small values of $`\beta `$, while it locates in a subband for large values of $`\beta `$. Note, however, that even in the latter case the DOS at $`E=\sqrt{6}`$ is still negligibly small compared with the integrated DOS and will have a very little effect on the transport properties of the system, if any. ### C Energy dispersion at generic rational fluxes The $`\beta `$ dependence of the energy spectra for generic rationals $`f`$ exhibits a behavior similar to the case of $`f=1/2`$; the phenomena of subband broadening and gap opening are generic features under the modulated field. We show an example in Fig. 7, where the energy spectrum with $`E>0`$ is plotted for $`f=2/3`$ and $`T_x=4`$. When $`\beta =0`$, the energy spectrum consists of two subbands that touch each other at $`E=0`$, resulting in a gapless single-band structure.<sup>14</sup> However, when the field modulation is turned on, a gap opens between the two subbands. Besides, with increasing $`\beta `$, there occurs further splitting of each subband into several sub-subbands as well as the gap closing and reopening. ### D Effect of $`\beta `$ on $`T_C`$ in a wire network Now we are in position to discuss the effects of field modulation on $`T_c`$ and $`J_c`$ in a wire network. In the case of the $`T_3`$ geometry, $`T_c(f)`$ is directly related to the edge eigenvalue of Eq. (16) by<sup>2,15</sup> $$1\frac{T_c(f)}{T_c(0)}=C\left[\mathrm{arccos}\left(\frac{E_e(f)}{\sqrt{18}}\right)\right]^2,$$ (40) where $`C`$ is a constant that is proportional to the square of the superconducting coherence length at zero temperature and $`E_e(f)`$ is the edge eigenvalue at a rational flux $`f`$. For simplicity, we set $`C=1`$. We plot in Fig. 8 the phase boundaries for a system with $`T_x=3`$. In the calculations, we took $`q=101`$ ($`1p100`$). It can be clearly seen that the phase boundary for $`\beta =0`$ is symmetric about $`f=1/2`$ and distinct downward cusps occur at low order rationals $`f=1/3,2/3,1/6,5/6,2/9`$, and $`7/9`$. Besides, an upward cusp exists at $`f=1/2`$, which reflects the field-induced localization properties of the eigenstates at half a flux, as demonstrated in Ref. 15. However, when the field modulation is introduced, the phase boundary exhibits several distinctive features from the case of $`\beta =0`$ as follows. First, the phase boundary becomes asymmetric with respect to $`f=1/2`$, which reflects the breaking of the reflection invariance of the energy spectrum about $`f=1/2`$. Second, the phase boundary for $`f1/3`$ severely changes in a nontrivial way even for small values of $`\beta `$, while the boundary for $`f1/3`$ is less influenced even by large values of $`\beta `$. To put it concretely, of the cusps at strong commensurate fields exhibited in the absence of field modulation, the cusps at $`f=1/3`$ and $`1/6`$ are still clearly visible, while the cusp at $`f=5/6`$ becomes invisible by introducing field modulation. Meanwhile, the cusp at $`f=2/3`$ is visible (invisible) at $`\beta =0,0.6`$ ($`\beta =0.3`$). Third, with increasing $`\beta `$, the $`T_c(f)`$ depression up to $`f4/5`$ decreases independently of $`T_x`$. The $`\beta `$ dependence of the $`T_c`$ depression at $`f=1/2`$ is shown in Fig. 9, where a monotonic decrease of $`1T_c(f)/T_c(0)`$ is clearly seen. Meanwhile, the amount of the $`T_c`$ depression for $`f4/5`$ is inconsistent with the modulation strength. Fourth, the cusp at $`f=1/2`$ moves downward by introducing a field modulation, which is the most remarkable effect of field modulation on $`T_c`$. This phenomenon indicates that the localization properties of the system at $`f=1/2`$ becomes similar to those at other rational fluxes (such as $`f=1/3,1/2,1/6,5/6`$) in which the eigenstates exhibit an extended nature. Fifth, the value of $`f`$ where the maximal $`T_c`$ depression is achieved lowers as $`\beta `$ increases. Now, let us briefly discuss the effect of field modulation on the critical current $`J_c(f)`$, which is closely related to the band curvature, $`^2E_e(f)/k^2`$, near the band edge. When $`\beta =0`$, due to the absence of dispersive states, $`J_c(f=1/2)`$ vanishes completely, as discussed in Ref. 15. However, when $`\beta 0`$, the formation of a dispersive band structure makes $`^2E_e(f)/k^20`$, and hence $`J_c(f=1/2)`$ will have a finite value, which is another remarkable effect of field modulation. ## IV Summary We have studied the effects of field modulation on the energy spectrum of an electron in a 2D bipartite periodic lattice subject to a magnetic field and on the superconducting transition temperature in a wire network with the same geometry. We have shown that the energy spectrum sensitively depends on both the period and the strength of field modulation. Our main finding is that the field-induced localization properties of the lattice at half a flux are drastically changed by introducing field modulation; the modulated field breaks the degeneracy induced by a uniform magnetic field to make the energy spectrum dispersive, where the number of distinguishable subbands sensitively depends on both the period and the strength of field modulation. The formation of a dispersive energy spectrum in turn has been shown to crucially influence the superconducting transition temperature and the critical current of the wire network. Before concluding this paper, we would like to make a few remarks. First, though we treated only the $`T_3`$ geometry in this paper, we expect that the field-induced localization properties of the $`T_4`$ geometry<sup>14</sup> will undergo similar effects of field modulation. Second, for the sake of simplicity in the calculation, we dealt with a simple case where the period of field modulation is commensurate with the lattice period. The energy spectrum may exhibit more complicated band structures when the two length scales are incommensurate with each other. Finally, note that the magnetic flux treated in this paper is neither uniform nor random but periodic. Thus, the effects of a random magnetic flux is still an open question, and it would be interesting to study whether or not AB cages remain bounded and/or how the localization properties of the system are influenced by introducing a random flux. Our naive expectation is that switching on a random flux at $`f=1/2`$ will induce an energy band of localized states. ## ACKNOWLEDGMENTS This work was financially supported by Hankyong National University, Korea, through the program year of 1999.
warning/0007/physics0007089.html	ar5iv	text	# Unconditionally Secure Quantum Bit Commitment is Simply Possible ## Abstract Mayers, Lo and Chau proved unconditionally secure quantum bit commitment is impossible. It is shown that their proof is valid only for a particular model of quantum bit commitment encoding, in general it does not hold good. A different model of unconditionally secure quantum bit commitment - both entanglement and disentanglement-based - is presented. Even cheating can be legally proved with some legal evidences. Unconditionally secure quantum bit commitment can be established on the top of unconditionally secure quantum coin tossing, which is also claimed to be two-way impossible. The task of quantum key distribution (QKD) is to provide identical sequence of random bits for two distant parties - sender and receiver. Its security against eavesdropping is guaranteed by quantum mechanics. But the question is: Will they always get identical sequence ? From conventional quantum key distribution (QKD) protocols , they cannot have identical sequence if one of them becomes dishonest. It seems to be a non-issue. If they want to communicate secretly there is no reason of being dishonest. One may even argue that secure communication between mistrusted parties is itself meaningless and therefore, honesty is the best policy in secure communication. But, in conventional QKD protocols, dishonesty is allowed by the protocol itself. This is a new thing. To elucidate the issue, let us recall the BB-84 QKD protocol . Like all other conventional QKD protocols it also works on two-step process. In the first step, sender transmits a sequence of $`0^{}`$, $`90^{}`$, $`45^{}`$and $`135^{}`$ polarized single photons. The $`0^{}`$ and $`45^{}`$ single photons represent bit 0 and $`90^{}`$and $`135^{}`$ single photons represent bit 1. Receiver could recover the bit values if sender gives the required information (basis of measurements) regarding the bit values. In the second step, sender reveals the required information to receiver. The problem is, sender can flip the bit value by changing the required information although he committed the bit value in the first step. This is cheating. This particular type of cheating can be described as $`180^{}`$ shift from commitment. This shift may be accepted if receiver does not get ultimately cheated. Bennett and Brassard were aware about the problem and they observed that their BB-84 protocol is totally insecure against cheating if sender uses suitable entangled states instead of the said BB-84 states. To overcome this difficulty, the idea of bit commitment surfaced in the early 90’s. It was anticipated that if quantum bit commitment (QBC) is established on the top of QKD scheme then cheating could be detected. As if, in cryptographic communication quantum mechanics could resist a committed partner to be an imposter. If secure QBC protocol is found, it was thought that it could be the basis of other important cryptographic schemes such as secure quantum coin tossing, secure quantum oblivious transfer, secure two-party quantum computation. So, the security issue of quantum bit commitment has immense importance. In 1995, on the basis of conventional model quantum cryptography, a QBC protocol , known as BCJL scheme, was proposed and claimed to be provably secure against all types of cheating. Mayers followed by Lo and Chau proved it incorrect. But message of their work is that there cannot have any secure bit commitment protocol, although they worked on a particular model of quantum bit commitment encoding. Recently Kent has invaded this belief. He showed that secure classical bit commitment protocol exists. As the security of his protocol is based on special theory of relativity, it is still widely believed that their proof is valid for all unknown quantum bit commitment protocols , which will not use relativity to ensure security against cheating. If it be so, in cryptography relativity wins over quantum mechanics. We shall see, that the belief - quantum cryptography is too weak to realize bit commitment encoding- is misplaced. We shall first discuss why their proof cannot be considered as a generalized result. Recall the reasoning of complete cheating. Complete cheating is possible when two density matrices associated with bit 0 and 1 are same i.e $`\rho _0=\rho _1`$. Because of this equivalence of two density matrices, using entanglement, sender, after transmitting the state $`\|0`$, corresponding to bit 0, can alone apply unitary transformation U to convert $`\|0`$ to $`\|1`$, corresponding to bit 1 and vice versa, keeping the receiver in dark about this transformation. But it does not necessarily mean whenever $`\rho _0=\rho _1`$ cheating will be possible and successful. Consider the following simple quantum coding technique \[8-9\]. Bit $`0\{\psi ,\varphi ,\psi ,\varphi ,\psi ,\psi ,\varphi ,\varphi ,\psi ,\varphi ,\mathrm{}\mathrm{}\mathrm{}\mathrm{}\mathrm{}\mathrm{}\mathrm{}..\}`$ Bit $`1\{\varphi ,\varphi ,\psi ,\psi ,\varphi ,\psi ,\psi ,\varphi ,\varphi ,\psi ,\mathrm{}\mathrm{}\mathrm{}\mathrm{}\mathrm{}\mathrm{}\mathrm{}.\}`$ . These are two reasonably large sequences of two nonorthogonal quantum states $`\psi `$ and $`\varphi `$ ( they are strictly not orthogonal because it will be classical encoding with quantum states ). Suppose these are two sequences of $`0^{}`$ and $`45^{}`$ (1:1) polarized single photons. So $`\rho _0=\rho _1`$. Information regarding the above two sequences is shared between sender and receiver. Here cheating is not possible as receiver can alone recover the bit value from the information they initially shared. The simple method of recovery of bit values can be like this: Bob uses analyzer at $`0^{}`$ and $`45^{}`$ orientations for his measurements and wants to recover the bit values from exactly one half of the transmitted sequences without missing to detect a single state. In the first 50% events Bob measures according to the first (given above) sequence and in the last 50% events he measures according to the second sequence properly using his analyzers. Therefore, always he could statistically and deterministically recover the exact half of any of the above two sequences. If exact first half of the first sequence is recovered then bit is deterministically 0. Similarly if exact last half of the second sequence is recovered then the bit is deterministically 1. But this is a cheating-free single step QKD protocol not the two-step quantum bit commitment protocol. Similarly our single step entanglement- based QKD protocol can be considered as a cheating-free protocol. It perhaps implies that cheating was possible in conventional QBC as because they did not share information of the two density matrices not because of the equivalence of density matrices though their encoding does not allow to do so. So sharing of information can be a precondition to have a secure QBC. But this precondition is not enough to realize two-step bit commitment encoding. Next we shall see, single step cheating-free QKD protocol can be simply modified into two-step protocol to realize unconditionally secure quantum bit commitment. First we shall present a two-step entanglement-based QBC protocol. Suppose Alice has n pairs of EPR particles. Taking one particle of each pair, she arranges them in a particular fashion and taking the partner particles she arranges them in another way with the help of quantum memory. Suppose the two arrangements are : $`S_0=\{A,B,C,D,E,F,G,H,\mathrm{}\mathrm{}\mathrm{}\}`$, $`s_0=\{b,f,g,a,e,h,d,c,\mathrm{}\mathrm{}\mathrm{}\mathrm{}.\}`$ Here capital and its small letter stand for an entangled pair. That is, particle ”A” and ”a” form an EPR pair and particle ”B” and ”b” form another EPR pair and so on. These two arrangements represent bit 0. To represent bit 1, similarly she can arrange them in another two different ways: $`S_1=\{M,N,O,P,Q,R,S,T,\mathrm{}\mathrm{}\mathrm{}\}`$, $`s_1=\{s,o,n,p,t,q,m,r,\mathrm{}\mathrm{}\mathrm{}.\}`$. To avoid confusion we have used two sets of capital and small letters to denote entangled pairs. The entangled state can be represented as, $`\|\psi _{i,j}=1/\sqrt{2}(\|_i\|_j\|_i\|_j)`$ where i and j denote the position of the EPR particles in $`S_{0/1}`$ and $`s_{0/1}`$ respectively. The above information about the two arrangements is secretly shared between them. Bit commitment encoding can be executed in two-step process. In the first step, Alice commits bit 0 by sending $`S_0`$ and in the second step, she reveals the required information just by sending $`s_0`$ . Similarly she can commit bit 1 by sending $`S_1`$ in the 1st step and reveals its value by sending $`s_1`$ in the second step. Instead of directly sending the 2nd sequence, the results of measurements on 2nd sequence in a pre-committed basis can also be revealed. From the first incoming sequence $`S_0`$ or $`S_1`$, Bob cannot recover the bit values. But he can alone recover Alice’s committed bit when he will get the partner sequence $`s_0`$ or $`s_1`$. He can measure the spin in a fixed direction. Measurements on the two sequences of EPR particles will produce correlated data. Bob’s task is to recover the bit values from these data and initially shared data. If dishonest Alice sends $`s_1`$ after $`S_0`$ or $`s_0`$ after $`S_1`$, then Bob could not identify any of the bit values because EPR correlation will be lost in the case of cheating. Thus cheating will be exposed. The protocol, described above, is an entanglement-based QBC protocol. Using two sequences of deliberately prepared superposition states and following the same operational procedure disentanglement based QBC protocol can be given. Suppose the superposition states are: $`\|A_i=1/\sqrt{2}(\|_0^𝐫+\|_0^𝐬)`$ $`\|B_i=1/\sqrt{2}(\|_0^𝐫+\|_0^𝐬)`$. $`\|C_i=1/\sqrt{2}(\|_1^𝐫+\|^𝐬_1`$ $`\|D_i=1/\sqrt{2}(\|_1^𝐫+\|^𝐬_1`$. The sequence ($`Q_0`$) of the states $`\|A_i`$ and $`\|B_i`$ represent bit value 0 and the sequence ($`Q_1`$) of states $`\|C_i`$ and $`\|D_i`$ represents bit value 1. The preparation procedure of these superposition states has been discussed in ref 8. To commit the bit value, say 0, Alice in the 1st step, splitting each state $`\|`$ of the shared sequence ($`Q_0`$) of states sends the sequence ($`S_0`$) of the truncated state $`\|_𝐫`$ which does not contain the bit value. The path s is the bit-carrying path. Alice keeps the remaining sequence ($`s_0`$) of states $`\|_𝐬`$ in quantum memory (using delay). In the second step, Alice transmits the sequence ($`s_0`$) of the states $`\|_𝐬`$ to Bob. Note that, positions of the complete state and truncated states in their respective sequences are same. In that sense $`Q_0=S_0=s_0`$ and $`Q_1=S_1=s_1`$, where $`S_1`$ and $`s_1`$ are wave fuction-splitted sequences representing the bit 1. Bob can alone recover the bit values from the second sequence because it carries the bit values. The simple method of recovery of bit value from the second sequence is discussed below. Suppose in the sequence $`Q_0`$ the $`\|A_i`$s are at odd positions and $`\|B_i`$s are at even positions but $`\|C_i`$s and $`\|D_i`$s have no such regularity in $`Q_1`$. Now Bob uses $`90^{}`$ analyzer to measure on the second sequence of states $`\|_s`$. He gets a sequence of ”yes” and ”no” results. If the results ”yes” come only at even positions, then the bit is 0. If Alice transmits $`s_1`$ after transmitting $`S_0`$ or $`s_0`$ after $`S_1`$ Bob will certainly be aware of such improper execution of the protocol. Bob will have to go through the dual measurements on both the sequences(need not be at the same time), if he wants to know whether Alice is cheating or not. The probability of dual occurrence of result ”yes” is given in table 1, considering Alice transmits $`s_0`$ after $`S_1`$ or $`s_1`$ after $`S_0`$ and Bob uses both analyzers at $`0^{}`$. One cannot get double ”yes” from a single particle. It implies that not only Bob but also any third party, who does not know anything about their shared information, could spot the cheating. It implies Bob could prove before the court that Alice tried to cheat him provided some legal evidences help him. This is also true for entanglement-based QBC, but Bob has to reveal their shared secret before the court. Of course before going to the court Bob has to be certain that there is no meaningful correlation in the data sets since Alice can transmit her two private sequences at random to defame Bob before the court by disapproving the Bob’s revealed data as their shared data. This is an interesting thing - we are tempted to say that honesty is the only policy in quantum communication. The above protocol reveals another interesting thing: due to superposition principle it is possible to commit the bit value without sending the actual bit-carrying part of the wave function. The situation can be thought as a case of commitment prior to commitment. On the other hand, in our entanglement-based QBC protocol both first and second sequences are required to recover the bit value. So the significant difference between our entanglement-based and disentanglement-based QBC is that cheating is possible (although it will be unsuccessful) in disentanglement-based QBC but cheating is totally impossible in entanglement-based QBC. In the above two schemes, bit commitment encoding is two-step process. The QBC can be realized through multi-step procedure. Alice can commit through many steps and reveals the commitment after that (it can also be thought as a single-step commitment followed by multi-step disclosure ). Yet the commitment is secure. The encoding is same except we need higher dimensional Hilbert space (for fixed n ) to execute multi-step QBC. As for example, they can take GHZ state $`\|\psi _{GHZ}=1/\sqrt{2}(\|_G_H_Z+\|_G_H_Z`$). The n copies of three entangled particles ( denoted by G, H, and Z) can be arranged in three different ways to represent bit 0. The arrangements are denoted by $`G_0`$, $`H_0`$ and $`Z_0`$. Similarly Alice can arrange them in another three different ways, denoted by $`G_1`$, $`H_1`$ and $`Z_1`$, to represent bit 1. Alice in the first step commits bit 0 by sending $`G_0`$ and reveals the commitment by sending $`H_0`$ and $`Z_0`$ in the next two steps. Similarly she can commit the bit 1. If they want to have a multi-step disentanglement-based QBC scheme they can use a linear chain of superposition state of our earlier protocol. For three-step disentanglement-based QBC, the superposition states are (see ref 8): $`\|A_i=1/\sqrt{3}(\|_0^𝐫+\|_0^𝐭+\|_0^𝐬)`$ $`\|B_i=1/\sqrt{3}(\|_0^𝐫+\|_0^𝐭+\|_0^𝐬)`$ $`\|C_i=1/\sqrt{3}(\|_1^𝐫+\|_1^𝐭+\|^𝐬_1`$ $`\|D_i=1/\sqrt{3}(\|_1^𝐫+\|_1^𝐭+\|^𝐬_1`$ . Again sequence ($`Q_0`$) of states $`\|A_i`$ and $`\|B_i`$ represent bit 0 and sequence ($`Q_1`$) of states $`\|C_i`$ and $`\|D_i`$ represent bit 1. Alice commits the bit value by sending the sequence of states $`\|^𝐫`$ and reveals the commitment by sending the sequence of states $`\|^𝐭`$ first and then by sending the actual bit-value-carrying sequence of states $`\|_𝐬`$. To prove unconditional security the effect of noise is excluded. We shall consider it. Due to noise some of the Bob’s measured data will be corrupted. Manipulating noise (bringing noise level down) Alice can execute the protocol dishonestly up to the noise level. Nevertheless Bob can statistically faithfully recover the bit value in presence of noise. The main advantage of initial sharing of information of bit preparation is that we will not have to be worried about any unknown attacks. Note that, sharing means pre-commitment and this can give security against cheating even for unknown attacks. The BCJL scheme failed because presently known attack was not clearly known to the authors. In our alternative QBC protocols, the probability of the success in cheating is always zero. Security does not depend on time, space, technology, noise, and unknown attacks. Therefore, protocols can be safely claimed as absolutely secure protocols against cheating. It can be mentioned that security is not coming from quantum mechanics; it only allows us to perform quantum bit commitment. It is interesting to note, conventional QBC protocol totally fails because of entanglement. The same entanglement provides us secure QBC, although bit commitment is not the problem of alternative QKD. Regarding bit commitment issue, entanglement is not our enemy rather our friend indeed. Coin tossing is another important cryptographic primitive: two distant mistrusted parties want to generate faithful random bits to authenticate the channel either by classical coin tossing or by quantum coin tossing (QCT). We can think of two types of coin tossing -ideal and nonideal. It should be mentioned that if one of them does not want to simulate the real coin tossing there is no physical law which can compel him/her to do so. The question is, how far the can the generated bits be considered secure against cheating ? Very simple unconditionally secure classical coin tossing protocol exists Lo and Chau claimed that secure ideal QCT is impossible. Their proof is based on the assumptions: ii) shared entanglement cannot be proven genuine ii) entanglement is a necessary condition for secure ideal QCT. We have shown how to check the authenticity of the shared entangled states. Therefore, simulation of ideal QCT is simply possible. It is well known that QCT can be based on QBC protocol. So, we are getting second QCT from our QBC. In addition to that, our QKD protocols are basically QCT protocols. Alternative QCT protocols can be ideal or non-ideal QCT protocols. That is, every bits are secure. These three types of QCT are unconditionally secure against cheating . Yet they cannot be used for authentication until they are proved absolutely secure in presence of noise. The power of different cryptographic primitives is itself a subject of interest. Recently Kent has claimed that QCT cannot be built on the top of QBC and therefore it is weaker than QBC. We have already seen that our QKD can be thought as QCT on which we can implement our QBC. So Kent’s proof cannot encompass our model. We have seen that all QKD/QCT protocols are not QBC protocol. Is the reverse true ? The reverse will not be true if there is regularity in each of the two operating sequences. This type of QBC cannot be used as secure QCT for authentication. We conclude: 1. unconditionally secure QBC can be implement on the top of unconditionally secure QCT. 2. unconditionally secure QCT can be implement on the top of unconditionally secure QBC. 3. Every QBC is not QCT scheme. 4. Every QCT is not QBC scheme. Yao has proved that secure quantum oblivious is possible if secure quantum bit commitment is found. On the other hand Killian has proved that secure oblivious scheme can be the basis of secure one-sided two-party computation. Applying classical reduction theory it has been argued that secure quantum computation scheme can be derived from the secure quantum bit commitment scheme. Now we have got secure quantum bit commitment scheme, can we hope for such secure quantum computation scheme ? The problem is, Lo has already proved that secure one-sided two-party quantum computation is impossible. We are in a fix. Either Lo’s proof is not a generalized result or the chain of logic is partly or totally incorrect. At least both cannot be right. This puzzle deserves further investigation. There is another misleading analysis on conventional quantum cryptographic model. For a particular eavesdropping attack, it is stated that optimal information gain of the eavesdropper versus introduced error by him/her is bounded by the laws of quantum mechanics. This is true if there is only one eavesdropper. If we consider many eavesdroppers then optimal gain of information of any eavesdropper will depend on the co-operation of other eavesdroppers which quantum mechanics cannot dictate. Considering the many eavesdropping issue one can even lead to the conclusion: two eavesdroppers are more acceptable than one eavesdropper if one has to accept eavesdropping and can tolerate error. But this discussion is beyond the scope of this paper. One may wonder: why so much shortcomings ? Perhaps topics demands so. In conclusion, as QBC issue tells us how to distribute cheating-free information at different time, it might have different applications in public and private life. And this is possible to implement within the present technology because, without storing the quantum states the results of measurements can be stored and revealed later instead of storing quantum states and sending them later to execute QBC. I thank C. H. Bennett for one of his comment on alternative QKD protocol that activated this work. e-mail:mitra1in@yahoo.com
warning/0007/cond-mat0007302.html	ar5iv	text	# Time evolution of thermodynamic entropy for conservative and dissipative chaotic maps ## I Introduction In this paper we study the connection between two quantities, both called entropies and used in two different fields: the entropy of a thermodynamic system $`S`$ (the entropy of Boltzmann and Clausius, the entropy of the second law of thermodynamics) , and $`\kappa `$, the Kolmogorov–Sinai entropy, defined by the mathematicians as a measure of chaos and describing the dynamical instabilities of trajectories in the phase space . As a main difference the thermodynamic entropy is a function of time, depending not only on the particular dynamical system, but also on the choice of an initial probability distribution for the state of that system, while $`\kappa `$ is a single number, a property solely of the chaotic dynamical system considered. Moreover, the Kolmogorov–Sinai entropy it is not really an entropy but an entropy–rate, i.e. an entropy per unit time. The connection between these two quantities has not been addressed extensively in the literature. Only few and often very vague statements are present in the textbooks . Though some similar ideas have appeared previously in the literature , a clarification of this connection has been proposed for strongly chaotic hamiltonian systems by two of the authors in ref. . Here we consider conservative and non–conservative chaotic systems. We focus in particular on two two–dimensional conservative maps, the cat and the standard map, and on the logistic map, the simplest one–dimensional dissipative system. We start the system in far–from–equilibrium initial conditions, and we follow numerically the process of relaxation to equilibrium. When the dynamics is chaotic the variation with time of the physical entropy goes through three successive, roughly separated stages. In the first one, $`S(t)`$ is dependent on the details of the dynamical system and of the initial distribution, and no generic statement can be made. In the second stage, $`S(t)`$ is a linear increasing function of time. In the third stage, $`S(t)`$ tends asymptotically towards the constant value which characterizes equilibrium, for which the distribution is uniform in the available part of phase space. The actual connection requires $`S(t)`$ to be averaged over many histories, so as to give equal weights to initial distributions from all regions of phase space. When such average is performed a perfect equality $`dS/dt=\kappa `$ is obtained in the intermediate stage. In this paper we also address a very special situation, i.e. the case of the logistic map at the edge of chaos. It has been shown that in order to be treated such a special border of chaos situation requires the nonextensive definition of entropy $`S_q(t)`$ . ## II Conservative Chaotic Systems As a first example we consider the “generalized cat map”, defined by the following iterative rule inside a unit square: $`P`$ $`=`$ $`p+aq(mod1)`$ (1) $`Q`$ $`=`$ $`p+(1+a)q(mod1)`$ (2) where $`a`$ is a positive control parameter. In fig. 1 we consider an initial distribution very strongly localized in a tiny region of the phase space, and we let it evolve in time according to the eqs. (1) with $`a=1`$. The distribution stretches in one direction and contracts in another. The volume of the distribution in phase space is conserved because of the Liouville’s theorem, while its shape keeps changing in time until the system reaches a stationary state with an uniform filling of the phase space. Any fine–grained quantity (for example an entropy defined as an integral over the phase space) does not vary with time at all. However the shape of the volume becomes increasingly complicated due to the chaotic dynamics. In order to have an entropy which is increasing in time (in agreement with the second principle of thermodynamics) we simply need to perform a coarse–graining, i.e. a slight smearing, or smoothing, of the probability distribution in phase space before calculating $`S`$ . There are many ways to introduce a coarse–graining. In this paper, we assume that phase space is divided into a grid of a large number $`M`$ of cells $`c_i`$ with volumes $`v_i`$, such that $`_iv_i=V`$, the total volume of available phase space. In fig. 1 we report a grid of $`M=10`$x$`10`$ cells, though for the actual calculations of this paper we will use a much more refined coarse–graining. Our definition for the out–of–equilibrium entropy is then the coarse–grained Boltzmann-Gibbs entropy: $$S(t)=\underset{i}{}p_i(t)\mathrm{log}p_i(t),$$ (3) where $`p_i(t)`$ is the probability that the state of the system falls inside cell $`c_i`$ of phase space at time $`t`$. Such a coarse–grained entropy is a quantity which is increasing in time, and the chaotic dynamics is the main reason of this increase. In the following of this paper we will show the fundamental importance of chaos in the relaxation to equilibrium: the entropy increases with a rate exactly equal to the Kolmogorov–Sinai entropy, the measure of chaos. N.S.Krylov, already in the 1940’s , was the first one who understood clearly that the mixing property of chaos was essential for the foundations of statistical mechanics. In fig. 2 we show $`S(t)`$ for four values of $`a`$ (see caption). Now the coarse–graining grid is obtained by dividing each axis into 400 equal segments. The initial distribution consists of $`10^6`$ points placed at random inside a square whose size is that of a coarse–graining cell, and the center of that square is picked at random anywhere on the map. In this way the initial distribution is very strongly localized in phase space i.e. all the cells but a few contain initial zero probability. Each of the four curves is an average over 100 runs, i.e. 100 histories with different initial distributions chosen at random, as mentioned. Each curve shows clearly the stage–2 linear behavior, the slope $`dS/dt`$ being accurately given by the KS entropy–rate $`\kappa `$. To calculate $`\kappa `$ here, we have used the fact that it is equal to the sum of the positive Lyapunov exponents . In the case of cat map we have only one positive analytically calculable Lyapunov exponent $`\lambda `$, given by the equation: $$\kappa =\lambda =\mathrm{log}\frac{1}{2}(2+a+\sqrt{a^2+4a}).$$ (4) The values of $`\kappa `$ are reported in the figure caption. The equality $`dS/dt=\kappa `$ is valid in the intermediate stage for each of the four $`a`$ values considered in figure. Moreover it can be shown that this result does not depend on the size of the initial distribution and on the size of the coarse–graining cells . The type of coarse–graining we adopted allows an alternative version of the significance of $`\kappa `$ for the evolution of a physical system. Starting from an initial distribution localized in phase space (like in fig.1), during the generic second stage mentioned earlier, the total number of occupied cells, i.e. cells with non-vanishing $`p_i`$, varies proportionally to $`e^{\kappa t}`$. Our simulations verify this fact well . The second system we have studied is the standard map , again a two-dimensional conservative map in the unit square, but this time nonlinear: $`P`$ $`=`$ $`p+{\displaystyle \frac{a}{2\pi }}\mathrm{sin}(2\pi q)(mod1),`$ (5) $`Q`$ $`=`$ $`q+P(mod1).`$ (6) The map is only partially chaotic, but the percentage of chaos increases with the control parameter $`a`$, and we consider large values of $`a`$, namely 20, 10, and 5. For $`a=5`$ there are still two sizeable regular islands, associated with a period 2 stable trajectory while for $`a=10`$ and $`a=20`$ the phase space is completely chaotic. In fig. 3 we report for the case $`a=5`$ the time evolution of an initial small distribution located in the chaotic region of the phase space. As a main difference with respect to fig. 1, is that for a nonlinear system the stretching and contraction rates and directions vary appreciably in the phase space from place to place. The distribution bends on itself many times, nevertheless at the final time the system tends to occupy the whole chaotic part of the phase space in an uniform way. Fig. 4 presents three single histories (full lines) for $`a=5`$, as well as an average curve (circles) as in fig .2. The coarse–graining grid, the choice of initial distribution, and the averaging are the same used for the cat map, but it was necessary to include 1000 histories in order to obtain a good averaging. In fact, for a very nonlinear system as the standard map, the single curves can vary wildly and, differently from the case of the cat map, thus the averaging procedure is essential. Fig. 5 shows the final average curves $`S(t)`$ for three values $`a`$: the one at the bottom corresponds to the smallest one. We calculated numerically the Kolmogorov–Sinai entropy from the Lyapunov exponent, leaving out the regular islands for $`a=5`$. This yielded $`\kappa =\lambda =`$ 0.98, 1.62, 2.30, respectively for the three $`a`$’s. Each curve has a stage–2 linear portion whose slope is correctly given by $`\kappa `$. We return again to the need for averaging many histories starting from different parts of phase space. This has to be done whenever the local Lyapunov exponents varies appreciably from place to place, which is the normal case for nonlinear systems. For linear maps (like the generalized cat map below) it is not necessary. For other systems, it would never be necessary if we could use a fine–enough coarse–graining, to give the probability time to spread throughout phase space before any appreciable increase in entropy. Unfortunately such fine grain would require computers far more powerful than exist now. In the real thermodynamical world with many dimensions, what kind of coarse–graining should preferably be used is, we believe, a wide open question. ## III The logistic map We focus now on the dissipative case, and more specifically on the logistic map: $$X=1ax^21x1;\mathrm{\hspace{0.33em}0}a2;$$ (7) Despite being an extremely simple one–dimensional equation, the logistic map has always been used as a paradigmatic example of non–conservative chaotic systems, because it inglobes all the fundamental characteristics of a non–conservative system. The logistic map shows different regimes, according to the value of the control parameter $`a`$ . In particular it is regular (negative Lyapunov exponent $`\lambda `$) for $`a`$ smaller than a critical value $`a_c=1.401155198\mathrm{}`$, and is chaotic for most part of the region $`a>a_c`$. At the chaos threshold $`a=a_c=1.401155198\mathrm{}`$ the Lyapunov exponent vanishes and this is the famous edge of chaos situation . Before moving to the study of the entropy time evolution we need to discuss first the problem of the sensitivity to initial conditions. For all the cases in which the Lyapunov exponent $`\lambda `$ is positive we expect on the average an exponential increase of any small initial distance $`\xi (t)\frac{x_tx_t^{}}{x_0x_0^{}}`$ to hold: $$\xi (t)=\mathrm{exp}(\lambda t)$$ (8) where $`x_t`$ and $`x_t^{}`$ are the position at time $`t`$ of two initially close trajectories. This case will be referred in the following as strongly sensitive to the initial conditions. Instead at the edge of chaos $`\lambda =0`$, and the following equation has been proven to be valid in ref. $$\xi (t)=[1+(1q)\lambda _qt]^{\frac{1}{1q}}(q)$$ (9) which recovers Eq. (8) as the $`q=1`$ particular case. The case $`q<1`$ will be referred to as weakly sensitive to the initial conditions. So, strong and weak respectively stand for exponential and power-law time evolutions of $`\xi (t)`$. A weakly sensitive system is well described once $`q`$, i.e. the exponent of the power–law, is given. In particular at $`a=a_c`$ a value $`q^{}=0.2445\mathrm{}`$ is obtained. We now apply to the logistic map the same kind of analysis used for conservative systems. The phase space interval $`1x1`$ is partitioned into $`10^5`$ equal cells $`c_i`$. The initial distribution consists of $`N=10^6`$ points placed at random inside an interval picked at random anywhere on the phase space, and whose size is that of a cell. As the system evolves the probabilities $`p_i(t)`$ are computed at each time step. In order to study in the same framework either the chaotic case and the edge of chaos situation we consider a generalized non–extensive entropy proposed a decade ago in ref. as a physical starting point to generalize statistical mechanics and thermodynamic: $$S_q(t)\frac{1_i[p_i(t)]^q}{q1}(q).$$ (10) This entropy is a function of the entropic index $`q`$ and reduces to the Boltzmann-Gibbs entropy, defined in equation (3), when $`q=1`$. A complete review of the existing theoretical, experimental and computational work about this entropy can be found in ref. . In particular it has been shown that such an entropy covers some types of anomalies due to a possible multifractal structure of the relevant phase space. For example, whenever we have long-range interactions , long-range microscopic memory , or multifractal boundary conditions . We discuss in the rest of the paper the following results obtained for the logistic map : 1) In the chaotic regime $`q=1`$: the Boltzmann-Gibbs entropy 3 exhibits a linear increase in time, and the rate of increase is equal to $`\kappa `$. 2) The standard Boltzmann-Gibbs entropy is inadequate to describe the edge of chaos situation. Instead it is the non–extensive entropy which grows linearly with time for a particular value $`q1`$. ### A The chaotic case In fig. 6 we present our results for the logistic map in correspondence of three values for $`a`$, all of them in the chaotic regime, namely $`a=2,1.9,1.8`$ . Fluctuations are of course present (as $`t`$ increases), though their numerical importance can be cancelled by considering averages on the initial conditions. Each of the curves is an average over 500 runs, i.e., 500 histories with different initial distributions chosen at random, as mentioned. Though the asymptotic value, corresponding to a smooth distribution in the available part of phase space, is different in the three cases, all the curves show a linear increase on entropy. The slope in the intermediate time stage does not depend on the dimension of the cells and on the distribution size and is equal to the predicted Lyapunov exponent, respectively $`\mathrm{ln}2`$, $`0.61`$ and $`0.48`$ . Therefore the same results found for conservative maps hold also for the logistic map, though the latter is a nonconservative one. In fig. 7 we focus on the case $`a=2`$ and instead of $`S(t)`$ we consider the time evolution of $`S_q`$, as defined by eq. 10, for three different values of $`q`$ . As $`t`$ evolves, $`S_q(t)`$ tends to increase (in all cases bounded by $`\frac{M^{1q}1}{1q}`$, or $`\mathrm{ln}M`$ when $`q=1`$). Only the curve for $`q=1`$ shows a clear linear behavior and the slope is equal to the Lyapunov exponent $`\mathrm{ln}2`$ . For $`q<1`$ the curve is concave, while for $`q>1`$ the curve is convex. Therefore for the logistic map in the chaotic regime the standard Boltzmann–Gibbs must be used as for any hamiltonian chaotic system or conservative map. ### B The edge of chaos So far we have shown that $`q`$ is 1 for all the cases in which the logistic curve is chaotic, i.e. strongly sensitive to the initial conditions. Now we want to study the same system at its chaos threshold, i.e. at $`a=a_c1.401155198\mathrm{}`$ for which the Feigenbaum attractor exists. We expect in this case a particular value $`q1`$ , due to the fractality of phase space and power-law sensitivity to initial conditions. For such a value of $`a`$, much bigger fluctuations than in the chaotic case are observed. To understand this it is sufficient to consider that the attractor occupies only a tiny part of phase space (844 cells out of the $`10^5`$ of our partition). We therefore require a very efficient and careful averaging over the initial conditions. Here we adopt a selection method of the best histories based on how good is each initial condition at spreading itself. We obtain 1251 histories and we address to ref. for all the details about the selection method. In fig.8 we plot $`S_q(t)`$ for four different values of $`q`$ ; the curves are an average over the 1251 histories selected. The growth of $`S_q(t)`$ is found to be linear when $`q=q_c=0.2445`$, while for $`q<q_c`$ ($`q>q_c`$) the curve is concave (convex). This behavior is similar to the one in fig.7, with a major difference: the linear growth is not at $`q=1`$, (see inset in fig.8), but at $`q=q_c=0.2445`$. To extract the particular value of q for which we get the best linear rise of the nonextensive entropy, we have fitted the curves $`S_q(t)`$ in the time interval $`[t_1,t_2]`$ with the polynomial $`S(t)=a+bt+ct^2`$ . We define the coefficient $`R=\|c\|/b`$ as a measure of the importance of the nonlinear term in the fit: if the points are on a perfect straight line, $`R`$ should be zero. We choose $`t_1=15`$ and $`t_2=38`$ for all $`q`$’s. Fig.9 shows that the minimum of $`R=\|c\|/b`$ occurs for $`q=q_c=0.2445`$. The value of q which allows for a linear growth of $`S_q(t)`$, obtained through this procedure, happens to coincide with the value $`q^{}`$ obtained in a completely different method by studying the power-law sensitivity to initial conditions . There exists also another method, based only on the geometrical description of the multifractal attractor existing at $`a_c`$, which gives exactly the same value of $`q`$. The multifractal attractor can be characterized by using the multifractal function $`f(\alpha )`$ . This function is defined in the interval $`[\alpha _{min},\alpha _{max}]`$, and its maximum equals the fractal or Hausdorff dimension $`d_f`$. For a large class of systems the value of $`q`$ can be calculated from $$\frac{1}{1q^{}}=\frac{1}{\alpha _{min}}\frac{1}{\alpha _{max}},$$ (11) where $`\alpha _{min}`$ ($`\alpha _{max}`$) is the lowest (highest) value for which $`f(\alpha )`$ is defined. In particular for the logistic map at the edge of chaos $`\alpha _{min}=0.380\mathrm{}`$, $`\alpha _{max}=0.755\mathrm{}`$ and $`q^{}=0.2445`$. Finally, it is also interesting to note, that our result for the linear growth of $`S_q`$ at the edge of chaos has been recently confirmed by using a different method . ## IV Conclusions To summarize, we have illustrated, through several numerical examples for conservative and dissipative chaotic maps, the relationship existing between the Boltzmann equilibrium thermodynamic entropy $`S`$ the Kolmogorov–Sinai one $`\kappa `$ used for dynamical systems. As Krylov already suggested in the early ’40s , the mixing property characteristic of chaos is fundamental in order to reach the thermodynamical equilibrium. When using a coarse-graining procedure, the growth of $`S(t)`$ averaged over many histories is linear and the slope gives just the Kolmogorov–Sinai entropy. This has been verified also for a dissipative case, i.e. the logistic map in the chaotic regime. Finally, a very interesting generalization must be done at the chaos threshold, where the sensitivity to initial conditions is not exponential, but power–law like. In this case, in fact, in order to have a linear growth for the entropy, as for the full chaotic regime, the non–extensive entropic form introduced by Tsallis should be adopted. The latter has been successfully checked for many cases where long–range correlations and a fractal phase space is found. We have shown that we get a linear growth for the generalized entropy only when the value $`q=0.2445`$ (and not $`q=1`$ for which the standard entropy is recovered) is used. This fact confirms previous numerical studies and generalizes the connection between the two entropies also at the edge of chaos. We conclude hoping that our results could stimulate a deeper undestanding of the connections between dynamics and statistical mechanics. It is a pleasure to aknowledge the stimulating collaboration with Constantino Tsallis for the results on the logistic map.
warning/0007/hep-ph0007342.html	ar5iv	text	# Gaugino Mass dependence of Electron and Neutron Electric Dipole Moments ## 1 Introduction It is well known that the standard model by itself does not provide a sufficiently strong source of CP violation to ensure baryogenesis assuming an initially matter-antimatter symmetric universe. From this point of view, the extra sources of CP violation natural in a supersymmetric (SUSY) theory are welcome additions to the theory. In SUSY the Higgs mixing parameter $`\mu `$ in the superpotential and the soft SUSY breaking Majorana gaugino masses and trilinear couplings generically contain CP violating phases. These can be written $`_{\mathrm{𝑠𝑜𝑓𝑡}}={\displaystyle \frac{1}{2}}M_a\lambda _a\lambda _aϵ_{jk}\left(h_2^j\stackrel{~}{u}_R^{}A_u\stackrel{~}{q}_L^kh_1^j\stackrel{~}{e}_R^{}A_{\mathrm{}}\stackrel{~}{\mathrm{}}_L^kh_1^j\stackrel{~}{d}_R^{}A_d\stackrel{~}{q}_L^k\right)+h.c.+\mathrm{}.`$ (1.1) There is no known mechanism, once SUSY breaking is introduced, to have the phases in the gaugino masses $`M_a`$, the Higgs mixing parameter $`\mu `$, or the trilinear couplings A anomalously small and indeed, from the point of view of baryogenesis, one might hope that these phases are near maximal. On the other hand, the precision limits on electron and neutron electric dipole moments (EDM’s) then pose significant problems for SUSY: $`\|d^e\|\mathrm{2.15\hspace{0.33em}10}^{13}e/GeV`$ (1.2) $`\|d^N\|\mathrm{5.5\hspace{0.33em}10}^{12}e/GeV`$ (1.3) It is known that, if all SUSY particles are near some common scale $`m_0`$, induced electric dipole moments greatly exceed the experimental limits unless a) $`m_0`$ is of order several TeV, b) the naturally occuring SUSY phases are extremely small, or c) highly fine-tuned relationships exist between the SUSY phases and the other parameters of the theory (masses and coupling constants). Each of these is problematic for the theory from the point of view of naturalness, radiative breaking of the electroweak symmetry and baryogenesis . For a review see . A compromise combining aspects of all three of these solutions is also not totally satisfactory and it is still interesting to ask whether there is an alternative solution which preserves the possibility of SUSY breaking near the 100 GeV scale and possible maximal CP violations in other processes. In the Lagrangian one of the complex fermion mass parameters $`M_{1,2,3}`$ and $`\mu `$ can be made real by a phase transformation of the fermion fields, shifting the phase to the other parameters. Thus, it is clear that if the gaugino masses and the A parameters go to zero, the theory becomes CP conserving independent of the value of the $`\mu `$ parameter. In this article we investigate how small the gaugino masses must be to respect the experimental limits on the dipole moments for low values of the scalar masses. Such a hierarchy can be naturally obtained by imposing on the Lagrangian an approximate R symmetry which then guarantees vanishing gaugino masses and A parameters at tree level. This corresponds to the scenario in which gluino and photino masses are very light and the other gauginos are in the W,Z mass region. Although direct searches for light gluinos have been negative up to now and some experimental counterindications have been presented, the scenario is still not conclusively ruled out. The opposite scenario in which gaugino masses are orders of magnitude above the scalar masses is another possibility which can solve the dipole moment problem while still leaving squarks and sleptons at the 100 GeV scale. It is, however, not clear whether this can be done in a natural way. The structure of the paper is as follows. In section II we discuss the gluino contributions to the quark electric dipole moments and present the excluded regions in the $`m_0,M_3`$ plane if this contribution is to separately respect the experimental limits on the Neutron dipole moment with maximum CP violating phase. In this paper, unless otherwise specified, $`m_0`$ and $`A`$ are the scalar mass and trilinear coupling appropriate to the first generation only. In section III, we discuss the corresponding limits in the $`m_0,M_2`$ plane assuming the chargino contribution to the electron EDM is similarly consistent with experiment. The results of sections II and III show that the EDM’s go to zero if $`M_2`$ and $`M_3`$ tend to zero (or infinity) for fixed scalar masses. In section IV we analyze the more complicated neutralino contributions and show that these also vanish if the tree level gaugino masses (together with the A parameter) tend to zero even though the physical gaugino mass eigenstates are then of order $`M_W^2`$. In section V we discuss the current viability of the low gaugino mass scenario and other alternative solutions suggested by the present work. ## 2 Gluino Contributions to Quark Diple Moments The simplest SUSY contribution to the electric dipole moments is that of the gluino. It can be written $`d_{\stackrel{~}{g}}^q={\displaystyle \frac{2em_q\alpha _sQ_q}{3\pi (\stackrel{~}{m}_1^2\stackrel{~}{m}_2^2)}}Im\left(M_3(\mu \mathrm{\Theta }(\beta )A_q^{})\right){\displaystyle \underset{k=1}{\overset{2}{}}}{\displaystyle \frac{(1)^k}{\stackrel{~}{m}_k^2}}B(M_3^2/\stackrel{~}{m}_k^2)`$ (2.1) Here $`\stackrel{~}{m}_k`$ is the mass of the k’th scalar partner of the quark q, with $`\stackrel{~}{m}_1`$ being the lighter of the two. We have neglected terms higher than first order in the quark mass $`m_q`$. $`\mathrm{\Theta }(\beta )`$ is $`(\mathrm{tan}\beta )^{(2T_3)}`$ for a quark of weak isospin $`T_3`$. For large $`\mathrm{tan}\beta `$ the dipole moment of the down quark becomes greater, exacerbating the dipole moment problem. We therefore assume $`1.2<\mathrm{tan}\beta <3`$. The $`B`$ function is $`B(r)={\displaystyle \frac{1}{2}}+rA(r)`$ (2.2) with $`A(r)={\displaystyle \frac{\mathrm{ln}r}{(1r)^3}}+{\displaystyle \frac{3r}{2(1r)^2}}`$ (2.3) Note that $`r^{(1/2)}B(r)`$ has an inversion symmetry. $`r^{1/2}B(r)=r^{1/2}B(r^1)`$ (2.4) It is clear, therefore, that the gluino contribution to the quark (and consequently to the neutron) electric dipole moment vanishes if the gluino mass $`M_3`$ becomes sufficiently small or sufficiently large for any fixed squark mass. In actuality, the gluino contribution is not very constraining for SUSY. In fig. 1, the shape coded points are values in the $`M_3m_0`$ plane in which the gluino contribution to the down quark dipole moment saturates the experimental limit on the neutron dipole moment for values of $`\mathrm{tan}\beta `$ between $`1.2`$ and $`3`$ and for indicated values of $`\mu `$. The chosen values of $`\mu `$ are those which are most likely to allow viable tree level physical chargino and neutralino masses in the low gaugino mass limit. Regions in the plane above the arched curve are consistent with maximum CP violating phases and regions below the curve are experimentally excluded. If the universal scalar mass $`m_0`$ is above the relatively low value of 350 GeV, the gluino contribution to the quark dipole moments does not exceed the limit on the neutron EDM as can be seen from fig. 1. On the other hand, if the scalar mass $`m_0`$ is in the region of current experimentation ($``$ 100 GeV), the gluino mass must be either below 1 GeV or above 1 TeV assuming, as before, maximal CP violating phases. ## 3 Chargino Contributions to the electron EDM In the presence of CP violating phases, a chargino-sneutrino loop induces an EDM in the electron. In minimal SUSY, the chargino is a mixture of Wino and charged Higgsino. The tree level mass matrix is $`M_{\chi ^+}=\left(\begin{array}{cc}M_2& \sqrt{2}M_W\mathrm{sin}\beta \\ \sqrt{2}M_W\mathrm{cos}\beta & \mu \end{array}\right)`$ (3.3) As shown in , the chargino contribution to the electron EDM is $`d_{\chi ^\pm }^e={\displaystyle \frac{e\alpha m_e}{4\pi \sqrt{2}M_W\mathrm{cos}(\beta )\mathrm{sin}\theta _{W}^{}{}_{}{}^{2}}}{\displaystyle \underset{j=1}{\overset{2}{}}}Im\left(U_{j2}V_{j1}\right){\displaystyle \frac{m_{\chi _j}}{m_{\stackrel{~}{\nu }}^2}}A\left(m_{\chi _j}^2/m_{\stackrel{~}{\nu }}^2\right)`$ (3.4) The $`A`$ function, not to be confused with the trilinear A parameter, is given by Eq.2.3. $`U`$ and $`V`$ are the bi-unitary matrices that relate the tree level mass matrix, $`M_{\chi ^+}`$, to the masses of the chargino eigenstates, $`m_{\chi _j}`$. $`{\displaystyle \underset{j}{}}U_{j\alpha }m_{\chi _j}^{2n+1}V_{j\beta }=\left[M_{\chi ^+}\left(M_{\chi ^+}^{}M_{\chi ^+}\right)^n\right]_{\alpha \beta }`$ (3.5) Thus $`d_{\chi ^\pm }^e={\displaystyle \frac{e\alpha m_e}{4\pi \sqrt{2}M_W\mathrm{cos}\beta \mathrm{sin}\theta _{W}^{}{}_{}{}^{2}m_{\stackrel{~}{\nu }}^2}}Im\left[M_{\chi ^+}A\left(M_{\chi ^+}^{}M_{\chi ^+}/m_{\stackrel{~}{\nu }}^2\right)\right]_{21}`$ (3.6) By explicit consideration of the general form of the two-by-two matrices, U and V, one can show that $`d_{\chi ^\pm }^e={\displaystyle \frac{e\alpha m_e\mathrm{tan}\beta Im(\mu M_2)}{4\pi \mathrm{sin}\theta _{W}^{}{}_{}{}^{2}m_{\stackrel{~}{\nu }}^2(m_{\chi _+}^2m_\chi _{}^2)}}\left[A\left(m_{\chi _+}^2/m_{\stackrel{~}{\nu }}^{}{}_{}{}^{2}\right)A\left(m_\chi _{}^2/m_{\stackrel{~}{\nu }}^{}{}_{}{}^{2}\right)\right]`$ (3.7) The mass eigenstates, obtained by diagonalizing $`M_{\chi ^+}^{}M_{\chi ^+}`$, are such that $`m_{\chi _\pm }^2=M_W^2+\|\mu \|^2/2+\|M_2\|^2/2\pm \left[\left(M_W^2+\|\mu \|^2/2+\|M_2\|^2/2\right)^2\|M_W^2\mathrm{sin}2\beta M_2\mu \|^2\right]^{1/2}`$ (3.8) The properties of the $`A`$ function are such that the chargino contribution to the electron EDM vanishes as $`M_2`$ goes to zero or infinity for any fixed mass of the scalar neutrino although this behavior is not obvious from eq.3.4 since for $`M_2`$ going to zero the chargino masses are in the $`W`$ mass region. Thus, assuming maximum CP violating phase, the chargino contribution to the electron EDM, by itself, satisfies the experimental bound for values of the scalar mass $`m_0`$ above the curves of fig. 2. The chargino contribution is seen to be quite restrictive for the theory. For scalar masses in the region of current experimentation ($``$ 100 GeV), five orders of magnitude in the $`SU(2)`$ gaugino mass are experimentally excluded for maximum phase. For $`M_2`$ in the 100 GeV region, as is often assumed, the scalar mass would have to be above 1 TeV leading to severe problems for the hypothesis of radiative breaking of the electroweak symmetry. With $`M_2`$ sufficiently small (or sufficiently large) to satisfy the dipole moment bounds, gaugino mass universality would exclude a wider range of gluino masses than could be directly excluded by the gluino contribution to the neutron EDM considered in the previous section. If the chargino contribution to the electron EDM is, by itself, consistent with the experimental limit, it will pose no problem for the neutron EDM since, even though the fermion mass is then an order of magnitude greater, the experimental limit is almost two orders of magnitude weaker. ## 4 Neutralino Contributions to the electron EDM Finally we turn to the neutralino contribution to the electron EDM. In this case we cannot, in general, find a closed form expression analogous to eq.3.7 since the neutralino system is a mixture of four states. With basis states $`\stackrel{~}{\gamma },\stackrel{~}{Z},\stackrel{~}{H}_1,\stackrel{~}{H}_2`$, the tree level mass matrix is given by $`M_{\chi ^0}=\left(\begin{array}{cccc}M_2s^2+M_1c^2& (M_2M_1)sc& 0& 0\\ (M_2M_1)sc& M_2c^2+M_1s^2& M_Z& 0\\ 0& M_Z& \mu \mathrm{sin}2\beta & \mu \mathrm{cos}2\beta \\ 0& 0& \mu \mathrm{cos}2\beta & \mu \mathrm{sin}2\beta \end{array}\right)`$ (4.5) Here $`s`$ and $`c`$ are the $`\mathrm{sin}`$ and $`\mathrm{cos}`$ respectively of the weak angle. With $`\mu ,M_1`$ and $`M_2`$ in general complex, the matrix is non-Hermitian and the mass eigenstates are found by diagonalizing $`M_{\chi ^0}^{}M_{\chi ^0}`$. In , the contribution to the electron EDM is given in terms of the physical neutralino masses, $`m_{\chi _k^0}`$, and mixing matrices, $`N_{jk}`$. Neglecting terms higher order in the electron mass this can be written $`d_{\chi ^0}^e={\displaystyle \frac{Q\alpha m_e}{8\pi s^2c^2}}{\displaystyle \underset{m=1}{\overset{2}{}}}{\displaystyle \frac{1}{\stackrel{~}{m}_m^2}}{\displaystyle \underset{i=1}{\overset{2}{}}}{\displaystyle \underset{j=1}{\overset{4}{}}}{\displaystyle \underset{k=1}{\overset{4}{}}}Im\left[N_{ik}^{}N_{jk}^{}\gamma _{ij}\right]m_{\chi _k^0}B\left(m_{\chi _k^0}^2/\stackrel{~}{m}_m^2\right)`$ (4.6) Here $`\stackrel{~}{m}_m`$ is the mass of the mth selectron and the coefficients $`\gamma _{ij}`$ are $`\gamma _{ij}=a_j\left(b_i(1)^m\left({\displaystyle \frac{\mu \mathrm{\Theta }(\beta )A^{}}{\stackrel{~}{m}_1^2\stackrel{~}{m}_2^2}}(\delta _{j1}+\delta _{j2})+(\delta _{j3}+\delta j4)/M_Z\right)+\delta _{i2}\delta _{m1}(\delta _{j3}+\delta _{j4})/M_Z\right)`$ (4.7) The coefficients $`a_i`$ and $`b_i`$ are given by $`\begin{array}{cc}\hfill a_1=& Q\mathrm{sin}(2\theta _W)\hfill \\ \hfill a_2=& 1+2Q\mathrm{sin}(2\theta _W)^2\hfill \\ \hfill a_3=& 2T_3\hfill \\ \hfill a_4=& \mathrm{\Theta }(\beta )\hfill \\ \hfill b_i=& a_i+\delta _{i2}\hfill \end{array}`$ (4.13) For the electron, $`T_3=1/2`$ and $`\mathrm{\Theta }(\beta )=\mathrm{tan}\beta `$. The unitary matrix $`N`$ relates the neutralino mass matrix, $`M_{\chi ^0}`$ to the physical masses $`{\displaystyle \underset{k=1}{\overset{4}{}}}N_{\alpha k}^{}m_k^{2n+1}N_{\beta k}^{}=\left[M_{\chi ^0}\left(M_{\chi ^0}^{}M_{\chi ^0}\right)^n\right]_{\alpha \beta }`$ (4.14) We can thus write the relation between the electron EDM and the tree level mass matrix $`d_{\chi ^0}^e={\displaystyle \frac{Q\alpha m_e}{8\pi s^2c^2}}{\displaystyle \underset{i=1}{\overset{2}{}}}{\displaystyle \underset{j=1}{\overset{4}{}}}Im\gamma _{ij}\left[M_{\chi ^0}B\left(M_{\chi ^0}^{}M_{\chi ^0}/\stackrel{~}{m}_m^2\right)\right]_{ij}`$ (4.15) It is now easy to show that the neutralino contribution to the EDM vanishes as $`M_1,M_2`$, and the trilinear coupling $`A`$ go to zero. It is clear from eq.4.15 that the EDM is proportional to elements from the first two rows of the neutralino mass matrix $`M_{\chi ^0}`$. Of these only the $`23`$ element survives as $`M_1`$ and $`M_2`$ go to zero. In the limit of vanishing gaugino masses the dipole moment, therefore, becomes $`d_{\chi ^0}^e={\displaystyle \frac{Q\alpha m_eM_Z}{8\pi s^2c^2}}{\displaystyle \underset{m=1}{\overset{2}{}}}{\displaystyle \frac{1}{\stackrel{~}{m}_m^2}}{\displaystyle \underset{j=1}{\overset{4}{}}}Im\left[\gamma _{2j}B\left(M_{\chi ^0}^{}M_{\chi ^0}/\stackrel{~}{m}_m^2\right)_{3j}\right]`$ (4.16) $`\gamma _{2j}`$ is real for $`j=3`$ or $`4`$. Since $`B`$ is Hermitian, $`B_{33}`$ is real. As $`M_1`$ and $`M_2`$ go to zero, $`(M_{\chi ^0})_{k1}0`$ and therefore $`B_{31}0`$. The remaining terms in the sum on j are then $`d_{\chi ^0}^e={\displaystyle \frac{Q\alpha m_eM_Z}{8\pi s^2c^2}}{\displaystyle \underset{m=1}{\overset{2}{}}}{\displaystyle \frac{1}{\stackrel{~}{m}_m^2}}Im\left[\gamma _{22}B\left(M_{\chi ^0}^{}M_{\chi ^0}/\stackrel{~}{m}_m^2\right)_{32}+\gamma _{24}B\left(M_{\chi ^0}^{}M_{\chi ^0}/\stackrel{~}{m}_m^2\right)_{34}\right]`$ (4.17) With $`M_1`$ and $`M_2`$ going to zero, the only off-diagonal terms in $`M_{\chi ^0}^{}M_{\chi ^0}`$ are $`(M_{\chi ^0}^{}M_{\chi ^0})_{32}=M_Z\mu ^{}\mathrm{sin}(2\beta )`$ (4.18) $`(M_{\chi ^0}^{}M_{\chi ^0})_{24}=M_Z\mu \mathrm{cos}(2\beta )`$ (4.19) together with their conjugate elements. Thus $`B_{32}=(M_{\chi ^0}^{}M_{\chi ^0})_{32}real=\mu ^{}real`$ (4.20) $`B_{34}=(M_{\chi ^0}^{}M_{\chi ^0})_{32}(M_{\chi ^0}^{}M_{\chi ^0})_{24}real=real`$ (4.21) Using the explicit form of $`\gamma _{ij}`$, it is then clear that the dipole moment vanishes for vanishing gaugino masses, $`M_1`$ and $`M_2`$, providing the $`A`$ parameter also vanishes (or has opposite phase to $`\mu `$). The gaugino masses and the $`A`$ parameter vanish in a technically natural way if one imposes a continuous $`R`$ symmetry on the Lagrangian although we must still discuss in the next section whether this is a phenomenologically viable possibility. To numerically evaluate eq.4.15 we expand the $`B`$ functions in inverse powers of the selectron masses, $`\stackrel{~}{m}_m`$. For simplicity we put $`M_2=0`$ since this gaugino mass is strongly constrained by the chargino contribution. We keep terms up to order $`\stackrel{~}{m}_m^6`$. If we consider the matrix argument $`r=M_{\chi ^0}^{}M_{\chi ^0}/\stackrel{~}{m}^2`$ (4.22) one can show that $`A(r)_{jk}=\delta _{jk}A(r_{kk})(1\delta _{jk})r_{jk}{\displaystyle \frac{A(r_{jj})A(r_{kk})}{r_{jj}r_{kk}}}+𝒪(\stackrel{~}{m}^4)`$ (4.23) The result, which of course is only valid for small $`M_1/\stackrel{~}{m}_m`$, is shown in Fig. 3. Over the region plotted in Fig. 3, the $`(1\delta _{jk})`$ terms in Eq.4.23 gives a small ($`𝒪(10\%)`$) contribution. We expect however that, using the inversion symmetry of the B function, one should be able to show that the dipole moment contribution will also become small for large gaugino masses at fixed scalar mass. We have checked numerically that this decoupling holds. As in the case of the gluino contribution, the neutralino contribution is sufficiently small once the scalar mass is above several hundred GeV. However, if the squarks and sleptons are in the region of current experimentation near 100 GeV, very small (or perhaps very large) gaugino masses are required if the CP violating phase is near maximum and there are no special cancellations. ## 5 Status of the low gaugino mass scenario In the supergravity mediated SUSY breaking scheme, the three gaugino masses, $`M_1,M_2,`$ and $`M_3`$ are expected to be equal at the unification scale and approximately proportional to the corresponding gauge couplings at low energies. However, in more general schemes, the gaugino masses could widely differ. Since the early days of SUSY there has been much discussion of the aesthetics and viability of a light gluino ($`M_30`$) . The primary indication of a light gluino would be an anomalously slow running of the strong coupling constant. In the last decade there were in fact several indications that this was, in fact, the case . More recent re-analyses of deep-inelastic data and lattice gauge calculations, together with the widespread feeling that the $`\tau `$ decay width is the best low energy measure of $`\alpha _s`$, have significantly weakened the case for an anomalously slow running. There remain, however, persistent anomalies especially in the quarkonia decay rates requiring an assumption of extremely large and negative relativistic corrections to the wave functions to obtain consistency with the standard model. LEP measurements of the running of $`\alpha _s`$ in the LEP II region seem, also, to be consistent with the standard model. However, in view of the relatively poor statistics above the $`Z`$ together with systematic problems associated with radiative return events, $`W`$ pair production etc. and in view of the anomalously large jet production rates observed at Fermilab and perhaps HERA at high scales, the case for a standard model running in the high energy region cannot be considered absolutely settled. Several features of the Fermilab jet data and top quark candidates seem, in fact, in line with what one would expect in the light gluino scenario with, perhaps valence squarks in the 100 GeV region. Counterindications to a very light gluino have been published coming from the four-jet angular distributions , and from direct searches . The four-jet results, which suggest a gluino mass of at least $`6.3`$ GeV, are, however, subject to criticism , and it is possible that systematic errors related to monte-carlo dependence might be underestimated. The negative result from $`E761`$ could be consistent with a light gluino if $`qqq\stackrel{~}{g}`$ and $`q\overline{q}\stackrel{~}{g}`$ bound states are not formed for the same reason that no strong candidates exist for the hybrid states of quarks and gluons $`qqqg`$ and $`q\overline{q}g`$. Presumably, the QCD potential is too repulsive in the requisite color octet sub-states. Similarly the KTeV result would not strongly impact the light gluino hypothesis if the $`R^0(g\stackrel{~}{g})`$ state is too long lived as might occur if the photino were not sufficiently lighter in mass or in some gauge mediated SUSY breaking schemes. If the gluino is light (below 10 GeV) it is expected that the charginos and neutralinos would have dominantly non-leptonic decay modes into quark-antiquark-gluino. Thus the traditional signatures for these particles, isolated leptons and/or significant missing energy, would be invalidated. A dedicated search involving hadronic decay channels would then be required. As yet only the OPAL experiment has published the results of such a dedicated search . The graph in this reference constraining the chargino mass is, however, fully consistent with vanishing $`M_1`$ and $`M_2`$. The resulting parameters, $`\mu `$ and $`\mathrm{tan}\beta `$, however, are said to be inconsistent with the neutralino search if $`M_1`$ is zero. The OPAL work suggests that, assuming a light gluino decay of the charginos and neutralinos, the origin in the $`M_1M_2`$ plane is excluded. Even this result is in question since they assumed a $`100\%`$ hadronic decay which is unlikely even if the hadronic modes dominate. An extension of the OPAL analysis to exclude a finite region in the $`M_1M_2`$ plane is highly desirable. With $`M_1=M_2=0`$, the lightest chargino should be between $`50`$ and $`70`$ GeV at tree level but this mass might be increased somewhat by one-loop corrections. It would be useful if the LEP experiments other than OPAL would also publish results on hadronic events in the $`100`$ to $`180`$ GeV region. Since this overlaps the $`W`$ pair production region, it would be important to know whether there is sufficient flexibility in the Monte Carlos to allow the existence of such charginos in addition to whether the data is consistent with the standard model. We would also like to comment on the value of $`\mathrm{tan}\beta `$, which in our scenario is $`1.2<\mathrm{tan}\beta <2`$. It strongly determines the Higgs mass. In our scenario one would get within the MSSM a mass of $`h^0`$ between 61.3 GeV (for $`\mathrm{tan}\beta =1.2`$) and 77.3 GeV (for $`\mathrm{tan}\beta =2`$) for $`m_A=200`$ GeV, and the SUSY breaking parameters $`A=0`$, $`M_{Q_3}=500`$ GeV, $`M_{U_3}=450`$ GeV, $`M_{D_3}=500`$ GeV. (The mass scale of the sfermions of the first and second generation is unimportant). The present experimental bound on the mass of $`h^0`$, $`m_h110`$ GeV for $`\mathrm{tan}\beta <3`$, however, strongly relies on the dominance of the decay $`h^0b\overline{b}`$. In our case the branching ratio of this decay can be substantially reduced due to the possible decay modes $`h^0\stackrel{~}{g}\stackrel{~}{g}`$ and $`h^0\stackrel{~}{\chi }_2^0\stackrel{~}{\chi }_2^0`$ with $`\stackrel{~}{\chi }_2^0q\overline{q}\stackrel{~}{g}`$. A flavour independent search for a neutral scalar Higgs was performed by OPAL. According to this study, a Higgs mass $`<`$ 66.2 GeV, is excluded for $`\mathrm{sin}^2(\beta \alpha )0.5`$, where $`g\mathrm{sin}(\beta \alpha )/\mathrm{cos}\theta _W`$ is the coupling to $`Z^0`$. Hence a Higgs mass corresponding to our scenario is still possible especially if the coupling to the $`Z^0`$ is suppressed. In this context we would also like to mention the next–to–minimal supersymmetric extension of the Standard Model with a gauge singlet superfield added to the Higgs sector . In this model the lightest Higgs boson can have a weak coupling to the $`Z^0`$ and would therefore be hardly visible in $`e^+e^{}Zh^0`$. In such a model the maximum mass of the next to lightest neutral Higgs can be made to satisfy the current experimental limits with low values of $`\mathrm{tan}\beta `$ and scalar mass $`m_0`$. ## 6 Conclusions Detailed investigation of the dependence of the induced electric dipole moments of the electron and neutron on the SUSY breaking parameters indicates that the current experimental limits might provide useful hints toward the structure of the SUSY breaking Lagrangian. If the gaugino mass parameters are sufficiently small the squarks and sleptons might still be in the low energy region near 100 GeV and maximum SUSY CP violating phases are then still possible. The dipole moment amplitudes then suggest also a vanishing A parameter and a low $`\mathrm{tan}\beta `$. Critical tests of this scenario are possible at LEP II and in the next run at Fermilab. The alternative of having one or more gaugino mass parameters very large with the others small together with a small squark mass is also interesting and will be further explored in a future work. This work was supported in part by the US Department of Energy under grant no. DE-FG02-96ER-40967 and by the ”Fonds zur Förderung der Wissenschaftlichen Forschung” of Austria, project no P13139-PHY. LC wishes to thank the University of Vienna, the Institute of High Energy Physics of the Austrian Academy of Sciences, and the University of Bonn for hospitality during the period of this research. We also thank H. Eberl and S. Kraml for numerical checks of the Higgs masses.
warning/0007/hep-ph0007348.html	ar5iv	text	# RELATIONSHIP BETWEEN THE QUARK CONDENSATE AND LOW-ENERGY 𝜋⁢𝜋 OBSERVABLES BEYOND 𝑂⁢(𝑝⁴) Work supported in part by the EEC-TMR Program, Contract N. CT98-0169 (EURODAΦNE).. ## 1 Introduction Low-energy $`\pi \pi `$ scattering offers the rare possibility to test a fundamental property of the QCD vacuum, the strength of quark-antiquark condensation $`\overline{q}q`$. The knowledge of this quantity is crucial to understand the mechanism of spontaneous chiral symmetry breakdown (SB$`\chi `$S) in the Standard Model. The quark condensate, as every other order parameter, depends on the number of massless flavors $`N_f`$, and will in general experience a paramagnetic suppression as $`N_f`$ increases. It turns out that what can actually be measured from low-energy $`\pi \pi `$ scattering is the quark condensate in the limit of two massless flavors, $`N_f=2`$. The question to be addressed is to which extent $`N_f=2`$ is close to a critical point where $`\overline{q}q`$ disappears and chiral symmetry is eventually broken by higher-dimensional order parameters. The proper framework to analyze phenomenologically the issue is provided by the generalized version of Chiral Perturbation Theory ($`\chi `$PT) in the case of SU(2)$`\times `$SU(2) chiral symmetry. This is a reorganization of the standard expansion of $`\chi `$PT in which the quark condensate parameter $`B`$ is considered formally as a small quantity, in order to account for the possibility that the linear and quadratic terms, in the expansion of the pion mass $`M_\pi ^2`$ in powers of quark masses $`m_u=m_d=\widehat{m}`$, be of the same order. The chiral counting is modified accordingly, $$B\widehat{m}O(p),=\stackrel{~}{}^{(2)}+\stackrel{~}{}^{(3)}+\stackrel{~}{}^{(4)}+\mathrm{}$$ (1) with $`\stackrel{~}{}^{(d)}`$ containing additional terms, relegated in higher orders by the standard counting. The complete effective Lagrangian up to $`O(p^4)`$ can be found in Refs., together with its renormalization at 1 loop. At present, the low-energy $`\pi \pi `$ phase-shifts are rather poorly known, but considerable improvements are expected to come soon from new high-luminosity $`K_{e4}`$ decays experiments, performed at Brookhaven and DA$`\mathrm{\Phi }`$NE. These new data, together with the recent numerical solutions of Roy Equations, will allow to extract the two $`S`$-wave scattering lengths or, equivalently, the two parameters $`\alpha `$ and $`\beta `$, introduced in Ref. and representing respectively the amplitude and the slope at the symmetrical point $`s=t=u=4/3M_\pi ^2`$. In this perspective, we have established the relationship between the two-flavor quark condensate, expressed through the deviation from the Gell-Mann–Oakes–Renner relation, $$x_2^{\mathrm{GOR}}=\frac{\|2\widehat{m}\overline{q}q\|}{F_\pi ^2M_\pi ^2},$$ (2) and the parameters $`\alpha `$ and $`\beta `$, including the leading $`O(p^6)`$ double logarithmic corrections to the 1-loop result of Generalized $`\chi `$PT. ## 2 Double chiral logs Due to the smallness of the pion mass, double chiral logarithms are among the potentially most dangerous contributions at order $`O(p^6)`$. As first pointed out in Ref. they can be obtained from a 1-loop calculation, using the fact that, in the renormalization procedure, non-local divergences must cancel. Setting the space-time dimension $`d=4+\omega `$ to regulate the theory, all the low-energy constants (l.e.c.’s) of the generalized Lagrangian with $`k`$ derivatives and $`n`$ powers of the scalar source, $`c_{(k,n)}`$, have dimension $`2kn`$, except $`F^2`$ which has dimension $`[F^2]=d2`$. We thus replace $`F^2`$ with $`\mu ^{2\omega }F^2`$, making appear explicitly the scale parameter $`\mu `$ brought in by the regularization procedure. Since each loop involves a factor $`F^2`$, the chiral expansion of a generic amplitude $`𝒜`$, apart from an overall dimensional factor, takes the form, $$𝒜𝒜_{\mathrm{tree}}+\left(\frac{M_\pi }{\mu }\right)^\omega \underset{i}{}P_i^{(1)}(c_{(k,n)})g_i^{1\mathrm{loop}}+\left(\frac{M_\pi }{\mu }\right)^{2\omega }\underset{i}{}P_i^{(2)}(c_{(k,n)})f_i^{2\mathrm{loop}}+\mathrm{},$$ (3) where $`P_i^{1,2}`$ are polynomials in the l.e.c.’s and $`g_i`$ and $`f_i`$ are loop-functions of the kinematical variables, expressed in terms of dimensionless quantities. After writing the Laurent expansions of the loop-functions and of the coupling constants, $$f_i=\frac{f_{i,2}}{\omega ^2}+\frac{f_{i,1}}{\omega }+f_{i,0}+\mathrm{},g_i=\frac{g_{i,1}}{\omega }+g_{i,0}+\mathrm{},c_i=\frac{\delta _i}{\omega }+c_i^r+\mathrm{},$$ (4) and imposing the cancellation of the non-local divergences $`1/\omega \mathrm{log}M_\pi `$, one finds that the double chiral logarithms are given by the residues $`g_{i,1}`$ of the pole in $`\omega `$, and always occur in the same combination with the terms $`c_i^r\mathrm{log}(M_\pi /\mu )`$, $$𝒜^{\mathrm{llogs}}\frac{g_{i,1}}{8}\left[\frac{\mathrm{\Gamma }_i}{16\pi ^2}\mathrm{log}\frac{M_\pi ^2}{\mu ^2}+4c_i^r\right]\mathrm{log}\frac{M_\pi ^2}{\mu ^2},$$ (5) $`\mathrm{\Gamma }_i`$ being the $`\beta `$-function coefficients of the l.e.c. $`c_i`$. Notice that at order $`O(p^6)`$ we never have to deal with products like $`\mathrm{\Gamma }_i\mathrm{\Gamma }_j`$, since all 1-loop divergences are at least $`O(p^4)`$. We display the result for $`M_\pi `$ and $`F_\pi `$, where all l.e.c.’s, here and in the following, are renormalized at a scale $`\mu `$: $`{\displaystyle \frac{F_\pi ^2}{F^2}}M_\pi ^2`$ $`=`$ $`2B\widehat{m}+4A\widehat{m}^2+\left(9\rho _1+\rho _2+20\rho _4+2\rho _5\right)\widehat{m}^3`$ (6) $`+\left(16e_1+4e_2+32f_1+40f_2+8f_3+96f_4\right)\widehat{m}^4`$ $`+4a_3M_\pi ^2\widehat{m}^2{\displaystyle \frac{M_\pi ^2}{32\pi ^2F_\pi ^2}}\left(3M_\pi ^2+20A\widehat{m}^2\right)\mathrm{log}{\displaystyle \frac{M_\pi ^2}{\mu ^2}}`$ $`+\left[{\displaystyle \frac{33}{8}}+{\displaystyle \frac{65}{2}}{\displaystyle \frac{A\widehat{m}^2}{M_\pi ^2}}+60\left({\displaystyle \frac{A\widehat{m}^2}{M_\pi ^2}}\right)^2\right]M_\pi ^2\left({\displaystyle \frac{M_\pi ^2}{16\pi ^2F_\pi ^2}}\mathrm{log}{\displaystyle \frac{M_\pi ^2}{\mu ^2}}\right)^2,`$ $`F_\pi ^2`$ $`=`$ $`F^2[1+2\xi ^{(2)}\widehat{m}+(2a_1+a_2+4a_3+2b_12b_2)\widehat{m}^2{\displaystyle \frac{M_\pi ^2}{8\pi ^2F_\pi ^2}}\mathrm{log}{\displaystyle \frac{M_\pi ^2}{\mu ^2}}`$ (7) $`+{\displaystyle \frac{7}{2}}{\displaystyle \frac{M_\pi ^4}{F_\pi ^4}}\left({\displaystyle \frac{1}{16\pi ^2}}\mathrm{log}{\displaystyle \frac{M_\pi ^2}{\mu ^2}}\right)^2].`$ ## 3 The GOR ratio The amplitude for $`\pi \pi `$ scattering up to $`O(p^6)`$ has been first given in Ref., using dispersive techniques, independently of any assumption about the size of the chiral condensate. It can be expressed in terms of 6 parameters, $`\alpha ,\beta ,\lambda _1,\mathrm{},\lambda _4`$, $$A(s\|t,u)=A_{\mathrm{KMSF}}(s\|t,u;\alpha ,\beta ;\lambda _1,\lambda _2,\lambda _3,\lambda _4)+O[\left(\frac{p}{\mathrm{\Lambda }_\mathrm{H}}\right)^8,\left(\frac{M_\pi }{\mathrm{\Lambda }_\mathrm{H}}\right)^8].$$ (8) The $`\lambda _i`$’s can be determined from a set of twice subtracted fixed-$`t`$ dispersion relations (Roy Equations), whereas $`\alpha `$ and $`\beta `$ can be related to the two subtraction constants. Most of the sensitivity to $`\overline{q}q`$ is contained in the parameter $`\alpha `$, which, at tree level, varies from 1 to 4 if $`\overline{q}q`$ is decreased from its standard value down to zero. The complete two-loop S$`\chi `$PT calculation of Ref. allows in addition to express the six parameters in terms of the l.e.c.’s. It is interesting to notice that, in this standard case, the double chiral logarithms constitute by far the largest $`O(p^6)`$ contribution to $`\alpha `$. An explicit calculation in G$`\chi `$PT, along the lines described in the previous section, yields, $`\alpha `$ $`=`$ $`{\displaystyle \frac{F^2}{F_\pi ^2M_\pi ^2}}[2B\widehat{m}+16A\widehat{m}^24M_\pi ^2\xi ^{(2)}\widehat{m}+(81\rho _1+\rho _2+164\rho _4+2\rho _5)\widehat{m}^3`$ (9) $`8M_\pi ^2\left(2b_12b_2a_34c_1\right)\widehat{m}^2`$ $`+16\left(6Aa_3+16e_1+e_2+32f_1+34f_2+2f_3+72f_4\right)\widehat{m}^4`$ $`{\displaystyle \frac{M_\pi ^2}{32\pi ^2F_\pi ^2}}\left(4M_\pi ^2+204A\widehat{m}^2+528{\displaystyle \frac{A^2\widehat{m}^4}{M_\pi ^2}}\right)\mathrm{log}{\displaystyle \frac{M_\pi ^2}{\mu ^2}}`$ $`{\displaystyle \frac{1}{32\pi ^2F_\pi ^2}}\left[M_\pi ^4+88A\widehat{m}^2M_\pi ^2+528A^2\widehat{m}^4\right]`$ $`+M_\pi ^2[{\displaystyle \frac{533}{72}}+{\displaystyle \frac{18817}{30}}{\displaystyle \frac{A\widehat{m}^2}{M_\pi ^2}}+{\displaystyle \frac{61076}{15}}\left({\displaystyle \frac{A\widehat{m}^2}{M_\pi ^2}}\right)^2`$ $`+5808\left({\displaystyle \frac{A\widehat{m}^2}{M_\pi ^2}}\right)^3]\left({\displaystyle \frac{M_\pi ^2}{16\pi ^2F_\pi ^2}}\mathrm{log}{\displaystyle \frac{M_\pi ^2}{\mu ^2}}\right)^2],`$ $`\beta `$ $`=`$ $`1+2\xi ^{(2)}\widehat{m}4\xi _{}^{(2)}{}_{}{}^{2}\widehat{m}^2+2\left(3a_2+2a_3+4b_1+2b_2+4c_1\right)\widehat{m}^2`$ (10) $`{\displaystyle \frac{4M_\pi ^2}{32\pi ^2F_\pi ^2}}\left(1+10{\displaystyle \frac{A\widehat{m}^2}{M_\pi ^2}}\right)\left(\mathrm{log}{\displaystyle \frac{M_\pi ^2}{\mu ^2}}+1\right)`$ $`+\left({\displaystyle \frac{151}{36}}M_\pi ^4+{\displaystyle \frac{400}{3}}M_\pi ^2A\widehat{m}^2+420A^2\widehat{m}^4\right)\left[{\displaystyle \frac{1}{16\pi ^2F_\pi ^2}}\mathrm{log}{\displaystyle \frac{M_\pi ^2}{\mu ^2}}\right]^2,`$ $`\lambda _1`$ $`=`$ $`2l_1{\displaystyle \frac{1}{48\pi ^2}}\mathrm{log}{\displaystyle \frac{M_\pi ^2}{\mu ^2}}{\displaystyle \frac{1}{36\pi ^2}}+\left({\displaystyle \frac{25}{18}}+{\displaystyle \frac{130}{9}}{\displaystyle \frac{A\widehat{m}^2}{M_\pi ^2}}\right)\left[{\displaystyle \frac{M_\pi ^2}{16\pi ^2F_\pi ^2}}\mathrm{log}{\displaystyle \frac{M_\pi ^2}{\mu ^2}}\right]^2,`$ (11) $`\lambda _2`$ $`=`$ $`l_2{\displaystyle \frac{1}{48\pi ^2}}\mathrm{log}{\displaystyle \frac{M_\pi ^2}{\mu ^2}}{\displaystyle \frac{5}{288\pi ^2}}+\left({\displaystyle \frac{5}{3}}+{\displaystyle \frac{80}{9}}{\displaystyle \frac{A\widehat{m}^2}{M_\pi ^2}}\right)\left[{\displaystyle \frac{M_\pi ^2}{16\pi ^2F_\pi ^2}}\mathrm{log}{\displaystyle \frac{M_\pi ^2}{\mu ^2}}\right]^2,`$ (12) $`\lambda _3`$ $`=`$ $`{\displaystyle \frac{10}{9}}\left[{\displaystyle \frac{1}{16\pi ^2}}\mathrm{log}{\displaystyle \frac{M_\pi ^2}{\mu ^2}}\right]^2,\lambda _4={\displaystyle \frac{5}{18}}\left[{\displaystyle \frac{1}{16\pi ^2}}\mathrm{log}{\displaystyle \frac{M_\pi ^2}{\mu ^2}}\right]^2.`$ (13) It is easy to check that these formulae, when restricted to the standard case, agree with the ones displayed in Ref. based on the complete two-loop calculation. Eliminating the constant $`A`$ in favor of $`\alpha `$ and $`\xi ^{(2)}`$ in favor of $`\beta `$, one can express the GOR ratio of Eq. (2) as function of the combination $`\alpha +2\beta `$, $`x_2^{\mathrm{GOR}}`$ $`=`$ $`{\displaystyle \frac{2\widehat{m}BF^2}{F_\pi ^2M_\pi ^2}}=2{\displaystyle \frac{\alpha +2\beta }{3}}+{\displaystyle \frac{F^2}{F_\pi ^2M_\pi ^2}}\left(15\rho _1^{(2)}\rho _2^{(2)}+28\rho _4^{(2)}2\rho _5^{(2)}\right)\widehat{m}^3`$ (14) $`+\left[4a_2+8\left({\displaystyle \frac{\alpha +2\beta }{3}}1\right)a_3+8b_2+16c_1\right]\widehat{m}^2`$ $`+{\displaystyle \frac{64}{M_\pi ^2}}(e_1+2f_1+2f_2+4f_4)\widehat{m}^4+{\displaystyle \frac{M_\pi ^2}{288\pi ^2F_\pi ^2}}\left(\alpha +2\beta \right)\left[2411(\alpha +2\beta )\right]`$ $`+[6+{\displaystyle \frac{5}{3}}(\alpha +2\beta ){\displaystyle \frac{11}{9}}(\alpha +2\beta )^2]{\displaystyle \frac{M_\pi ^2}{32\pi ^2F_\pi ^2}}\mathrm{log}{\displaystyle \frac{M_\pi ^2}{\mu ^2}}+[{\displaystyle \frac{11}{60}}{\displaystyle \frac{4169}{1080}}(\alpha +2\beta )`$ $`+{\displaystyle \frac{5639}{1620}}(\alpha +2\beta )^2{\displaystyle \frac{121}{108}}(\alpha +2\beta )^3\left]\right({\displaystyle \frac{M_\pi ^2}{16\pi ^2F_\pi ^2}}\mathrm{log}{\displaystyle \frac{M_\pi ^2}{\mu ^2}})^2.`$ Fig. 1 shows this function for $`\mu =M_\eta `$. The upper left corner represents the standard case, corresponding to $`\alpha 1,\beta 1`$, while higher values for $`\alpha +2\beta `$ would imply a significant departure from that picture. The dashed line is the result without including the $`O(p^6)`$ double logarithms. The bands are obtained varying the $`\chi `$PT scale by $`\pm `$250 MeV and treating the unknown l.e.c.’s as randomly distributed around zero with magnitude according to naïve dimensional analysis, $$\rho _i\frac{1}{\mathrm{\Lambda }_\mathrm{H}},a_i,b_i,c_i,e_i,f_i\frac{1}{\mathrm{\Lambda }_\mathrm{H}^2}.$$ (15) Most of the uncertainty comes from the $`\mu `$-dependence, which however, quite interestingly, almost cancels when including the double logarithms. The contribution from the latters is found to be rather large, although smaller that the $`O(p^4)`$ one, and tends to compensate for the 1-loop shift. An additional uncertainty (of difficult estimation), from the remaining $`O(p^5,p^6)`$ pieces, should be understood in Fig. 1.
warning/0007/astro-ph0007278.html	ar5iv	text	# Dissipative N – body code for galaxy evolution. ## 1 Introduction Recent advances in extragalactic astrophysics show the close link of a disk galaxy dynamical evolution and its chemical and photometric behaviour over the Hubble timescale. In spite of remarkable succes of the modern theory of galaxy chemical evolution in explaining the properties of evolving galaxies () its serious shortcomings concern the multiparameter character and practical neglecting of dynamical effects. The inclusion of simplified dynamic into the chemical network () and vice versa the inclusion of simplified chemical scheme into the sophisticated 3D hydrodynamical code () gives very promising results and allows to avoid a formal approach typical to standard theory. In this paper the interplay between a disk galaxy dynamical evolution and its chemical behaviour is studied in a frame of a simplified model which provides a realistic description of the process of galaxy formation and evolution over the cosmological timescale. ## 2 Initial conditions The evolving galaxy is treated as a system of baryonic fragments embedded into the extended halo composed of dark nonbaryonic and baryonic matter. The halo is modelled as a static structure with dark (DH) and diluted baryonic (BH) halo components having Plummer – type density profiles (): $$\rho _{BH}(r)=\frac{M_{BH}}{\frac{4}{3}\pi b_{BH}^3}\frac{b_{BH}^5}{(r^2+b_{BH}^2)^{\frac{5}{2}}}$$ and $$\rho _{DMH}(r)=\frac{M_{DMH}}{\frac{4}{3}\pi b_{DMH}^3}\frac{b_{DMH}^5}{(r^2+b_{DMH}^2)^{\frac{5}{2}}},$$ where $$M_{DMH}=10^{12}M_{},b_{DMH}=25\mathrm{kpc},$$ $$M_{BH}=10^{11}M_{},b_{BH}=15\mathrm{kpc}.$$ The dense baryonic matter (future galaxy disk and bulge) of total mass of $`M_{gas}=10^{11}M_{}`$ is assumed to be distributed among $`N=2109`$ particles – fragments. The single particle density profile is also assumed to be a Plummer one. Its mass is taken to be $`m_i=M_{gas}/N`$ and radius $`h_i=1`$ kpc. Initially all particles are smoothly placed inside the sphere of radius $`R_{gas}=50`$ kpc and are involved into the Hubble flow ($`H_0=75`$ km/s/Mpc) and solid – body rotation around $`z`$ axis. The initial motion of this system is described as: $$𝐕(x,y,z)=[𝛀(x,y,z)\times 𝐫]+H_0𝐫+\mathrm{𝐃𝐕}(x,y,z),$$ where $`𝛀(x,y,z)=(0,0,1)\mathrm{\Omega }_{cir}`$ is an angular velocity of the rotating sphere, $`\mathrm{\Omega }_{cir}=V_{cir}/R_{gas}`$ and $$V_{cir}=\sqrt{G\frac{M_{gas}+M_{DMH}+M_{BH}}{R_{gas}}}.$$ The components $`DV_x`$, $`DV_y`$, $`DV_z`$ of the random velocity $`\mathrm{𝐃𝐕}`$ vector are assumed to be initially randomly distributed within an interval $`0÷10`$ km/s. ## 3 N – body code The dynamical evolution of baryonic matter fragments which are subjected to gravitational influences of DM–baryonic halo and interfragment interactions is followed by means of effective N – body integrator with individual time step. The dynamics of such N – body system is described by following equations: $$\{\begin{array}{ccc}d𝐑_i/dt=𝐕_i,\hfill & & \\ & & \\ d𝐕_i/dt=𝐀_i(𝐑,𝐕).\hfill & & \end{array}$$ (1) The acceleration of $`i`$ \- th particle $`𝐀_i`$ is defined as a sum of three components. $$𝐀_i=𝐀_i^{INT}+𝐀_i^{EXT}+𝐀_i^{VISC},$$ (2) where the first term $`𝐀_i^{INT}`$ accounts for gravitational interactions between fragments. The second one $`𝐀_i^{EXT}`$ is defined as an external gravitational acceleration caused by the DM and baryonic halo. The last term $`𝐀_i^{VISC}`$ corresponds to the viscous decceleration of fragment when passing through the baryonic halo. The gravitational interaction between fragments is defined as the interaction of $`N`$ Plummer profile elements: $$𝐀_i^{INT}=G\underset{j=1,ji}{\overset{N}{}}\frac{m_j}{(𝐑_{ij}^2+h_{ij}^2)^{\frac{3}{2}}}𝐑_{ij}.$$ (3) Here $`h_{ij}=(h_i+h_j)/2`$ and $`𝐑_{ij}=𝐑_i𝐑_j`$. Accounting for that the halo DM and baryonic components are also Plummer spheres the second term becomes: $$𝐀_i^{EXT}=G(\frac{M_{DMH}}{(𝐑_i^2+b_{DMH}^2)^{\frac{3}{2}}}+\frac{M_{BH}}{(𝐑_i^2+b_{BH}^2)^{\frac{3}{2}}})𝐑_i.$$ (4) The form of the last term $`𝐀_i^{VISC}`$ will be discussed in the next subsection. The characteristic time step $`\delta t_i`$ in the integration procedure for each particle is defined as: $$\delta t_i=Const\underset{j}{\mathrm{min}}[\sqrt{\frac{𝐑_{ij}}{𝐀_{ij}}},\frac{𝐑_{ij}}{𝐕_{ij}}]$$ (5) where the $`𝐕_{ij}=𝐕_i𝐕_j`$ and the $`𝐀_{ij}=𝐀_i𝐀_j`$. Here the $`Const`$ is a numerical parameter equal to $`Const=10^2`$ that provides a nice momentum and energy conservation over the integration interval of about $`15`$ Gyr. For example, in the conservative case (when viscosity of the system is set equal to $`0`$), the final total error in the energy equation is less than $`1\%`$. ## 4 Viscosity model The viscosity term $`𝐀_i^{VISC}`$ is artificially introduced into the model so as to match the results of more sophisticated SPH approach on dynamical evolution of disk galaxies. The best fitness of results of this simplified approach with SPH modelling data (see e.g. ) is achived when the momentum exchange between the baryonic halo and moving particles is modelled by the following expression: $$𝐀_i^{VISC}=k𝐕_i\frac{𝐕_i}{R_{VISC}}\frac{\rho _{BH}(r)}{\rho _{VISC}}\frac{m_i^{gas}}{m_i^{gas}+m_i^{star}}.$$ (6) Here $`\rho _{VISC}`$ and $`R_{VISC}`$ are numerical parameters set equal to $`\rho _{VISC}=0.2`$ cm<sup>-3</sup> and $`R_{VISC}=10`$ kpc. The vector $`𝐕_i`$ is a particle velocity vector. It is to be noted that single particle is assumed to have a total mass which doesn’t change with time and is defined as sum $`m_im_i^{gas}+m_i^{star}`$. But masses of its gas and star components $`m_i^{gas}`$ and $`m_i^{star}`$ are variable values and are defined by the temporal evolutionary status of the given fragment. Initially $`m_i^{star}=0`$. The results of fitness show that for $`z`$ component of viscosity term $`k=1`$. In the galaxy plane where it is necessary to account for baryonic halo and baryonic fragments partial corrotation the dynamical friction is decreased and for $`x,y`$ component of viscosity term $`k`$ reduced to the value $`0.15`$. ## 5 Density definition In the frame of the multifragmented model the definition of local gas density is introduced in the SPH manner, e.g. local gas density depends on the total mass of matter contained in the sphere of radius $`H_i`$ around the $`i`$ – th particle. For each $`i`$ – th particle the value of its smoothing radius $`H_i`$ is chosed (using the quicksort algorithm) requiring that the volume of such radius compraises $`N_B=21`$ nearest particles (i.e. $``$ 1 % of total number of particles $`N`$). Therefore, the total mass $`M_i`$ and density of gas $`\rho _i`$ inside this sphere are defined as $$M_i=\underset{j=1}{\overset{N}{}}\mathrm{\Delta }m_{ij}^{gas},\rho _i=\frac{M_i}{\frac{4}{3}\pi H_i^3},$$ (7) where $`\mathrm{\Delta }m_{ij}^{gas}`$ is defined as $$if𝐑_{ij}>(H_i+h_j)=>\mathrm{\Delta }m_{ij}^{gas}=0,$$ $$if𝐑_{ij}<(H_ih_j)=>\mathrm{\Delta }m_{ij}^{gas}=m_j^{gas},$$ $$else\mathrm{\Delta }m_{ij}^{gas}=m_j^{gas}\frac{H_i+h_j𝐑_{ij}}{2h_j}.$$ ## 6 Star formation and SN explosions A forming disk galaxy is modelled as a system of interacting fragments (named as particles) embedded into the extended halo. Each particle is composed of gas and stellar components and its total mass is defined as $`m_im_i^{gas}+m_i^{star}`$. Initially all particles are purelly gaseous and, therefore, initially $`m_i^{star}=0`$. To follow a particle star formation (SF) activity a special timemark $`t_i^{begSF}`$ is introduced which initially is set equal to $`t_i^{begSF}=0`$. The particles eligible to star formation events are chosen as particles which still have a sufficient amount of the gas component and their densities exceed some critical value $`\rho _{minSF}`$ during some fixed time interval $`\mathrm{\Delta }t_{SF}`$ (of order of free–fall time): $$\{\begin{array}{ccccc}\rho _i>\rho _{minSF},\hfill & & & & \\ & & & & \\ t_it_i^{begSF}>\mathrm{\Delta }t_{SF},\hfill & & & & \\ & & & & \\ m_i^{gas}/(m_i^{gas}+m_i^{star})>10^4.\hfill & & & & \end{array}$$ (8) Here $`\mathrm{\Delta }t_{SF}=50`$ Myr, and $`\rho _{minSF}=0.01`$ cm<sup>-3</sup> (this last value is not crucial and is only limiting one). If the particle was subjected to SF activity the parameter $`t_i^{begSF}`$ is set equal to $`t_i^{begSF}=t_i`$, , and $`m_i^{star}`$ and $`m_i^{gas}`$ are redefined as $$\{\begin{array}{ccc}m_i^{star}:=ϵ(1R)m_i^{gas}+m_i^{star},\hfill & & \\ & & \\ m_i^{gas}:=(1ϵ(1R))m_i^{gas}.\hfill & & \end{array}$$ (9) Here $`ϵ`$ is a SF efficiency which is defined as $$ϵ=\alpha \frac{\rho _i}{\rho _{SF}}(1exp(\frac{\rho _{SF}}{\rho _i})).$$ (10) Therefore, $$if\frac{\rho _i}{\rho _{SF}}0=>ϵ\alpha \frac{\rho _i}{\rho _{SF}},$$ $$if\frac{\rho _{SF}}{\rho _i}0=>ϵ\alpha .$$ To match available observational data on star formation efficiency (see e.g. ) parameters $`\alpha `$ and $`\rho _{SF}`$ are set equal to $`\alpha =0.5`$ and $`\rho _{SF}=10cm^3`$. The chemical evolution of each separate fragment is treated in the frame of one – zone close box model with instantaneous recycling. In the frame of this approach for the returned fraction of gas from evolved stars is taken a standard value $`R=0.25`$. Following the instantenuous recycling approximation it is assumed that after each SF and SN explosions the heavy element enriched gas is returned to the system and mixed with old (heavy element deficient) gas. After each act of SF and SN explosions the value of heavy element abundances of gas in particle is upgraded according to: $$Z_i:=Z_i+\frac{ϵR\mathrm{\Delta }Z}{1ϵ(1R)}.$$ (11) The value $`\mathrm{\Delta }Z=0.01`$ is used as an average value for all values of $`Z=0.001÷0.04`$ (see ). Initially $`Z_i=0.0`$ in all particles. ## 7 Conclusion The proposed simple model provides the self - consistent picture of the process of galaxy formation, its dynamical and chemical evolution is in agreement with the results of more sophisticated approaches (see e.g. ). * The rapidly rotating protogalaxy finally formed a three - component system resembling a typical spiral galaxies: a thin disk and spheroidal component made of gas and/or stars and a dark matter halo. Fig.1 and Fig.2 show respectively the star formation rate and the galaxy total stellar mass as a function of time. Fig.3 shows the cylindrical distribution of stellar (upper curve) and gaseous (lower one) components of the final model disk galaxy as a function of a distance from the galaxy center in the galactic plane. The total star formation rate (SFR) is a succesion of short bursts which doesn’t exceed $`28M_{}`$/yr. During first $`2`$ Gyr of evolution only about $`20\%`$ of total galaxy mass is transforms into the stars. The SFR gradually decreases, during the further evolution, to the value of about $`2M_{}`$/yr typical for our own Galaxy. The final total stellar and gas mass of the model galaxy disk are about $`92\%`$ and $`8\%`$. All these data as well as surface densities distributions of stellar and gaseous components (see Fig.4) are in nice agreement with present date observational data (). * The disk component posesses a typical spiral galaxy rotation curve and the distribution of radial and $`V_z`$ \- th velocities of baryonic particles clearly show the presence of the central bulge (see Fig.6 and Fig.7). * The metallicities and the global metallicity gradient resemble distributions observed in our own Galaxy (Fig.5). The averaged observed value of global metallicity $`Z/Z_{}(r)`$ (see ) is shown in this Fig. as a solid line. Acknowledgements: Peter Berczik would like to acknowledge the American Astronomical Society for financial support of this work under International Small Research Grant. ## 8 Figures Figure 1: The variation of total star formation rate of forming disk galaxy with time. Figure 2: The growth of galaxy stellar mass with time. Figure 3: The cylindrycal distribution of masses of stellar (upper curve) and gaseous (lower one) components as a function of distance from galaxy center in a galactic plane. Figure 4: The surface density radial distributions of stellar and gaseous components (stellar component is shown by filled stars, gaseous one by astericks). Theoretical distributions (not scaled) of surface density for radial exponential scale lengthes $`2.0`$ and $`3.0`$ kpc are shown below by lines. Figure 5: The radial distribution of heavy element abundances (averaged observed distribution of $`z`$ for our Galaxy is shown by solid line). Figure 6: The final distribution of $`V_z`$ \- th velocities of baryonic gas–stellar particles. Figure 7: The final galaxy rotation curve.
warning/0007/cond-mat0007478.html	ar5iv	text	# Singularity Cancellation in Fermion Loops through Ward Identities C. Kopper and J. Magnen Centre de Physique Théorique, CNRS UPR 14 Ecole Polytechnique 91128 Palaiseau Cedex, FRANCE Abstract Recently Neumayr and Metzner have shown that the connected $`N`$-point density-correlation functions of the two-dimensional and the one-dimensional Fermi gas at one-loop order generically (i.e. for nonexceptional energy-momentum configurations) vanish/are regular in the small momentum/small energy-momentum limits. Their result is based on an explicit analysis in the sequel of the results of Feldman et al. . In this note we use Ward identities to give a proof of the same fact - in a considerably shortened and simplified way - for any dimension of space. The infrared properties of the connected $`N`$-point density-correlation function of the interacting Fermi gas at one-loop order, to be called $`N`$-loop for shortness, are important for the understanding of interacting Fermi systems, in particular in the low energy regime. The $`N`$-loops appear as Feynman (sub)diagrams or as kernels in effective actions. In two dimensions e.g., their properties are relevant for the analysis of the electron gas in relation with questions such as the breakdown of Fermi liquid theory and high temperature superconductivity. We refer to the literature in this respect, see and references given there. Whereas the contribution of a single loop-diagram to the $`N`$-point function for $`N3`$ generally diverges in the small energy-momentum limit, these singularities have been known to cancel each other in various situations in the symmetrized contribution, i.e. when summing over all possible orderings of the external momenta, a phenomenon called loop-cancellation. The two-loop has been known explicitly in one, two and three dimensions for quite some time , the calculation in two dimensions goes back to Stern . We introduce the following notations adapted to those of : $`\mathrm{\Pi }_N(q_1,\mathrm{},q_N)`$ denotes the Fermionic $`N`$-loop for $`N3`$, see (2) below, as a function of the (outgoing) external energy-momentum variables $`q_1,q_2\mathrm{},q_{N1}`$ and $`q_N=(q_1+\mathrm{}+q_{N1})`$. Here the $`(d+1)`$-vector $`q`$ stands for $`(q_0,q_1,\mathrm{},q_d)=(q_0,\stackrel{}{q})`$. We also introduce the variables $$p_i=q_1+q_2+\mathrm{}+q_{i1},p_1=\mathrm{\hspace{0.17em}0},1iN.$$ (1) By definition we then have $$\mathrm{\Pi }_N(q_1,\mathrm{},q_N)=\frac{dk_0}{2\pi }\frac{d^dk}{(2\pi )^d}I_N(k;q_1,\mathrm{},q_N)\text{ with }I_N(k;q_1,\mathrm{},q_N)=\underset{j=1}{\overset{N}{}}G_0(kp_j)$$ (2) $$\text{ and }G_0(k)=\frac{1}{ik_0(\epsilon _\stackrel{}{k}\mu )},\epsilon _\stackrel{}{k}=\frac{\stackrel{}{k}^2}{2m},\mu \text{ being the Fermi energy.}$$ To have absolutely convergent integrals for $`N3`$, we restrict the subsequent considerations to the physically interesting cases $`d3`$. At the end of the paper we indicate how the same results can be obtained for $`d4`$. We also assume that the variables $`q_j`$ have been chosen such that the integrand is not singular (see below (8)). In the following we will choose units such that $`\mu =1,2m=1`$. By convention the vertex of $`q_1`$ will be viewed as the first vertex. Symmetrization with respect to the external momenta $`(q_1,\mathrm{},q_N)`$ diminishes the degree of singularity of the Fermion loops. To prove this fact we have to introduce some notation on permutations. We denote by $`\sigma `$ any permutation of the sequence $`(2,\mathrm{},N)`$. By $`\mathrm{\Pi }_N^\sigma (q_1,\mathrm{},q_N)`$ we then denote $`\mathrm{\Pi }_N(q_1,q_{\sigma ^1(2)},\mathrm{},q_{\sigma ^1(N)})`$. For the completely symmetrized $`N`$-loop we write<sup>1</sup><sup>1</sup>1We do not divide by the number of permutations, here $`(N1)!`$, to shorten some of the subsequent formulae. $$\mathrm{\Pi }_N^S(q_1,\mathrm{},q_N)=\underset{\sigma }{}\mathrm{\Pi }_N^\sigma (q_1,\mathrm{},q_N).$$ (3) We will also have to consider subsets of permutations : For $`nN2`$ and $`\mathrm{\hspace{0.17em}2}j_1<j_2<\mathrm{}<j_nN`$ we denote by $`\sigma _{(j_1,\mathrm{},j_n)}^{(i_1,\mathrm{},i_n)}`$ the permutation mapping $`j_\nu i_\nu =\sigma (j_\nu )\{2,\mathrm{},N\}`$, which preserves the order of the remaining sequence $`\left((2,\mathrm{},N)(j_1,\mathrm{},j_n)\right)`$, i.e. $`\sigma (\nu )<\sigma (\mu )`$ for $`\nu <\mu `$, if $`\nu ,\mu \{j_1,\mathrm{},j_n\}`$. When the target positions $`(i_1,\mathrm{},i_n)`$ are summed over (see e.g. (4) below), we will write shortly $`\sigma (j_1,\mathrm{},j_n)`$, or also $`\sigma _N(j_1,\mathrm{},j_n)`$, $`\sigma _N^n`$, if we want to indicate the number $`N`$. Note that $`n=N2`$ is already the most general case, since fixing the positions of $`N2`$ variables (apart from $`q_1`$) fixes automatically that of the last. For the permutation $`\sigma _{(j)}^{(i)}`$, which maps $`j`$ onto the $`i`$-th position in the sequence $`(2,\mathrm{},N)`$ (preserving the order of the other variables), we use the shorthands $`\sigma _j^i`$ or $`\sigma _j`$. We then also introduce the $`N`$-loop, symmetrized with respect to the previously introduced subsets of permutations, i.e.<sup>2</sup><sup>2</sup>2Again we do not multiply by $`\frac{(Nn1)!}{(N1)!}`$. $$\mathrm{\Pi }_N^{S_n(j_1,\mathrm{},j_n)}(q_1,\mathrm{},q_N)=\underset{\sigma _N(j_1,\mathrm{},j_n)}{}\mathrm{\Pi }_N^{\sigma _N(j_1,\mathrm{},j_n)}(q_1,\mathrm{},q_N),\text{ in particular }\mathrm{\Pi }_N^S=\mathrm{\Pi }_N^{S_{N2}}.$$ (4) The notations corresponding to (3 \- 4) will be applied in the same sense also to $`I_N`$. The recent result of Neumayr and Metzner, based on the exact expression for the $`N`$-loop from , which however is nontrivial to analyse, shows that for $`N>2`$ and $`d=1,\mathrm{\hspace{0.17em}2}`$ one has generically : $$\mathrm{\Pi }_N^S(\lambda q_1,\mathrm{},\lambda q_N)=O(1)\text{ for }\lambda 0,$$ (5) $$\mathrm{\Pi }_N^S(q_{10},\lambda \stackrel{}{q}_1,\mathrm{},q_{N0},\lambda \stackrel{}{q}_N)=O(\lambda ^{2N2})\text{ for }\lambda 0,$$ (6) $$\mathrm{\Pi }_N^S(q_1,\mathrm{},q_N)=O(\|\stackrel{}{q}_j\|)\text{ for }\stackrel{}{q}_j0.$$ (7) We are not completely sure about the authors’ definition of ’generically’. In any case their restrictions on the energy-momentum variables include the following one: The energy momentum set $`\{q_1,\mathrm{},q_N\}`$ is nonexceptional, if for all $`J_{}\{1,\mathrm{},N\}`$ we have $$\|\underset{iJ}{}q_{i0}\|\eta >0.$$ (8) Our bounds given in the subsequent proposition are based on this condition.<sup>3</sup><sup>3</sup>3As for the spatial components $`\stackrel{}{q}_i`$ we only suppose that they lie in some fixed compact region $`\{\|\stackrel{}{q}_j\|K\}`$.. Though we cannot exclude (and did not really try) that linear relations among the momentum variables $`\{\stackrel{}{q}_1,\mathrm{},\stackrel{}{q}_N\}`$ could even improve those bounds, it seems quite clear that they are saturated apart from subsets of momentum configurations of measure zero, cf. also the numerical results mentioned in . Furthermore they deteriorate with the parameter $`\eta ^1`$ (cf. the remarks in the end of the paper). Proposition : For nonexceptional energy-momentum configurations $`\{q_1,\mathrm{},q_N\}`$ (as defined through (8) with $`\eta `$ fixed) and for $`N3`$ and $`nN2`$ the following bounds hold: $$A)\text{ In the small }\lambda \text{ limit }q_{i0}\lambda q_{i0},\stackrel{}{q}_i\lambda \stackrel{}{q}_i,\lambda \mathrm{\hspace{0.17em}0}$$ (9) $$A1)\|\mathrm{\Pi }_N(\lambda q_1,\mathrm{},\lambda q_N)\|O(\lambda ^{(N2)})\text{}$$ (10) $$A2)\|\mathrm{\Pi }_N^{S_n}(\lambda q_1,\mathrm{},\lambda q_N)\|O(\lambda ^{(N2n)}),\|\mathrm{\Pi }_N^S(\lambda q_1,\mathrm{},\lambda q_N)\|O(1).$$ (11) $$B)\text{ In the dynamical limit }\stackrel{}{q}_i\lambda \stackrel{}{q}_i,\lambda \mathrm{\hspace{0.17em}0}$$ (12) $$B1)\|\mathrm{\Pi }_N(q_{10},\lambda \stackrel{}{q}_1,\mathrm{},q_{N0},\lambda \stackrel{}{q}_N)\|O(\lambda ^2),$$ (13) $$B2)\|\mathrm{\Pi }_N^{S_n}(q_{10},\lambda \stackrel{}{q}_1,\mathrm{})\|O(\lambda ^{2n+2}),\|\mathrm{\Pi }_N^S(q_{10},\lambda \stackrel{}{q}_1,\mathrm{})\|O(\lambda ^{2N2}).$$ (14) The functions $`\lambda ^{N2}\mathrm{\Pi }_N(\lambda q_1,\mathrm{},\lambda q_N)`$, $`\mathrm{\Pi }_N^S(\lambda q_1,\mathrm{},\lambda q_N)`$, $`\mathrm{\Pi }_N(q_{10},\lambda \stackrel{}{q}_1,\mathrm{},q_{N0},\lambda \stackrel{}{q}_N)`$ and $`\mathrm{\Pi }_N^S(q_{10},\lambda \stackrel{}{q}_1,\mathrm{},q_{N0},\lambda \stackrel{}{q}_N)`$ are analytic functions of $`\lambda `$ in a neighbourhood of $`\lambda =0`$ (depending on the momentum configuration, in particular on $`\eta `$). Proof : To prove A1) we perform the $`k_0`$-integration using residue calculus, so that (2) takes the form (cf. ) $$\mathrm{\Pi }_N(q_1,\mathrm{},q_N)=\underset{i=1}{\overset{N}{}}_{\|\stackrel{}{k}\stackrel{}{p}_i\|<1}\frac{d^dk}{(2\pi )^d}\left(\underset{j=1,ji}{\overset{N}{}}f_{ij}(\stackrel{}{k})\right)^1,\text{ where }$$ (15) $$f_{ij}(\stackrel{}{k})=\epsilon (\stackrel{}{k}\stackrel{}{p}_i)\epsilon (\stackrel{}{k}\stackrel{}{p}_j)+i(p_{i0}p_{j0})=\mathrm{\hspace{0.17em}2}\stackrel{}{k}(\stackrel{}{p}_j\stackrel{}{p}_i)+(\stackrel{}{p}_i^{\mathrm{\hspace{0.17em}2}}\stackrel{}{p}_j^{\mathrm{\hspace{0.17em}2}})+i(p_{i0}p_{j0}).$$ This implies that $$\mathrm{\Pi }_N(\lambda q_1,\mathrm{},\lambda q_N)=\lambda ^{(N1)}\underset{i=1}{\overset{N}{}}_{\|\stackrel{}{k}\lambda \stackrel{}{p}_i\|<1}\frac{d^dk}{(2\pi )^d}\left(\underset{j=1,ji}{\overset{N}{}}f_{ij}^\lambda (\stackrel{}{k})\right)^1,\text{ where }$$ (16) $$f_{ij}^\lambda (\stackrel{}{k})=\mathrm{\hspace{0.17em}2}\stackrel{}{k}(\stackrel{}{p}_j\stackrel{}{p}_i)+\lambda (\stackrel{}{p}_i^{\mathrm{\hspace{0.17em}2}}\stackrel{}{p}_j^{\mathrm{\hspace{0.17em}2}})+i(p_{i0}p_{j0}).$$ By Lemma 1 below we find $$\underset{i=1}{\overset{N}{}}_{\|\stackrel{}{k}\|<1}\frac{d^dk}{(2\pi )^d}\left(\underset{j=1,ji}{\overset{N}{}}f_{ij}^\lambda (\stackrel{}{k})\right)^1=\mathrm{\hspace{0.17em}0}$$ (17) so that we obtain $$\mathrm{\Pi }_N(\lambda q_1,\mathrm{},\lambda q_N)=\lambda ^{(N1)}\underset{i=1}{\overset{N}{}}\{_{\|\stackrel{}{k}\lambda \stackrel{}{p}_i\|<1}_{\|\stackrel{}{k}\|<1}\}\frac{d^dk}{(2\pi )^d}\left(\underset{j=1,ji}{\overset{N}{}}f_{ij}^\lambda (\stackrel{}{k})\right)^1.$$ (18) Thus each entry in the sum in (16) has to be integrated only over a domain of measure $`O(\lambda )`$. Since the integrands are bounded in modulus by $`O(1)`$ due to the nonexceptionality of the momenta, this leads to the statement (10). To prove B1), (13) we use again (15) $$\mathrm{\Pi }_N(q_{10},\lambda \stackrel{}{q}_1,\mathrm{},q_{N0},\lambda \stackrel{}{q}_N)=\underset{i=1}{\overset{N}{}}\{_{\|\stackrel{}{k}\lambda \stackrel{}{p}_i\|<1}_{\|\stackrel{}{k}\|<1}\}\frac{d^dk}{(2\pi )^d}\left(\underset{j=1,ji}{\overset{N}{}}f_{ij}(\lambda ;\stackrel{}{k})\right)^1$$ (19) $$\text{ with }f_{ij}(\lambda ;\stackrel{}{k})=\mathrm{\hspace{0.17em}2}\lambda \stackrel{}{k}(\stackrel{}{p}_j\stackrel{}{p}_i)+\lambda ^2(\stackrel{}{p}_i^{\mathrm{\hspace{0.17em}2}}\stackrel{}{p}_j^{\mathrm{\hspace{0.17em}2}})+i(p_{i0}p_{j0}).$$ On performing the change of variables $`\stackrel{~}{\stackrel{}{k}}=\stackrel{}{k}\lambda \stackrel{}{p}_i`$ in the integral over $`\|\stackrel{}{k}\lambda \stackrel{}{p}_i\|<1`$ one realizes that the difference between the two integrals is of order $`\lambda ^2`$. Or one may convince oneself that both integrals are even functions of $`\lambda `$. In any case this proves B1). The previous considerations also imply that $`\lambda ^{N2}\mathrm{\Pi }_N(\lambda q_1,\mathrm{},\lambda q_N)\text{ and }\mathrm{\Pi }_N(q_{10},\lambda \stackrel{}{q}_1,\mathrm{})`$ are analytic around $`\lambda =0`$: The imaginary parts of the denominators in (15, 16) stay bounded away from zero, and a convergent Taylor expansion for $`\lambda ^{N2}\times `$(18) is easily obtained on performing the change of variables $`\stackrel{~}{\stackrel{}{k}}=\stackrel{}{k}\lambda \stackrel{}{p}_i`$ in the first integrals. For the proof of the proposition we will need also a slight generalization of the bounds on (15), which we have just obtained. We have to regard integrals of the type $$\mathrm{\Pi }_N(\phi ;q_1,\mathrm{},q_N):=\frac{dk_0}{2\pi }\frac{d^dk}{(2\pi )^d}I_N(k;q_1,\mathrm{},q_N)\phi (\stackrel{}{k};q_1,\mathrm{},q_N),$$ (20) where we demand that the functions $`\phi (\stackrel{}{k};q_1,\mathrm{},q_N)`$ be continuous and uniformly bounded in the domain specified by (8) : $`\|\phi (\stackrel{}{k};q_1,\mathrm{},q_N)\|C`$ for some suitable $`C>0`$, and furthermore $$\|\phi (\stackrel{}{k};q_1,\mathrm{},q_N)\phi (\stackrel{}{k}+\stackrel{}{q};q_1,\mathrm{},q_N)\|\underset{J}{sup}\|\stackrel{}{q}\stackrel{}{q}_J\|C\text{uniformly in }\stackrel{}{q}\mathrm{I}\mathrm{R}^d.$$ (21) Here we set $$\stackrel{}{q}_J=\underset{jJ}{}\stackrel{}{q}_j\text{for }J\{1,\mathrm{},N\}.$$ (22) The scaling and dynamical limits A1) and B1) can also be studied for $`\mathrm{\Pi }_N(\phi ;q_1,\mathrm{},q_N)`$ on introducing $$\phi _s(\stackrel{}{k};q_1,\mathrm{},q_N)=\phi (\stackrel{}{k};\lambda q_1,\mathrm{},\lambda q_N),\phi _d(\stackrel{}{k};q_1,\mathrm{},q_N)=\phi (\stackrel{}{k};q_{10},\lambda \stackrel{}{q}_1,\mathrm{},q_{N0},\lambda \stackrel{}{q}_N).$$ (23) To perform the $`k_0`$-integration as before, it is important to note that $`\phi `$ does not depend on $`k_0`$. The bounds $$\|\mathrm{\Pi }_N(\phi _s;\lambda q_1,\mathrm{},\lambda q_N)\|O(\lambda ^{(N2)}),\|\mathrm{\Pi }_N(\phi _d;q_{10},\lambda \stackrel{}{q}_1,\mathrm{},q_{N0},\lambda \stackrel{}{q}_N)\|O(\lambda ^2)$$ (24) are then proven as previously. In particular to prove (13) we perform the same change of variables as after (19) and use (after telescoping the integrand) $$\|\phi _d(\stackrel{~}{\stackrel{}{k}}+\lambda \stackrel{}{p}_i;q_1,\mathrm{},q_N)\phi _d(\stackrel{~}{\stackrel{}{k}};q_1,\mathrm{},q_N)\|O(\lambda ^2)$$ for $`\|\stackrel{}{p}_i\|K`$, to obtain the factor of $`\lambda ^2`$ required in B1). We finally note that (24) also holds for $`N2`$, by same method of proof, if the function $`\phi `$ assures the integrability of the integrand. On multiplying any admissible $`\phi `$ by the function $`\mathrm{\Delta }`$ or from (34), this is assured, and $`\mathrm{\Delta }\phi `$ has the properties required for $`\phi `$ above. Therefore we also find for $`N2`$ $$\|\mathrm{\Pi }_N((\mathrm{\Delta }\phi )_s;\lambda q_1,\mathrm{},\lambda q_N)\|O(\lambda ^{(N2)}),\|\mathrm{\Pi }_N((\mathrm{\Delta }\phi )_d;q_{10},\lambda \stackrel{}{q}_1,\mathrm{},q_{N0},\lambda \stackrel{}{q}_N)\|O(\lambda ^2),$$ (25) and the same bound for $`\mathrm{\Pi }_N(\frac{1}{A}\phi )`$, using $`\frac{1}{A}`$ from (32) (in case $`\stackrel{}{q}_j`$ does not vanish). It remains to prove Lemma 1 : For any $`n2`$ and pairwise distinct complex numbers $`a_i`$, $`i\{1,\mathrm{},n\}`$, we set $`a_{i,j}=a_ia_j`$. Then we have $$\underset{i=1}{\overset{n}{}}\underset{ji,j=1}{\overset{n}{}}\frac{1}{a_ia_j}=\mathrm{\hspace{0.17em}0}.$$ (26) Proof : By isolating the term $`i=1`$ in the sum $$\underset{i=1}{\overset{n}{}}\underset{ji,j=1}{\overset{n}{}}\frac{1}{a_ia_j}=\underset{j=2}{\overset{n}{}}\frac{1}{a_1a_j}\underset{i=2}{\overset{n}{}}\left(\underset{ji,j=2}{\overset{n}{}}\frac{1}{a_ia_j}\right)\frac{1}{a_1a_i}$$ (27) we obtain a presentation of (26) in terms of a difference of two rational functions of the complex variable $`a_1`$. They both have simple poles at $`a_2,\mathrm{},a_n`$ with identical residues. So the left hand side is an entire function of $`a_1`$ which vanishes for $`\|a_1\|\mathrm{}`$ and thus equals zero. (This implies that the second term on the right hand side is the partial fraction expansion of the first.) We now want to show how to obtain the statements A2) and B2) from A1) and B1) using the Ward identity,<sup>4</sup><sup>4</sup>4When regarding more general situations, a more general form of this identity can be derived from the functional integral defining the interacting fermion theory, in a way analogous to the famous Ward identity of QED. This identity between $`N`$\- and $`N1`$-point functions is related to fermion number conservation. In the present case we avoid introducing functional integrals and restrict to the simple propagator identity (28). in form of the simple propagator identity $$(iq_02\stackrel{}{q}\stackrel{}{k}+\stackrel{}{q}^{\mathrm{\hspace{0.17em}2}})G_0(kq)G_0(k)=G_0(kq)G_0(k).$$ (28) When applying this identity to the product of the two subsequent propagators in $`I_N`$ (2), which differ by the momentum $`q_j`$, and then summing over all possible positions of the momentum $`q_j`$ in the loop, the sum telescopes, and we are left with the very first and very last contributions, the last being obtained from the first on shifting the variable $`k`$ by $`q_j`$. Thus we obtain for $`j\{2,\mathrm{},N\}`$ $$\underset{\sigma _j}{}\{iq_{j,0}2\stackrel{}{q}_j(\stackrel{}{k}\stackrel{}{p}^{\sigma _j})+\stackrel{}{q}_j^{\mathrm{\hspace{0.17em}2}}\}I_N^{\sigma _j}(k;q_1,q_2,\mathrm{},q_N)=$$ (29) $$I_{N1}(k;q_1+q_j,q_2,\mathrm{},\overline{)}q_j,\mathrm{},q_N)I_{N1}(k+q_j;q_1+q_j,q_2,\mathrm{},\overline{)}q_j,\mathrm{},q_N).$$ Note that the term on the r.h.s. vanishes on integration over $`k`$. The momentum $`p^{\sigma _j}`$, short for $`p^{\sigma _j^i}`$, is defined to be the momentum arriving at the vertex of $`q_j`$ for the permutation $`\sigma _j^i`$, i.e. $$p^{\sigma _j^i}=q_1+q_{\sigma ^1(2)}+\mathrm{}+q_{\sigma ^1(i1)}=\{\begin{array}{cc}\hfill q_1+\mathrm{}+q_{j1}+q_{j+1}+\mathrm{}+q_i,& \text{ for }i>j\hfill \\ \hfill q_1+\mathrm{}+q_{i1},& \text{ for }i<j.\hfill \end{array}\}$$ (30) We can rewrite (29) as $$A(\stackrel{}{k},q_j)I_N^{S_1(j)}(k;q_1,\mathrm{},q_N)=\underset{\sigma _j}{}2\stackrel{}{q}_j\stackrel{}{p}^{\sigma _j}I_N^{\sigma _j}(k;q_1,\mathrm{},q_N)+$$ (31) $$I_{N1}(k;q_1+q_j,\mathrm{},\overline{)}q_j,\mathrm{},q_N)I_{N1}(k+q_j;q_1+q_j,\mathrm{},\overline{)}q_j,\mathrm{},q_N)$$ $$\text{ with the definition }A(\stackrel{}{k},q_j)=iq_{j0}2\stackrel{}{q}_j\stackrel{}{k}+\stackrel{}{q}_j^{\mathrm{\hspace{0.17em}2}}.$$ (32) On dividing by $`A(\stackrel{}{k},q_j)`$, which is bounded away from $`\mathrm{\hspace{0.17em}0}`$ due to (8), we obtain (in shortened notation) $$I_N^{S_1(j)}(k;q_1,\mathrm{})=\underset{\sigma _j}{}\frac{2}{A(\stackrel{}{k},q_j)}\stackrel{}{q}_j\stackrel{}{p}^{\sigma _j}I_N^{\sigma _j}(k;q_1,\mathrm{})+\mathrm{\Delta }(\stackrel{}{k},q_j)I_{N1}(k+q_j;q_1+q_j,\mathrm{})$$ (33) $$+\frac{1}{A(\stackrel{}{k},q_j)}I_{N1}(k;q_1+q_j,\mathrm{})\frac{1}{A(\stackrel{}{k}+\stackrel{}{q}_j,q_j)}I_{N1}(k+q_j;q_1+q_j,\mathrm{}).$$ Here we used the definition $$\mathrm{\Delta }(\stackrel{}{k},q_j)=\frac{1}{A(\stackrel{}{k}+\stackrel{}{q}_j,q_j)}\frac{1}{A(\stackrel{}{k},q_j)}=\frac{2\stackrel{}{q}_j^{\mathrm{\hspace{0.17em}2}}}{A(\stackrel{}{k}+\stackrel{}{q}_j,q_j)A(\stackrel{}{k},q_j)}.$$ (34) Regarding (33) we realize that the last two terms give a vanishing contribution on integration over $`\stackrel{}{k}`$, by a shift of $`k`$. And the prefactors of the first two terms scale as $`\lambda ^2`$ in the dynamical limit (see below (45, 46)), whereas there appears a gain of a factor of $`\lambda `$ in the scaling limit when taking into account the change $`NN1`$ in the second term and using an inductive argument based on A2) (11). To make work this inductive argument, we have to generalize (33) to symmetrization w.r.t. more than one variable. The Ward identity for $`I_N^{\sigma _N^n}`$ with $`n2`$ is obtained from (28) in the same way as (29) : $$\underset{\sigma _N(j_1,\mathrm{},j_n)}{}\{iq_{j_\nu ,0}2\stackrel{}{q}_{j_\nu }(\stackrel{}{k}\stackrel{}{p}_{j_\nu }^{\sigma _N^n})+\stackrel{}{q}_{j_\nu }^{\mathrm{\hspace{0.17em}2}}\}I_N^{\sigma _N^n}(k;q_1,\mathrm{},q_N)=$$ (35) $$\underset{\sigma _{N1}(j_1,\mathrm{},\mathit{}_\nu ,\mathrm{},j_n)}{}\left(I_{N1}^{\sigma _{N1}^{n1}}(k;q_1+q_{j_\nu },\mathrm{},q_N)I_{N1}^{\sigma _{N1}^{n1}}(k+q_{j_\nu };q_1+q_{j_\nu },\mathrm{},q_N)\right).$$ Here the momentum $`\stackrel{}{p}_{j_\nu }^{\sigma _N^n}`$ is the one arriving at the vertex of $`q_{j_\nu }`$, $`j_\nu \{j_1,\mathrm{},j_n\}`$, for the permutation $`\sigma _N^n`$. For each permutation $`\sigma _N^n`$ appearing on the l.h.s. we sum on the r.h.s. over a permutation $`[\sigma _{N1}^{n1}(\sigma _N^n,j_\nu )](j_1,\mathrm{},\overline{)}j_\nu ,\mathrm{},j_n)`$ which is defined as $$[\sigma _{N1}^{n1}(\sigma _N^n,j_\nu )](j)=\{\begin{array}{cc}\hfill \sigma _N^n(j),& \text{ if }\sigma _N^n(j)<\sigma _N^n(j_\nu )\hfill \\ \hfill \sigma _N^n(j)1,& \text{ if }\sigma _N^n(j)>\sigma _N^n(j_\nu )\hfill \end{array}\}$$ (36) (so that $`\sigma _{N1}^{n1}(\sigma _N^n,j_\nu )`$ is indeed a map onto $`\{2,\mathrm{},N1\}`$). To proceed to an identity in terms of $`I_N^{S_n}`$ we have to analyse and eliminate (as far as possible) the dependence of the term $`\stackrel{}{q}_{j_\nu }\stackrel{}{p}_{j_\nu }^{\sigma _N^n}`$ on the permutations $`\sigma _N^n`$. We use the following Lemma 2 : $$a)_{\nu =1}^n\stackrel{}{q}_{j_\nu }\stackrel{}{p}_{j_\nu }^{\sigma (j_1,\mathrm{},j_n)}=_{\genfrac{}{}{0pt}{}{i,j,i<j}{i,j\{j_1,\mathrm{},j_n\}}}\stackrel{}{q}_i\stackrel{}{q}_j+_{\nu =1}^n\stackrel{}{q}_{j_\nu }\stackrel{}{\widehat{p}}_{j_\nu }^{\sigma (j_1,\mathrm{},j_n)}.$$ (37) Here $`\widehat{p}`$ is obtained from $`p`$ by setting to zero the momenta $`q_{j_1},\mathrm{},q_{j_n}`$, i.e. $$\widehat{p}_{j_\nu }^{\sigma (j_1,\mathrm{},j_n)}(q_1,\mathrm{},q_N)=p_{j_\nu }^{\sigma (j_1,\mathrm{},j_n)}(\widehat{q}_1,\mathrm{},\widehat{q}_N),$$ (38) where $`\widehat{q}_i=q_i`$, if $`i\{j_1,\mathrm{},j_n\}`$ and $`\widehat{q}_i=0`$, if $`i\{j_1,\mathrm{},j_n\}`$. $$b)\widehat{p}_{j_\nu }^{\sigma (j_1,\mathrm{},j_n)}(q_1,\mathrm{},q_N)=\widehat{p}^{\widehat{\sigma }_{j_\nu }}:=_{\genfrac{}{}{0pt}{}{k(\{2,\mathrm{},N\}\{j_1,\mathrm{},\mathit{}_\nu ,\mathrm{},j_n\}),}{k<\widehat{\sigma }_{j_\nu }^1(j_\nu )}}q_{\widehat{\sigma }_{j_\nu }^1(k)}.$$ (39) Here $`\widehat{\sigma }_{j_\nu }`$ is a permutation of the type $`\sigma _{N(n1)}^1`$, and it is defined as the permutation of the sequence $`\left((2,\mathrm{},N)(j_1,\mathrm{},\overline{)}j_\nu ,\mathrm{},j_n)\right)`$ which transfers $`j_\nu `$ to the same position relative to $`\left((2,\mathrm{},N)(j_1,\mathrm{},j_n)\right)`$ as $`\sigma (j_1,\mathrm{},j_n)`$ does. $$c)_{\sigma (j_1,\mathrm{},j_n)}I_N^{\sigma (j_1,\mathrm{},j_n)}=_{\widehat{\sigma }_{j_\nu }}(I_N^{S_{n1}(j_1,\mathrm{},\mathit{}_\nu ,\mathrm{},j_n)})^{\widehat{\sigma }_{j_\nu }}.$$ (40) Proof : a) To extract all terms $`\stackrel{}{q}_i\stackrel{}{q}_j,i,j\{j_1,\mathrm{},j_n\}`$ from $`_{\nu =1}^n\stackrel{}{q}_{j_\nu }\stackrel{}{p}_{j_\nu }^{\sigma (j_1,\mathrm{},j_n)}`$, we go through the sum over $`j_\nu `$ according to the order in which $`q_{j_\nu }`$ appears in the $`N`$-loop for the permutation $`\sigma (j_1,\mathrm{},j_n)`$, starting from the last momentum. We realize that we pick up exactly once each pair $`\stackrel{}{q}_i\stackrel{}{q}_j,i,j\{j_1,\mathrm{},j_n\}`$. Once these terms have been extracted the remainder obviously takes the form from (37). b) Since $`\widehat{p}_{j_\nu }^{\sigma (j_1,\mathrm{},j_n)}(q_1,\mathrm{},q_N)`$ equals the sum of the momenta arriving at the vertex of $`q_{j_\nu }`$ in the permutation $`\sigma (j_1,\mathrm{},j_n)`$, with all $`q_j,j\{j_1,\mathrm{},j_n\}`$ set to zero, it is equal to the sum over those momenta, which lie in the complementary set and arrive at the vertex of $`q_{j_\nu }`$. So it equals $`\widehat{p}^{\widehat{\sigma }_{j_\nu }}`$. c) On the r.h.s. of (40), $`I_N^{S_{n1}}`$, which has been symmetrized w.r.t. $`(j_1,\mathrm{},\overline{)}j_\nu ,\mathrm{},j_n)`$, depends only on the sequence $`\left((2,\mathrm{},N)(j_1,\mathrm{},\overline{)}j_\nu ,\mathrm{},j_n)\right)`$, which is acted upon by $`\widehat{\sigma }_{j_\nu }`$. The statement (40) then follows from the observation that summing over all possible orderings of $`(j_1,\mathrm{},j_n)`$ within $`(2,\mathrm{},N)`$, keeping the order of the remaining variables fixed, can be achieved by summing, for fixed ordering of $`\left((2,\mathrm{},N)(j_1,\mathrm{},\overline{)}j_\nu ,\mathrm{},j_n)\right)`$, over all possible orderings of $`(j_1,\mathrm{},\overline{)}j_\nu ,\mathrm{},j_n)`$ within $`(2,\mathrm{},N)`$, and then over the position of $`j_\nu `$ relative to $`\left((2,\mathrm{},N)(j_1,\mathrm{},j_n)\right)`$. Using Lemma 2 we come back to the analysis of (35). On summing over $`\nu `$ we obtain: $$\left[\underset{\nu =1}{\overset{n}{}}\{iq_{j_\nu ,0}2\stackrel{}{q}_{j_\nu }\stackrel{}{k}+\stackrel{}{q}_{j_\nu }^{\mathrm{\hspace{0.17em}2}}\}+\underset{\genfrac{}{}{0pt}{}{i,j,i<j}{i,j\{j_1,\mathrm{},j_n\}}}{}\stackrel{}{q}_i\stackrel{}{q}_j\right]I_N^{S_n(j_1,\mathrm{},j_n)}(k;q_1,\mathrm{},q_N)=$$ (41) $$\mathrm{\hspace{0.17em}2}\underset{\nu =1}{\overset{n}{}}\underset{\widehat{\sigma }_{j_\nu }}{}\stackrel{}{q}_{j_\nu }\stackrel{}{\widehat{p}}_{j_\nu }^{\widehat{\sigma }_{j_\nu }}\left(I_N^{S_{n1}(j_1,\mathrm{},\mathit{}_\nu ,\mathrm{},j_n)}\right)^{\widehat{\sigma }_{j_\nu }}(k;q_1,\mathrm{},q_N)$$ $$+\underset{\nu =1}{\overset{n}{}}\underset{\sigma _{N1}^{n1}}{}\left(I_{N1}^{\sigma _{N1}^{n1}}(k;q_1+q_{j_\nu },\mathrm{},\overline{)}q_{j_\nu },\mathrm{},q_N)I_{N1}^{\sigma _{N1}^{n1}}(k+q_{j_\nu };q_1+q_{j_\nu },\mathrm{},\overline{)}q_{j_\nu },\mathrm{},q_N)\right).$$ For the prefactor on the l.h.s. of (41) we write $$A(\stackrel{}{k};q_{j_1},\mathrm{},q_{j_n}):=\underset{\nu =1}{\overset{n}{}}\{iq_{j_\nu ,0}2\stackrel{}{q}_{j_\nu }\stackrel{}{k}+\stackrel{}{q}_{j_\nu }^{\mathrm{\hspace{0.17em}2}}\}+\underset{\genfrac{}{}{0pt}{}{i,j,i<j}{i,j\{j_1,\mathrm{},j_n\}}}{}\stackrel{}{q}_i\stackrel{}{q}_j,$$ (42) and we also introduce $$\mathrm{\Delta }(\stackrel{}{k},\stackrel{}{q}_{j_\nu };q_{j_1},\mathrm{},q_{j_n}):=\frac{1}{A(\stackrel{}{k}+\stackrel{}{q}_{j_\nu };q_{j_1},\mathrm{})}\frac{1}{A(\stackrel{}{k};q_{j_1},\mathrm{})}=\frac{2\underset{\mu =1}{\overset{n}{}}\stackrel{}{q}_{j_\mu }\stackrel{}{q}_{j_\nu }}{A(\stackrel{}{k};\mathrm{})A(\stackrel{}{k}+\stackrel{}{q}_{j_\nu };\mathrm{})}.$$ (43) We divide by $`A(\stackrel{}{k};q_{j_1},\mathrm{},q_{j_n})`$ (similarly as in (33) above) and obtain $$I_N^{S_n}=\frac{2}{A(\stackrel{}{k};q_{j_1},\mathrm{})}\underset{\nu =1}{\overset{n}{}}\underset{\widehat{\sigma }_{j_\nu }}{}\stackrel{}{q}_{j_\nu }\stackrel{}{\widehat{p}}_{j_\nu }^{\widehat{\sigma }_{j_\nu }}\left(I_N^{S_{n1}}\right)^{\widehat{\sigma }_{j_\nu }}+\underset{\nu =1}{\overset{n}{}}\mathrm{\Delta }(\stackrel{}{k},\stackrel{}{q}_{j_\nu };\mathrm{})I_{N1}^{S_{n1}}(k+q_{j_\nu };q_1+q_{j_\nu },\mathrm{})$$ $$+\underset{\nu =1}{\overset{n}{}}\left(\frac{1}{A(\stackrel{}{k};\mathrm{})}I_{N1}^{S_{n1}}(k;q_1+q_{j_\nu },\mathrm{})\frac{1}{A(\stackrel{}{k}+\stackrel{}{q}_{j_\nu };\mathrm{})}I_{N1}^{S_{n1}}(k+q_{j_\nu };q_1+q_{j_\nu },\mathrm{})\right).$$ (44) In the first line on the r.h.s. there appear the terms $`I_N^{S_{n1}}`$ and $`I_{N1}^{S_{n1}}`$. Regarding their prefactors, $`\stackrel{}{q}_j\stackrel{}{p}^{\widehat{\sigma }_{j_\nu }}`$ scales as $`\lambda ^2`$ in the small $`\lambda `$ and dynamical limits, and, by (8), $$\|A(\stackrel{}{k};q_{j_1},\mathrm{},q_{j_n})\|>\eta ,\|A(\stackrel{}{k};\lambda q_{j_1},\mathrm{},\lambda q_{j_n})\|>\lambda \eta ,\|A(\stackrel{}{k};q_{j_1,0},\lambda \stackrel{}{q}_{j_1},\mathrm{})\|>\eta ,$$ (45) $$\|\mathrm{\Delta }(\stackrel{}{k},\lambda \stackrel{}{q}_{j_\nu };\lambda q_{j_1},\mathrm{},\lambda q_{j_\nu })\|\frac{K_1}{\eta ^2},\mathrm{\Delta }(\stackrel{}{k},\lambda \stackrel{}{q}_{j_\nu };q_{j_1,0},\lambda \stackrel{}{q}_{j_1},\mathrm{},q_{j_\nu ,0},\lambda \stackrel{}{q}_{j_\nu })\|\lambda ^2\frac{K_2}{\eta ^2},$$ (46) (where $`K_1`$, $`K_2`$ depend on the (compact) sets of momenta considered). Our inductive proof of A2) B2) is based on (44) together with (24, 25). We use an inductive scheme proceeding upwards in $`N3`$, and for fixed $`N`$ upwards in $`n`$ for $`0nN2`$. The induction hypotheses are $$\|\mathrm{\Pi }_N^{S_n}(\phi _s;\lambda q_1,\mathrm{},\lambda q_N)\|O(\lambda ^{(N2n)}),\|\mathrm{\Pi }_N^{S_n}(\phi _d;q_{10},\lambda \stackrel{}{q}_1,\mathrm{},q_{N0},\lambda \stackrel{}{q}_N)\|O(\lambda ^{2+2n}).$$ (47) For any $`N`$ and $`n=0`$ (the unsymmetrized case) the claim follows from (24). For $`n>0`$ we regard the scaling resp. dynamical limit for (44), multiplied by $`\phi `$ and integrated over $`k`$. We can apply the induction hypothesis to the r.h.s. of (44) noting again that the functions $`\mathrm{\Delta }\phi `$ and $`A\phi `$ have the properties reqired for $`\phi `$. We also use (25) if $`N=3`$. For each entry in the sum in the second line of (44) we perform in the second term the change of variables $`\stackrel{~}{k}=k+\lambda q_j`$ resp. $`\stackrel{~}{k}=k+(q_{j0},\lambda \stackrel{}{q}_j)`$ and then use (21). With the aid of (45, 46) and the induction hypothesis one then shows $$\|\frac{dk_0}{2\pi }\frac{d^dk}{(2\pi )^d}I_N^{S_n}(k;\lambda q_1,\mathrm{},\lambda q_N)\phi (\stackrel{}{k};\lambda q_1,\mathrm{},\lambda q_N)\|O(\lambda ^{(N2n)}),$$ (48) $$\|\frac{dk_0}{2\pi }\frac{d^dk}{(2\pi )^d}I_N^{S_n}(k;q_{1,0},\lambda \stackrel{}{q}_1,\mathrm{},q_{N,0},\lambda \stackrel{}{q}_N)\phi (\stackrel{}{k};q_{1,0},\lambda \stackrel{}{q}_1,\mathrm{},q_{N,0},\lambda \stackrel{}{q}_N)\|O(\lambda ^{2+2n}).$$ (49) On specializing to $`\phi 1`$, this ends the proof of the proposition. We join a few comments on various extensions of the results obtained. a) For dimensions $`d4`$ the $`N`$-loop integrals are absolutely convergent for $`\mathrm{\hspace{0.17em}2}N>d+1`$ and can be obtained as limits $`\mathrm{\Lambda }_0\mathrm{}`$ of their regularized versions, which are defined on introducing a regulating function $`\rho (\frac{\stackrel{}{k}^2}{\mathrm{\Lambda }_0^2})`$ in the propagators $$G_0(k)G_0(\mathrm{\Lambda }_0,k)=\frac{1}{ik_0(\rho ^1(\frac{\stackrel{}{k}^2}{\mathrm{\Lambda }_0^2})\stackrel{}{k}^2\mathrm{\hspace{0.17em}1})}.$$ We suppose $`\rho `$ to be smooth, monotonic, positive, of fast decrease and such that $`\rho (x)1`$ for $`x1`$. The regulator then appears in the $`A`$-factors when using the Ward identity, e.g. (32) changes into $$iq_{j,0}+\rho ^1(\frac{(\stackrel{}{k}\stackrel{}{q}_j)^2}{\mathrm{\Lambda }_0^2})(\stackrel{}{k}\stackrel{}{q}_j)^2\rho ^1(\frac{\stackrel{}{k}^2}{\mathrm{\Lambda }_0^2})\stackrel{}{k}^2.$$ But since these factors are still independent of $`k_0`$, the regulator disappears without leaving any trace after performing the $`k_0`$-integration, if $`\mathrm{\Lambda }_0\|\stackrel{}{q}_j\|+1`$. So we still obtain the same results for $`d4`$, if $`\mathrm{\hspace{0.17em}2}N>d+1`$, and we obtain them without this last restriction in case we define the integrals as $`\mathrm{\Lambda }_0\mathrm{}`$\- limits of their regulated versions from the beginning. b) Neumayr and Metzner also prove $`\|\mathrm{\Pi }_N^S(q_1,\mathrm{},q_N)\|O(\|\stackrel{}{q}_j\|)`$ for $`\stackrel{}{q}_j0`$, keeping the other variables fixed. In our framework this result is obtained immediately from (33), and we realize that it holds already on symmetrization with respect to $`\stackrel{}{q}_j`$, full symmetrization is not required. This result can be generalized to several vanishing external momenta $`\stackrel{}{q}_{j_1},\mathrm{},\stackrel{}{q}_{j_n}`$, in the same way as we did for the proof of A2) and B2) in the proposition. Using (44) we obtain on induction $$\|\mathrm{\Pi }_N^{S_n(j_1,\mathrm{},j_n)}(q_1,\mathrm{},q_N)\|O(\underset{\nu =1}{\overset{n}{}}\|\stackrel{}{q}_{j_\nu }\|)$$ (50) and of course the same bound on $`\mathrm{\Pi }_N^S`$. c) From the proof one can straightforwardly read off a bound w.r.t. the dependence on the parameter $`\eta `$ from (8). This bound is in terms of $`\eta ^{(N+n)}`$, stemming from the contributions with a maximal number of factors of $`\mathrm{\Delta }`$. It is of course rather crude, since it does not take into account the effects of the nonvanishing spatial variables and can be improved, depending on the hypotheses made on those. In conclusion we have recovered previous results on the infrared behaviour of the connected $`N`$-point density-correlation functions, in short $`N`$-loops, by simple, but rigorous arguments based on the Ward identity. We obtain bounds for the fully symmetrized $`N`$-loop, in showing, how successive symmetrization improves the infrared behaviour.<sup>5</sup><sup>5</sup>5 We recently learned from W. Metzner, that they were also aware of the fact that partial symmetrization improves the infrared behaviour, but did not mention it in . The bounds hold in any spatial dimension (taking into account the remarks from a) above). Since the Ward identities are explicit and easy to handle, they permit generalizations such as (50). Acknowledgement : We would like to thank Walter Metzner for acquainting us with the results from and comments on a previous version of the paper. We are particularly indebted to Manfred Salmhofer for detecting a major mistake in our first version, suggesting quite a number of further corrections and improvements and for many valuable comments on the paper. References A. Neumayr and W. Metzner, Phys. Rev. B58, 15449 (1998), and J. Stat. Phys. 96, 613 (1999). J. Feldman, H. Knörrer, R. Sinclair and E. Trubowitz, in Singularities, edited by M. Greuel (Birkhäuser, Basel, 1998). W. Metzner, C. Castellani and C. di Castro, Adv. Phys. 47, 317 (1998). P. Kopietz, Bosonization of Interacting Fermions in Arbitrary Dimensions, (Springer, Berlin, 1997). P. Kopietz, J. Hermisson and K. Schönhammer, Phys. Rev. B52, 10877 (1995). F. Stern, Phys. Rev. Lett. 18, 546 (1967).
warning/0007/cond-mat0007015.html	ar5iv	text	# Force-Induced Melting and Thermal Melting of a Double-Stranded Biopolymer ## Abstract As a prototype of systems bearing a localization-delocalization transition, the strand-separation (melting) process in a double-stranded biopolymer is studied by a mapping to a quantum-mechanical problem with short-ranged potentials. Both the bounded and the extensive eigenmodes of the corresponding Schrödinger equation are considered and exact expressions for the configurational partition function and free energy are obtained. The force-induced melting is a first order phase transition process, while the thermal melting is found to be second order. Some scaling exponents governing thermal melting are given. PACS: 87.15.By, 87.10.+e, 64.60.Cn, 05.70.Jk DNA melting, the strand-separation of a DNA double-helix, is an issue with both practical biological significance (because it is closely related to DNA replication and gene transcription) and pure academic interest. The first realistic model of DNA melting was proposed by de Gennes in 1969 and reintroduced by Peyrard and Bishop twenty years later. The essential advance of the de Gennes-Peyrard-Bishop approach, distinguishing it from earlier efforts based on Ising-like models, is that (i) the continuous degrees of freedom for the configurational fluctuation of a DNA and (ii) the short-ranged hydrogen bonding between its two complementary strands have been explicitly incorporated. The DNA molecule is considered as consisting of two flexible Gaussian chains with short-ranged on-site interactions between them; its statistical property can be studied by a mapping to a weakly-bounded quantum mechanical problem . The corresponding Schrödinger equation has a finite number of bounded eigenstates and a continuous series of extensive ones, representing respectively localized and delocalized eigenmodes of structural fluctuations. In fact, it has been well recognized that problems such DNA melting, flux line depinning in superconducting shells, adsorption of polymeric materials onto a surface, and some wetting phenomena, are all governed by the competition between enthalpy-favoring localized states and entropy-favoring delocalized ones. We study the melting of a double-stranded biopolymer as a prototype of such many phenomena. Earlier studies have focused mainly on thermal melting, here both the thermal and the force-induced melting processes are discussed; and different some previous efforts which considered only the localized ground-state, we explicitly incorporate all the bounded and delocalized eigenmodes of fluctuations (we are grateful to Prof. D. R. Nelson for informing us that in a similar treatment has been performed in studying votex pinning). This makes it possible for us to obtain exact expressions for the partition function and free energy of the system. We rigorously show that the stretch-induced melting is a first order structural phase transition while that induced by heating is of second order. The phase diagram for the double-stranded polymer is exactly obtained, and some scaling laws governing thermal melting are given. The effects of sequence heterogeneity and base-pair stacking are also briefly discussed. The model double-stranded biopolymer is formed by two Gaussian chains. Each strand contains $`N+1`$ beads, with a harmonic attraction between any two consecutive ones; and between each pair of beads of the two strands with the same index there is a short-ranged interaction potential $`V`$. The model energy is $`={\displaystyle \underset{i=1}{\overset{2}{}}}{\displaystyle \underset{n=1}{\overset{N}{}}}{\displaystyle \frac{\kappa }{2}}(𝐫_n^{(i)}𝐫_{n1}^{(i)})^2+{\displaystyle \underset{n=0}{\overset{N}{}}}V(𝐫_n^{(1)}𝐫_n^{(2)})`$ (1) $`={\displaystyle \underset{n=1}{\overset{N}{}}}\left[\kappa (𝐑_n𝐑_{n1})^2+{\displaystyle \frac{\kappa }{4}}(𝐫_n𝐫_{n1})^2\right]+{\displaystyle \underset{n=0}{\overset{N}{}}}V(𝐫_n).`$ (2) Here, $`𝐫_n^{(i)}`$ denotes the position vector of the $`n`$th bead in the $`i`$th strand; and $`𝐫_n=𝐫_n^{(1)}𝐫_n^{(2)}`$ and $`𝐑_n=(𝐫_n^{(1)}+𝐫_n^{(2)})/2`$ are, respectively, the distance between a pair of beads of the two strands and the center-of-mass position of these two beads. For computational simplicity, in the following we discuss only the one-dimensional case of model Eq. (2). The principal conclusions of this work is independent of dimensionality as well as the particular forms for the short-ranged potential $`V`$, since the underlining physics, the competition between enthalpy in the localized states and entropy in the extended states, is reserved. We first discuss the situation of symmetric potentials and assume the short-ranged attraction to be $`\delta `$-form, $`V(r)=\gamma \delta (r)`$. At index $`n=0`$ the two strands intersect each other, i.e., $`R_0=r_0=0`$. The statistical weight for the center-of-mass position at the other end to be equal to $`R`$ is easily known: $`Z_R(R,N)=(\beta \kappa /\pi N)^{1/2}\mathrm{exp}(\beta \kappa R^2/N)`$, where $`\beta =1/k_BT`$ with $`T`$ being the temperature. The statistical weight $`Z_r(r,N)`$ for the relative distance $`r`$ between the two strands at index $`N`$ is governed by the Schrödinger equation $$\frac{Z_r(r,N)}{N}=\left[\frac{2^2}{\beta \kappa r^2}\beta V(r)\right]Z_r(r,N),$$ (3) with the initial condition $`Z_r(r,0)=\delta (r)`$. Equation (3) corresponds to a weakly-bounded statistical system with only a finite number of localized eigenstates (in the case of $`\delta `$-form attraction used here, this number is unity); the ground eigenfunction of Eq. (3) is $`\varphi _b(r)\mathrm{exp}(\eta \|r\|/2)`$, where $`\eta =\kappa \gamma \beta ^2`$. The statistical weight $`Z_r(r,N)`$ is expressed as $`Z_r(r,N)`$ $`=`$ $`\mathrm{exp}(N\eta ^2/4\kappa \beta )\varphi _b(r)\varphi _b(0)`$ (5) $`+{\displaystyle \underset{\mathrm{}}{\overset{\mathrm{}}{}}}𝑑\lambda \mathrm{exp}[Nϵ(\lambda )]\varphi (\lambda ,r)\varphi ^{}(\lambda ,0),`$ where $`ϵ(\lambda )`$ and $`\varphi (\lambda ,r)`$ are the eigenvalue and the eigenfunction of the extensive eigenstate of Eq. (3) with wave number $`\lambda `$. For the force-fixed ensemble with an external stretching $`f`$ acting on the $`N`$th bead of the first strand, the partition function is $`\mathrm{\Xi }(f,N)=𝑑R_N𝑑r_N\mathrm{exp}(\beta fR_N+(1/2)\beta fr_N)Z_R(R_N,N)Z_r(r_N,N)`$. Since the first term of $`Z_r(r,N)`$ is proportional to $`\mathrm{exp}(\eta \|r\|/2)`$, it seems that when $`f\eta /\beta `$ this integral will turn to be divergent. Earlier studies considered only the ground eigenstate and therefore took such a divergence as signifying the occurrence of force-induced melting process. Actually, however, there is no divergence problem. After taking into account of the second term in Eq. (5), this term is canceled out by a term resulted from the integral. The correct form of the statistical weight is $`Z_r(r,N)`$ $`=`$ $`({\displaystyle \frac{\beta \kappa }{4\pi N}})^{1/2}\mathrm{exp}({\displaystyle \frac{\beta \kappa }{4N}}r^2)+{\displaystyle \frac{\eta }{4\pi }}\mathrm{exp}({\displaystyle \frac{N\eta ^2}{4\beta \kappa }})\times `$ (7) $`\left\{{\displaystyle \underset{0}{\overset{N}{}}}\sqrt{{\displaystyle \frac{\pi }{4\beta \kappa N^{}}}}\eta \mathrm{exp}({\displaystyle \frac{\beta \kappa }{4N^{}}}r^2{\displaystyle \frac{N^{}}{4\beta \kappa }}\eta ^2)𝑑N^{}+{\displaystyle \underset{0}{\overset{N}{}}}\sqrt{{\displaystyle \frac{\pi \beta \kappa }{N^{}}}}{\displaystyle \frac{\|r\|}{2N^{}}}\mathrm{exp}({\displaystyle \frac{\beta \kappa }{4N^{}}}r^2{\displaystyle \frac{N^{}}{4\beta \kappa }}\eta ^2)𝑑N^{}\right\};`$ and the total partition function is thus $$\mathrm{\Xi }(f,N)=\mathrm{exp}(N(\beta f)^2/4\beta \kappa )\left[(\frac{\eta }{\eta \beta f}+A_0)\mathrm{exp}(\frac{N\eta ^2}{4\beta \kappa })+\frac{\beta f}{\beta f\eta }\mathrm{exp}(\frac{N\beta ^2f^2}{4\beta \kappa })\right],$$ (8) where $`A_0=(2/\sqrt{\pi })_0^{\mathrm{}}𝑑t^2\mathrm{exp}(t^2)_{\beta ft/\eta }^{\mathrm{}}𝑑y\mathrm{exp}[(y^2\beta ^2f^2t^2/\eta ^2)]`$ is an small quantity. Equation (8) shows that in the thermodynamic limit, the free energy linear density is $`g(f)=\underset{N\mathrm{}}{lim}k_BT\mathrm{\Xi }(f,N)/N=\kappa \gamma ^2\beta ^2/4f^2/4\kappa `$ for $`f<f_c`$ and $`f^2/2\kappa `$ for $`f>f_c`$, with $`f_c=\kappa \gamma \beta `$. Therefore a first order phase transition occurs at the threshold force $`f_c`$. The inter-beads distance for the first strand is $`f/2\kappa `$ for $`f<f_c`$ and $`f/\kappa `$ for $`f>f_c`$ and a discontinuity appears at $`f_c`$. Similarly, the average distance between the end beads of the two strands is approximately zero for $`f<f_c`$ and proportional to $`N`$ for $`f>f_c`$ ($`\overline{r}_N=Nf/\kappa `$, see Fig. 1). At $`f_c`$, $`\overline{r}_N=3/\eta +N\eta /2\kappa \beta `$. The extension-fixed ensemble may be more directly related with actual experiments: it is much easier for one to fix the total extension of the first strand than to fix the external force. The statistical weight for the end-to-end distance of the first strand to be fixed at $`\sigma N`$ is equal to $`𝑑R𝑑r\delta (\sigma NRr/2)Z_R(R,N)Z_r(r,N)`$. $`\sigma `$ is the inter-beads distance of the first strand. Based on Eq. (7), we find the free energy density to be $`\stackrel{~}{g}(\sigma )=\kappa \sigma ^2\eta ^2/4\kappa \beta ^2`$ for $`\sigma <\sigma _c`$, $`\stackrel{~}{g}(\sigma )=\eta \sigma /\beta \eta ^2/2\kappa \beta `$ for $`\sigma _c\sigma 2\sigma _c`$, and $`\stackrel{~}{g}(\sigma )=\kappa \sigma ^2/2`$ for $`\sigma >2\sigma _c`$, with $`\sigma _c=\gamma \beta /2`$. The free energy function is hence a piecewise smooth function. Correspondingly, the average force is $`\overline{f}(\sigma )=2\kappa \sigma `$ for $`\sigma <\sigma _c`$, $`\overline{f}(\sigma )=\kappa \gamma \beta `$ for $`\sigma _c\sigma 2\sigma _c`$, and $`\overline{f}(\sigma )=\kappa \sigma `$ for $`\sigma >2\sigma _c`$ (see Fig. 1). The occurrence of a force platform may be striking. It indicates that as the inter-beads distance in the first strand reaches $`\sigma _c`$, melting of the double-stranded polymer originates from the end point (index $`N`$) and progresses along the chain until the whole polymer becomes separated. Stretch-induced melting can be termed as directional melting. The phase diagram of this system is shown in Fig. 1, it includes a double-stranded native region, a single-stranded denatured region, and a coexisting region. This transition is caused by enthalpy-entropy competition, different from that discussed in Ref. , which is caused by the appearance of two minima in the ground-state eigenfunction. The above model with symmetric potential does not exhibit thermal melting behavior. In the following we improve our model by changing the attractive potential in Eq. (2) into the following asymmetric form $`V(x)=\mathrm{}`$ for $`x0`$ and $`V(x)=\gamma \delta (xa)`$ for $`x>0`$, where $`a`$ is a characteristic distance. For such an asymmetric system, when the temperature becomes high enough, the localized eigenstate disappears. Hence it might be possible to qualitatively describe the thermal melting of double-stranded biopolymers. We focus on how the distance between the two strands changes with external stretching or temperature. It is convenient for us to assume that $`r_0=a`$. For this revised model system, we find that the statistical weight for the relative distance is $$Z_r(r,N)=\{\begin{array}{cc}\frac{\zeta \tau \mathrm{exp}(\zeta \tau /2)\mathrm{sinh}(\zeta \tau r/2a)}{a[1\tau (1\zeta )]}\mathrm{exp}(\frac{N\zeta ^2\tau ^2}{4\kappa \beta a^2})+\underset{0}{\overset{\mathrm{}}{}}𝑑\lambda \frac{2\lambda ^2\mathrm{sin}\lambda \mathrm{sin}(\lambda r/a)\mathrm{exp}(N\lambda ^2/\kappa \beta a^2)}{\pi a[\lambda ^2\tau \lambda \mathrm{sin}2\lambda +\tau ^2\mathrm{sin}^2\lambda ]},\hfill & (r<a)\hfill \\ \frac{\zeta \tau \mathrm{exp}(\zeta \tau r/2a)\mathrm{sinh}(\zeta \tau /2)}{a[1\tau (1\zeta )]}\mathrm{exp}(\frac{N\zeta ^2\tau ^2}{4\kappa \beta a^2})+\underset{0}{\overset{\mathrm{}}{}}𝑑\lambda \frac{2\lambda \mathrm{sin}\lambda [\lambda \mathrm{sin}(\lambda r/a)\tau \mathrm{sin}\lambda \mathrm{sin}\lambda (r/a1)]\mathrm{exp}(N\lambda ^2/\kappa \beta a^2)}{\pi a[\lambda ^2\tau \lambda \mathrm{sin}2\lambda +\tau ^2\mathrm{sin}^2\lambda ]}.\hfill & (ra)\hfill \end{array}$$ (9) In the above expression, $`\tau =a\kappa \gamma \beta ^2`$ and $`\zeta `$ is the largest solution of $`\zeta =1\mathrm{exp}(\zeta \tau )`$. This equation has a nonzero solution only when $`\tau >\tau _c=1`$. When $`\tau \tau _c`$ the solution is $`\zeta =0`$. Since $`\tau `$ decreases as temperature increases, the polymer’s structure might undergo a transition at temperature $`T=T_m=\sqrt{\kappa \gamma a}/k_B`$. When an external force is acting on the first strand, the total partition function is $`\mathrm{\Xi }(f,N)=\mathrm{exp}(N\beta ^2f^2/4\kappa \beta )_0^{\mathrm{}}𝑑r\mathrm{exp}(\beta fr/2)Z_r(r,N)`$. This integral is always convergent for any value of $`f`$, although the first term of Eq. (9) scales as $`\mathrm{exp}(\zeta \tau r/2a)`$. The integrand in the second term of Eq. (9) has two poles at $`\lambda =\pm \zeta \tau i/2`$, hence it will generate a term which precisely cancels out the first term in this equation. To obtain the analytical expression for the partition function $`\mathrm{\Xi }(f,N)`$ is nevertheless a demanding task. We evaluate alternatively its Laplace transform: $`[\mathrm{\Xi }(f,N)](s)={\displaystyle \underset{0}{\overset{\mathrm{}}{}}}𝑑N\mathrm{exp}(sN)\mathrm{\Xi }(f,N)`$ (10) $`={\displaystyle \frac{8\sqrt{s(\kappa \beta )^3}a[\mathrm{exp}(\beta fa/2)\mathrm{exp}(\sqrt{s\kappa \beta }a)]}{[4s\kappa \beta \beta ^2f^2][2\sqrt{\kappa \beta s}a\tau (1\mathrm{exp}(2\sqrt{\kappa \beta s}a))]}}.`$ (11) The largest solution of the equation $`1/[\mathrm{\Xi }(f,N)](s)=0`$ corresponds to the linear free energy density of the polymer system. When the temperature is less than $`T_m`$, the free energy density $`g(f)=(\zeta \tau )^2/4\kappa \beta ^2a^2f^2/4\kappa `$ for $`f<f_c`$ and $`g(f)=f^2/2\kappa `$ for $`f>f_c`$, where $`f_c=\zeta \tau /a\beta `$. Thus, the external force will induce a first order phase transition at the threshold force $`f_c`$, which decreases as the temperature increases (see Fig. 2). This is similar with what we have attained with the earlier model. At $`T=T_m`$, the threshold force decreases to zero. The statistical behavior of the extension-fixed ensemble is also similar with that of the earlier model and the phase diagram is shown in Fig. 2. When there is no external force, the free energy density is $`g=(\zeta \tau )^2/4\kappa \beta ^2a^2`$ for $`T<T_m`$ and zero for $`T>T_m`$. At $`T_m`$, the free energy and its first order derivative with temperature is continuous but the second order derivative is not, indicating that the thermal melting at $`T_m`$ is a second order continuous phase transition, with a discontinuity in the specific heat. The order parameter for the thermal melting can chose to be the probability $`P_{loc}(n)`$ for the distance of a pair of beads (with index $`n`$) of the double-stranded polymer to be less than the characteristic length $`a`$. For the thermal melting process, we can predict based on Eq. (9) that, as the melting temperature $`T_m`$ is approached from below, $`P_{loc}(T_mT)^{\stackrel{~}{\beta }}`$, with the critical exponent $`\stackrel{~}{\beta }=1`$; it is also easy to obtain that as the temperature approaches $`T_m`$, the correlation $`\mathrm{`}\mathrm{`}`$length” in $`P_{loc}(n)`$ between different indices $`n`$ and $`n^{}`$ scales as $`\|T_mT\|^{\stackrel{~}{\gamma }}`$, with the critical exponent $`\stackrel{~}{\gamma }=2`$. At $`T_m`$, $`P_{loc}(n)P_{loc}(n^{})_c\|nn^{}\|^{1+\stackrel{~}{\eta }}`$, but the critical exponent $`\stackrel{~}{\eta }`$ is difficult to be obtained by the present asymmetric model. Nevertheless, we notice that the phase diagram for the symmetric (Fig. 1) and the asymmetric model (Fig. 2) is identical albeit that the symmetric model has $`T_m=\mathrm{}`$. Therefore, it should be possible for us to obtain a good estimation of $`\stackrel{~}{\eta }`$ based on the symmetric model by artificially assuming $`\gamma =\gamma _0(T_mT)/T_m`$ for $`T<T_m`$ and $`\gamma =0`$ otherwise. This treatment reduces the melting temperature from infinity to $`T_m`$. For this system we know from Eq. (7) that $`\stackrel{~}{\eta }=1/2`$, and we think it should be the same for the asymmetric model. Can the present approach be extended to consider the possible random variations in the on-site potential $`V(r)`$ (this is caused by the sequence heterogeneity in the case of DNA )? This is certainly a challenging problem and beyond the scope of this paper. But we think that inclusion of such an effect will not alter the qualitative behavior of the phase diagram, since in the renormalization sense, near the transition point the details of the interactions will be smoothed out. It is of interest to ask whether the inclusion of base-stacking effect (by making the parameter $`\kappa `$ in Eq. (2) position dependent as done in Ref. ) will change the thermal melting from second order to first order. It seems still be an issue of debate. An recent work done by Peyrard and coworkers answered it confirmatively, while the numerical work of Cule and Hwa suggested that the transition behavior is still of second order. We noticed that in Ref. an force field is first included and at the final stage a limiting procedure is performed to make the field equal to zero. Our present work demonstrates that the property of the double-stranded system depends considerably on the external field, therefore it might be helpful for one to carefully evaluate whether the above mentioned limiting procedure in Ref. causes a significant effect. The author benefits from discussions with Xin Zhou and Yong Zhou. He is grateful to Z.-C. Ou-Yang for encouragement and to W.-M. Zheng for bringing Ref. to his attention.
warning/0007/astro-ph0007103.html	ar5iv	text	# The influence of interactions and minor mergers on the structure of galactic disks Based on observations obtained at the European Southern Observatory (ESO, La Silla, Chile), Calar Alto Observatory operated by the MPIA (DSAZ, Spain), Lowell Observatory (Flagstaff/AZ, USA), and Hoher List Observatory (Germany). ## 1 Introduction Considering the fact that the majority of (spiral) galaxies is not completely isolated but located in an environment which enables repeated close encounters or even merging processes with small companions it seems to be meaningful to systematically investigate the properties of galaxies affected by such processes. The investigation of their structural and dynamical changes caused by tidal interactions or low-mass satellite infall – hence “minor merger” – can help to clarify how far the evolution of disk galaxies was modified or even dominated by environmental effects. Several N-body simulations were performed during the last decade in order to study the influence of minor mergers on galactic disks in greater detail (e.g. Quinn et al. quinn1993 (1993); Mihos et al. mihos1995 (1995); Walker et al. walker1996 (1996)). It was possible to use more realistic, multiple-component models for the galaxy-satellite system – usually consisting of disk, bulge, and halo – as well as a large number of particles ($`n_{\mathrm{disk}}\mathrm{32\hspace{0.17em}000}`$). One of the main conclusions was that even merging processes in the range between $`M_{\mathrm{sat}}/M_{\mathrm{disk}}0.050.2`$ can cause a vertical thickening of the stellar disk component by a factor between 2 and 4, depending on the galactocentric distance. It was found that this vertical heating is due to a gain of kinetic energy of the disk stars by enhanced two-body relaxation. According to a series of papers on the frequency of these so called “soft merging” events (e.g. Toth & Ostriker toth1992 (1992); Zaritsky zaritsky1995 (1995), zaritsky1996 (1996)) a large number of present-day (disk-) galaxies were affected by merging- or accretion processes of this magnitude since they have formed. As a consequence, interactions and minor mergers within this mass range might modify our picture of galaxy formation and evolution. However, the enormous parameter space of such a complex scenario makes it difficult to derive general conclusions from a set of few specific simulations. The quantitative results still crucially depend on the chosen parameters such as the content and behaviour of gas in the disk, the mass ratio between bulge and disk, induced star formation, or the satellite orbit (Quinn et al. quinn1993 (1993); Mihos et al. mihos1995 (1995); Velazquez & White velazquez1999 (1999)). Statistical studies of galaxy interactions – based on optical photometry of disk galaxies (Reshetnikov & Combes reshetnikov1996 (1996), reshetnikov1997 (1997)) – focused on the effects of tidally-triggered disk thickening between systems of comparable mass. They found that the ratio $`h/z_0`$ of the radial exponential scale length $`h`$ to the constant scale height $`z_0`$ is only about twice smaller for interacting galaxies – a lower value than derived from the minor mergers simulations. However, the small number of objects in their sample (7 non-interacting and 24 interacting galaxies) did not permit to study these questions in detail. Therefore, we started a project based on a larger sample of edge-on disk galaxies in both optical and near infrared passbands. This combination offers a number of advantages: First, observations in the near infrared particularly benefit from the much lower dust extinction near the galactic plane, i.e. at small $`z`$. Second, the presence of a dust lane along the major axis of most edge-on disk galaxies still presents one of the best methods to determine precise inclinations of the disks – two facts that will become very important in order to derive reliable scale parameters from a disk fitting procedure. Third, this combination enables us to make conclusions on disk populations of different ages. The main questions of this study can be summarized as follows: * Are interactions/minor mergers able to change the radial and vertical structure of affected galactic disks? * Is there a substantial vertical disk thickening? * Of which order are the differences and similarities in the disk parameter distribution for a sample of interacting/non-interacting galaxies, respectively? * To what extent are the disk properties of galaxies in the local universe influenced by interactions/minor mergers? Due to the complexity of these questions the paper is split into three parts: in this first part (Paper I) we present deep optical and near infrared photometric data of a total sample of 110 highly-inclined/edge-on disk galaxies. This sample consists of two subsamples of 61 non-interacting galaxies (control sample) and of 49 minor merging candidates. Additionally, 41 of these galaxies were observed in the near infrared. In Sect. 2 the criteria of the sample selection will be described briefly. Sect. 3 gives an overview on the observations and data reduction. The disk modelling- and fitting procedure applied to derive the disk parameters will be reviewed in Sect. 4. In Sect. 5 we summarize and conclude the paper. In the second part (Schwarzkopf & Dettmar schwarzkopf2000\_II (2000), Paper II) the results of a detailed analysis of the structure of galactic disks will be presented. The third part (Schwarzkopf & Dettmar in preparation, Paper III) will be focused on the influence of accompanying minor merger features – like disk “warping” and “flaring” – on the vertical disk structure. ## 2 Sample selection ### 2.1 General remarks The selection of two separate subsamples of highly-inclined disk galaxies – consisting of a large number of interacting/merging candidates in the mass range $`M_{\mathrm{sat}}/M_{\mathrm{disk}}0.1`$, and of relatively isolated disk galaxies – is a crucial point for the comparison of disk parameters. Since presumably not all of the merging processes of this order of magnitude – compared to large merging events – are able to change the structure of affected galaxy disks completely, two facts must be considered in order to classify both subsamples: First, only merging events in a more progressed phase will have any appreciable effect on the disk structure. We therefore did not consider candidates in an early stage of interaction. Instead, the sample contains some highly-inclined disk galaxies that show no separate satellite merging with the disk component, but strong evidence for accretion in the recent past (indicated by both a disturbed disk structure and characteristic effects such as warping and tidal tails). Most of these objects are located in galaxy groups with a few members, e.g. NGC 3628, NGC 4634, or NGC 4762. Due to their perturbed structure a morphological classification is difficult. Second, a control sample of non-interacting edge-on disk galaxies must include all morphological types in the range $`0T9`$ (Table 1). The galaxies should be isolated without indication of interaction and accretion. In particular, it is important to include the latest type spirals like Sd – so called “superthin” galaxies – since they belong to a class of disk galaxies having the smallest known axis ratios (between 1:9 and 1:20). These galaxies are characterized by velocity curves of modest gradient (Goad & Roberts goad1981 (1981); Griv & Peter 1996a ,b ,c ), indicating that the “superthins” represent kinematically almost unheated galaxy disks. Beyond these “limitations” and the specific criteria described in the next section. it seems difficult to give a generalized definition of the selection criteria. As a consequence, it is unavoidable that the sample of non-interacting galaxies is slightly “polluted” by some galaxies that were affected by interactions/minor mergers during their past but show no indication of these effects today. This effect would, however, only influence the non-interacting galaxies and lead to an underestimation of the actual differences between both samples. ### 2.2 The sample of interacting/merging galaxies In this study, the notation “interacting/merging” refers closely to the classification scheme introduced by Arp & Madore (arp1987 (1987)) and will therefore be used as a synonym for all galaxies which fulfil the following criteria: Galaxies with interacting companions, interacting doubles, galaxies with peculiar disks, galaxies with tails, loops of material or debris, irregular or disturbed galaxies, chains and groups of galaxies. A more detailed description of these classifications is given in Arp & Madore (arp1987 (1987)). With these limitations in mind, we selected interacting/merging candidates with an inclination $`i85\mathrm{°}`$ (derived from a first visual inspection). During this pre-selection we did not impose any morphological restrictions except that their type should be not much earlier than $`T0`$. The candidates were chosen from optical prints in “A Catalogue of Southern Peculiar Galaxies and Associations” (Arp & Madore arp1987 (1987)), “Atlas of Peculiar Galaxies” (Arp arp1966 (1966)), and the NASA “Atlas of Galaxies” (Sandage & Bedke sandage1988 (1988)). We also selected some systems from the catalogue “Satellites of Spiral Galaxies” (Zaritsky et al. zaritsky1993 (1993), zaritsky1997 (1997)). Another selection criterion for the minor mergers and those galaxies in the subsample with very close companions was the mass ratio between the main bodies. For all the candidates which could be separated into two individuals (i.e. for $`20`$ galaxies of the interacting/merging sample) this ratio was checked by an estimation of their total fluxes within a certain aperture or ellipse that contains all intensities down to the sky brightness. The resulting mean ratio is $`M_{\mathrm{sat}}/M_{\mathrm{disk}}0.08\pm 0.035`$. Typical examples (with errors of $`0.005`$) are NGC 1531/32 ($`0.05`$), NGC 128 ($`0.045`$) or NGC 1888 ($`0.07`$). For interacting galaxies located a less dense group or for those with a remote companion this mass ratio can be larger. ### 2.3 The sample of non-interacting galaxies The selection criteria for disk inclination and morphological types were the same as described for the interacting/merging galaxies. Our principal sources for the subsample of highly-inclined, non-interacting galaxies were the ESO-Uppsala catalogue (Lauberts & Valentijn lauberts1989 (1989)), the RC3- (de Vaucouleurs et al. vaucouleurs1991 (1991)) and UGC (Nilson nilson1973 (1973)) catalogues, the “Carnegie Atlas of Galaxies” (Sandage & Bedke sandage1994 (1994)), and “The Hubble Atlas of Galaxies” (Sandage sandage1961 (1961)). To check their isolation, larger fields $`(10^{}15^{}`$, depending on the distance of individual objects) were inspected visually using the Digitized Sky Survey <sup>1</sup><sup>1</sup>1The Digitized Sky Survey was produced at the Space Telescope Science Institute under U.S. Government grant NAG W-2166.. In order to benefit from a better spatial resolution of some closer objects there was only a lower limit in apparent angular disk diameter of $`2\mathrm{}`$ for both galaxy samples. Finally, the sample of non-interacting galaxies was filled up by 11 edge-on galaxies of the Barteldrees & Dettmar (barteldrees1994 (1994)) data set. ### 2.4 Distribution of morphological types Several studies of the properties of edge-on galaxies argued that some of the disk parameters of spiral galaxies, e.g. the ratio of disk scale length to scale height, might be correlated with the morphological type (de Grijs & van der Kruit grijs1996 (1996); de Grijs grijs1997 (1997); Schwarzkopf & Dettmar schwarzkopf1998 (1998)). Therefore, it was also important to ensure that both subsamples investigated in this study are not affected by selection effects. This applies, in particular, to the distribution of morphologigal types and to the redshifts/distances of selected objects. Due to their relation to the absolute properties of galactic disks the latter will be discussed in detail in Paper II. The distribution of morphological types (according to NED <sup>2</sup><sup>2</sup>2The NASA/IPAC Extragalactic Database (NED) is operated by the Jet Propulsion Laboratory, California Institute of Technology, under contract with the National Aeronautics and Space Administration.) is shown in Fig. 1a for the complete galaxy sample, and in Fig. 1b for both subsamples of non-interacting and interacting/merging galaxies, respectively. The statistical test of Kolmogorov & Smirnov (Darling darling1957 (1957); Sachs sachs1992 (1992)) – hereafter KS – quantifies the similarity of both subsamples with a result of 0.04. That is significantly lower than the value necessary for the 20%-limit (0.2), which is the strongest of the KS-criteria. Considering also the unavoidable errors ($`\mathrm{\Delta }T\pm 1`$) introduced by an automated type classification (Corwin et al. corwin1985 (1985); Lauberts & Valentijn lauberts1989 (1989)) both distributions are statistically indistinguishable. The gross of galaxies covers the range between $`3T7`$, with a strong peak at $`T=3`$. This peak can also be observed in the frequency distribution of galaxy types in the available catalogues. The effect is caused by the selection criteria of the classification programs used in the catalogues (Sect. 6 in Lauberts & Valentijn (1989)). ## 3 Observations and data reduction ### 3.1 Optical observations Due to the large number of galaxies needed for reliable statistics the optical observations were obtained with different telescopes and during several observing runs between February 1996 and June 1998. The following telescopes were used: 1.54m Danish and 61cm Bochum telescope on La Silla, Chile; 42-inch telescope at Lowell Observatory, Flagstaff; 1.23m telescope at Calar Alto Observatory, Spain; 1.06m telescope at Hoher List Observatory, Germany. The used passbands were Johnson $`R`$ and Thuan & Gunn $`r`$, with a central wavelength at $`\lambda _\mathrm{c}=652`$ nm and 670 nm, bandpass $`\mathrm{\Delta }\lambda =162`$ nm and 103 nm, respectively. All observing runs and the used telescope/detector characteristics are listed in Table 2. The seeing conditions are given as averaged FWHM values. Details of the optical observations are listed in Table 4. Additionally for most of the sample galaxies the total blue surface brightness, $`B_\mathrm{T}`$, and the morphological type $`T`$ (revised Hubble type, according to Lauberts & Valentijn (lauberts1989 (1989)), Table 1) are given. ### 3.2 Near infrared observations The near infrared observations were obtained with the MAGIC camera of the MPIA attached to the 2.2m and 1.23m telescopes of the Calar Alto Observatory, Spain, and with the IRAC2b camera on the ESO/MPIA 2.2m telescope of the European Southern Observatory (ESO), Chile, respectively. Both the MAGIC and IRAC2b cameras are equipped with a Rockwell $`256\times 256`$ $`\mathrm{pixel}^2`$ NICMOS3 HgCdTe array. The data were acquired during several observing runs between February 1996 and June 1998. For all runs we used the $`K`$ filter (central wavelength $`\lambda _\mathrm{c}=2.20\mu \mathrm{m}`$, bandpass $`\mathrm{\Delta }\lambda =0.40\mu \mathrm{m}`$), or the $`K^{}`$ filter ($`\lambda _\mathrm{c}=2.15\mu \mathrm{m},\mathrm{\Delta }\lambda =0.32\mu \mathrm{m}`$). For some objects images in the $`H`$ filter were obtained ($`\lambda _\mathrm{c}=1.65\mu \mathrm{m},\mathrm{\Delta }\lambda =0.30\mu \mathrm{m}`$). We recorded object and sky frames alternately, with typical single integration times of $`10\times 5`$s per sequence, and spatially separated by $`6^{}`$. To eliminate bad pixels, the telescope “on source”-positions were dithered by a few arcseconds between subsequent exposures. Since many of the sample galaxies are faint objects it was required to reach at least $`3040`$ min integration time “on source”, which corresponds to $`912`$ cycle repetitions and a resulting observing time of $`2.53`$ hours. Therefore, only one third of our total optical galaxy sample was observed in the near infrared. Since our study is aiming at an investigation of the structure and geometrical properties of galactic disks, we could make use of observations obtained under non-photometric conditions. For that reason the optical and near infrared contour maps of the sample galaxies shown in Figs. 3 and 4 are not flux calibrated. As for the optical observations, the telescope/detector characteristics as well as a list of all galaxies observed in the near infrared are given in Tables 2 and 4, respectively. ### 3.3 Data reduction The optical data were reduced using the MIDAS software package, developed by ESO. Following the standard reduction procedures (bias subtraction, flat fielding with sky flats) the remaining gradients in the background of galaxies that covered a major fraction of the field of view were removed using a two-dimensional polynomial. For some of the frames that were affected by bad columns these columns were also removed by the standard MIDAS fitting routine. In order to increase the signal-to-noise ratio S/N (important for an investigation of faint disk features) the images of fainter objects were binned ($`2\times 2`$). Finally, the frames were rotated in such a way that the galaxy planes are in a horizontal position (assuming symmetrical light distribution of the vertical disk profiles). It should be stressed that the remaining small rotation error – which is typically $`\pm 0.4\mathrm{°}`$ for most of the relatively uniform disks of non-interacting galaxies – can be considered by the disk fitting routine (Sect. 4). For galactic disks affected by strong disk warping (mostly interacting objects) precise rotation was more difficult. For these cases, only the inner parts of the galaxy disk were considered to determine the rotation. For standard reduction of the near infrared data, the IRAF software package was used. In particular, the sky frame subtraction, the flat fielding, and the combining of the flat-fielded images was done with the ARNICA (Arcetri Near-Infrared Camera) add-on package. The sky frames used for the flat field subtraction were obtained from a set of the nearest frames in time, filtered by a median. The median filtering also removed the stars in the sky frames. To produce a final source frame, the reduced, flat-fielded images were combined using the ARNICA standard “mosaic” task (this task includes both median filtering, and centering of frames by stars in the field). Due to the small detector size – the resulting field of view was $`3^{}`$ on average (Table 2) – images of larger fields were produced by mosaicing. Since this is a time-expensive procedure, it was only applied in order to obtain images of some larger objects. For precise adjustment of each of the frames we used either stars in the field or the sharp central bulge regions of the galaxies themselves. Image rotation was applied as explained for the optical images. Isophote maps of the complete samples of interacting/merging and non-interacting galaxies, respectively, are shown in Figs. 3 and 4 of this paper. ## 4 Disk modelling ### 4.1 Overview on the disk model properties In order to analyze and to compare the radial and vertical disk structure of a large sample of highly-inclined/edge-on spiral galaxies, it is necessary to apply a disk model that enables both a good quantitative and very flexible description of the 3-dimensional luminosity distribution. Although mathematical simplicity is also a desired property of disk models, there should be a firm physical basis. Therefore, a disk modelling- and fitting procedure was developed based on the results of a fundamental study of edge-on spiral galaxies by van der Kruit & Searle (1981a ,b ; 1982a ,b ) as well as on other observational studies thereafter (e.g. van der Kruit kruit1988 (1988); Barteldrees & Dettmar barteldrees1994 (1994); de Grijs & van der Kruit grijs1996 (1996); Just et al. just1996 (1996)). The disk model presented here also considers the effects of an inclined disk ($`i90\mathrm{°}`$) as well as 3 different vertical luminosity distributions. Using the following notation for disk model parameters \| $`L_0`$ \| $`\mathrm{}`$ \| central luminosity density \| \| --- \| --- \| --- \| \| $`i`$ \| $`\mathrm{}`$ \| inclination angle of the disk \| \| $`R_{\mathrm{max}}`$ \| $`\mathrm{}`$ \| disk cut-off Radius \| \| $`h`$ \| $`\mathrm{}`$ \| disk scale length \| \| $`z_0`$ \| $`\mathrm{}`$ \| disk scale height \| \| $`f_n(z,z_0)`$ \| $`\mathrm{}`$ \| vertical distribution, see (2) to (4) \| \| $`\mathrm{\Theta }(R_{\mathrm{max}}r)`$ \| $`\mathrm{}`$ \| truncation (Heaviside-) function \| \| \| \| (1 for $`r<R_{\mathrm{max}}`$; 0 for $`rR_{\mathrm{max}}`$) \| the 3-dimensional luminosity distribution $`L_n`$ ($`n=1,2,3`$) of the disk can be described in cylindrical coordinates by $$L_n(r,z)=L_0\mathrm{exp}(r/h)f_n(z,z_0)\mathrm{\Theta }(R_{\mathrm{max}}r).$$ (1) A set of 3 functions $`f_n(z,z_0)`$ with the same asymptotic behaviour for $`z/z_01`$ – proposed by van der Kruit (kruit1988 (1988)); Wainscoat et al. (wainscoat1989 (1989), wainscoat1990 (1990)); Burkert & Yoshii (burkert1996 (1996)) – is used to describe the vertical luminosity distribution $`L(z)`$: $$f_1(z,z_0)=\mathrm{\hspace{0.33em}4}\mathrm{exp}(2\|z\|/z_0),$$ (2) $$f_2(z,z_0)=\mathrm{\hspace{0.33em}2}\mathrm{sech}(2z/z_0),$$ (3) $$f_3(z,z_0)=\mathrm{sech}^2(z/z_0).$$ (4) Thus, for large $`z`$, a comparison between different scale heights is possible via $$z_{0}^{}{}_{(\mathrm{sech}^2)}{}^{}=\sqrt{2}z_{0}^{}{}_{(\mathrm{sech})}{}^{}=\mathrm{\hspace{0.33em}2}z_{0}^{}{}_{(\mathrm{exp})}{}^{}.$$ (5) The use of this combination of 3 different vertical luminosity distributions meets the mentioned specifications and allows also very flexible description of a large variety of vertical profiles of galactic disks. In order to obtain a final disk model, i.e. a two-dimensional intensity distribution, integration of (1) along the line-of-sight through the disk is required. But there exist only two possible disk models – the projection face-on ($`i=0\mathrm{°}`$) and edge-on ($`i=90\mathrm{°}`$), combined with the isothermal disk model (4) – which would allow an analytical solution of (1) using a modified Bessel function (van der Kruit & Searle 1981a ). Therefore, integration of (1) must be calculated numerically. Hence, the intensity $`I(Y,Z)`$ of one point (pixel) of the disk – as it can be seen by an observer at the projected coordinates $`Y`$ and $`Z`$ on the CCD – can be written in cartesian coordinates in the following form (for example, only the double exponential disk model (2) is given here in its explicit form, for $`i0`$; integration of models (3) and (4) is analogous): $`I(Y,Z)=\mathrm{\hspace{0.17em}4}L_0{\displaystyle \underset{r_{\mathrm{min}}}{\overset{r_{\mathrm{max}}}{}}}\mathrm{exp}\left({\displaystyle \frac{\sqrt{r^2\mathrm{sin}^2(i)+Y^2}}{h}}\right)`$ $`\mathrm{exp}\left({\displaystyle \frac{2(\|r\mathrm{cos}(i)+Z/\mathrm{sin}(i)\|)}{z_0}}\right)dr.`$ (6) The integration limits are, in a direction of the line-of-sight, given by the geometry of the “galaxy-cylinder”: $$r_{\mathrm{max},\mathrm{min}}=\pm \sqrt{R_{\mathrm{max}}^{}{}_{}{}^{2}Y^2}/\mathrm{sin}(i),$$ (7) and can be approximated for $`i0\mathrm{°}`$ by $$r_{\mathrm{max},\mathrm{min}}=\pm \mathrm{\hspace{0.33em}10}z_0,$$ (8) i.e. by a cylinder with a height of about 10 scale heights. At larger distances above the disk plane the contribution of luminosity, acc. to (2)–(4), becomes negligibly. The integration of (6) along the line-of-sight through the disk-“cylinder” is realized by a modified Newton-Cotes rule. According to $`(1),(6)`$, and (7) the intensity $`I_n`$ of any disk model can be described by an integral of a family of 3 different density laws $`L_n`$, depending on 5 free parameters each: $$I_n(Y,Z)=L_n(L_0,i,R_{\mathrm{max}},h,z_0)𝑑r.$$ (9) In practice, this is still a large parameter space. It therefore requires a further, step-by-step restriction, realized in the following disk fitting procedure. ### 4.2 The disk fitting procedure In order to derive relible disk parameters we developed two independent disk fitting procedures that were designed to comply the special tasks proposed for the first (Paper I+II) and second (Paper III) part of this study (see Sect. 1). The first fitting procedure was realized semi-automatically. It uses different graphs enabling a direct comparison by eye of a set of radial and vertical profiles within a preselected disk area with those of an underlying disk model. To take advantage of symmetrical light distribution of galactic disks the profiles used for modelling are averaged over two quadrants. They are usually displayed equidistantly and cover the whole fitting area. The size of the fitting area vastly depends on the properties of the individual image, i.e. on both the image quality and some special features of the galaxy disk itself. Therefore the program allows – after a first inspection of the profiles – an interactive selection of a qualified fitting area. Depending on the S/N ratio and the spatial resolution of the images it is also possible to use a desired pixel binning for both image and model (as an example Fig. 2 shows one of the sets of radial and vertical disk profiles). This kind of modelling allows fast and flexible, but reliable disk fitting of a large number of galaxies – in particular of interacting/merging galaxies – whose disk profiles do often show considerable deviations from the simple model. Such galaxies are therefore difficult to handle with conventional least squares fitting methods. The second fitting procedure uses the same set of disk models as described before but a least square fitting in order to fit the scale height as a function of the galactocentric distance. The properties of the program will be described in detail in Paper III. To ensure homogenity of the fitting results the fit quality reached with this method was compared with that of the above described semi-automated disk modelling (for this purpose the data of non-disturbed disk profiles of galaxies in the non-interacting sample were used). It was found that both methods give consistent results with errors on (or below) a 10%-level. The errors found for the fits of the scale height only are even smaller than 5%. The remaining discrepancies are not due to the individual method itself but rather to the following two reasons: first, the fitting areas are slightly different (i.e. they are usually more restricted for the least square method as a result of its sensibility against the error sources described in the following). Second, the scale height of a large fraction of galaxy disks investigated shows variations of different absolute size (both irregularly and systematically, i.e. gradients) along the galactocentric distance. Therefore this point will be discussed in detail in Paper III. A detailed comparison of the semi-automated disk modelling with another, independent developed least square fitting routine will be given in Pohlen et al. (pohlen2000 (2000)). After comparison of both fitting methods we choose to use the semi-automated disk modelling for this part of the study because it combines the advantages of fast and flexible fitting with a high accuracy. In view of the existing data the point of flexible fitting is very important since – despite all structural similarities – the radial and vertical profiles of induvidual (disk) galaxies are unique. The profiles investigated here are often heavily contaminated by light from, e.g., a bulge and/or a bar, a nearby companion, other disk components, foreground stars or reflections from bright stars. In addition, the modelling may be complicated by strong dust extinction along the galactic plane, by a low S/N ratio, or a considerably warped disk (mainly interacting/merging galaxies). Since most of the foregoing deviations can not be easily quantified their complete consideration by an automated fitting procedure thus seems almost impossible and would cause unpredictably errors. In the following step-by-step procedure the disk parameters of the semi-automated disk fitting procedure are reduced systematically: as a first step, the inclination is determined by using the axis ratio of the dust lane in the disk plane of optical images. Given a relatively sharp dust lane, an accuracy of less than $`\pm 0.5\mathrm{°}`$ can be reached. The central luminosity density, $`L_0`$, is calculated automatically by the fitting program for each new parameter set by using a number of preselected reference points along the disk (outside the bulge- or bar-light contaminated regions). Given a sufficient S/N ratio, the cut-off radius $`R_{\mathrm{max}}`$ can be fitted to the major axes profiles with an accuracy between $`(510)\%`$. The cut-off is determined by a significant decrease of the intensity extrapolated to $`I=0`$ (left panels in Fig. 2). For highly-inclined disks such as the ones studied here, the effect of a variation of $`R_{\mathrm{max}}`$ on the slope of radial disk profiles is negligible. Thus, the remaining “real” fitting parameters are the disk scale length and height, $`h`$ and $`z_0`$, as well as the set of 3 functions $`f_n(z)`$. Within the following procedure both the scale length and the scale height are fitted in an iterative process until a first good convergence of the “global” fit is achieved. During this process, the quality of the corresponding fits can be checked simultaneously using a small set of radial and vertical disk profiles (usually 3 profiles each, see Fig. 2 as an example). For further small corrections, if necessary, both parameters can be considered as independent and thus separated without any loss of accuracy. For this “fine tuning” a set with more disk profiles (usually 6-8) is used for both parameters. During the iterative process of modelling the scale length is fitted to a set of averaged major axes profiles in a radial region typically between $`(0.72.8)h`$ and vertically outside strong dust extinction (left panels in Fig. 2). The fit quality of the vertical profiles along the disk can be used as a cross-check for the scale length (right panels in Fig. 2). As a result of the error sources mentioned at the beginning the disk scale length of a galaxy can be reproduced (with the same method) with an accuracy of $`(510)\%`$. In contrast to this, the scale lengths derived with different methods can in some cases differ by $`(2550)\%`$. The disk scale height $`z_0`$ is estimated by fitting the $`z`$-profiles inside the previously selected radial regions, which are outside the bulge- or bar contamination (right panels in Fig. 2). The vertical region used for the fits is typically between $`(0.22)z_0`$, but depends strongly on the individual characteristic of the dust lane. If the disk inclination is known precisely, this fitting method works reliably. Otherwise, additional errors may be introduced (see next Sect.). The vertical disk profiles of most of the galaxies investigated in optical passbands enable a reliable choice of the quantitatively best fitting function $`f_n(z)`$. This is because deviations between different models become visible at vertical distances larger than that of the most sharply-peaked dust regions. For those disks that are affected by strong dust extinction, the choice was made easier by using a combination of both optical and near infrared profiles. For these cases profiles of both passbands were, if available, used for fitting. ### 4.3 The influence of inclination on vertical disk profiles If a large sample of disk galaxies is investigated statistically – as is the case in this study – moderate deviations from edge-on orientation of the order of $`\pm 5\mathrm{°}`$ are common (Sect. 2). It was found in this study and in Schwarzkopf & Dettmar (schwarzkopf1998 (1998)) that, if reliable values for the scale height are desired, deviations from $`90\mathrm{°}`$ larger than $`4\mathrm{°}5\mathrm{°}`$ can not be neglegted. Therefore in this section the influence of small changes of inclination on vertical disk profiles and on the resulting parameters will be investigated in detail. For that purpose we selected 3 $`r`$-band images of galaxies in the non-interacting sample with well known disk parameters, but with different vertical profiles: $`f(z)`$ exp (IC 2531); $`f(z)`$ sech (NGC 1886); and $`f(z)\mathrm{sech}^2`$ (ESO 187-G08). At 3 different inclinations ($`i=90\mathrm{°}`$; $`88\mathrm{°}`$; and $`86\mathrm{°}`$) the vertical profiles of each model were best-fitted to the observed disk profiles (see left, middle, and right panels of Fig. 3). To compensate for the effect of inclination, both the disk scale height, $`z_0`$, and the central luminosity density, $`L_0`$, must be changed. As can be seen in the disk parameters (middle raw in Fig. 3 and Table 3) the effect for $`z_0`$ is, at $`i=88\mathrm{°}`$, around the $`5\%`$-level for all vertical models, whereas for $`i=86\mathrm{°}`$ (Fig. 3 bottom) the error amounts to $`30\%`$ for the exp-model and, after all, to $`13\%18\%`$ for the $`\mathrm{sech}^2`$ and sech-models. At smaller inclinations the quality of all vertical fits decreases rapidly and allows no more qualitative good fits. As expected, the effect of slight changes of inclination on both the scale height and the shape of vertical profiles near the disk plane is the strongest for the exp-model (left panels in Fig. 3). The effect shown above is due to the fact that the slope of the vertical disk profiles – in a region that is relevant for fitting (previous section) – remains nearly unchanged in the range between $`i85\mathrm{°}90\mathrm{°}`$, whereas this is not true for the width of the vertical profiles. Hence, to obtain reliable disk parameters for $`z_0`$ and $`L_0`$ it is required that both * the inclination of the disk is known precisely (within $`\pm 2\mathrm{°}`$) and * a disk model with a flexible inclination is used. Otherwise, substantial errors for $`z_0`$ and $`L_0`$ are introduced (Table 3 lists averaged errors $`\mathrm{\Delta }z_0`$ and $`\mathrm{\Delta }L_0`$, obtained by fitting 5 galaxies with 3 different vertical disk models each). ## 5 Summary and conclusions Optical and near infrared photometric data of a sample of 110 highly-inclined/edge-on disk galaxies are presented. This sample consists of two subsamples of 61 non-interacting galaxies and 49 minor merging candidates. Additionally, 41 of these galaxies were observed in the near infrared. The sample selection, observations, and data reduction are described. We show that – although the subsamples are naturally slightly polluted due to unavoidable selection effects – the distribution of their morphological types is almost indistinguishable, covering the range between $`0T9`$. This is important for the forthcoming detailed statistical study focused on the influence of interaction and minor merger on the radial and vertical disk structure of spiral galaxies. Moreover, a 3-dimensional disk modelling- and fitting procedure is described in order to analyze and to compare the disk structure of our sample galaxies by using characteristical parameters. We find that the vertical brightness profiles of modelled galaxy disks respond very sensitive even to small changes of inclination around perfect edge-on orientation. Therefore, projection effects of highly-inclined disks must be considered. ###### Acknowledgements. This work was supported by Deutsche Forschungsgemeinschaft, DFG, under grant no. GRK 118/2. This research has made use of the NASA/IPAC Extragalactic Database (NED).
warning/0007/cs0007018.html	ar5iv	text	# Bootstrapping a Tagged Corpus through Combination of Existing Heterogeneous Taggers ## 1. Introduction When morpho-syntactically annotating a corpus with a new tagset, the initial stages of the annotation process face a bootstrapping problem. There are no automatic taggers available to help the annotator, and because of this, the annotation process is too laborious to quickly produce adequate amounts of training material for the tagger. A solution which has been suggested in previous work \[Teufel, 1995, Atwell et al., 1994\], is to use an existing tagger, and devise mapping rules between the old and the new tagset. However, as the construction of such mapping rules requires considerable linguistic knowledge engineering, this solution only shifts the problem to a different domain. In this paper we describe a new method that uses machine learning and a very small corpus sample annotated in the new tagset. It allows us to exploit existing taggers and lexical resources with a wild variation in tagsets to quickly reach a level of tagging accuracy far beyond that of taggers trained on the initially very small annotated samples. The idea behind this method, which we will refer to as combi-bootstrap, comes from previous work on combining taggers to improve accuracy \[Van Halteren et al., 1998, Van Halteren et al., 2000, Brill and Wu, 1998\]. These approaches combine a number of taggers, all trained on the same corpus data and using the same tagset, to yield a combined tagger that has a much higher accuracy than the best component system. The reasoning behind this is that the components make different errors, and a combination method is able to exploit these differences. Simple combination methods, such as (weighted) voting, are confined to output that is i) in the same tagset as the components, and ii) is one of the tags suggested by the components. However, more sophisticated combination methods exist, which do not share these limitations. In Stacking \[Wolpert, 1992\], the outputs of the component systems are used as features for a second level machine learning module, that is trained on held out data to correct the errors that the components make. First, this theoretically allows the second level learner to recognize situations where all components are in error, and correct these. Second, this lifts the requirement that the components use the same vocabulary of categories. We can in effect present the second level learner with any type of representations of the context to be tagged, such as the word itself, but also output from existing taggers with other tagsets. The positive effects of this approach are demonstrated in the remainder of this paper. This is structured as follows. In Section 2. we describe the data sets that are used in the experiments. In Section 3. we describe the component taggers and the machine learning method used for the second level learner. In Section 4. we present the results of our experiments using a variety of combination setups. And finally, in Section 5., we summarize and conclude. ## 2. Data We developed and tested our bootstrapping method in the context of the morpho-syntactic annotation of the “Corpus Gesproken Nederlands” (Spoken Dutch Corpus; henceforth called CGN) \[Van Eynde et al., 2000\]. For this corpus, a fine-grained tagset was developed that distinguishes morphological and syntactic features such as number, case, tense, etc. for a total of approximately 300 tags. Annotation of this corpus has only just started, so we conducted experiments on three small samples (of respectively 5, 10 and 20 thousand tokens, including punctuation) of the initial corpus <sup>1</sup><sup>1</sup>1These were annotated by manually correcting tags produced by the first combi-bootstrap taggers. As existing Dutch resources we use four popular taggers (described in Section 3.) trained on (parts of) the written sections of the Eindhoven corpus \[Uit den Boogaart, 1975\], tagged with either the wotan-1 (347 tags) or wotan-lite (both with 641424 tokens of training data) or wotan-2 (1256 tags, and a slightly more modest 126803 tokens of training data) \[Berghmans, 1994, Van Halteren, 1999\] tagsets. Furthermore we will use the ambiguous lexical categories<sup>2</sup><sup>2</sup>2Not including function words like determiners pronouns etc. I.e. adjective, adverb, noun, number, exclamation, verb. of words taken from the CELEX \[Baayen et al., 1993\] lexical database. The section of this database that we use, contains 300837 distinct word forms. On this data we measure the accuracy of single taggers trained on 90% of the data and tested on the remaining 10%. To test the accuracy of a combined system, the 90% training data is split into nine pieces, and the four component taggers are tested on each part in turn (and trained on the remaining eight pieces, i.e. nine-fold cross-validation). The test outputs of the taggers on the nine training pieces are then concatenated and used as training material for the second level combination learner, which is tested on the reserved 10% test material. When examining the effects of including existing resources in the combination, both train and test set are tagged using some tagging system (e.g. an HMM tagger using wotan-1, or the ambiguous lexical categories from CELEX), and the effect is measured as the accuracy of the second level learner in predicting the target CGN tagging for the test set. ## 3. Systems We experimented with four well-known trainable part of speech taggers: TNT (a trigram HMM tagger \[Brants, 2000\]), MXPOST (A Maximum Entropy tagger; \[Ratnaparkhi, 1996\], henceforth referred to as MAX), The \[Brill, 1995\] Rule based tagger (referred to as RUL), and MBT (a Memory-Based tagger; \[Daelemans et al., 1996\]). The RUL tagger was not available trained on the wotan resources, because its training is too expensive on large corpora with large tagsets. As the combination method we have used IB1 \[Aha et al., 1991\] a Memory Based Learning method implemented in the TiMBL<sup>3</sup><sup>3</sup>3Available from http://ilk.kub.nl/ \[Daelemans et al., 2000\] system. IB1 stores the training set in memory and classifies test examples by returning the most frequent category in the set of $`k`$ nearest neighbors (i.e. the least distant training patterns). In the experiments below, we use the Overlap distance metric, no feature weighting, and $`k=1`$. ## 4. Results ### 4.1. Baselines When we train the separate taggers on training sets from the CGN corpus of three consecutive sizes, we obtain the accuracies shown Table 1. We also show the percentage of unknown words in each of the test partitions. Unknown words are defined as tokens that are not found in the 90% training partition. From this we can see that the performance on unknown words is a major component of the bootstrapping problem. We see that TNT has the best overall score for all three training set sizes (resp. 84.49, 86.39, and 90.75 % correct). It also has the best scores for known words. Only for unknown words does it find a serious contender in MAX. When we do a straightforward combination of the four taggers in the style of \[Van Halteren et al., 2000\] with IB1 as the second level learner we get a combined tagger with an accuracy of resp. 84.32, 87.24 and 90.46 % correct for the 5k, 10k and 20k data sets. Only for the 10k set this is better than the best individual tagger. The reason we do not obtain accuracy gains as in ?) here, is probably that the number of training cases for the second level learner is too small at this data set size. Also, as was shown in ?), IB1 is not the best combiner at small training set sizes. However, to keep the comparison simple, we will not use weighted voting combination here (which does perform better at small training set sizes), because voting approaches cannot be used for the combi-bootstrap method. ### 4.2. Combi-bootstrap: Reusing existing resources In this section we will add, one by one, a number of resources that use different tagsets. In contrast to the native CGN taggers, these resources have much larger lexical coverage, and the taggers among them have been trained on much larger corpora (see data description in Section 2.). We will call the resources: CGN, for the block of four CGN-taggers trained in the previous section, Word for the word to be tagged itself, CEL for the ambiguous categories on the basis of CELEX. W1, W2, and WL stand for wotan 1, 2 and Lite blocks respectively (each of which contains three different taggers: MBT, MAX, and TNT). And, finally, Wall stands for the set of all (nine) wotan-based taggers. The way the resources are added is by including them as features in the case representation for the second level learner. Figure 1 illustrates this representation for the case of all sources being used. First we consider the effects of adding the information sources one by one to CGN. The results are shown in Table 2. This shows that every added resource has a positive effect. The largest improvement is obtained by adding the wotan taggers. Second, we tried to leave out the CGN block all together, and test the value of only the other information sources. This results in the scores shown in Table 3. Interestingly, we see that the separate existing resources by themselves are not very good predictors at all. In particular CELEX (with only ambiguous main parts of speech) scores poorly. But also the blocks of three wotan taggers (MAX, TNT, MBT) with the same tagset (either W1, W2 or WL) are worse than the best CGN taggers trained from scratch. However, this is changed when we use the Wall combination: all 3 (algorithms) times 3 (tagsets) wotan taggers. In fact, this block, together with CELEX and the word itself, performs better (92.82% at 20k) than the best CGN+wotan combination so far (92.48%). These results also show that CELEX and Word are valuable additions, even though they are poor predictors by themselves. Finally, we threw all the information sources together in the combiner. This has a further positive effect, as can be seen in Table 4. In fact, it seems that more sources is simply better <sup>4</sup><sup>4</sup>4We have, however, not tried to check this exhaustively by leaving out single CGN or wotan taggers.. The best result (93.49% correct with all information sources at 20k data set size) shows 2.74% less errors than the best single CGN tagger, a 29.6% error reduction. The error reduction is even larger for smaller data set sizes, as can be seen in Table 5. In this table, the error reduction is also shown separately for known and unknown words. The gain for unknown words is dramatically larger than that for known words, showing that the effect of our method can mostly be attributed to the larger lexical coverage of the existing resources. Further analysis would be needed to separate this from the effect of better “unknown word guessing” of the existing taggers. Because the combination of all information sources contains sources of a very diverse character, a plausible intuition would be that feature weighting could help the Memory-Based classifier. However, further experimentation with TiMBL parameters showed that no parameter setting had a significant gain over unweighted Overlap with $`k=1`$ for this data set. This would probably be different if we had more data to train the combiner on. However, such luxury is not typical of the main application context of the proposed method. ## 5. Conclusion We have described combi-bootstrap, a new method for bootstrapping the annotation of a corpus with a new tagset from existing information sources in the same language and very small samples of hand-annotated material. Combi-bootstrap is based on the principle of Stacking machine learning algorithms, and shows very good performance on the CGN corpus that we have experimented with. The best performance was obtained when all available information sources are used at the same time, which yields an error reduction of up to 44.7% in one case. As the test samples are very small, however, further experimentation will be needed on other corpora. Most importantly, we have shown that if existing resources are available, a tagger for a new corpus and tagset can quickly be lifted into a workable accuracy-range for manual correction. Moreover, the proposed method seems promising for application in other domains such as word sense disambiguation or parsing, where large training resouces are difficult to construct and existing representation schemes are very diverse. ## Acknowledgements Parts of this research were supported by the project “Spoken Dutch Corpus (CGN)” which is funded by the Netherlands Organization for Scientific Research (NWO) and the Flemish Government. We would like to thank Hans van Halteren, and the CGN Corpus Annotation Working Group for respectively the availability of the wotan data sets and CGN corpus samples. Furthermore we wish to thank Antal van den Bosch for stimulating discussions concerning this research. The authors of this research are (partially) supported by a grant from the Centre for Evolutionary Language Engineering, Flanders Language Valley S.AI.L Port.
warning/0007/astro-ph0007062.html	ar5iv	text	# HST Observations of Vibrationally-Excited Molecular Hydrogen in Cluster Cooling Flow Nebulae 1footnote 11footnote 1Based on observations with the NASA/ESA Hubble Space Telescope, obtained at the Space Telescope Science Institute, which is operated by the Association of Universities for Research in Astronomy, Inc. (AURA), under NASA contract NAS5-26555 ## 1 Introduction The high density of the hot intracluster medium (ICM) at the centers of many clusters of galaxies implies that this central ICM may cool within a Hubble time. The short cooling time of this gas prompted suggestions that the ICM in these clusters cools and flows towards the center, where it subsequently condenses (see Fabian 1994 and references therein for a review.) The central galaxies of clusters suspected to harbor such “cooling flows” frequently display luminous, extended emission line nebulae (e.g., Heckman et al. 1989), which appear to be ionized and at least partially heated by hot, young stars (Voit & Donahue 1997; Cardiel, Gorgas, Aragon-Salamanca 1995, 1998; Hansen et al. 1995; Johnstone, Fabian & Nulsen 1987). The star formation rates inferred from such observations are similar to those in some starburst galaxies (e.g. McNamara 1997). The optical emission-line luminosities from the “cooling-flow” nebulae are strongly correlated (99.94% confidence) with the mass flow rate inferred from the X-ray measurements, albeit with a dispersion spanning up to two orders of magnitude (Heckman et al. 1989). The emission-line nebulae are common, appearing in $`40\%`$ of X-ray selected clusters of galaxies (Donahue, Stocke & Gioia 1992). The emission-line nebulae in clusters seem to avoid clusters with central cooling times longer than about a Hubble time (Hu et al. 1990). Yet the optical emission line gas itself appears to be dusty (Donahue & Voit 1993; Sparks, Ford & Kinney 1993; Sparks, Macchetto, & Golombek 1989), and thus is not likely to be a direct condensate from the ICM. The presence of vibrationally-excited molecular hydrogen may be as prevalent as optical emission line nebulae in the central galaxies of cluster cooling flows. All central cluster galaxies with large inferred mass deposition rates and powerful optical emission-line systems observed to date with sufficient sensitivity emit strong molecular hydrogen emission in the 2 micron 1-0 S(1) line (Elston & Maloney, 1992; Elston & Maloney 1994). More recent IR spectroscopic observations of radio galaxies associated with strong cooling flows reveal that these galaxies produce H<sub>2</sub> emission while other radio galaxies do not (Falcke et al. 1998; Jaffe et al. 1997). The infrared spectra show H<sub>2</sub> vibrational line ratios characteristic of collisionally excited $`10002000`$ K molecular gas. Dusty nebular filaments do not only appear in cluster cooling flows. Such structures have also been detected in early type galaxies in small groups (e.g. Goudfrooij & Trinchieri 1998; Singh et al. 1994), and in interacting gas-rich galaxies (Kenney et al. 1995; Donahue et al. in preparation). The characteristics in common with cooling flow optical emission-line filaments are the size scales (kiloparsecs) and the prominent forbidden line and recombination emission (\[NII\], H$`\alpha `$). Some of these sources have had recent interactions. Most of these sources also have hot ISM or are embedded in a cluster or group. In none of these objects is the source of the filament energy understood. This paper is organized as follows. Our targets are described in Section 2. In Section 3 we describe the observations. Section 4 outlines the data reduction and analysis techniques for both Hubble Space Telescope (HST) NICMOS and WFPC2 data including construction methods for isophotal profiles, for continuum subtraction from the emission-line flux, and for absolute flux calibration. In Section 5, we report and discuss the emission line fluxes inside the central 2” of each source. In Section 6, we compare the morphology of the molecular gas to the ionized gas, the 1.6 micron dust, and the radio emission. In Section 7, we investigate the opacity and reddening of dust at multiple wavelengths. We discuss the implications of our results for the source in §8 and for the heating mechanism in §9. We review our conclusions in §10. We also report our 1.6-$`\mu `$m photometry for the young clusters in NGC1275 in Appendix A. Luminosities and angular distances are calculated assuming $`q_0=0.5`$ and $`H_0=100h`$ km s<sup>-1</sup> Mpc<sup>-1</sup>. ## 2 Sample Selection Three cluster targets, Perseus, Abell 2597, and PKS0745-191, were chosen for imaging with the Hubble Space Telescope (HST) NICMOS camera in order to study the relationship between the vibrationally-excited molecular hydrogen, the optical line-emitting gas, the dust, and the radio source in the central few arcseconds of X-ray luminous clusters. NGC1275 is in the center of the Perseus cluster, and PKS0745-191 is the name of the radio source in the cluster of the same name, but as a convention, we will refer to the central galaxy in Abell 2597 by the name of its host cluster, and not by the name of its radio source (PKS 2322-122). All three targets are embedded in cooling flows with significant cooling rates. The nuclei of all three targets were known a priori to emit bright infrared H<sub>2</sub> lines whose observed wavelengths fall within the bandpasses of narrow-band NICMOS filters. Star formation rates inferred from the blue optical excess in all 3 systems span $`1020h^2`$ M yr<sup>-1</sup> (McNamara, 1997). Global target properties are summarized in Table 1. NGC1275 is the nearest massive cooling flow, with an inferred cooling rate of $`200h^1`$ M yr<sup>-1</sup> (Edge & Stewart, 1991). It is rather atypical for a cooling flow, however, with an luminous AGN in its center and a foreground, high-velocity system, possibly a colliding galaxy (Hu et al. 1983). Because NGC1275 is known to be a notoriously complex albeit bright, cluster cooling flow system, we also observed Abell 2597 and PKS0745-191, two somewhat more typical cooling flow cluster nebulae that have luminous, unresolved H<sub>2</sub> emission. These two cluster galaxies have among the most luminous 1-0 S(1) nuclear emission observed by Elston & Maloney (1994). In NGC1275, there is a large amount of cold molecular gas – $`6\times 10^9\mathrm{M}_{}`$, assuming the debatable standard CO/H<sub>2</sub> conversion – most recently mapped in CO by Bridges & Irwin 1998 and Braine et al. 1995. The CO emission was discovered by Lazareff et al. 1989. In contrast, CO from cold molecular gas has not been detected in PKS0745-19 (O’Dea et al. 1994), with an upper limit of $`8\times 10^9\mathrm{M}_{}`$, again assuming the standard conversion. McNamara & Jaffe (1994) searched six other cooling flow clusters with comparable mass cooling rates for a trace of cold molecular gas (CO), and found nothing with similar limits. Abell 2597 has not been observed in the radio for CO, but notably, it is the only known cluster radio source other than NGC1275 with H I absorption (O’Dea, Baum & Gallimore 1994). Specific comments regarding each source follow here. NGC 1275: NGC 1275 (catalog ) is a complex galaxy system with $`z=0.01756`$ (Strauss et al. 1992) (1 arcsec = 0.24 kpc h<sup>-1</sup>, $`4\pi d_L^2=3.34\times 10^{53}h^2\mathrm{cm}^2`$). It is a Seyfert galaxy (Seyfert 1943), an IRAS galaxy (Strauss et al. 1992), a Markarian galaxy, a blazar, the cD galaxy of the Perseus cluster (Abell 426 (catalog )), a merger system, and a radio source (3C84 (catalog ) or Perseus A (catalog )). It has a giant nebula of luminous optical emission-line filaments (cf. Burbidge & Burbidge 1965) extending $`100`$ kpc from its center. Perseus (catalog ) is the closest example of a cluster of galaxies with a massive cooling flow with $`\dot{M}`$$`250h^1\mathrm{M}_{}\mathrm{yr}^1`$ (Peres et al. 1998; Mushotzky et al. 1981; Edge & Stewart 1991). Fischer et al. (1987) first discovered vibrationally excited molecular hydrogen in its nucleus. A2597: The central galaxy of Abell 2597 (catalog ) ($`z=0.08520`$, Struble & Rood, 1987), ($`4\pi d_L^2=8.11\times 10^{54}h^2\mathrm{cm}^2`$, 1 arcsec = 1.07 $`h^1`$ kpc), also known as PKS2322-123 (catalog ), is in the center of a massive cooling flow ($`\dot{M}130h^1\mathrm{M}_{}`$ yr<sup>-1</sup> (Crawford et al. 1989). It has a tiny double sided radio source (Sarazin et al. 1995) and small blue lobes (McNamara & O’Connell 1993), which are relatively unpolarized and thus are thought to be scattered light or synchrotron emission (McNamara et al. 1999). It has an extensive and luminous emission line nebula (Crawford et al. 1989; Heckman et al. 1989), whose emission lines are inconsistent with being produced by shocks (Voit & Donahue 1997). PKS0745-191: PKS0745-191 (catalog ) ($`z=0.1028`$, Hunstead, Murdoch & Shobbrook 1978); ($`4\pi d_L^2=1.19\times 10^{55}h^2\mathrm{cm}^2`$, 1 arcsec = 1.26 $`h^1`$ kpc) contains a strong cooling flow, $`450h^1`$ M yr<sup>-1</sup> (Allen 2000; Peres et al. 1998; Edge & Stewart 1991; Fabian et al. 1985), a powerful H$`\alpha `$ source (Fabian et al. 1985), and like Perseus and A2597, excess blue light in the interior few kpc (McNamara & O’Connell 1992; Fabian et al. 1985). It is radio-loud compared to NGC1275 $`(L_R=4.5\times 10^{42}h^2\mathrm{erg}\mathrm{s}^1`$), with 5-10 times the radio luminosity of NGC1275 at 1.4 GHz (Baum & O’Dea 1991.) ## 3 HST Observations High signal-to-noise observations of the molecular hydrogen and continuum were acquired with the HST NICMOS2 camera, with a pixel size of 0.075” and a field of view of $`19.2\mathrm{"}\times 19.2\mathrm{"}`$, (Thompson et al. 1998) using narrow and broad-band filters. For NGC1275, the narrow band F216N filter allows the observation of the H<sub>2</sub> 1-0 S(1) line (rest wavelength 2.12 microns). The other two targets were observed in the 1-0 S(3) line (rest wavelength 1.956 $`\mu `$m) whose nuclear flux is nearly equal to the 1-0 S(1) flux in these systems (Falcke et al. 1998; Elston & Maloney 1994). This line redshifts into the bandpasses of the F215N and F212N NICMOS filters for PKS0745-191 and A2597 respectively. We obtained broad band F160W images for continuum measurements. The bandpass of the F160W filter ($``$H-band) is sufficiently wide and the emission lines sufficiently weak such that the F160W image is of nearly pure continuum light. To image the optical line emission at a spatial resolution similar to our molecular-line maps, we acquired HST Wide-Field Planetary Camera 2 (WFPC2) data (Holtzman et al. 1995), both through our own program and from the Hubble Data Archive. The WF cameras have 0.0966” pixels and $`80\mathrm{"}\times 80\mathrm{"}`$ field of view, while the PC camera has 0.0455” pixels and a $`36\mathrm{"}\times 36\mathrm{"}`$ field of view. For NGC1275, we retrieved archival WFPC2 data taken with the linear ramp filter (LRF) at 6676Å centered on H$`\alpha `$ and \[N II\] of the low-velocity system. The LRF has a very narrow bandwidth and is “tuned” to the desired central wavelength by appropriate target placement in the field of view. For A2597 we used archival WFPC2 imaging of \[OII\]3727 emission through the F410M filter and of H$`\alpha `$+\[NII\] emission measured through the F702W filter. The stellar continuum images were taken through the F702W filter for NGC1275 and the F160W filter for A2597. We observed PKS0745-191 through the LRF for an H$`\alpha `$ image. Blue continuum imaging was carried out using the F439W filter. The total exposure times and observational parameters for each observation are presented in Table 2. ## 4 HST Data Reduction and Calibration ### 4.1 Image Reduction HST NICMOS multiaccum data may present the observer with significant data reduction challenges, which could not be handled within the current standard HST pipeline software called calnica. In the following section we describe our infrared data reduction and calibration process, using tasks in the Space Telescope Science Data Analysis System (STSDAS, v2.1.1), obtained as a standard package in the publically-available Image Reduction and Analysis Facility (IRAF, v2.11.3). The solutions we found may prove a useful guide to readers reducing HST NICMOS data, therefore we describe our reductions in moderate detail, citing the software tasks whenever possible. We assume a convention of naming packages in capitals and tasks in italics. We also estimate the magnitude of the systematic uncertainties arising from imperfect data reduction and calibration. We calibrated the raw NICMOS data and corrected it for various instrument artifacts following methods which were in development by the NICMOS instrument group at STScI. Images were processed through the first portion of the STSDAS program calnica, producing images which are corrected for dark and bias signals and for nonlinearity. Some additive noise, the dark current “pedestal”, still exists after this correction and must be removed before the flatfielding step to prevent imprinting an inverted response pattern on the final image. To quantify the zeroth-order pedestal in each quadrant we estimated the mean background signal, excluding sources, which consists of the sky signal plus a constant, quadrant-dependent bias. The initial estimate of the bias level was multiplied by the flatfield and subtracted. This process was done independently for each readout frame and quadrant of the total NICMOS exposure. The median residual was then subtracted from each quadrant, and the root mean square variation of the resulting background was measured. This process was repeated for a range of initial guesses to deduce the value which minimized the root mean square variation of the background and thus, of the influence of the large-scale flatfield pattern. It was necessary to be very careful when subtracting the background from these images, because the outer isophotes of the galaxy also contribute to the large-scale background signal. When the source fills the majority of the frame, separating the bias, sky background, and galaxy light is more difficult. We obtained our best results when we subtracted the pedestal after removing the target galaxy by fitting its surface brightness profile and subtracting the profile from the data. A residual, noiseless spatial variation, called “shading”, in the bias after dark subtraction remained in only a few of the narrow-band A2597 images, resulting in a position-dependent, low-level background. The bias changes slowly across the field of view, and again, if not removed, it results in an imprint of the flat-field pattern left in the data. The “shading” pattern results because the reference dark image does not precisely reproduce the temperature-dependent dark current if the temperature of the detector varied or was different from that of the reference dark image. To correct for this small effect, we modelled the background outside the central 7.5” by 7.5” box by median filtering the image with a boxcar size of $`13\times 13`$ pixels, and subtracted the resulting median background from the pixels outside the central box region. This procedure, mostly cosmetic, brings out the contrast of the central structures without changing the value of the mean background. The effect of not fully correcting for this additional additive background in the central 7.5” adds an additional systematic uncertainty in the absolute H<sub>2</sub> emission-line fluxes for A2597 of $`5\%`$ after flat-fielding. (Systematic uncertainties in the H<sub>2</sub> fluxes arising from calibration are $`5\%`$ without this effect.) After we estimated and subtracted the effective dark current, the standard calnica process flatfielded the data, corrected for cosmic rays, and converted the units to counts (or DN) s<sup>-1</sup>. The final challenge was to correct for cosmic ray persistence. NICMOS images taken very soon after HST passes through the South Atlantic Anomaly radiation belt are affected significantly by cosmic ray persistence and thus are degraded by noise. The decaying afterglow from energetic cosmic rays persist from one read of the detector to the next, causing the signal from a single cosmic ray event to persist from one read to the next. Two-thirds of our narrow band images of PKS0745 were significantly impacted by persistence. We took significant amounts of off-source data for the narrow-band observations, originally to enable the removal of any significant thermal component at 2 microns. To remove persistant cosmic ray contamination, we modelled the charge decay rate by scaling the off-source images taken later in time and subtracting the scaled image from the initial on-source image. This procedure was iterated until we found a constant value which minimized the root mean square variation of the background. For our affected images, this procedure improved the overall signal to noise by about 30%. Finally, we aligned these processed images and combined them into a single weighted average image. WFPC2 data are much easier to calibrate, and the standard STSDAS pipeline procedure calwp2, with the standard updated reference files were used to process our data. The linear-ramp-filter (LRF) images were flatfielded with the narrow band filter flat of the nearest available wavelength (filter F673N) (WFPC2 Instrument Science Report 96-06). Images were combined and cosmic rays removed using the STSDAS task crrej. ### 4.2 Isophotal Fitting and Continuum Subtraction Isophotal fitting of the NICMOS data was performed for the inner 7” radial region of each galaxy using the STSDAS task ellipse. All parameters (ellipticity, position angle, and center position) were left free to fit the H-band (F160W) continuum. A continuum model was created using the best-fit parameters. A similar ellipsoidal fit was made to the narrow-band data, but with the ellipticity, position angle and centroid fixed to those parameters modelling the continuum data. The difference between the narrow band data and the continuum model, appropriately scaled, provides an estimate of the total amount and extent of the residual H<sub>2</sub> emission. The relative scale factor (Table 3, Isophotal Counts Ratio) was determined by matching the galaxies’ isophotal profiles, assuming that at large radii ($``$ 4”-7”) the smooth flux is purely from the galaxy’s stellar component. Since the isophotes should be the same shape at large radii, this last assumption provides a means of assessing the quality of our background subtraction. The background in the narrow-band images consists of three independent quantities: the bias offset, the sky flux, and the continuum. If the background is oversubtracted, the galaxy’s isophotal profile takes a characteristic sharp turn downwards at large radii. By minimizing this “edge”, we were able to fine-tune our background subtraction for images with low signal to noise, and thus improve our ability to subtract the continuum from the narrow band images. To test the reliability of this technique of scaling the continuum images, we used the synthetic photometry package SYNPHOT (available in STSDAS within IRAF) to derive the relative flux scale an alternate way: by calculating the expected change in continuum throughput from filter to filter. Using the task bandpar, we were able to estimate the ratio of throughput efficiency for each filter pair for a flat spectrum (in $`F_\lambda `$) source, where the efficiency is defined as the integral over wavelength of the total filter throughput. These values are given in Table 3 (Predicted Throughput Ratio) and show strong agreement with the isophotal predictions, except in the two cases (flagged with asterisks) where the optical continuum filter is of a significantly different wavelength than the emission. In order to desensitize our final results to assumptions regarding the underlying continuum spectra, we based our continuum subtraction on the isophotal profiles. Because the effects of dust obscuration are much less significant at 1.6$`\mu `$m than at shorter wavelengths, we removed the continuum from the WFPC2 emission-line images by fixing the isophotal parameters to match those parameters obtained from the 1.6-$`\mu `$m data. For NGC1275, the bandpass of the companion broadband filter also contains the wavelength of the optical emission line of interest, but the filter is wide enough that contamination is only a few percent, and thus the net profile and line fluxes should not be significantly affected. We present the isophotal profiles for each galaxy in Figure 1, with magnitudes per unit sky area provided in arbitrary units. All of the NICMOS narrowband images clearly show H<sub>2</sub> line-emission within the central arcsecond of each cooling flow, and all three galaxies show additional extended emission, out to a radius of about 2-3”. The optical continuum for all of the galaxies of course extends beyond the central 8”. We present a morphological comparison of both the ionized and the vibrationally-excited molecular gas in §6. ### 4.3 Absolute Flux Calibration We describe here our process for estimating absolute fluxes for the emission line images. Once the residual emission images were created, we converted their count rates to units of absolute flux using the SYNPHOT package. For continuum observations of broadband sources, the standard HST flux calibration provides the correct absolute flux conversion with the overall photometric accuracy better than 5% for the NICMOS data, 2% for the WFPC2 wide and medium band filters, and 3% for the WFPC2 linear ramp filters. A standard method to estimate the flux of a single emission line in ($`\mathrm{erg}\mathrm{s}^1\mathrm{cm}^2`$) is to assume that the spectrum of the continuum emission is flat (in $`F_\lambda `$), and then to correct for the contribution of the emission line. The following approximation is usually made for HST imaging: $$F_{line}=CR\gamma _c1.054\mathrm{\Delta }\lambda PHOTFLAM$$ (1) where $`CR`$ is the flux in DN sec<sup>-1</sup>, $`\mathrm{\Delta }\lambda `$ is the Gaussian width of the filter bandpass, PHOTFLAM is the flux conversion factor for the standard HST flux calibration from the HST data header (units of erg cm<sup>-2</sup> Å<sup>-1</sup> DN<sup>-1</sup>), and $`\gamma _c`$ is a correction factor to account for the position and width of the emission line in the filter bandpass ($`\gamma _c=1`$ when the line falls at the filter center) (HST Data Handbook v3.1, Section 18.2.5). To estimate $`\gamma _c`$, we used SYNPHOT to model the instrumental throughput for each filter, we assumed the emission lines to be Gaussian-shaped, and we used the H<sub>2</sub> line widths (FWHM) given in Table 3. A DN is “digital number” or a count, and is equal to the number of electrons read out from a pixel multiplied by the detector gain. We tested the robustness of the standard method by modelling a flat spectrum plus a single emission line first, then calculating the appropriate flux conversion. (See the WFPC2 Instrument Science Report 96-06 describing these methods for the photometric calibration of the LRF’s.) SYNPHOT convolves an emission-line model of a given flux in erg sec<sup>-1</sup> cm<sup>-2</sup> and the appropriate Gaussian line width with the known throughput of the telescope in each relevant observing mode. SYNPHOT then returns the flux (in DN s<sup>-1</sup>) that would be expected for each observation. Both methods discussed give similar results for a single Gaussian line, agreeing to within 5% or less. However, each H$`\alpha `$ observation also included \[NII\] in its filter bandpass. The ratio of H$`\alpha `$ to the H$`\alpha `$+\[N II\] emission for the central 2” of each cluster is reported in Table 3, from ground-based spectroscopy. To determine the net flux of H$`\alpha `$ emission, we had to estimate the contribution from NII in each filter. For A2597, the F702W filter is sufficiently wide that the observed spectroscopic line ratios could be employed to correct the total measured flux for NII contamination. The linear ramp filters used to observe NGC1275 and PKS0745-191, on the other hand, are quite narrow and transmission falls off rapidly away from the filter center, and thus require a more sophisticated approach. To provide the most accurate estimate of pure H$`\alpha `$, we determined the flux calibration for the specific case of the H$`\alpha +`$\[N II\] line complex by convolving the appropriate filter and telescope response functions with three Gaussian lines centered at 6548Å, 6563Å, and 6583Å, having the appropriate relative flux ratios, linewidths, and redshifts measured from nuclear spectra for each of the 3 galaxies (Table 3). This correction increases the nominal flux conversion factor by 10% for NGC1275 and PKS0745-191. We then corrected the total measured flux using the spectroscopic \[N II\]/H$`\alpha `$ line ratios (Table 3). The sensitivity of our flux calibrations to uncertainties in line widths and to the relative contributions of \[N II\] and H$`\alpha `$ emission was also tested. The widths of the emission lines could be smaller for off-nuclear regions (H II regions, for example) than they are in the cores of the galaxies. The flux conversion factor for H<sub>2</sub> emission decreases by 8%, 1%, and 20% for NGC1275, A2597, and PKS0745-191, respectively, if a FWHM of 5Å rather than 50Å is assumed. For the H$`\alpha `$ line, decreasing the assumed FWHM by a factor of $`10`$ to 2Å results in a 2% flux decrease for NGC1275 and in no change for the other two targets. The \[N II\]/H$`\alpha `$ ratio assumed in our calculations is an average value from ground-based long-slit observations and could vary spatially. Varying the assumed \[N II\]/H$`\alpha `$ ratio between 0.5 and 1.5 changes the total (H$`\alpha `$+\[N II\]) measured flux very little, altering the total flux of NGC1275 and A2597 by 4% and PKS0745-191 by 1%. However, the inferred H$`\alpha `$ flux could vary by a factor of 2.0 between these two extremes, to be between 60% and 33% of the total measured flux. Therefore, off-nuclear pure H$`\alpha `$ estimates are only good to about a factor of 2. The absolute infrared H<sub>2</sub> flux calibration is good to at least 25% off-nucleus where hot dust from the central torus is unlikely to contaminate our measurements, and to approximately a factor of 2 on-nucleus, lacking an estimate for the hot dust contribution. The uncertainties quoted in the following tables do not include these systematic calibration uncertainties, but we take them into account when we compare these data to model predictions. ## 5 Aperture Photometry The derived isophotal profiles indicate excess two-micron emission in the central few arcseconds of each galaxy. We know from previous spectroscopy that each of the galactic nuclei produces H<sub>2</sub> emission, and that the continuum emission between 1.5 and 2.0 microns is fairly flat. So our absolute photometry in the H-band and 2-micron narrowband filters should allow us to subtract the continuum in the nuclei fairly accurately. We checked this by comparing the continuum scale factor derived from absolute photometry (§4.2) to that derived from matching the galaxy surface brightness profiles at the edges of the NICMOS field of view. Nevertheless, as mentioned in §4.3, our estimates of H<sub>2</sub> emission in the nuclei, where the AGN and hot dust from the central torus dominate, can not be precise because of the limitations on our technique. The net H<sub>2</sub> surface brightness was measured from each residual image within concentric annular apertures centered on the galaxy. In Figure 2, the net surface brightness of the H<sub>2</sub> emission, the H$`\alpha `$+\[N II\] (“optical”) emission, and the molecular to optical flux ratio for the inner 4 arcsec of each galaxy is plotted. Spurious behavior of the flux ratios at radii less than 0.4” is an effect of the NICMOS PSF and its Airy ring. The total H<sub>2</sub> fluxes, measured within a radius of 2” are presented in Table 4. The fluxes in these tables have been corrected for Galactic reddening and absorption but not for intrinsic reddening or absorption. NGC1275: For NGC1275, the molecular emission is concentrated in the nucleus of the galaxy. To determine its extent, we compared the radial profile of a typical star with the radial profile of the NGC1275 nucleus in the narrow band image. The measured characteristic radius of the NGC1275 nucleus was only slightly larger than that of the PSF star, implying an intrinsic radial scale of less than 0.09 arcsec ($``$1-1.2 pixels) for the residual emission, corresponding to a physical scale of $`<\mathrm{\hspace{0.25em}22}`$ h<sup>-1</sup> pc. The H<sub>2</sub> emission line flux of the central source within a 2 arcsecond radius aperture was measured to be $`9.84\pm 0.34\times 10^{14}\mathrm{erg}\mathrm{s}^1\mathrm{cm}^2`$, corresponding to an H<sub>2</sub> line luminosity of $`3.3\times 10^{40}\mathrm{erg}\mathrm{s}^1h^2`$. Faint extended emission is detected up to 2” off-nucleus. The AGN in NGC1275 is known to be variable, so comparison of photometry from different epochs may not be relevant, but we report earlier flux estimates here. Inoue et al. (1996) measured the total flux of 2$`\mu `$m molecular emission in NGC1275 for a 2”x2” region in the center and derived a value of $`(2.5\pm 0.1)\times 10^{14}\mathrm{erg}\mathrm{s}^1\mathrm{cm}^2`$. Using a similar area aperture ($`r=1.13\mathrm{"}`$), we measured $`(9.4\pm 0.3)\times 10^{14}\mathrm{erg}\mathrm{s}^1\mathrm{cm}^2`$. The ground-based Inoue et al. (1996) observations, done with a 2” by 30” slit, may not have been well-centered on the central source and the conditions were not perfectly photometric. Inoue et al. noted possible variable seeing and/or tracking problems with the standard star. Both problems would also affect flux estimates from a slit observation. They also note a flux deficit with respect to earlier H<sub>2</sub> observations by Kawara & Taniguchi (1993) ($`3.8\times 10^{14}\mathrm{erg}\mathrm{s}^1\mathrm{cm}^2`$ in the central 2.5” by 3.0”). Krabbe et al. (2000) report ground-based fluxes of $`4.1\times 10^{14}\mathrm{erg}\mathrm{s}^1\mathrm{cm}^2`$ in the central 3”. This discrepancy suggests that our estimate could be contaminated by hot dust continuum from the AGN, contributing almost equal flux as the H<sub>2</sub> line to the narrow-band excess on the nucleus. Our off-nuclear surface brightness estimates are consistent with Krabbe et al. (see next section.) In contrast to the compact vibrationally-excited molecular hydrogen emission, the H$`\alpha `$ line emission completely pervades the PC field of view. Optical line emission through the WFPC2 Linear Ramp Filter (LRF) is detected to the edge of the field; the precise surface brightness of the extended emission is difficult to quantify because the central wavelength of the LRF and the redshift of the emission-line gas varies across the field . The emission-line widths are relatively broad, and the bandpass of the LRF at any position is relatively narrow, thus varying fractions of the \[NII\] and H$`\alpha `$ line complex are imaged, depending on the position in the field. The location of the nucleus of NGC1275 is such that it is centered on the observed wavelength of H$`\alpha `$. The H$`\alpha `$+\[N II\] emission in an aperture of radius 2” is $`7.6\pm 0.3\times 10^{13}\mathrm{erg}\mathrm{s}^1\mathrm{cm}^2`$, and thus $`F_{H\alpha }`$ is $`3.3\pm 0.2\times 10^{13}\mathrm{erg}\mathrm{s}^1\mathrm{cm}^2`$. The ratio of H$`\alpha `$ to 1-0 S(1) H<sub>2</sub> line emission in the nucleus of NGC1275 is $`37`$ ($`r<2\mathrm{"}`$, corrected for \[NII\] contribution and for a contribution of warm dust continuum ranging from 0% to 50% of the estimated 2-micron excess in the nucleus. The ratio is uncorrected for internal absorption.) A2597: In A2597, the narrow-band infrared images reveal a complex, multi-component structure of vibrationally-excited molecular hydrogen extending over 2 arcseconds north and east of the nucleus. The location of the nucleus is revealed in the 1.6 micron image behind the thick dust absorption feature seen in the optical images. The complex structure of the emission gas is apparent in the differential flux profiles of A2597. The radial surface brightness profile of \[O II\]3727Å decreases sharply at a radius of 0.3” where a thick dust lane obscures the galaxy’s core. Within an aperture radius of 2”, we derive a total H<sub>2</sub> flux of $`(3.7\pm 0.6)\times 10^{15}\mathrm{erg}\mathrm{s}^1\mathrm{cm}^2`$, corresponding to an emission line luminosity of $`3.0\times 10^{40}h^2\mathrm{erg}\mathrm{s}^1`$. We subtracted a scaled H-band image from the F702W image to reveal the emission-line system in H$`\alpha `$+\[NII\]. The H$`\alpha `$ image shows the same filamentary structure as does the \[OII\] image (Koekemer et al. 1999), with an H$`\alpha `$+\[N II\] flux of of $`4.15\pm 0.58\times 10^{14}\mathrm{erg}\mathrm{s}^1\mathrm{cm}^2`$ within 2”, or an H$`\alpha `$ flux of $`1.6\pm 0.2\times 10^{14}\mathrm{erg}\mathrm{s}^1\mathrm{cm}^2`$ and an \[O II\] flux of $`5.9\pm 1.7\times 10^{14}\mathrm{erg}\mathrm{s}^1\mathrm{cm}^2`$ inside 2”, corresponding to optical emission line luminosities of $`1.3\times 10^{41}h^2\mathrm{erg}\mathrm{s}^1`$ and $`4.8\times 10^{41}h^2\mathrm{erg}\mathrm{s}^1`$ respectively. The ratio of H$`\alpha `$ to 1-0 S(3) H<sub>2</sub> emission in the central 2” is formally $`4.3\pm 0.9`$, corrected for \[NII\] but uncorrected for internal absorption. PKS0745-191: Emission from the H<sub>2</sub> gas within the central galaxy of PKS0745-191 is concentrated in the core of the galaxy and in a bright clump just off the nucleus. The total H<sub>2</sub> flux within a radius of 2” (or 2.52 $`h^1`$ kpc) is $`(4.6\pm 0.8)\times 10^{15}`$ erg s<sup>-1</sup> cm<sup>-2</sup>, corresponding to an 1-0 S(3) line luminosity of $`5.5\times 10^{40}h^2\mathrm{erg}\mathrm{s}^1`$. The total net H$`\alpha `$+\[N II\] emission line flux from the same region is $`4.6\pm 0.8\times 10^{13}\mathrm{erg}\mathrm{s}^1\mathrm{cm}^2`$, or H$`\alpha `$ alone of $`2.6\pm 0.3\times 10^{13}\mathrm{erg}\mathrm{s}^1\mathrm{cm}^2`$. The ratio of H$`\alpha `$ to 1-0 S(3) H<sub>2</sub> emission in the central 2” is $`5.7\pm 1.2`$, corrected for \[NII\] but uncorrected for internal absorption. ## 6 Emission Line Maps The morphology of the emission from the ionized gas, the vibrationally-excited molecular gas, and the dust absorption were compared for each source. In Figures 3-5, we present side-by-side grey scale comparisons of the molecular hydrogen emission and optical line emission along with the red starlight, the dust, and the radio emission for the central regions of each galaxy. We mapped the obscuration due to dust at 1.6$`\mu `$ by dividing each image by its isophotal model and binning the residual. For comparison with radio structures on the same angular scales, we sought radio maps from the literature with angular resolution similar to that of HST. Maps obtained at 666 MHz for NGC1275 (Pedlar et al. 1990), at 8.44 GHz for A2597 (Sarazin et al. 1995), and at 2 cm and 6 cm for PKS0745 (Baum & O’Dea 1991) are contoured over HST greyscale images. All of the images of a given target are plotted at the same angular scale and orientation. The emission line maps show what the aperture photometry and the radial surface brightness plots only suggested: most of the molecular hydrogen emission from NGC1275 is confined to the nucleus, except for faint wisps to the SW and NE, while the emission from A2597 and PKS0745-191 is clearly extended. The maps reveal that this extended emission is filamentary and traces very similar structures as does the optical line emission. We report a possible jet feature in PKS0745-191. We now discuss each source in turn. NGC1275: While extended, filamentary H$`\alpha `$ emission fills the central region of NGC1275 (Figure 3b), we detected H<sub>2</sub> emission mostly in the nucleus of the galaxy (Figure 3a). The H<sub>2</sub> residual image exhibits the pattern of the NICMOS PSF and its first Airy ring, with no structure detected at larger radii. There is a faint trail of emission off to the SW of the nucleus and a small blob east of the nucleus. These features were also seen in ground-based images by Krabbe et al. (2000). We measured similar surface brightnesses. In a 1” by 1” box, the mean surface brightness of the trail feature is $`1.5\pm 0.8\times 10^{15}\mathrm{erg}\mathrm{s}^1\mathrm{cm}^2\mathrm{arcsec}^2`$, consistent with Krabbe’s estimated $`2\times 10^{15}\mathrm{erg}\mathrm{s}^1\mathrm{cm}^2\mathrm{arcsec}^2`$ for the same feature. The surface brightness limit for undetected features was computed by masking the obvious point sources in the residual H<sub>2</sub> image, and median filtering the residual within a smoothing kernel of an 13 by 13 pixel box. The mean net sky value was $`0.00\pm 0.005`$ DN sec<sup>-1</sup> pixel<sup>-1</sup>, corresponding to a 2$`\sigma `$ surface brightness threshold of $`5\times 10^{16}\mathrm{erg}\mathrm{s}^1\mathrm{cm}^2\mathrm{arcsec}^2`$. H$`\alpha `$+\[N II\] emission line surface brightness in the same region were as intense as $`2\times 10^{14}\mathrm{erg}\mathrm{s}^1\mathrm{cm}^2\mathrm{arcsec}^2`$ in a filament 3” west of the nucleus and $`5\times 10^{14}\mathrm{erg}\mathrm{s}^1\mathrm{cm}^2\mathrm{arcsec}^2`$ in a bright feature extending 1” west-northwest of the nucleus. The total amount of H$`\alpha `$ contributing to the emission-line flux is approximately half of the surface brightness in H$`\alpha `$+\[N II\]. Therefore, in these bright optical filaments and features, the H$`\alpha `$/1-0 S(1) H<sub>2</sub> line ratio is greater than $`20`$ and $`40`$, respectively. These line-ratio limits are consistent with line ratios expected from shocked gas in which the molecules have been largely dissociated ($`V_s>\mathrm{\hspace{0.25em}40}`$ km/sec). The 1.6 $`\mu `$ image (Figure 3c) shows a smooth stellar continuum and some dust lanes, along with some of the stellar clusters that were reported in WFPC2 optical observations by Holtzman et al. (1992) We report the IR photometry of the brightest of these clusters in Appendix A. The exposure time for our GO image was only 256 seconds, but this image was improved by co-adding an archival snapshot image of 640 seconds. The residual 1.6 $`\mu `$ continuum image (Figure 3d) is displayed such that the regions with dust (negative residuals) are grey or black, and the lighter areas are regions with less or no detectable absorption. The absorption map reveals that the central region is embedded in filamentary dust features which wind inward as close as 0.5” from the center. The features do not identically track the morphology of the H$`\alpha `$ emission-line filaments. Some regions of strong dust absorption also seem to have powerful H$`\alpha `$ emission, such as the region just NW of the nucleus, but for the most part the dust features are at best tangled with the ionized gas filaments. The 666 MHz radio contours (Pedlar et al. 1990) show the AGN point source and a feature extending SE parallel to a dust feature. A2597: The residual H<sub>2</sub> emission map (Figure 4a) shows very distinct filamentary structure extending from the nucleus of the galaxy. This extended, filamentary network traces the complex structure found in both the H$`\alpha `$ and the \[OII\] emission maps (Figures 4bc) derived from archival WFPC2 observations. Several bright filamentary arms extend outward from the nucleus and arc counterclockwise like tiny spiral arms or tidal tails. The brightest knot of H<sub>2</sub> emission is in the core of the galaxy. This has no direct counterpart in either of the optical emission images, likely because of substantial dust obscuration of the center of the galaxy. The optical emission profiles for Abell 2597 are rather flat inside 1”, and certainly not as peaked as the molecular line surface brightness, which may imply that dust may be absorbing the optical line emission at least in the central square arcsecond. The 1.6 $`\mu `$m stellar continuum image (Figure 4e), on the other hand, is quite smooth, with some very faint features which are hot pixels not completely subtracted by processing. The residual 1.6 $`\mu `$m absorption image shows little dust absorption (Figure 4f), except for one thick lane extending southeast from the nucleus. This dust lane is offset to the north of the nearby emission arm but is directly adjacent to it. The edges of the radio lobes traces the gas emission and the dust lane extremely well, with the leading edge of each radio lobe aligning precisely with a bright filamentary arm (Figure 4d). These small-scale radio lobes are also correlated with the lobes of blue light, seen best in the F702W isophotal residual image (Koekemoer et al. 1999). The radio source appears to be interacting with the ambient gas and possibly also the dust. This interaction with the ICM may have induced star formation and would thus explain the presence of the blue lobes (McNamara et al. 1993; Koekemoer et al. 1999). In Figure 6, the brightest emission clumps which were found in both the optical and infrared emission-line images are labelled, and we present the flux ratios of these two components in Table 5. The core of the ROSAT HRI image of A2597 shows some east-west elongation at the smallest scales resolvable by the HRI ($`4\mathrm{"}`$) (Sarazin et al. 1995; Pierre & Starck 1998), which may indicate that the ICM of A2597 and the ISM of PKS2322-12 (the central radio source A2597) are interacting within these scales. PKS0745-191: Clumpy arms of H$`\alpha `$ emission spill from the center of PKS0745-19 (Figure 5b), tracing the emission from the H<sub>2</sub> gas (Figure 5a). The brightest molecular emission occurs in the core of the galaxy and in an adjacent knot to the southeast. The H-band continuum image (Figure 5c) is very smooth and shows only a few patches of dust absorption in the negative residual image (Figure 5d). The most significant of the dust features extends eastward from the core and lies directly opposite a linear continuum emission component which appears to be a tiny jet. The 2 cm radio contours from Baum & O’Dea (1991) (Figure 5e) shows a distortion in the same scale and position angle as the putative jet feature. Distorted and extended 6 cm radio contours, also from Baum & O’Dea (1991), (Figure 5f) surround the core of the galaxy but exhibit no clear indications of jets or lobes. The shape of the 6 cm radio source suggests that some interaction may be occuring between the system with the dust feature and the radio source. In Figure 7, we identify clumps of gas which are present in both the ionized and the molecular residuals, and we calculate the flux ratio of the two components for each clump in Table 6. ## 7 Dust Extinction The optical and near-infrared images of all three galaxies show significant dust lane features. These lanes show up as patchy or filamentary absorption against a smooth elliptical distribution of light. By fitting and dividing out the elliptical backgrounds, the quantity of absorption in each waveband can be estimated. The ratio of the absorption in any two bands provides a point on the reddening law for the dust in that system. Using this method, we show that the dust in each of these systems is consistent with a Galactic reddening law. In the central region of NGC1275, dusty patches significantly obscure the galaxy, and this obscuration is still quite strong at infrared wavelengths $`1.6\mu `$m or H-band. A longer WFPC2 R-band exposure from the Hubble Data Archive provided the comparison opacity of the dust features at optical wavelengths. (This exposure saturates the central nucleus, so we did not use it to subtract continuum from the LRF image.) If the underlying stellar emission is smoothly distributed across the galaxy, the ratio of extinctions $`A_R`$ and $`A_H`$ could provide one point of the reddening law of the extinction. However, the emission maps created in the previous analysis revealed thick, clumpy patches of H$`\alpha `$ emission. Therefore optical line emission contaminates the continuum estimate of this filter, and the extinction relation derived using this filter might be suspect. For this reason, we also use archival WFPC2 data at B-band (F450W) for the analysis of the dust lanes in NGC1275. Our conclusions using either the B or the R data with the H-band data are similar. We forced the isophotal fitting parameters (the shapes and the centroids) of the optical images to match that derived for the NICMOS F160W image, except for the normalizations. We then divided the B-band, R-band, and H-band images by their isophotal models to create residual images which map the dust and allow a quanititative extinction estimate in magnitudes. The residual images were binned to $`0.2\mathrm{"}`$ resolution, and the detection limit for an absorption feature was determined to be $`0.03`$ magnitudes at H-band. Assuming the relations for Galactic-type opacity (Cardelli et. al 1989) and $`R_v=3.1`$, the H-band limit corresponds to a limit of 0.20 magnitudes at B, which we use for a lower cutoff. For reference, extinction ratios for each filter pair were calculated using the infrared and optical Galactic extinction relations with the mean filter wavelength (0.452, 0.687, and 1.593 $`\mu `$m at B, R, and H). This gives the result: $`A_{F450W}/A_{F702W}=1.65`$, $`A_{F702W}/A_{F160W}=4.07`$, and $`A_{F450W}/A_{F160W}=6.73`$. The image in Figure 8(a) is a ratio map of the extinction magnitudes for the residual B- and H-band images, where black represents Galactic-type opacities ($`A_B/A_H=6.7`$), grey scales where the ratio is less than Galactic, and white indicates regions with no dust in either filter. We plot the measured extinction in two ways in Figure 8(b): for each dusty pixel in the image and as a median extinction value, calculated in 0.1 mag bins. Two simple models described in Walterbos & Kennicutt (1988) have been overplotted onto the data. The first of these (Model 1, bold line) shows the expected relation for a uniform mixture of stars and dust. The second model (Model 2) assumes that the dust lane is geometrically thin and that the dust is embedded in a stellar disk, where $`x`$ is the fraction of light in front of the dust. Dashed lines represent varying values of $`x`$ (0.0-0.8), and dotted lines represent varying values of $`\tau _h`$ (0.2, 0.4, 0.6, 1.0, $`\mathrm{}`$). For infinite optical depth, the expected extinction in the two colors is equal, since only light from sources in front of the dust would be detected. In Figure 8b, we see that Model 1 is an approximation to only some of the data. Model 2 fits some of the points in a range of $`0.4<x<0.8`$ and $`\tau _h<0.4`$. In the image, these points correspond mainly to the large dust feature northeast of the galaxy’s center, where the 1.6 $`\mu `$m opacity is the highest (see Figure 5d). The correspondence to Model 2 implies that the dust in the central few arcseconds of NGC1275 is well-mixed with the stars, but not in a uniform manner. Optically thick patches appear to be intermixed with regions showing Galactic-type opacities. These regions are the darkest regions in the grey scale Figure 8(a). In Figure 8c and 8d, we plot the $`A_B`$ vs. $`A_R`$ and $`A_R`$ vs. $`A_H`$ extinctions. Contamination due to optical line emission at R-band or B-band changes the intercept of the color plots. Certainly some contamination occurs in the broad R-band filter. Assuming that contamination is $`7\%`$, this effect moves data points in Figure 8c to the right and in Figure 8d up by 0.07 magnitudes. A straight-line fit to the $`A_B`$ vs $`A_R`$ extinction, allowing for error bars in both directions, reveals a slope of $`1.45\pm 0.13`$, somewhat less steep than a simple screen of Galactic dust, but consistent with some mixing between stars and dust. A formal intercept of $`0.10\pm 0.03`$ magnitudes is found, which is consistent with our estimate of the contamination in R. Three outlying points, with apparently high extinction in the blue band but very little extinction in the R and H band, lie very near a strong dust feature just NE of the center of the image. Inside this feature lies a very red star cluster (perhaps a globular cluster) which is strongly absorbed at B, but is just visible in H. The most significant result to be noted from the absorption comparison plots are that the slope of the extinction relation appears to be either the same as, or less steep than, that of a Galactic extinction relation, which is consistent with a heterogeneous mix of stars and Galactic dust. Therefore, we see very little evidence for an unusual dust law in NGC1275. There is a significant amount of dust, which we can see in distinct features even at 1.6 $`\mu `$m, but the reddening is consistent with that of normal Galactic-style dust. The NGC1275/Perseus observations do not show the unusually steep slope for the absorption ratios as measured for Abell 1795 by Pinkney et al (1996). In Abell 2597, spectroscopic determination of $`A_R`$ from the Balmer line decrement and the assumption of a standard reddening law in the central two arcseconds provided an estimate of an absorption of $`A_R1`$ (Voit & Donahue 1997). Estimating the dust absorption and reddening from existing HST imaging for Abell 2597 is problematic. We have no line-free optical continuum image for Abell 2597. For the strongest absorption feature in the image, a triangular aperture wedged alongside the nucleus, $`A_R0.10\pm 0.01`$ magnitudes and $`A_H=0.009\pm 0.002`$ magnitudes, giving a ratio of $`10.7\pm 2.8`$. This ratio, however, must be suspect. The red filter measurement is strongly contaminated by line emission from the H$`\alpha `$+\[N II\] complex (so much so we can use the image to estimate H$`\alpha `$ fluxes). The red “absorption” of this feature may be wrong because our technique for estimating it is not robust to significant amounts of structure, which certainly exists nearby the nucleus of A2597. The observed ratio in this small region is nonetheless consistent with what is expected from optically thin Galactic-style dust, but high resolution, high quality pure optical continuum observations or deep optical spectroscopy are needed for a reliable measurement of dust. The continuum (F439W) image of PKS0745-191 also does not permit a very accurate measure of the color sensitivity of the absorption in the single dust feature in that source. In the dust bar feature just west of the nucleus, $`A_B=0.16\pm 0.04`$ and $`A_H=0.05\pm 0.01`$ magnitudes, corresponding to a ratio $`2.9\pm 1.1`$, less than the expected Galactic ratio of 6.7, but consistent with a dust slab where 80% of the observed starlight lies in front of it. In summary, we have unambiguously detected the absorption of dust features in all three galaxies. For NGC1275, we have extensive measurements for the prominent dust features in that system, while for A2597 and PKS0745-191, the estimates were possible for only for a single feature in each system. For all three sources, the ratios of the optical to the infared absorption are consistent with Galactic reddening. The dust absorption is consistent with that of rather thick, normal dust clouds lying behind foreground stars. ## 8 Origins of the Gas In order to emit in the 1-0 S(1) or 1-0 S(3) vibrational transition line, molecular hydrogen must be vibrationally excited. If it is excited collisionally, it must be relatively warm ($`10002000`$K). To infer anything more about this gas, we would like to know where it came from and how it is heated. In the following section we discuss the possible origins of the gas and of the gas morphologies. ### 8.1 The molecular gas is not part of a cooling flow The molecular emission lines are far too bright to be from cooling gas (Jaffe et al. 1997). If molecular line emission is responsible for radiating energy from a cooling flow as the gas cools through the temperature 2000K, the fraction of cooling expected from a single H<sub>2</sub> infrared lines is about $`\eta =210\%`$. Estimating the mass cooling rate by $$\dot{M}=\frac{m_{H_2}\mathrm{\Phi }}{\eta }$$ (2) where $`m_{H_2}`$ is the mass of a hydrogen molecule and $`\mathrm{\Phi }`$ is the line luminosity in photons per second, we find a mass cooling rate inside the central 2” of tens of thousands of solar masses per year, two orders of magnitude larger than the total cooling flow rates over an entire cluster (Table 1). Specifically, the mass cooling rates implied for NGC1275, A2597, and PK0745-191 would be 18,000, 16,000, and 29,000 $`h^2M_{}`$ yr<sup>-1</sup> respectively. One possible source of the gas, however, could be the intracluster medium (ICM). It is difficult to imagine scenarios where molecule formation would occur readily in the cores of cluster cooling flows (Voit & Donahue 1995), although the possibility has been explored (Ferland, Fabian & Johnstone 1994). Molecular hydrogen formation occurs most readily when dust is present (although there are formation scenarios where dust is not required). Since dust shouldn’t last long in the hot ICM, we don’t expect molecular hydrogen to form in gas that has condensed out of the ICM. Furthermore, the large energy density in X-rays will inhibit both dust and molecule formation (Voit & Donahue 1995). Therefore, this molecular hydrogen is unlikely to be the end product nor direct evidence of a cooling flow. ### 8.2 Morphologies of the dust and optical and infrared emission-line gas The emission-line morphologies in these clusters indicate that the H<sub>2</sub> gas is closely related to the H$`\alpha `$ emitting gas. The emission-line filaments of H<sub>2</sub> align nearly exactly with the emission-line filaments of H$`\alpha `$. We are unable to tell whether the correspondence extends to lower surface brightnesses, but the highest surface brightness features seem to overlap substantially. The correspondence of the optical and infrared emission-line filament structures suggests, but does not demand, that the heating mechanisms might also be related. The filaments themselves are concentrated in the central region in bright fuzzy blobs and extend away from the nucleus in delicate tendrils that seem to surround cavities that may have been evacuated by radio sources. Some of the filaments have knots which could be simply brighter parts of the filaments or HII regions which are photoionized by stars. The structure of the extended filament system is suggestive of shocks; however, we know from nuclear emission-line spectroscopy of A2597 (Voit & Donahue 1997) and from stellar continuum analysis of central galaxies in cluster cooling flows (Cardiel, Gorgas, & Aragon-Salamanca 1998b) that hot stars play a significant role in the optical line emission from these galaxies. The arcsecond-scale radio sources in both Abell 2597 and PKS0745-191, and, to a limited extent, in NGC1275, appear to be interacting with the atomic and vibrationally-excited molecular gas. The radio plasma in these galaxies seems to be affecting and is affected by the atomic and molecular gas. The dust absorption features of these three galaxies do not align with the emission-line filaments although there is some overlap. The dust features tend to be elongated in the same direction as the emission-line feature, and in some cases, the dust lanes run alongside the emission-line filaments. The conclusion of this morphological observation is that while the emission-line gas itself is known to be dusty based on significant calcium depletion – that is, no or very little \[CaII\] emission has been observed (Donahue & Voit 1993), there is certainly dusty gas which is not associated with the emission-line filaments, and may be quite distinct from them. This dust seems to be quite normal in NGC1275, A2597, and PKS0745-191 as we showed in §7. Sparks, Ford & Kinney (1993) and Sparks, Macchetto, & Golombek (1989) discovered normal Galactic-style dust in M87 and NGC 4696 (Centaurus) respectively. (In these systems, the emission-line gas and the dust appear to be co-spatial, at least on arcsecond scales.) If the dust properties are consistent with those of Galactic dust, it is unlikely that the dust has been processed by X-rays or is a byproduct of any process whereby the nebular or dusty gas condenses from the hot gas. It is therefore unlikely that the dust, the ionized emission-line gas, and by association, the warm molecular gas, originated as intracluster material at X-ray emitting temperatures. Sparks et al (1989, 1993) have speculated that a merger event provided the gas, citing the coherent filamentary structure, the quantity of dust, and the angular momentum of the emission-line gas as evidence. ## 9 Heating the Gas Our observations allow us to test hypotheses about how the molecular gas might be heated. Vibrationally-excited molecular hydrogen is present in both active galaxies and in starburst galaxies. Therefore, both stars and AGN can vibrationally excite molecular hydrogen. We note that the exact physical process responsible for the excitation is not clear even for starbursts and active galaxies. The molecular emission from NGC1275 is likely to be dominated by its AGN but that of Abell 2597 and PKS0745-191 is not. Therefore our discussion in this paper will focus on testing explanations for what is heating the molecular gas in these two systems. The point-like morphology of the H<sub>2</sub> emission of NGC1275 suggests that it is probably related to nuclear activity. Other Seyferts show nuclear infrared H<sub>2</sub> emission on small size scales. NICMOS imaging of nearby Seyfert galaxies by Quillen et al. (1999) revealed resolved or extended 2-$`\mu `$m hydrogen line emission from 6 out of 10 Seyferts, coincident with the H$`\alpha `$+\[NII\] line emission, and on much smaller physical scales than we observe in Abell 2597 and PKS0745-191 (several 100 pc rather than a few kpc, as observed in A2597 and PKS0745-191). The H<sub>2</sub> to H$`\alpha `$ line ratios observed by Quillen et al. (1999) are similar to that of NGC1275. In contrast, the H<sub>2</sub> to H$`\alpha `$ ratios in both the nuclei and in the off-nuclear filaments in A2597 and PKS0745-191 are unusually high, even with the significant uncertainties that are incurred in correcting for \[NII\] emission and other systematics. Extinction of H$`\alpha `$ relative to H<sub>2</sub> may be occurring, and this certainly appears to be the case just eastward of the A2597 nucleus where there is a significant dust feature, H<sub>2</sub> emission, and no H$`\alpha `$. But global source-wide extinction does not appear to be a significant factor in producing the high ratios. (Observations of A2597 Balmer lines suggest reddening consistent with $`A_v1`$ (Voit & Donahue 1997).) Falcke et al. (1998) finds an H<sub>2</sub> to P$`\alpha `$ ratio of 0.50 for PKS0745-191 and 2.02 for A2597. If we scale our H<sub>2</sub> observations by these ratios, we can compare this rough estimate of the H$`\alpha `$/P$`\alpha `$ ratios to that expected for Case B H$`\alpha `$/P$`\alpha `$. For $`T_e=10^4`$K, Osterbrock (1989) predicts 8.3 (see also Brocklehurst 1971), and the ratio ranges between 7.5 - 9.7 for $`T_e=5,00020,000`$K. Our observed nuclear H$`\alpha `$/P$`\alpha `$ ratios are $`8.7\pm 1.8`$ for A2597 and $`2.9\pm 0.6`$ for PKS 0745-191. The ratio in A2597 is consistent with Case B recombination with little or no extinction. We note that a far more reliable analysis of the Balmer series for a single deep longslit observation of A2597 by Voit & Donahue (1997) obtains $`A_V1`$, without the aperture uncertainties inherent in this comparison. The H$`\alpha `$/P$`\alpha `$ ratio in PKS0745-191 is consistent with a differential absorption between H$`\alpha `$ and P$`\alpha `$ of only 50-60% at the wavelength of H$`\alpha `$, corresponding to a modest $`A_V1`$ (Hill, Goodrich & Depoy 1996; Seaton, 1979). We conclude that the internal extinction of the emission line gas is not huge, $`A_V1`$ for both sources. We will thus use the following three pieces of evidence to test the physical models, supplementing with observations at UV, radio, and X-ray wavelengths as appropriate: 1. The morphological similarity between the emission line gas in the optical and in the near infrared for A2597 and PKS0745. 2. The unusually high intrinsic ratios of H<sub>2</sub> emission to H$`\alpha `$ emission, both globally and locally in A2597 and PKS0745. 3. The relatively intense surface brightness of H<sub>2</sub> emission as measured locally in A2597 and PKS0745. ### 9.1 X-ray Photoelectric Heating, Conduction, and Mixing Layers X-rays can be quickly ruled out as a viable universal source of heat for the near-infrared filaments in at least one of the clusters, Abell 2597. X-ray photoelectric heating can excite H<sub>2</sub> vibrational lines deep within the cloud. It is a process which can reproduce the H<sub>2</sub> to H$`\alpha `$ line ratios, given a sufficient column depth of hydrogen. X-ray irradiation and heating will also destroy H<sub>2</sub>, but warm ($`T10002000`$ K) H<sub>2</sub> radiates so efficiently in the 1-0 S(1) line that only a small column of H<sub>2</sub> ($`3\times 10^{18}\mathrm{cm}^2`$ out of a total hydrogen column of $`10^{21}\mathrm{cm}^2`$, a molecular fraction of only $`3\times 10^3`$) is required to produce the observed surface brightnesses. We used archival ROSAT HRI images to assess the local X-ray flux in each source. The ROSAT HRI detector acquires a simple image (no spectra) of an X-ray source between $`0.22.0`$ keV, with a spatial resolution of $`4\mathrm{"}`$. The $`0.52.0`$ keV X-ray luminosity as measured from HRI imaging within a circular aperture of $`r=8`$” and a $`4\times 4`$” box for each target is listed in Table 7. We corrected the observed X-ray luminosities to bolometric X-ray luminosities by assuming the temperatures and Galactic columns (Table 1) and 30% solar metallicities. The ratio of the bolometric X-ray flux to the H<sub>2</sub> line flux shows a wide variation, from 7 for A2597 to 400 for PKS0745. We did not attempt to correct the bolometric X-ray flux to H<sub>2</sub> line flux ratios for the different sizes of apertures in the two measurements. (Higher spatial resolution images from Chandra would provide a better direct comparison, of course.) For gas that has been heated to $`2000`$ K, the 1-0 S(1) line emits about 0.5% of the absorbed X-ray luminosity. This line is responsible for about 10% of the total H<sub>2</sub> line flux, which is in turn responsible for about 10% of the total cooling in an X-ray heated cloud (e.g. Lepp & McCray 1983). About 50% of the absorbed X-ray energy goes into heating the gas (in contrast to photodissociation regions where the efficiency is closer to 0.1%). Typical X-ray/S(1) ratios obtained from X-ray irradiation models (Maloney, Hollenbach & Tielens 1996) are around 2000, since only about 10% of the incident flux is absorbed by clouds with $`10^{22}`$ cm<sup>-2</sup> columns. The ratio can be smaller for a very steep incident spectrum. In the case of NGC1275, the AGN may be supplying a significant fraction of the central X-ray luminosity, and therefore, with a steeper spectral component, the predicted ratio between X-ray and 1-0 S(1) flux is lower and closer to that observed. But for Abell 2597, significant X-ray heating of the H<sub>2</sub> gas seems highly unlikely given the absence of a significant intrinsic absorption column. Its $`L_x/L_{H_2}`$ ratio of 7 within the $`4\mathrm{"}\times 4\mathrm{"}`$ aperture is far too low for X-ray heating to be energetically possible. PKS0745-191 is closer to the Galactic plane, and therefore its Galactic column and the uncertainty on its intrinsic column is higher. If PKS0745-191 has significant intrinsic absorption, X-ray heating of its H<sub>2</sub> gas is remotely possible but not likely. High signal-to-noise Chandra CCD observations would have sufficient angular resolution to test whether there is significant intrinsic absorption of X-rays, using spectra from only the central few arcseconds. Based on relative observed fluxes, while the local X-ray flux compared to the optical and molecular emission line flux is insufficient to produce the line emission by X-ray heating for Abell 2597, photoelectric heating of the molecular gas by X-rays is remotely feasible in the cluster PKS0745-191. To explore what H$`\alpha `$/H<sub>2</sub> S(1) line ratios one might expect from X-ray heated gas, we have constructed a constant pressure model, using the methods described in Maloney, Hollenbach, & Tielens (1996), where $`P/k=10^8`$ cm<sup>-3</sup> K, the incident spectrum is flat (in $`f_\nu `$) with a cutoff at 8 keV to mimic a thermal spectrum, and a total cloud column of $`1.5\times 10^{22}`$ cm<sup>-2</sup>. A warm ($`T8000`$K), weakly ionized ($`x_e0.010.1`$) atomic zone is produced near the surface; with increasing column density into the slab the gas undergoes a transition to a molecular phase. The ratio of H$`\alpha `$ to S(1) (including H$`\alpha `$ from the warm atomic zone only) is about 4; including the H$`\alpha `$ contribution from the highly ionized layer at the surface of the slab raises the ratio to 8, comparable to the ratios we observe in these clusters. We note that the H$`\alpha `$/S(1) ratio is sensitive to the slope of the continuum below a few hundred eV and the total cloud column density. If the spectrum is much softer than what we assume (that is, if the number of photons between 13.6 and 100 eV is significantly larger than the number of photons between 1 and 8 keV), the H$`\alpha `$ contribution from the fully ionized layer could be much larger. Also, if the total column density of the cloud is $`5\times 10^{21}`$ cm<sup>-2</sup> rather than $`1.5\times 10^{22}`$ cm<sup>-2</sup>, the molecular gas column decreases and the predicted H$`\alpha `$ to S(1) ratio increases to 80. Therefore, for X-ray heated gas, the predicted H$`\alpha `$ to S(1) line ratios can be tuned to a range of values consistent with what we observe. If these clouds are X-ray heated, therefore, the incident spectrum is probably rather flat (consistent with thermal bremsstrahlung) and the clouds must be thick ($`>10^{22}`$ cm<sup>-2</sup>). But the mechanism is energetically unlikely based on ratios of the observed X-ray luminosities to S(1) emission line luminosities, especially for Abell 2597. Mechanisms with physical processes similar to those which accompany X-ray heating, but with slightly different sources of energy, have been postulated as energy sources for the optical filaments. Conduction (Sparks et al. 1989) and irradiation by mixing layers (Begelman & Fabian 1990) are models which are not as easily tested by the data in hand, although the lack of coronal line emission (Donahue & Stocke 1994; Yan & Cohen 1995) stongly constrains the parameters of mixing layer models, which rely on local X-ray and UV-emitting gas to heat the filaments. All three models, conduction, mixing layers, and direct X-ray heating, tap into the thermal energy of the ICM, but only conduction can draw from the vast thermal reservoir not local to the filaments. Determining whether conduction or irradiation by mixing layers could generate sufficient luminosity to explain the observations depends on assumptions about filament geometry, the electron density of the ICM, and, to some extent, the magnetic field strength and structure. For example, a conduction model with modest assumptions about electron densities of $`n_e0.5`$ cm<sup>-3</sup>, $`T_e10^7`$K, filament surface area that is three times the projected area, and a conduction flux which is 1% the classic saturated flux, predicts there is sufficient energy in these systems to power the optical and infrared line luminosity of the filaments. The line ratios of H<sub>2</sub> to H$`\alpha `$ have not been computed for such models, but are likely to be similar to those we derive here for direct irradiation of thick columns of hydrogen by the X-ray emitting ICM. Therefore we cannot rule out conduction or mixing layers as a possible energy source for the molecular emission-line filaments. ### 9.2 Shocks The filamentary morphology of the emission is suggestive of shock heating, but not proof. The observed optical line emission from the central 2” of A2597 is inconsistent with shocks being the primary source of the energy (Voit & Donahue 1997), but the molecular emission could arise from a separate process. In the next few paragraphs, we will examine the implications of our observations in the context of shock models (Hollenbach & McKee 1989). The intrinsic surface brightnesses predicted by the shock models suggest that the preshock densities are between $`10^3`$ and $`10^4`$ cm<sup>-3</sup>, and possibly up to $`10^5`$ cm<sup>-3</sup> for the brightest H$`\alpha `$ systems. If our line of sight passes through multiple shock fronts, the observed surface brightness exceeds the true surface brightness of the working surface of any given shock, and the true preshock densities could be somewhat lower. Fast shocks produce H$`\alpha `$/H<sub>2</sub> line ratios that are significantly higher than observed, as fast shocks dissociate H<sub>2</sub> and have thick ionization regions. The observed H$`\alpha `$/H<sub>2</sub> ratios span $`1.510`$ in A2597 and $`27`$ in PKS0745-191 (the ratios in PKS0745-191 are a factor of two higher if H$`\alpha `$ is significantly attenuated by dust). For preshock densities of $`10^310^4`$ cm<sup>-3</sup>, the observed ratios constrain the shock velocities to be $`<50`$ and $`<40`$ km s<sup>-1</sup> respectively (Figure 9). If the H$`\alpha `$ production is supplemented by stellar photoionization or any other possible source, the H$`\alpha `$/H2 ratio from a putative shock is even lower, and thus the velocities of the shocks must be lower. If low-velocity shocks are producing the H<sub>2</sub> emission, the amount of matter being processed by these shocks is enormous, on the order of 10,000 - 100,000 solar masses of shocked gas per year. Also, the turbulent velocities must be significantly greater than the shock velocities in order for such slow shocks to be consistent with the velocity widths of the infrared and optical emission lines ($`v_{FWHM}300500`$ km s<sup>-1</sup>.) However, models of radio lobes and the shocks propagating into a uniform medium suggest that in some cases, one might predict extremely slow shocks if the preshock gas is very dense, while the plume of material behind the shock may emit substantially broader optical emission lines (Koekemoer, private communication.) ### 9.3 UV Fluorescence and Star Formation #### 9.3.1 Star Formation, H$`\alpha `$, and Far Infrared Emission If the H$`\alpha `$ in the central 2” in all three galaxies is generated by star formation, we can infer a lower limit for steady star formation (a lower limit because the H$`\alpha `$ could be absorbed by dust) for the three targets of 2-5 h<sup>-2</sup> M yr<sup>-1</sup>, scaling tabulated models from Gehrz, Sramek, & Weedman (1983). We explored a standard model with initial mass function slopes of $`\alpha =3.5`$ and initial stellar masses between 6-25 solar masses. (We note that these star formation rates fall 1-2 orders of magnitude short of that required to explain the fate of the mass inferred from X-ray observations to cool from the intracluster media.) Much of the radiation generated by star formation in dusty environments is re-emitted in the far infrared. The bolometric (infrared) luminosities predicted from these models, as required to generated the observed H$`\alpha `$ luminosities, are $`823\times 10^{43}\mathrm{erg}\mathrm{s}^1`$, where the predicted luminosity of NGC1275 is $`8\times 10^{43}h^2\mathrm{erg}\mathrm{s}^1`$, A2597 is $`1\times 10^{44}h^2\mathrm{erg}\mathrm{s}^1`$, and PKS0745-191 is $`2\times 10^{44}h^2\mathrm{erg}\mathrm{s}^1`$, consistent with and not too far below the 2$`\sigma `$ IRAS upper limits for 4’ diameter apertures centered on Abell 2597 and PKS0745 (Wise et al. 1983). NGC1275 is a FIR source (Moshir et al. 1990) with $`\nu L_\nu `$ at 60 microns of $`1.2\times 10^{44}h^2\mathrm{erg}\mathrm{s}^1`$. ($`\nu L_\nu `$ of a galaxy at 60 microns is within a factor of several of the total FIR luminosity of the galaxy.) FIR luminosities $`\nu L_\nu `$ of A2597 and PKS0745-191 have non-restrictive upper limits of $`<2\times 10^{44}h^2\mathrm{erg}\mathrm{s}^1`$ and $`<7\times 10^{44}h^2\mathrm{erg}\mathrm{s}^1`$ respectively (Wise et al. 1993). The far-infrared observations of these galaxies are consistent with the conjecture that all of the H$`\alpha `$ may be produced as a result of star formation. We will next test whether this assumption is consistent with the near-infrared observations. #### 9.3.2 UV Fluorescence, H$`\alpha `$, and H<sub>2</sub> Emission If the emission is powered by UV fluorescence, the vibrational excitation states are maintained indirectly by absorption of ultraviolet starlight in the Lyman and Werner band systems, followed by fluorescence (e.g. Black & van Dishoeck 1987). We can infer the intrinsic UV intensity by extrapolating from the ionizing flux required to produce the H$`\alpha `$ photons to the UV flux that would be available to excite the vibrational states of H<sub>2</sub>. If the H$`\alpha `$ emission arises from photoionization, one can estimate the ionizing flux ($`\lambda <912`$Å) required to produce it. If these same photoionizing sources also produce the $`1100912`$Å photons, then with some assumptions about the shape of the incident spectrum, one can estimate the local intensity of $`1100912`$Å flux, which excites the vibrational transitions of H<sub>2</sub> gas. For UV photoionization, 0.45 H$`\alpha `$ photons emerge for every ionizing photon absorbed, and $`0.2\%`$ of the incident UV energy between 1130 and 912 Å emerges in a single strong H<sub>2</sub> line (this efficiency ranges between $`0.06\%0.3\%`$; BvD87). Then a typical power-law spectrum for an AGN produces an H$`\alpha `$/H<sub>2</sub> ratio of $`80`$ ($`60300`$), assuming $`s=0.86`$ longward of 912 Å and $`s=1.8`$ shortward of 912Å, where $`f_\nu \nu ^s`$ (e.g. Shull et al. 1999). An ionizing/UV background dominated by stellar sources can be approximated by inserting a break at 912 Å. A spectrum with a break factor of $`100b_{100}`$, where $`b_{100}=1`$, typical of Galactic UV sources, generates significantly lower H$`\alpha `$/H<sub>2</sub> ratios of $`30.5/b_{100}`$, closer to what we observe. We compare the observed UV flux to that required to produce the H<sub>2</sub> emission, or the H<sub>2</sub> and H$`\alpha `$ emission, and derive the implied extinction. IUE archival spectra show UV continua between $`1113.6`$ eV for all of three targets. The UV continuum emission from these sources is very compact and essentially unresolved by IUE, and implying an extent less than 3”. In A2597 and PKS0745-191, the UV flux at a rest wavelength of about 1100 Å is $`F_\lambda 10^{15}\mathrm{erg}\mathrm{s}^1\mathrm{cm}^2`$ Å<sup>-1</sup>, thus the luminosity per unit wavelength is $`10^{39}\mathrm{erg}\mathrm{s}^1`$ Å<sup>-1</sup>. (For NGC1275, the flux of $`10^{14}\mathrm{erg}\mathrm{s}^1\mathrm{cm}^2`$ Å<sup>-1</sup> translates to a specific luminosity of few times $`10^{39}\mathrm{erg}\mathrm{s}^1`$ Å<sup>-1</sup>.) Using the same spectral shape from Shull et al. (1999) and a break factor of $`100`$, the observed fluxes implied by the H$`\alpha `$ luminosities from the central $`r=2\mathrm{"}`$ aperture are $`5\times 10^{14}\mathrm{erg}\mathrm{s}^1\mathrm{cm}^2`$ Å<sup>-1</sup>. These fluxes are consistent with the IUE fluxes if $`A_V1.11.2`$ (Seaton 1979). We can also compare the H<sub>2</sub> surface brightness to the lower limit of the UV surface brightness, as estimated from IUE observations. BvD87 define the dimensionless quantity $`I_{UV}`$ in their models as $`I_{UV}=I/4.76\times 10^5`$ erg s<sup>-1</sup> cm<sup>-2</sup> sr<sup>-1</sup> between $`9121130`$Å. The observed $`I_{UV}`$ in a 3” by 3” aperture by this definition is $`30`$ for A2597 and PKS0745-191, including a $`(1+z)^4`$ surface brightness correction. $`I_{S(1)}`$ ranges from $`10^4`$ to $`10^5`$ erg s<sup>-1</sup> cm<sup>-2</sup> sr<sup>-1</sup> in A2597 (values from Table 5), twice those values in PKS0745-191 (Table 6). In fluorescent excitation models, a single bright line of H<sub>2</sub> represents about 0.015 of the total amount of infrared line emission, so that $`I_{IR}I_{S(1)}/0.01510^210^3`$ erg s<sup>-1</sup> cm<sup>-2</sup> sr<sup>-1</sup>. The $`I_{UV}`$ required to produce such a surface brightness is $`1001000`$ , with a minimum total hydrogen density of 1000-3000 cm<sup>-3</sup> (BvD87, Figure 5). A dust screen with an $`A_V`$ of only $`0.51.1`$ magnitudes from Galactic dust, corresponding to a UV extinction factor of $`340`$ (Seaton, 1979), would be required to reconcile UV continuum observations with that required to produce the H<sub>2</sub>. The UV extinction implied is consistent with the approximate extinction derived from the Balmer line ratios from the nucleus of A2597 (Voit & Donahue 1997) and from our very rough estimates of the H$`\alpha `$/P$`\alpha `$ ratios. Therefore, based on current limits on the intrinsic absorption, the observed UV flux from these objects can not rule out UV irradiation by stars on energetic grounds. To summarize, based on the H$`\alpha `$/H<sub>2</sub> line ratios, we can rule out a power-law source of UV photons heating the gas in A2597 and PKS0745-191 but we cannot rule out stellar UV sources. The line ratios and the energetics are consistent with the possibility that the stars are heating both the ionized gas and the vibrationally-excited molecular gas. If UV radiation is the major heating source, the fluorescence models, normalized by the amount of stellar UV photons needed to produce the H$`\alpha `$ emission lines, predict that there should be a significant number of $`v=2`$ vibrational emission lines. Such lines, like 2-1S(3) (2.07 $`\mu `$m), 2-1S(1) (2.25 $`\mu `$m) do not appear in the spectra of Falcke et al. (1998), but the most significant test comes from the spectral region between 1-2 microns, which should be relatively rich in H<sub>2</sub> emission lines if UV fluorescence were important (BvD87). This line region is often obscured by atmospheric line emission, and would be easiest to observe from space (but some windows through to the ground exist for clusters at specific redshifts). Furthermore, if UV fluorescence is the major heating source, a significant fraction of the UV will emerge as far-infrared radiation from dust. Such a scenario predicts that both Abell 2597 and PKS0745-191 should be moderately strong FIR emitters of $`10^{44}h^2\mathrm{erg}\mathrm{s}^1`$, like NGC1275. SIRTF observations of these sources would quickly confirm or disprove this hypothesis. A significant consequence of UV fluorescence as the most important heating source compared to thermal or shock heated gas is the larger amount of molecular hydrogen required to be present to produce the emission. The difference in mass of molecular hydrogen if the gas is excited by UV and a simple thermal model with $`T=2000`$ K, which would apply in the case of shocks or X-ray heated gas, is a factor of a million. With model 14 of BvD87, which is of an $`n_H=3000`$ cm<sup>-3</sup> cloud with an incident UV flux of $`I_{UV}=1000`$, $`L_{40}=L_{10S(1)}/10^{40}\mathrm{erg}\mathrm{s}^1`$ can be produced with $`1.1\times 10^9L_{40}`$ M of H<sub>2</sub> , while the same amount of luminosity can be produced from only $`4.1\times 10^3L_{40}`$ M of H<sub>2</sub> heated to 2000 K (Model S2, BvD87). For the 1-0 S(1) luminosities from our sources, the H<sub>2</sub> masses range from a few billion solar masses for the UV irradiation models to ten thousand solar masses for the thermal models ($`h^2`$). For PKS0745-191, $`5\times 10^9h^2`$ solar masses of H<sub>2</sub> is implied, which is very close to the published limits of H<sub>2</sub> masses from CO observations assuming the standard CO/H<sub>2</sub> conversions by O’Dea et al. (1994). We note the CO/H<sub>2</sub> conversion is large and likely not accurate in these environments. NGC 1275 has a uncertain H<sub>2</sub> mass, based on CO observations with the standard conversion, of $`3\times 10^9h^2`$ M (Lazareff et al. 1989), very similar to the $`3\times 10^9h^2`$ M predicted by the H<sub>2</sub> flux and UV excitation models. This correspondence cannot be taken too seriously because of the conversion uncertainty. Abell 2597 does not have published observations of CO emission. ## 10 Conclusions We have discovered extended kiloparsec-scale vibrationally-excited molecular hydrogen in the cores of galaxies thought to be in the centers of cooling flows in the clusters Abell 2597, PKS0745-191, and Perseus/NGC1275. The molecular gas was already known to be present in the nuclei, from ground-based spectroscopy, but its structure was unknown. We confirm the extended structure of molecular hydrogen seen in NGC1275 by Krabbe et al. (2000) from the ground. The vibrationally-excited molecular emission appears morphologically very similar to the ionized nebular gas in Abell 2597 and PKS0745-191. We have also discovered dust lanes which are optically thick to 1.6$`\mu `$m emission. These dust lanes do not trace the nebular gas, but are also in the central few kpc. NGC1275 has prominent dust lanes at 1.6$`\mu `$m. We have shown that the dust reddening in NGC1275 is consistent with that of Galactic dust. We have also, as a byproduct of our observations, obtained H-band (1.6$`\mu `$m) photometry of NGC1275 globular clusters. We have been able to map the H$`\alpha `$/H<sub>2</sub> ratios in different positions across A2597 and PKS0745-191. We examine the possible sources of the vibrationally-excited molecular gas, which cannot have condensed from a cooling flow. We also investigate the source of heat for the vibrationally-excited molecular gas. The source of heat in NGC1275 is likely the central AGN – we cannot discriminate between the possible processes there. For the extended emission in A2597 and PKS0745-191, we can rule out AGN photoionization and fast shocks because the H$`\alpha `$ / H<sub>2</sub> ratios are too low. We can rule out X-ray heating for A2597 because of insufficient X-ray intensity local to the filaments. Extremely slow shocks ($`<40`$ km s<sup>-1</sup>) produce significantly higher H<sub>2</sub>/H$`\alpha `$ ratios than do fast shocks, consistent with what we observe in A2597 and PKS0745-191, but not very efficiently. In order to produce a constant observed luminosity, tens of thousands of solar masses of gas must be processed by the shocks in each source each year. We conclude that the radio sources are not injecting significant amounts of energy by strong shocks into the interstellar and intracluster medium – at best, the emission line and molecular gas may be pushed around by the radio sources. UV irradiation by very hot stars, implied by a star formation rate of only a few solar masses per year, is a possibility yet consistent with both the H$`\alpha `$ / H<sub>2</sub> line ratios and UV continuum observations by IUE. $`12`$ micron spectroscopy would definitively test this hypothesis because UV-fluorescence produces significant amounts of $`v=2`$ vibrational lines from excited molecular hydrogen. Also, if UV irradiation is the dominant mechanism, the far-infrared ($`60\mu `$m) luminosities should be not far below the IRAS upper limits inferred for A2597 and PKS0745-191, $`10^{44}h^2\mathrm{erg}\mathrm{s}^1`$, easily detectable by SIRTF observations. Thermally-heated molecular gas very efficiently radiates molecular hydrogen lines so in the case of PKS0745-191, the ambient X-ray gas might heat a small amount of molecular hydrogen. We cannot rule out conduction and turbulent mixing layers as plausible heat sources, although energetically, direct X-ray heating and turbulent mixing layers are unlikely. We conclude that UV irradiation is the most viable heat source for both PKS0745-191 and A2597. If UV fluorescence is the dominant physical mechanism, $`3\times 10^9`$ M of vibrationally-excited H<sub>2</sub> exist in these cluster galaxies, while if the gas is thermally excited by X-rays or conduction, only $`10,000`$ M in each galaxy are implied. These observations provide some insight into the physical processes that may be occurring in the cores of clusters with cooling flows. Vibrationally-excited H<sub>2</sub> and dust lanes appear to exist in the same cooling flow clusters with optical emission-line nebulae. The H<sub>2</sub> emission is too bright to be produced directly by the cooling flow. The amount of H<sub>2</sub> implied to be present is at least a factor of 100 too small to account for a repository of molecular gas that has accumulated over a Hubble time of constant cooling, even if the emission is powered by the UV radiation from star formation. The star formation rate inferred from the H$`\alpha `$ and H<sub>2</sub> emission and an assumption of UV-powering is also too small to account for cooling rates of $`>100`$ M yr<sup>-1</sup>. However, these observations also show that the radio sources in these clusters do not impart a significant amount of shock energy to the emission line gas, and therefore cannot be a significant source of heating to counterbalance the cooling in the centers of cooling flows. This work was supported by the NASA HST grant GO-7457. PRM is supported by the NASA Astrophysical Theory Program under grant NAG5-4061 and by NSF under grant AST-9900871.This work is based partly on observations made with the NASA/ESA Hubble Space Telescope obtained from the data archive at the Space Telescope Science Institute. Some of the data presented in this paper were obtained from the Multimission Archive at the Space Telescope Science Institute (MAST). Support for MAST for non-HST data is provided by the NASA Office of Space Science via grant NAG5-7584 and by other grants and contracts. STScI is operated by the Association of Universities for Research in Astronomy, Inc. under NASA contract NAS 5-26555. This research has also made use of data obtained from the High Energy Archive Research Center (HEASARC), provided by NASA’s Goddard Space Flight Center. We acknowledge extensive discussions and data reduction advice from David Zurek. We thank Eddie Bergeron, John Biretta, Mark Dickinson, Paul Goudfrooij, Roeland van der Marel, Cathy Imhoff and Sylvia Baggett for very useful discussions. We are grateful to the anonymous referee for his or her comments. This research has made use of the NASA/IPAC Extragalactic Database (NED), which is operated by the Jet Propulsion Laboratory, California Institute of Technology, under contract with the National Aeronautics and Space Administration. ## Appendix A Globular Clusters and Dust in NGC1275 The 1.6 micron image obtained in our program, co-added to a similar image taken for a parallel observing program, has yielded near infrared photometry for the NGC1275 star clusters first detected by Holtzmann et al. 1992. We have extracted WFPC2 photometry for the same clusters in order to enable 2-color studies with the “H”-band photometry. Our photometry procedure and results are reported here. We compare the colors obtained for these clusters with those predicted for a young stellar population with a single burst of star formation as a function of time since the burst, and we compare our results to those of optical HST photometry of the same star clusters (Carlson et al. 1998, C98 henceforth). ### A.1 Globular Cluster Photometry The large number of centrally distributed globular clusters in NGC1275 allows an estimate of individual globular cluster colors by comparing photometry with WFPC2 and NICMOS at B, R, and H. We use both our F160W data and archival data (Regan & Mulchaey 1998, Program 7330) to create a summed H-band image. The F450W and F702W archival images from Program 6228 (Carlson et al. 1998; Holtzman et al. 1996, 1992) were deep B and R images of the globular clusters in NGC1275, with exposure times of 4900 and 4500 seconds, respectively. In Figure 10, we present the 640-second exposure 1.6 $`\mu `$m image with the best fit elliptical model subtracted and with globular cluster candidates marked. Compact clusters which were apparent in the NICMOS image and both the F450W and F702W images were chosen for comparison. Aperture photometry was performed using DAOPHOT, with the aperture size chosen to be the radius where the source point spread function (PSF) fades into the noise. This corresponds to 4 pixels for NICMOS (0.30”) and 3 pixels for the PC on WFPC2 (0.14”). Sky values were determined by estimating the mode of background in an annulus from 4-7 pixels for WFPC2 and from 5-8 pixels in NICMOS. We correct the fluxes to $`r=0.5\mathrm{}`$ apertures by generating the PSF for each filter with Tiny TIM, matching the FWHM of the convolution of the model PSF with a 2D Gaussian to the FWHM of the average globular cluster, and estimating the appropriate flux correction. The photometric zeropoints and color transformations were derived using SYNPHOT, allowing us to calculate the total magnitude and color of each globular cluster for Johnson B- and R- photometry and for HST H-photometry. The zeropoint for the WFPC2 data (VEGAMAG) includes an aperture correction from $`r=0.5\mathrm{"}`$ to “infinite” aperture (0.10 mag). The NICMOS data zeropoints, on the other hand, are given for an $`r=0.5\mathrm{"}`$ aperture. To correct to “infinite” aperture, we multiplied the total count rate by 1.15, as recommended by the NICMOS Photometry section on the NICMOS instrument webpage. The zeropoints for each filter are listed in Table 8. To derive the best Johnson color transformations, the spectral type of the objects must be known in advance. Brodie et al. (1998) compare the spectra of 5 globular clusters in NGC1275 with standard stellar spectra covering a range of spectral types and luminosity classes. The best match to these spectra, early type A dwarfs and class III giants, was used as the model for transforming the HST B and R filters to the Johnson system. The resulting color corrections are negligible, 0.007 and 0.001 mag for each filter respectively. The HST VEGAMAG system was used for the cluster H-band photometry. For reference, the color term required to correct the HST system to the KPNO H-system is +0.034 mag. The corrections used for our photometric calibration are summarized in Table 8. C98 presented an analysis of the compact star clusters in NGC1275 using deep WFPC2 images at B- and R-bands, the same data we retrieved from the archive. They present B-R color vs B magnitude plots for all clusters in the PC and the WFs and separately for clusters in the relatively dust-free southwest portion of the PC. This analysis revealed a bimodal color distribution, with a blue population having (B-R)<sub>0</sub>=0.4 and a red population with (B-R)<sub>0</sub>=1.3. The red objects are members of an old globular cluster system, while the blue clusters are a much younger population. The inferred age of the blue star clusters was derived using Bruzual-Charlot (1993) models and the measured B-R colors, indicating a range from 10<sup>7</sup> to 10<sup>9</sup> yr. Because the extinction is so much less at H-band than at B or R, the B-H colors could produce an age estimate less dependent on assumptions about dust. In Figure 11a, we present the photometry of all objects detected at 1.6 $`\mu `$m by plotting color against apparent magnitude, assuming Galactic extinction to be 0.71, 0.40, and 0.10 magnitudes at B, R, and H respectively. Following the methods of C98, we tested whether the observed scatter in color was a result of internal extinction. Therefore, for this analysis, we chose clusters from the isophotal residual image which were clearly separate from the dusty regions. These clusters are indicated in Figure 10 and are plotted in Figure 11b. We find that the majority of our selected objects belong to the blue population described by C98, although we do detect a few of the red clusters, which are intrinsically fainter. The dominance of blue population objects is due to the shallower depth of the H-band data, thus limiting our sample to the brighter (and therefore bluer) clusters in the field. By limiting the photometry to dust-free regions of the image, the scatter in the observed (B-R) colors decreases from 0.23 mag to 0.08 mag. This scatter is consistent with the photometric errors, supporting the idea that varying amounts of dust extinction, rather than differences in age, are responsible for the dispersion in the measured colors of each population. The blue clusters have a typical (B-R) color of 0.5 mag and (B-H) color of 1.7 mag. Figure 11, third column, shows the Bruzual-Charlot (1993) color evolution of a single-burst population, assuming a Salpeter IMF from 0.1 to 125 M<sub>o</sub> and a total mass of 1 M<sub>o</sub>. Dashed lines indicate the $`3\sigma `$ dispersion of the blue cluster photometry, allowing us to infer ages from 10<sup>7</sup> to 10<sup>9</sup> yr. The effect of eliminating internal extinction by performing the photometry in the infrared has little effect in constraining the age of these clusters, since the B-R and B-H colors are insensitive within this age range. Therefore, we confirm the age estimates of C98 by using optical-near infrared colors of the star clusters. We have also demonstrated, by selecting a sub-sample of stellar clusters from the dust-free regions of the infrared image, that the scatter in B-R color is consistent with a scatter in the intrinsic dust absorption and not in cluster properties such as age.
warning/0007/cond-mat0007240.html	ar5iv	text	# Cascade process of vortex tangle dynamics in superfluid 4He without mutual friction ## 1 INTRODUCTION Davis et al. observed the free decay of a vortex tangle in superfluid <sup>4</sup>He at mK temperatures. The first important point is that the vortex tangle does decay in spite of the absence of the normal fluid and the mutual friction. The second is that the decay rate becomes independent of the temperature below 70mK. This mechanism is unknown. Above 1K the vortex tangle is maintained by the driving flow; if the driving flow is switched off, the normal fluid collides with vortices and takes energy from them. The microscopic picture of the motion of the vortex tangle subject to the mutual friction is revealed numerically by Schwarz. In our previous paper, the dynamics of a dense tangle without the mutual friction was studied numerically. The absence of the mutual friction makes the vortices kinked. Then lots of small vortex rings appear through the self-reconnection of such kinked parts. The resulting vortices also follow the self-similar process breaking up to smaller ones. According to the discussion of the dynamical scaling, this process is expected to continue self-similarly down to a microscopic scale. Eventually the microscopic rings might degenerate to elementary excitations, which is beyond this formulation. This decay mechanism due to the cascade process is nothing but that proposed once by Feynman. Recently Vinen proposed another decay due to the acoustic emission from an oscillating vortex at very low temperatures. This process can be divided into three stages. The first is that reconnections leave sharp kinks on the vortex lines. The second is that these kinks evolve the Kelvin waves. The vortex line configuration on a length scale smaller than the distance of vortex spacing $`l`$ may be described by the Kelvin wave. The third is that the Kelvin waves with wavenumber which is larger than $`\stackrel{~}{k}_2`$ are strongly damped by the acoustic emission. The first and second stages are discussed also by Svistunov. Vinen estimates $`\stackrel{~}{k}_2`$ by the dimensional analysis as $$\stackrel{~}{k}_2=\left(\frac{C}{A^{1/2}\kappa l}\right)^{1/2},$$ (1) where $`C`$ is the speed of sound, $`A`$ a constant and $`\kappa `$ the quantized circulation. Equation (1) shows $`\stackrel{~}{k}_2`$ is much larger than $`2\pi /l`$. In the above mechanism, energy flow between waves with wavenumbers in the range $`2\pi /l`$ to $`\stackrel{~}{k}_2`$ is very important, because it is closely related with the decay rate. Since the above mechanism occurs as the result of non-linear vortex dynamics, it can be confirmed by the numerical analysis, although our numerical model does not include the effect of the acoustic emission. This work shows the reconnection of two vortices leads to the waves on them. To estimate the energy flow of the waves on the vortex lines, the energy spectrum of the superflow is calculated. ## 2 NUMERICAL PROCEDURE The configuration of vortices is calculated by the numerical method which is very similar to that of Schwarz and described in our previous paper. In our calculation, a vortex filament is represented by a single string of points at a distance $`\mathrm{\Delta }\xi _1`$ apart; this distance yields the first space resolution in this calculation. We prepare the initial configuration of vortex lines. When two vortices approach within $`\mathrm{\Delta }\xi _1`$, it is assumed that they are reconnected. The superfluid velocity field is determined by the configuration of vortices. We introduce the energy spectrum of this velocity field. The kinetic energy can be defined as the integral of the square of a field: $$E_{\mathrm{kin}}=\frac{1}{2(2\pi )^3}d^3x(\sqrt{\rho }𝒗)^2,$$ (2) where $`\rho `$ is the density of fluid and $`𝒗`$ the velocity field. The energy spectrum $`E_{\mathrm{kin}}(k)`$ is defined as $`E_{\mathrm{kin}}=_0^{\mathrm{}}𝑑kE_{\mathrm{kin}}(k)`$. Using the Parseval’s theorem, one gets the following energy spectrum: $$E_{\mathrm{kin}}(k)=\frac{1}{2}𝑑\mathrm{\Omega }_k\left\|\frac{1}{(2\pi )^3}d^3re^{i𝒓𝒌}\sqrt{\rho }𝒗\right\|^2,$$ (3) where $`d\mathrm{\Omega }_k`$ denotes the volume element $`k^2\mathrm{sin}\theta d\theta d\varphi `$ in the spherical coordinates. Since the energy spectrum $`E_{\mathrm{kin}}(k)`$ represents the contribution from the velocity field with wave number $`k`$ to the kinetic energy, $`E_{\mathrm{kin}}(k)`$ reflects the characteristic scale of vortices; e.g., the distance of vortex spacing $`l`$, the radius of curvature $`R`$ and the wavelength of the vortex waves. In order to obtain the energy spectrum, we calculated the velocity on 3D fixed lattice points; this lattice constant $`\mathrm{\Delta }\xi _2`$ is the second space resolution. ## 3 ENERGY SPECTRUM BEFORE AND AFTER RECONNECTION We calculated the collision of a straight vortex line and a moving ring by the full Biot-Savart law in order to study the waves on the reconnected vortex lines. The computation sample $`L`$ is taken to be a cube of size 1cm. The calculation is made by the space resolution $`\mathrm{\Delta }\xi _1=4.58\times 10^3`$cm and the time resolution $`\mathrm{\Delta }t_1=6.25\times 10^5`$sec. This calculation assumes the walls to be smooth and takes account of image vortices. Figure 1(a) shows the initial configuration of vortex lines. Toward the reconnection, the ring and the line twist themselves so that they become locally antiparallel at the closest place (Fig.1(b)). In the following, the time is normalized as $`\stackrel{~}{t}=t/0.625`$sec. At $`\stackrel{~}{t}20.4`$, two vortices reconnect. After the reconnection (Fig.1(c), (d) and (e)), the resulting local cusps broaden while exciting vortex waves with various wavenumbers (Fig.1(f)). It is found that the reconnection leads to the waves on the vortex lines. In order to discuss the energy flow in the process of Fig.1, the energy spectrum before and after the reconnection is calculated (Fig.2). This calculation is made by the space resolution $`\mathrm{\Delta }\xi _2=3.90\times 10^3`$cm, the time resolution $`\mathrm{\Delta }t_2=6.25\times 10^2`$sec and $`\stackrel{~}{k}`$ the wavenumber which is normalized by $`2\pi `$. Since this calculation does not include the dissipation mechanism, the total kinetic energy is conserved within the numerical error. Figure 2 shows two characteristic results. The first is that, after the reconnection ($`\stackrel{~}{t}20.4`$), the fluctuation of the energy spectrum is increased suddenly. The waves generated by the cusps evolve chaotically to waves with other wavenumber by the nonlinear interaction; the reconnection process results in the ergodic energy distribution of vortex waves. This is consistent with the study of the sideband instability by Samuels and Donnelly. The second is that some energy peaks move to small $`k`$ region. Compared with Fig.1, this behavior of the peaks may reflect that broadening of the local cusps and the ring’s leaving the line. If some dissipative mechanism work in the $`k`$ region above a characteristic wavenumber, e.g., $`\stackrel{~}{k}_2`$ in the Vinen’s theory, the kinetic energy is transferred from small $`k`$ region to large one being dissipated at $`\stackrel{~}{k}=\stackrel{~}{k}_2`$ by the nonlinear interaction, so that the total kinetic energy decays. This mechanism is consistent with the Vinen’s theory. ## 4 CONCLUSIONS This work studies numerically the waves on the reconnected vortex lines. The reconnection process results in the waves on the vortex lines. The ergodic distribution of wavenumbers is generated by the nonlinear interaction of vortex waves. If some dissipative mechanism work in the $`k`$ region above a characteristic wavenumber, the kinetic energy is transferred from small $`k`$ region to large by the nonlinear interaction, so that the total kinetic energy decays. ## ACKNOWLEDGMENTS We would like to thank W.F.Vinen for many helpful discussions and useful suggestions.
warning/0007/hep-ph0007172.html	ar5iv	text	# MPI-PhT/2000-24 hep-ph/0007172 July 2000 Combining QCD Matrix Elements at Next-to-Leading Order with Parton Showers in Electroproduction ## I Introduction Much progress has been made in the last years in measuring the hadronic final state in $`eP`$-scattering at HERA with high precision (see for a recent review). The theoretical tools which are at hand to describe the hadronic final state are basically fixed order perturbative calculations, which for most processes are available at next-to-leading order (NLO), or a combination of leading order (LO) matrix elements with parton showers (PS), mostly at leading logarithmic accuracy, which are implemented in event generators (see for an overview of available Monte Carlo programs for both approaches). However, it appears that the theoretical calculations are a considerable source of errors in determining physical parameters. As an example, the statistical errors in a recent determination of $`\alpha _s`$ from dijet production are at the one-percent level. The systematical and theoretical errors, on the other hand, are considerably larger and both lie around five percent. Therefore, an improvement of the theoretical tools is needed. The fixed higher order and the PS approaches have complimentary strengths. The fixed higher order calculations reduce uncertainties due to unphysical renormalization and factorization scale dependences. Wide-angle emission of partons, where interference effects between a large number of diagrams may be important, is described well. The PS on the other hand allows a description of the cross section in regions where $`\alpha _s`$ becomes large, especially in the region of collinear particle emission, by means of a resummation of large logarithmic terms. This allows to e.g. describe reasonably well the substructure of jets. In addition, the PS can be terminated at some small scale $`Q_0`$, which allows to attach some kind of hadronization model, as, e.g., the Lund model , to describe the non-perturbative region. It is desirable to find a way of combining the advantages of both approaches into a NLO event generator. In a complete NLO event generator one certainly would like to include not only the matrix elements at NLO, but likewise the PS in next-to-leading log accuracy. Two problems in combining parton showers and matrix elements can be identified. First, one has to avoid double counting of events which are included both in the matrix element calculations and in the PS. Second, negative weights can occur in the calculation of the matrix elements at NLO. Although they are not a principle problem, negative weigths can make it in practice difficult to obtain numerically stable results, when they are used as a starting point for the PS. Basically two strategies can be adopted to combine matrix elements and PS’s. Either the phase space is split into two parts, using the matrix element cross sections in one region and the PS in the other , or the PS algorithm is modified as to reproduce the matrix element cross section in the hard limit . In current event generators such as e.g. PYTHIA or HERWIG , leading log parton showers are combined with leading order matrix elements in the wide angle scattering region. Recently attempts where made to improve the leading order accuracy in these approaches by going to next-to-leading order. In both, the PS and the matrix elements were modified to obtain a smooth merge of the PS to the higher order calculation. Collins suggested a procedure to subtract from the matrix elements those parts which are included already in the PS. Since the PS describes the soft and collinear region, the divergences associated with the matrix element calculation in this region are avoided. Finally, Sjöstrand and Friberg suggested an improvement of the splitting procedure, by using the NLO matrix elements to calculate the weight for the PS region instead of the LO weight. They suggested to introduce a function which approximates the weight in the PS region in such a way that the negative weight problem is largely avoided. However, Sjöstrand and Friberg only gave an outline of their method without providing the approximate function for any specific process, and hence they also did not give numerical results. In this paper, we take the suggestions in as a starting point and give further details for a general method to get the correct NLO normalization of the PS region. To avoid negative weights, we rely on an older suggestion by Baer and Reno , based on the phase-space-slicing method. Baer and Reno suggested to introduce a phenomenologically determined fixed slicing parameter such that the sum of the Born, virtual, soft and collinear contributions is approximately zero. In this paper, we calculate a scale dependent cut-off function, which provides a cut-off for each phase-space point, such that the sum is exactly zero and the improved scale and scheme dependence of the NLO calculations is preserved. The NLO corrections are given by the NLO hard tree-level matrix elements integrated down to the cut-off. Since these contributions are positive definite, the NLO weight obtained from this method can be directly redistributed according to a PS algorithm. The paper consists of two main parts. In the first part we discuss the general method to combine matrix elements at NLO with PS’s by use of the described cut-off function. In the second part we consider as a physically important and interesting example single-jet production in deep-inelastic scattering (DIS). Here, the LO contribution is of order $`\alpha _s^0`$ and the NLO corrections are of order $`\alpha _s`$. Including higher order matrix elements for this process will become especially important for diffractive DIS, since the gluon density in the proton at small $`x_{bj}`$ is large compared to the quark density. Therefore, the photon-gluon fusion process, which is a NLO correction to the first order quark-parton model contribution, will not necessarily be small. We explicitly construct and numerically study the cut-off function for this case. Finally, we summarize our results and give an outlook for future developments. ## II General method ### A Jet cross sections at next-to-leading order We start by summarizing the procedure for the numerical evaluation of an inclusive $`n`$-jet cross section in NLO QCD. The first step is to select a jet algorithm, which defines how partons are recombined to give jets. In the following we take for definiteness the invariant mass $`s_{ij}`$ of two partons $`i`$ and $`j`$ and define the $`n`$-jet region such that $`s_{ij}<s_{\text{min}}`$, with some kind of minimum mass $`s_{\text{min}}`$ and likewise the $`(n+1)`$-jet region such that $`s_{ij}>s_{\text{min}}`$ for all $`i,j`$. The LO process for the production of $`n`$ jets consists of $`n`$ final state partons and obviously does not depend on the jet definition. This dependence only comes in at NLO. The $`𝒪(\alpha _s)`$ corrections to this process are given by the ultraviolet (UV) and infrared (IR) divergent one-loop contributions to the $`n`$-parton configuration, which are the virtual corrections, and the NLO tree level matrix elements with $`(n+1)`$ partons, the real corrections. The tree-level matrix elements have to be integrated over the phase space of the additional parton, which gives rise to collinear and soft singularities. After renormalization, the singularities in the virtual and soft/collinear contributions cancel and remaining poles are absorbed into parton distribution functions. One wants to integrate most of the phase space of the real corrections numerically, but one needs to find a procedure to calculate the soft/collinear contributions analytically as to explicitly cancel the poles from the virtual corrections. The two basic methods to perform these integrations are the subtraction method and the phase-space slicing (PSS) method (see also for a review). In the following we will make use of the PSS method and therefore discuss this method further. To illustrate the method, we rely on the classical example given by Kunszt and Soper . We label the LO Born contribution as $`\sigma ^{\text{LO}}=\sigma ^B`$. The NLO cross section is given by the sum of the Born cross section and the virtual and real corrections, $`\sigma ^V`$ and $`\sigma ^R`$: $$\sigma ^{\text{NLO}}=\sigma ^B+\sigma ^V+\sigma ^R=\sigma ^B+C_V\underset{ϵ0}{lim}\frac{1}{ϵ}F(0)+_0^1\frac{dx}{x}F(x).$$ (1) Here, $`F(x)`$ is the known, but complicated function representing the $`(n+1)`$-parton matrix elements. The variable $`x`$ represents an angle between two partons or the energy of a gluon, the integral represents the phase-space intergation that has to be performed over the additional parton. The singularity of the real corrections at $`x0`$ is compensated by the virtual corrections, given by the pole term and some constant, $`C_V`$. In the PSS method, the integral over the real corrections is divided into two parts, $`0<x<\delta `$ and $`\delta <x<1`$. We note that the technical cut-off $`\delta `$ should lie within the $`n`$ jet region, i.e., if we define $`y_{\text{cut}}=s_{\text{min}}/Q^2`$, then we should have $`\delta <y_{\text{cut}}`$. If the cut-off parameter is sufficiently small, $`\delta y_{\text{cut}}<1`$, one can write $`\sigma ^R`$ $`=`$ $`{\displaystyle _0^1}{\displaystyle \frac{dx}{x}}F(x)\underset{ϵ0}{lim}\left\{{\displaystyle _\delta ^1}{\displaystyle \frac{dx}{x}}x^ϵF(x)+F(0){\displaystyle _0^\delta }{\displaystyle \frac{dx}{x}}x^ϵ\right\}`$ (2) $``$ $`{\displaystyle _\delta ^1}{\displaystyle \frac{dx}{x}}F(x)+F(0)\mathrm{ln}(\delta )+\underset{ϵ0}{lim}{\displaystyle \frac{1}{ϵ}}F(0),`$ (3) where the integral has been regularized by the term $`x^ϵ`$, as suggested by dimensional regularization. The pole is now explicit and the NLO cross section $`\sigma ^{\text{NLO}}`$ is finite: $$\sigma ^{\text{NLO}}\sigma ^B+C_V+_\delta ^1\frac{dx}{x}F(x)+F(0)\mathrm{ln}(\delta ).$$ (4) Clearly, the real corrections $`\sigma ^R`$ should not depend on $`\delta `$, and the logarithmic $`\delta `$ dependence of the last term in eqn (4) should be canceled by the integral, which sometimes is numerically difficult for very small parameters $`\delta `$. However, an improvement of the above solution is possible by using a hybrid of the PSS and the subtraction methods, suggested by Glover and Sutton . In this method, one adds and subtracts only the universal soft/collinear approximations for $`x<\delta `$, such that $`\sigma ^R`$ $`=`$ $`\underset{ϵ0}{lim}\left\{{\displaystyle _0^1}{\displaystyle \frac{dx}{x}}x^ϵF(x)F(0){\displaystyle _0^\delta }{\displaystyle \frac{dx}{x}}x^ϵ+F(0){\displaystyle _0^\delta }{\displaystyle \frac{dx}{x}}x^ϵ\right\}`$ (5) $``$ $`{\displaystyle _\delta ^1}{\displaystyle \frac{dx}{x}}F(x)+{\displaystyle _0^\delta }{\displaystyle \frac{dx}{x}}\left[F(x)F(0)\right]+F(0)\mathrm{ln}(\delta )+\underset{ϵ0}{lim}{\displaystyle \frac{1}{ϵ}}F(0).`$ (6) A cancellation between the analytical and numerical terms still occurs, however only the phase space is approximated, so that this method is valid at larger values of $`\delta `$. In the case where the phase-space is not approximated for small $`x`$ the hybrid method becomes independent from $`\delta `$. ### B Event generation with positive NLO weights We would now like to improve the above NLO jet cross section by including the PS in the $`n`$-jet region. We keep the jet definition, which separates the available phase space into two complementary regions, namely the $`n`$-jet region for $`s_{ij}<s_{\text{min}}`$ and the $`(n+1)`$-jet (hard) region for $`s_{ij}>s_{\text{min}}`$. The NLO corrections, i.e., the virtual and the soft/collinear corrections, will occur in the $`n`$-jet region, so that the $`n`$-jet exclusive cross section has a NLO normalization. On the other hand, the hard $`(n+1)`$-jet region contains tree-level contributions only. In current event generators, a weight will be generated in the $`n`$-jet region by calculating the LO, tree-leel matrix element and then redistributing this weight with help of the PS algorithm. The same jet criterion used to separate the matrix element and PS regions is used to veto events from the PS which would lie outside the $`n`$-jet region, as to avoid double counting. The $`(n+1)`$-jet region is described by the hard $`(n+1)`$-parton matrix elements. If we take the procedure for calculating the NLO corrections as described in the previous section, we could in principle calculate the weight in the $`n`$ jet region in NLO. However, we would like to avoid the generation of large positive and negative weights, since this is not a practical starting point for an event generator, especially if one wishes to add hadronization after the showering. Therefore we suggest to choose the PSS parameter $`\delta `$ such that the weights are always positive. To keep most of the advantages of the NLO calculation, we aim to find a cut-off function $`\delta ^{\text{nlo}}(\mu ^2)`$ that provides a cut-off parameter for any given renormalization and factorization scale which lies inside the $`n`$ jet region, such that the sum of the Born, soft/collinear and virtual contributions are exactly zero. The NLO corrections inside the jet are then completely enclosed in the $`(n+1)`$-parton hard matrix elements, integrated down to the cut-off function. Only the tree-level matrix elements will serve as starting points for the PS. The reduced scale and scheme dependence of the NLO cross sections is subsumed into the scale dependent cut-off function. Staying in the simple example from eqn (1), the aimed cut-off function reads $$\delta ^{\text{nlo}}=\mathrm{exp}\left(\frac{\sigma ^B}{F(0)}\frac{C_V}{F(0)}\right).$$ (7) Substituting $`\delta `$ in eqn (4) by $`\delta ^{\text{nlo}}`$ results in $$\sigma ^{\text{NLO}}\underset{\delta ^{\text{nlo}}}{\overset{1}{}}\frac{dx}{x}F(x),$$ (8) which is exactly what we are looking for. The NLO corrections are given completely by the hard $`(n+1)`$-parton tree-level matrix elements, which are positive definite and can be combined with the PS in the usual way. The function $`\delta ^{\text{nlo}}`$ will depend on the kinematics of the $`n`$ parton configuration, as well as on the renormalization and factorization scales. Of course, one has to ensure in the event generation process that $`\delta ^{\text{nlo}}<y_{\text{cut}}`$, i.e. that the cut-off lies within the $`n`$-jet region. In general, the function (7) could yield a relatively large $`\delta `$, so that the simple PSS method fails to give the correct answer for the NLO cross section.<sup></sup><sup></sup>As we will see in the second part of the paper, for DIS single-jet production at $`𝒪(\alpha _s)`$ the cut-off $`\delta ^{\text{nlo}}`$ actually is sufficiently small for the soft and collinear approximations to be valid. We can however calculate the missing parts of the approximated matrix elements, which is the cause of the error, numerically by use of the hybrid method, described above. Improving the result (8) with the hybrid method, one finds $$\sigma ^{\text{NLO}}\underset{\delta ^{\text{nlo}}}{\overset{1}{}}\frac{dx}{x}F(x)+\underset{0}{\overset{\delta ^{\text{nlo}}}{}}\frac{dx}{x}\left[F(x)F(0)\right],$$ (9) which gives additional terms of order $`\delta ^{\text{nlo}}\mathrm{ln}(\delta ^{\text{nlo}})`$. Here, the difference between the approximate function $`F(x)\|_{x=0}`$ and the full expression is evaluated numerically. This is similar to the what Sjöstrand and Friberg suggested in as a starting point for the event generation. To summarize, we propose in close analogy to the following steps to produce an event in the PS region with positive weight and NLO normalization: Define the $`n`$-jet region by $$s_{ij}<y_{\text{cut}}Q^2$$ (10) for all partons $`i,j`$. The $`(n+1)`$-jet region given by $`s_{ij}>y_{\text{cut}}`$ is described by the hard $`(n+1)`$-parton matrix elements. * For each $`n`$-jet phase-space point calculate $`\delta ^{\text{nlo}}`$ according to eqn (7). The cross section for the $`n`$-jet region is then given by $$\sigma _{njet}^{NLO}=\sigma ^B+\sigma ^V+\sigma ^R=\underset{\delta ^{\text{nlo}}}{\overset{y_{\text{cut}}}{}}\frac{dx}{x}F(x)+\underset{0}{\overset{\delta ^{\text{nlo}}}{}}\frac{dx}{x}\left[F(x)F(0)\right]$$ (11) We can write this symbolically as $$\sigma _{njet}^{NLO}=(y_{\text{cut}}\delta ^{\text{nlo}})\frac{F(x)}{x}+\delta ^{\text{nlo}}\frac{F(x)F(0)}{x}$$ (12) as to express the Monte-Carlo nature of the procedure. * In the $`n`$-jet region generate an $`x_k=s_{ij}^k/Q^2`$ with $`x_k[0,y_{\text{cut}}]`$ (the index $`k`$ refers to the $`k`$th event). The weight which will be redistributed by the parton shower algorithm is given by $`W_k=(y_{\text{cut}}\delta ^{\text{nlo}}){\displaystyle \frac{F(x)}{x}}\|_{x=x_k}`$for $`x_k[\delta ^{\text{nlo}},y_{\text{cut}}]`$, where $`W>0`$ by construction, or by $`W_k=\delta ^{\text{nlo}}{\displaystyle \frac{F(x)F(0)}{x}}\|_{x=x_k}`$for $`x_k[0,\delta ^{\text{nlo}}]`$, where $`W`$ will be rather small. * Use the same jet resolution criterion as in the first step to veto events from the PS that lie within the $`(n+1)`$-jet region. ## III Inclusive single-jet production in DIS In the following we apply the ideas of the previous section to inclusive single-jet production in DIS $`eP`$-scattering at $`𝒪(\alpha _s)`$. For this, we recall the formulæ for calculating single-jet cross sections at NLO with the standard PSS method and describe the modified version of the PSS method, which is used to evaluate the cut-off function that can easily be used in existing event generators for electroproduction. We numerically compare the modified with the standard method. ### A Single-jet cross section up to $`𝒪(\alpha _s)`$ In $`eP`$-scattering $$e(k)+P(p)e(k^{})+X$$ (13) the final state with a single jet is the most basic event with a large transverse energy $`E_T`$ in the laboratory frame. The lowest order $`𝒪(\alpha _s^0)`$ partonic contribution to the single-jet cross section arises from the quark parton model (QPM) subprocess $$e(k)+q(p_0)e(k^{})+q(p_1)$$ (14) and the corresponding anti-quark process with $`q\overline{q}`$. The partonic cross section for this process is given by $$\widehat{\sigma }_{qq}^{\text{LO}}=\sigma _0e_q^2\|M_{qq}\|^2$$ (15) where $$\sigma _0=\frac{1}{4p_0.k}\frac{1}{4}\frac{(4\pi \alpha )^2}{Q^4}$$ (16) and $$\|M_{qq}\|^2=32[(p_0.k)^2+(p_0.k^{})^2]=\mathrm{\hspace{0.17em}8}\widehat{s}^2(1+(1y)^2)$$ (17) Here, $`\widehat{s}=xs`$, with $`s=(k+p)^2`$, denotes the partonic center of mass energy squared, $`\alpha `$ is the electromagnetic coupling and $`Q^2=2(k.k^{})`$ is the photon virtuality. The total DIS cross section can be directly obtained by integrating out the complete phase space of the final state parton. At NLO, the single-jet cross section receives contributions from the real and the one-loop virtual corrections. The real corrections consist of the photon-gluon fusion and the QCD-Compton processes $`e(k)+q(p_0)`$ $``$ $`e(k^{})+q(p_1)+g(p_2),`$ (18) $`e(k)+g(p_0)`$ $``$ $`e(k^{})+q(p_1)+\overline{q}(p_2),`$ (19) together with corresponding anti-quark processes. The partonic cross sections for one-photon exchange are $`\alpha _s\widehat{\sigma }_{qqg}^{\text{LO}}`$ $`=`$ $`\sigma _0e_q^2(4\pi \alpha _s(\mu _R))\|M_{qqg}\|^2,`$ (20) $`\alpha _s\widehat{\sigma }_{gq\overline{q}}^{\text{LO}}`$ $`=`$ $`\sigma _0e_q^2(4\pi \alpha _s(\mu _R))\|M_{gq\overline{q}}\|^2,`$ (21) with $`\|M_{qqg}\|^2`$ $`=`$ $`{\displaystyle \frac{128}{3}}(k.k^{}){\displaystyle \frac{(k.p_0)^2+(k^{}.p_0)^2+(k.p_1)^2+(k^{}.p_1)^2}{(p_1.p_2)(p_0.p_2)}},`$ (22) $`\|M_{gq\overline{q}}\|^2`$ $`=`$ $`{\displaystyle \frac{3}{8}}\|M_{qqg}\|^2(p_0p_2)`$ (23) $`=`$ $`16(k.k^{}){\displaystyle \frac{(k.p_2)^2+(k^{}.p_2)^2+(k.p_1)^2+(k^{}.p_1)^2}{(p_0.p_1)(p_0.p_2)}}.`$ (24) Color factors (including the initial state color average) are included in the squared matrix elements. Note that the initial state spin average factors are included in the definition of $`\sigma _0`$ in eqn (17) and that the results in eqns (22,24) contain the full polarization dependence of the virtual boson. As already discussed in the previous section, the real corrections inherit characteristic divergencies, which are the initial and final state soft and collinear singularities. These can be separated from the hard phase-space regions by introducing a cut-off parameter $`s_{\text{min}}`$ . The hard part can be integrated numerically, whereas the soft/collinear part is treated analytically. The analytical integrals can be performed in $`n=42ϵ`$ dimensions. The poles which appear in $`ϵ`$ cancel against poles from the one-loop corrections. Remaining poles in the initial state are proportional to the Altarelli-Parisi splitting functions and are absorbed into the parton distribution functions (PDF’s) of the proton, $`f_i(x,\mu _F)`$ for $`i=q,\overline{q},g`$. UV divergencies in the one-loop corrections are absorbed into the running coupling constant $`\alpha _s(\mu _R)`$. The $`𝒪(\alpha _s)`$ corrections to the $`𝒪(\alpha _s^0)`$ Born term are known for quite some time and the one-jet inclusive final states have been discussed in . Since we will later on rely on programs provided together with the MEPJET Monte Carlo for tabulating the integrals that occur for the initial state corrections, we will here apply the method of crossing functions as used in and outline in , which is fully equivalent to the results in . We take over the notation in . The finite part of the NLO partonic cross section, which is arrived at by summing up the virtual contributions and the singular parts of the two-parton final state is given by the expression $$\alpha _s\widehat{\sigma }_{qq}^{\text{NLO}}=\alpha _s\sigma _0e_q^2\|M_{qq}\|^2𝒦_{qq}(s_{\text{min}},Q^2).$$ (25) The finite parts of the virtual corrections factorize the Born matrix element. The factor $`𝒦_{qq}`$, depending on both $`s_{\text{min}}`$ and the invariant mass of the hard partons $`2p_0.p_1=Q^2`$, is given by $$𝒦_{qq}(s_{\text{min}},Q^2)=\frac{8}{9}\left(\frac{N_C}{2\pi }\right)\left[\mathrm{ln}^2\left(\frac{s_{\text{min}}}{Q^2}\right)\frac{3}{2}\mathrm{ln}\left(\frac{s_{\text{min}}}{Q^2}\right)\frac{\pi ^2}{3}\frac{1}{2}+𝒪(s_{\text{min}})\right],$$ (26) where $`N_C=3`$ is the number of colours. $`𝒦_{qq}`$ may be crossed in exactly the same manner as the usual tree level crossing from the $`𝒦`$ factor in $`e^+e^{}`$ 2 partons as given in eqn (4.31) with $`n=0`$ in Ref or in eqn (3.1.68) of . Thus, eqn (26) includes also the crossing of a pair of collinear partons with an invariant mass smaller than $`s_{\text{min}}`$ from the final state to the initial state. This ‘wrong’ contribution is replaced by the correct collinear initial state configuration by adding the appropriate crossing function contribution to the hadronic cross section, which takes also into account the corresponding factorization of the initial state singularities, encoded in the crossing functions $`C_q^{\overline{\text{MS}}}`$ for valence and sea quark distributions. The crossing functions for an initial state parton $`a`$, which participates in the hard scattering process, can be written in the form $$C_a^{\overline{\text{MS}}}(x,\mu _F,s_{\text{min}})=\left(\frac{N_C}{2\pi }\right)\left[A_a(x,\mu _F)\mathrm{ln}\left(\frac{s_{\text{min}}}{\mu _F^2}\right)+B_a^{\overline{\text{MS}}}(x,\mu _F)\right],$$ (27) with $$A_a(x,\mu _F)=\underset{p}{}A_{pa}(x,\mu _F)$$ (28) and $$B_a^{\overline{\text{MS}}}(x,\mu _F)=\underset{p}{}B_{pa}^{\overline{\text{MS}}}(x,\mu _F).$$ (29) The sum runs over $`p=q,\overline{q},g`$. The individual functions $`A_{pa}(x,\mu _F)`$ and $`B_{pa}^{\overline{\text{MS}}}(x,\mu _F)`$ are stated in the appendix. In particular all plus prescriptions associated with the factorization of the initial state collinear divergencies are absorbed in the crossing functions $`C_q^{\overline{\text{MS}}}`$ which is very useful for a Monte Carlo approach. We note that although the two-parton final state contributions (22) and (24) contain the full polarization dependence of the virtual photon, the singular contributions occur only for the transverse photon polarization. Taking into account now virtual, initial and final state corrections we can write the hadronic cross section for the one-parton final state up to $`𝒪(\alpha _s)`$ as $`\sigma _{\text{had}}^{\text{1parton}}(s_{\text{min}})`$ $`=`$ $`\sigma _0{\displaystyle \underset{i=q,\overline{q}}{}}e_i^2{\displaystyle }dxd\text{PS}^{(k^{}+1)}[f_i(x,\mu _F)(1+\alpha _s(\mu _R)𝒦_{qq}(s_{\text{min}},Q^2))`$ (30) $`+`$ $`\alpha _s(\mu _R)C_i^{\overline{\text{MS}}}(x,\mu _F,s_{\text{min}})]\|M_{qq}\|^2.`$ (31) To obtain the final, $`s_{\text{min}}`$ independent result, one also has to add the contribution containing the two parton final state, integrated over those phase-space regions, where any pair of partons $`i,j`$ with $`s_{ij}=(p_i+p_j)^2`$ has $`s_{ij}>s_{\text{min}}`$: $`\sigma _{\text{had}}^{\text{2parton}}(s_{\text{min}})`$ $`=`$ $`\sigma _0{\displaystyle \underset{i=q,\overline{q}}{}}e_i^2{\displaystyle \underset{\|s_{ij}\|>s_{\text{min}}}{}}𝑑x𝑑\text{PS}^{(k^{}+2)}4\pi \alpha _s(\mu _R)[f_i(x,\mu _F)]\|M_{qqg}\|^2`$ (32) $`+`$ $`\frac{1}{2}f_g(x,\mu _F)\|M_{gq\overline{q}}\|^2].`$ (33) The Lorentz-invariant phase space measure $`d\text{PS}^{(k^{}+n)}`$ contains both the scattered electron and the partons from the photon-parton scattering process and is defined as $$d\text{PS}^{(k^{}+n)}=\delta ^4(p_0+kk^{}\underset{i=1}{\overset{n}{}}p_i)\mathrm{\hspace{0.17em}2}\pi \frac{d^3k^{}}{2E^{}}\underset{i=1}{\overset{n}{}}\frac{d^3p_i}{(2\pi )^3\mathrm{\hspace{0.17em}2}E_i}.$$ (34) The bremsstahlung contribution in (33) grows with $`\mathrm{ln}^2s_{\text{min}}`$ and $`\mathrm{ln}s_{\text{min}}`$ with decreasing $`s_{\text{min}}`$. Once $`s_{\text{min}}`$ is small enough for the soft and collinear approximations to be valid, this logarithmic growth is exactly canceled by the explicit $`\mathrm{ln}^2s_{\text{min}}`$ and $`\mathrm{ln}s_{\text{min}}`$ terms in $`𝒦_{qq}`$ and the $`s_{\text{min}}`$ dependence in the crossing functions. ### B Cut-off function We are now in the position to reformulate the PSS method for the single-jet inclusive cross section for our purposes. As explained in section 2, we wish to avoid the NLO one-parton contributions contained in eqn (31) completely. Integrating out the delta-function (34) in eqn (31) we obtain, omitting scale dependences, $$\frac{d\sigma _{\text{had}}^{\text{1parton}}}{dxdQ^2}=\frac{2\pi \alpha }{xQ^4}(1+(1y)^2)\underset{i=q,\overline{q}}{}e_i^2x\left[f_i(x)\left(1+\alpha _s𝒦_{qq}(Q^2)\right)+\alpha _sC_i^{\overline{\text{MS}}}(x)\right].$$ (35) The $`s_{\text{min}}`$-dependence of this one-parton cross section is canceled by the respective unresolved two-parton cross section for each phase-space point $`(x,Q^2)`$. In order to avoid the one-parton final states, it will be sufficient to chose an appropriate value of the cut-off parameter (which we denote as $`s_{\text{min}}^{\text{nlo}}`$) for each phase-space point $`(x,Q^2)`$, so that $$\frac{d\sigma _{\text{had}}^{\text{1parton}}}{dxdQ^2}(s_{\text{min}}^{\text{nlo}})=0.$$ (36) To solve eqn (36) for $`s_{\text{min}}`$, it is sufficient to solve the equation $$\underset{i=q,\overline{q}}{}e_i^2\left[f_i(x,\mu _F)\left(1+\alpha _s(\mu _R)𝒦_{qq}(s_{\text{min}},Q^2)\right)+\alpha _s(\mu _R)C_i^{\overline{\text{MS}}}(x,\mu _F,s_{\text{min}})\right]=0.$$ (37) The $`s_{\text{min}}`$ dependence of $`𝒦_{qq}`$ can be seen in eqn (26), whereas the $`s_{\text{min}}`$ dependence of $`C_i^{\overline{\text{MS}}}`$ is given in eqn (27). For convenience, we define the sums $`F`$ $`=`$ $`{\displaystyle \underset{i=q,\overline{q}}{}}e_i^2f_i(x,\mu _F),`$ (38) $`A`$ $`=`$ $`{\displaystyle \underset{i=q,\overline{q}}{}}e_i^2A_i(x,\mu _F),`$ (39) $`B`$ $`=`$ $`{\displaystyle \underset{i=q,\overline{q}}{}}e_i^2B_i^{\overline{\text{MS}}}(x,\mu _F)`$ (40) and the functions $`\eta `$ $`=`$ $`\mathrm{ln}\left({\displaystyle \frac{Q^2}{M^2}}\right){\displaystyle \frac{3}{4}}+{\displaystyle \frac{9}{16}}{\displaystyle \frac{A}{F}},`$ (41) $`\psi `$ $`=`$ $`\mathrm{ln}^2\left({\displaystyle \frac{Q^2}{M^2}}\right)+{\displaystyle \frac{3}{2}}\mathrm{ln}\left({\displaystyle \frac{Q^2}{M^2}}\right){\displaystyle \frac{\pi ^2}{3}}{\displaystyle \frac{1}{2}}+{\displaystyle \frac{9}{8}}\left[{\displaystyle \frac{2\pi }{N_C\alpha _s}}+{\displaystyle \frac{B}{F}}{\displaystyle \frac{A}{F}}\mathrm{ln}\left({\displaystyle \frac{\mu _F^2}{M^2}}\right)\right],`$ (42) which are independent of $`s_{\text{min}}`$ up to $`𝒪(s_{\text{min}})`$. We have introduced some arbitrary scale $`M^2`$ to keep the functions $`\eta `$ and $`\psi `$ dimensionless. The solution of eqn (37) is then given by the solution of the quadratic equation $$\mathrm{ln}^2\left(\frac{s_{\text{min}}}{M^2}\right)2\eta \mathrm{ln}\left(\frac{s_{\text{min}}}{M^2}\right)=\psi .$$ (43) We find for $`s_{\text{min}}^{\text{nlo}}`$ $$s_{\text{min}}^{\text{nlo}}(\mu _F,\mu _R,x,Q^2)=\mathrm{exp}\left[\mathrm{ln}(M^2)+\eta \sqrt{\eta ^2+\psi }\right],$$ (44) where we have taken the smaller of the two solutions, since we require $`s_{\text{min}}`$ to be sufficiently small for the soft and collinear approximations to be valid. The $`\mathrm{ln}(M^2)`$ dependence in (44) cancels in the sum of the individual terms in the exponent. Inserting the $`s_{\text{min}}^{\text{nlo}}`$ function into eqn (33) as a lower integration boundary for each phase space point $`(x,Q^2)`$ will give the complete answer for the single-jet cross section in NLO. This is well suited for the purpose of combining matrix elements in NLO with the PS. It is important to note that the $`s_{\text{min}}^{\text{nlo}}`$ function depends on the factorization and renormalization scales, so that the improved scale dependence of the NLO cross section is preserved in our modified approach. A crucial point, which we will study in detail in the next section, is whether the $`s_{\text{min}}^{\text{nlo}}`$ function obtained with eqn (44) is small enough for the soft and collinear approximations, made to evaluate the expressions (26) and (27), to be valid. ### C Numerical results In this section we numerically investigate the solution (44). We look at the size of $`s_{\text{min}}^{\text{nlo}}`$ for given $`x`$ and $`Q^2`$ and study the effect of scale changes on $`s_{\text{min}}^{\text{nlo}}`$. Furthermore, we check whether NLO single-jet inclusive cross sections obtained by integrating out the two-parton contributions down to $`s_{\text{min}}^{\text{nlo}}`$ gives the same result as in the conventional approach, where one-parton and two-parton contributions, separated by some fixed $`s_{\text{min}}`$, are summed. We start by looking at the $`s_{\text{min}}^{\text{nlo}}`$ function in the region given by $`x[10^4,10^1]`$ and $`Q^2[10,10^4]`$ GeV<sup>2</sup>. We produce all results for one-photon exchange, i.e., neglecting possible contributions from $`Z`$-exchange. We employ the MRST parton distributions for the proton and use the integration package provided with MEPJET to calculate and tabulate the crossing functions for these parton distributions. This makes it numerically very convenient to use the function $`s_{\text{min}}^{\text{nlo}}`$, eqn (44).The FORTRAN code for the $`s_{\text{min}}^{\text{nlo}}`$ function can be obtained upon request from the author. In Fig. 1 we have plotted $`s_{\text{min}}^{\text{nlo}}`$ as a function of $`Q^2`$ for the four fixed values $`x=10^4,10^3,10^2`$ and $`10^1`$ for the scales $`\mu =\mu _R=\mu _F=\xi Q^2`$ with $`\xi =\frac{1}{4},1`$ and $`4`$. We find values around $`2`$ GeV<sup>2</sup> in the small $`Q^2`$ region, whereas they rise up to values between $`100`$ and $`200`$ GeV<sup>2</sup> for the largest $`Q^2`$ values. The $`s_{\text{min}}`$ values are larger for smaller $`x`$. The scale variation leads to small changes of the $`s_{\text{min}}`$ values. The scale variation in the actual cross sections will be still smaller, since the $`s_{\text{min}}`$ dependence of the cross sections is logarithmic. For the two larger $`x`$ values, the smaller scales leads to a larger value of $`s_{\text{min}}^{\text{nlo}}`$ which will therefore produce smaller cross sections. For the two smaller $`x`$ values there seems to be a compensation between the renormalization and factorization scale variations, leading to a very small overall variation in $`s_{\text{min}}^{\text{nlo}}`$, especially at large $`Q^2`$. Next, we numerically compare the standard PSS method with our modified approach. The following comparisons are done for HERA conditions, i.e., $`E_e=27.5`$ GeV and $`E_p=820`$ GeV, giving $`\sqrt{s}=300`$ GeV. A cut of $`E_e^{}>10`$ GeV is applied to the final state electron and we choose $`y[0.04,1]`$. We take the same $`Q^2`$ region as above, namely $`Q^2[10,10^4]`$ GeV<sup>2</sup>. Jets are defined in the laboratory frame with the $`k_T`$ algorithm with $`E_T^{\text{lab}}>5`$ GeV and $`\|\eta ^{\text{lab}}\|<2`$. All cuts together restrict the $`x`$ range to be $`x[10^3,1]`$. The numerical results for the one-jet inclusive cross sections in the following are produced with MEPJET . In Fig. 2 we plot the NLO cross sections for the one-parton final states, which include the Born term, the virtual corrections and the soft and collinear contributions, together with the hard two-parton final states and their sum as a function of $`s_{\text{min}}`$ for four different $`Q^2`$ regions, integrated over the whole $`x`$-range. In Fig. 2 a we see how the logarithmic $`s_{\text{min}}`$ dependence of the two-parton final states is compensated by the one-parton final states to give an $`s_{\text{min}}`$ independent result of $`\sigma =11.66\pm 0.02`$ nb up to values of $`s_{\text{min}}10`$ GeV<sup>2</sup>. Above that value a slight variation of the sum can be observed and the $`s_{\text{min}}`$ independence is no longer ensured. For $`s_{\text{min}}>30`$ GeV<sup>2</sup> the one-parton final state obviously fails to give a correct $`s_{\text{min}}`$ dependence and the sum of one- and two-parton final states strongly decreases. We note that at even larger $`s_{\text{min}}`$ values, the one-parton final states will again give zero, which is the second solution of (37) which we rejected in (44). As an important result, one also sees that the value of $`s_{\text{min}}`$, for which the one-parton final states vanish and the two-parton final states give the full answer is well within the $`s_{\text{min}}`$ independent region. Indeed, after we have introduced our $`s_{\text{min}}^{\text{nlo}}`$-function into the MEPJET program we found that the one-parton final states did give zero and as a result for the two-parton final state we found $`\sigma =11.59\pm 0.01`$ nb, which agrees with the answer for small $`s_{\text{min}}`$ very well. Similar results hold for the larger $`Q^2`$ ranges, Fig. 2 b–d. The point at which the NLO one-parton final state contributions vanish are well within the $`s_{\text{min}}`$ independent region. This holds also for the largest $`Q^2`$ values, where the absolute size of the $`s_{\text{min}}`$ function is rather large of the order of $`100`$ GeV<sup>2</sup>, as we have seen in Fig. 1. At the largest $`Q^2`$ values the results seem to become even more stable with respect to the $`s_{\text{min}}`$ dependence. For a more detailed study we have calculated the single-jet inclusive cross section for nine different bins in $`x`$ and $`Q^2`$, namely $`Q^2[10,10^2]`$ GeV<sup>2</sup>, $`Q^2[10^2,10^3]`$ GeV<sup>2</sup> and $`Q^2[10^3,10^4]`$ GeV<sup>2</sup> together with $`x[10^3,10^2]`$, $`x[10^2,0.1]`$ and finally $`x[0.1,1]`$. The actual bins are summarized in Tab. I. In addition, we have tested the scale dependence by varying the squared renormalization and factorization scales together by a factor of 4, i.e., $`\mu ^2=\mu _R^2=\mu _F^2=\xi Q^2`$ with $`\xi =\frac{1}{4},1,4`$. The results are shown in Tab. IIIV in pb, also indicating the relative difference $`\mathrm{\Delta }=\|\sigma _{\text{std}}\sigma _{\text{mod}}\|/\sigma _{\text{std}}`$ of the standard PSS method to the modified PSS. For all $`Q^2`$ intervals we find agreement of our modified approach compared to the $`s_{\text{min}}`$ independent standard approach to around one percent or better. The overall scale dependence is small, indicating a very good perturbative stability, as to be expected. However, it was not our intention to test the scale dependence, but to test whether our $`s_{\text{min}}^{\text{nlo}}`$ function would reproduce the scale behaviour correctly. This concludes our numerical studies, showing the equivalence of the standard PSS method with our modified approach by integrating out only the two-parton final states down to a dynamical $`s_{\text{min}}^{\text{nlo}}`$ function given by eqn (44). ## IV Summary and outlook We have given a prescription for combining fixed NLO matrix elements with PS’s within the PSS method. It consists in removing the Born, virtual and soft/collinear contributions from the NLO cross section for the $`n`$-jet region by adjusting the PSS parameter $`s_{\text{min}}`$ for each phase space point and each scale $`\mu _R,\mu _F`$. These contributions are then included in the hard part of the NLO matrix elements, which are positive definite. This allows to directly redistribute the weight provided from these matrix elements with a PS algorithm. For the case of inclusive single-jet production in $`eP`$-scattering at $`𝒪(\alpha _s)`$ we have calculated the dynamical $`s_{\text{min}}`$ parameter for each phase space point $`x`$ and $`Q^2`$ and each scale $`\mu _R,\mu _F`$. We have numerically compared the standard calculation with our new approach of evaluating fixed NLO contributions and found the new approach to give reliable results. We especially found that the values of $`s_{\text{min}}`$, for which the virtual plus soft/collinear contributions vanish, are small enough for the soft and collinear approximations, used in in the PSS method, to be valid. We note that the cut-off function has been successfully implemented in the RAPGAP event generator , which includes the $`𝒪(\alpha _s)`$ tree level matrix elements. Numerical results and comparison to data will be discussed in a forthcoming paper. The next, more complicated step is the case of dijet production in $`eP`$-scattering, which is especially interesting because it allows a precise determination of $`\alpha _s`$ or the gluon density in the proton. NLO calculations in the PSS method from which the cut-off function can be determined are available . It might turn out that the PSS method has to be suplemented with the hybrid method to numerically evaluate terms of order $`s_{\text{min}}\mathrm{ln}(s_{\text{min}})`$ as outlined in section 2. NLO calculations within the subtraction method are available for dijet production in $`eP`$-scattering , so that the expressions needed for the hybrid of PSS and subtraction method can readily be evaluated. We finally note that the $`𝒪(\alpha _s^2)`$ tree level matrix elements for $`eP`$-scattering interfaced with the PS are not yet available in a working Monte Carlo event generator. ## ACKNOWLEDGMENTS We have benefited from discussions with S. Catani, H. Jung, G. Kramer, J. Rathsman, T. Schörner, T. Sjöstrand and M. Sutton. I am grateful to G. Kramer for comments on the manuscript. D. Chapin and N. Kauer have been helpful concerning details of the MEPJET program. ## A Crossing functions For reasons of completeness, in this appendix we collect from the definitions of the functions $`A_{pa}`$ and $`B_{pa}^{\overline{\text{MS}}}`$ which are needed to compute the crossing functions $`C_i^{\overline{\text{MS}}}`$. The functions are defined via a one dimensional integration over the parton densities $`f_p`$, which also involves the integration over $`()_+`$ prescriptions. The finite, scheme independent functions $`A_{pa}(x,\mu _F)`$ are given by: $`A_{gg}`$ $`=`$ $`{\displaystyle _x^1}{\displaystyle \frac{dz}{z}}f_g(x/z,\mu _F)\{{\displaystyle \frac{(11N_C2n_f)}{6N_C}}\delta (1z)`$ (A2) $`+\mathrm{\hspace{0.17em}2}({\displaystyle \frac{z}{(1z)_+}}+{\displaystyle \frac{(1z)}{z}}+z(1z))\}`$ $`A_{qq}`$ $`=`$ $`{\displaystyle _x^1}{\displaystyle \frac{dz}{z}}f_q(x/z,\mu _F){\displaystyle \frac{2C_F}{3}}\left\{{\displaystyle \frac{3}{4}}\delta (1z)+{\displaystyle \frac{1}{2}}\left({\displaystyle \frac{1+z^2}{(1z)_+}}\right)\right\}`$ (A3) $`A_{gq}`$ $`=`$ $`{\displaystyle _x^1}{\displaystyle \frac{dz}{z}}f_g(x/z,\mu _F){\displaystyle \frac{1}{4}}\widehat{P}_{gq}^{(4)}(z)`$ (A4) $`A_{qg}`$ $`=`$ $`{\displaystyle _x^1}{\displaystyle \frac{dz}{z}}f_q(x/z,\mu _F){\displaystyle \frac{1}{4}}\widehat{P}_{qg}^{(4)}(z)`$ (A5) The scheme dependent functions $`B_{ph}^{\overline{\text{MS}}}(x,\mu _F)`$ are given by: $`B_{gg}^{\overline{\text{MS}}}`$ $`=`$ $`{\displaystyle _x^1}{\displaystyle \frac{dz}{z}}f_g(x/z,\mu _F)\{({\displaystyle \frac{\pi ^2}{3}}{\displaystyle \frac{67}{18}}+{\displaystyle \frac{5n_f}{9N_C}})\delta (1z)+2z\left({\displaystyle \frac{\mathrm{ln}(1z)}{(1z)}}\right)_+`$ (A7) $`+2({\displaystyle \frac{(1z)}{z}}+z(1z))\mathrm{ln}(1z)\}`$ $`B_{qq}^{\overline{\text{MS}}}`$ $`=`$ $`{\displaystyle _x^1}{\displaystyle \frac{dz}{z}}f_q(x/z,\mu _F){\displaystyle \frac{2C_F}{3}}\{({\displaystyle \frac{\pi ^2}{6}}{\displaystyle \frac{7}{4}})\delta (1z)+{\displaystyle \frac{1}{2}}(1z)`$ (A9) $`+{\displaystyle \frac{1}{2}}(1+z^2)\left({\displaystyle \frac{\mathrm{ln}(1z)}{(1z)}}\right)_+\}`$ $`B_{gq}^{\overline{\text{MS}}}`$ $`=`$ $`{\displaystyle _x^1}{\displaystyle \frac{dz}{z}}f_g(x/z,\mu _F){\displaystyle \frac{1}{4}}\left\{\widehat{P}_{gq}^{(4)}(z)\mathrm{ln}(1z)\widehat{P}_{gq}^{(ϵ)}(z)\right\}`$ (A10) $`B_{qg}^{\overline{\text{MS}}}`$ $`=`$ $`{\displaystyle _x^1}{\displaystyle \frac{dz}{z}}f_q(x/z,\mu _F){\displaystyle \frac{1}{4}}\left\{\widehat{P}_{qg}^{(4)}(z)\mathrm{ln}(1z)\widehat{P}_{qg}^{(ϵ)}(z)\right\}`$ (A11) Here, $`n_f`$ denotes the number of flavors and $`N_C=3`$ is the number of colors. The Altarelli-Parisi kernels in the previous equations are defined by: $`\widehat{P}_{gg}^{(n4)}(z)`$ $`=`$ $`P_{gg}^{(n4)}(z)=\mathrm{\hspace{0.17em}4}\left({\displaystyle \frac{z}{1z}}+{\displaystyle \frac{1z}{z}}+z(1z)\right)`$ (A12) $`\widehat{P}_{qg}^{(n4)}(z)`$ $`=`$ $`{\displaystyle \frac{8}{9}}P_{qg}^{(n4)}(z)={\displaystyle \frac{16}{9}}\left({\displaystyle \frac{1+(1z)^2}{z}}ϵz\right)`$ (A13) $`\widehat{P}_{gq}^{(n4)}(z)`$ $`=`$ $`{\displaystyle \frac{1}{3}}P_{gq}^{(n4)}(z)={\displaystyle \frac{2}{3}}\left({\displaystyle \frac{z^2+(1z)^2ϵ}{1ϵ}}\right)`$ (A14) $`\widehat{P}_{qq}^{(n4)}(z)`$ $`=`$ $`{\displaystyle \frac{8}{9}}P_{qq}^{(n4)}(z)={\displaystyle \frac{16}{9}}\left({\displaystyle \frac{1+z^2}{1z}}ϵ(1z)\right)`$ (A15) The $`P_{ij}^{(ϵ)}`$ are the $`ϵ`$ dimensional part of these $`n`$dimensional splitting functions $`\widehat{P}_{qg}^{(ϵ)}(z)`$ $`=`$ $`{\displaystyle \frac{8}{9}}P_{qg}^{(ϵ)}(z)={\displaystyle \frac{8}{9}}\mathrm{\hspace{0.17em}2}z`$ (A16) $`\widehat{P}_{gq}^{(ϵ)}(z)`$ $`=`$ $`{\displaystyle \frac{1}{3}}P_{gq}^{(ϵ)}(z)={\displaystyle \frac{4}{3}}z(1z)`$ (A17) The $`()_+`$ prescriptions in these equations are defined for an arbitrary test function $`G(z)`$ (which is well behaved at $`z=1`$) as $$\underset{x}{\overset{1}{}}𝑑zF_+(z)G(z)=\underset{x}{\overset{1}{}}𝑑zF(z)[G(z)G(1)]+G(1)\underset{0}{\overset{x}{}}𝑑zF(z)$$ (A18) The structure and use of the crossing functions are completely analog to the usual parton distribution function. The numerical integrations have been performed in a computer program, which is provided together with the fixed order Monte Carlo program MEPJET . The results for $`A_{pa}`$ and $`B_{pa}^{\overline{\text{MS}}}`$ for different values of $`x`$ and $`\mu _F`$ are stored in an array in complete analogy to the usual parton densities, which allows a convenient and numerically quick evaluation of the crossing functions.
warning/0007/cond-mat0007192.html	ar5iv	text	# Strong-Coupling Expansions for Multiparticle Excitations: Continuum and Bound States \[ ## Abstract We present a new linked cluster expansion for calculating properties of multiparticle excitation spectra to high orders. We use it to obtain the two-particle spectra for systems of coupled spin-half dimers. We find that even for weakly coupled dimers the spectrum is very rich, consisting of many bound states. The number of bound states depends on both geometry of coupling and frustration. Many of the bound states can only be seen by going to sufficiently high orders in the perturbation theory, showing the extended character of the pair-attraction. \] The study of bound states, life times and spectral weights for multiparticle excitations remains a challenging problem in many-body physics. From an experimental point of view, a variety of probes on several low-dimensional magnetic and strongly correlated electronic systems show spectral features associated with multiparticle continuum and bound states. These features in two-magnon Raman spectra, optical absorption spectra, photoemission and even in neutron scattering spectra remain poorly understood. From a theoretical point of view, one of the most intriguing issues is the role the growing number of bound states play in the confinement-deconfinement transition in spin-Peierls systems as the spectrum completely changes from soliton-antisoliton continuum to triplets, their bound states and continuum . Existing computational approaches to these problems are not adequate. In this letter, we present significant advances in calculating multi-particle spectral properties from high-order strong coupling expansions. At the heart of our method is a generalization of Gelfand’s linked cluster expansion for single-particle excited states to multi-particle states. From a technical point of view, our most notable achievement is the development of an orthogonality transformation which leads to a linked cluster theorem for multi-particle states even with quantum numbers identical to the ground state. Our method is quite distinct from the flow equation method of Wegner , which has been used recently by Knetter et al. for also studying multi-particle spectral properties, but for a more restricted class of models with equispaced unperturbed eigenvalues and an exact direct-product ground state. We apply the method to systems of coupled spin-half dimers in various one and two-dimensional geometries. The calculations greatly simplify when we deal with models where the ground state is known exactly to be a product of dimers, such as the Shastry-Sutherland models in one and two dimensions . Here, we focus attention on the one-dimensional systems. Results are presented for a spin-ladder system, the alternating spin-chain model, and the Shastry-Sutherland model. Except for the spin-ladder model, the high order calculations produce qualitatively unexpected results. There are multiple bound states with $`S=0`$, $`1`$ and $`2`$ even in the weakly-coupled dimer limit. The number of bound states varies with frustration and many of them only show up when the expansions are done to sufficiently high order. This presumably is due to the extended range of the attractive interaction needed to see the multiple bound states. The interval of k-values where the bound states exist also changes with the expansion parameter. We begin describing our method with a Hamiltonian $$H=H_0+\lambda H_1,$$ (1) where the unperturbed part $`H_0`$ is exactly solvable, and $`\lambda `$ is the perturbation parameter. The aim is to calculate perturbation series in $`\lambda `$ for the eigenvalues of $`H`$ and other quantities of interest. As is well known , the ground state energy and correlation functions have a ‘cluster addition property’ and hence can be calculated by linked cluster expansion. We wish to consider the excited-state many-particle sectors of the Hilbert space, where a “particle” may refer to a lattice fermion, a spin-flip, or other excitation, depending on the model at hand. The key step is to ‘block diagonalize’ the Hamiltonian on any finite cluster to form an effective Hamiltonian, via an orthogonal transformation (here we will only consider real Hamiltonians): $$H^{\mathrm{eff}}=O^THO$$ (2) where $`O=e^S`$ and S is real, antisymmetric. This transformation is constructed order-by-order in perturbation theory, so that the ground state sits in a block by itself, the 1-particle states (which form a degenerate manifold under $`H_0`$, in general) form another block, the 2-particle states another block, and so on. The off-diagonal blocks of S are determined by the requirement that the off-diagonal blocks of $`H^{\mathrm{eff}}`$ vanish; and we choose the diagonal blocks of S to be zero. Let the matrix element of $`H^{\mathrm{eff}}`$ between initial 1-particle state $`\|𝐢`$ and final 1-particle state $`\|𝐣`$, labelled according to their positions on the lattice, be $$E_1(𝐢,𝐣)=𝐣\|H^{\mathrm{eff}}\|𝐢.$$ (3) This excited state energy is not extensive, and does not obey the ‘cluster addition property’. However, as shown by Gelfand, the “irreducible” 1-particle matrix element $$\mathrm{\Delta }_1(𝐢,𝐣)=E_1(𝐢,𝐣)E_0\delta _{𝐢,𝐣}$$ (4) does have the ‘cluster addition property’. Furthermore, for a translationally invariant system, the 1-particle states are eigenstates of momentum: $$\|𝐤=\frac{1}{\sqrt{N}}\underset{𝐣}{}\mathrm{exp}(i𝐤𝐣)\|𝐣$$ (5) (where N is the number of sites in the lattice), with energy above the ground state of $$\omega _1(𝐤)=\underset{\delta }{}\mathrm{\Delta }_1(\delta )\mathrm{cos}(𝐤\delta ).$$ (6) To generalize to two-particle states, let $$E_2(𝐢,𝐣;𝐤,𝐥)=𝐤,𝐥\|H^{\mathrm{eff}}\|𝐢,𝐣$$ (7) be the matrix element between initial 2-particle state $`\|𝐢,𝐣`$ and final state $`\|𝐤,𝐥`$. To obtain a quantity obeying the cluster addition property, we must subtract the ground-state energy and 1-particle contributions, to form the irreducible 2-particle matrix element (see Fig. 1): $`\mathrm{\Delta }_2(𝐢,𝐣;𝐤,𝐥)`$ $`=`$ $`E_2(𝐢,𝐣;𝐤,𝐥)E_0(\delta _{𝐢,𝐤}\delta _{𝐣,𝐥}+\delta _{𝐢,𝐥}\delta _{𝐣,𝐤})`$ (10) $`\mathrm{\Delta }_1(𝐢,𝐤)\delta _{𝐣,𝐥}\mathrm{\Delta }_1(𝐢,𝐥)\delta _{𝐣,𝐤}`$ $`\mathrm{\Delta }_1(𝐣,𝐤)\delta _{𝐢,𝐥}\mathrm{\Delta }_1(𝐣,𝐥)\delta _{𝐢,𝐤}`$ This quantity is easily found to be zero for any cluster unless i, j, k and l are all included in that cluster, and it obeys the cluster addition property. The block diagonalization ensures that two particles cannot “annihilate” from one cluster and “reappear” on another disconnected one. Thus the matrix elements of $`\mathrm{\Delta }_2`$ can be expanded in terms of connected clusters alone, which are rooted or connected to all four positions i, j, k, l. Once the effective two-particle Hamiltonian is known, we still have to solve the Schrödinger equation. Consider for simplicity a 2-particle state of identical particles, or one symmetric under particle exchange. Then expand the 2-particle eigenstate $$\|\psi =\underset{𝐢>𝐣}{}f_{\mathrm{𝐢𝐣}}\|𝐢,𝐣,f_{\mathrm{𝐢𝐣}}=f_{\mathrm{𝐣𝐢}},$$ (11) the Schrödinger equation takes the form $`(EE_0)f_{\mathrm{𝐢𝐣}}`$ $``$ $`{\displaystyle \underset{𝐤}{}}[\mathrm{\Delta }_1(𝐤,𝐢)f_{\mathrm{𝐤𝐣}}+\mathrm{\Delta }_1(𝐤,𝐣)f_{\mathrm{𝐢𝐤}}]`$ (12) $`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle \underset{𝐤,𝐥}{}}\mathrm{\Delta }_2(𝐤,𝐥;𝐢,𝐣)f_{\mathrm{𝐤𝐥}}`$ (14) $`\mathrm{\Delta }_1(𝐣,𝐢)f_{\mathrm{𝐣𝐣}}\mathrm{\Delta }_1(𝐢,𝐣)f_{\mathrm{𝐢𝐢}},all𝐢,𝐣.`$ The fictitious amplitudes $`f_{\mathrm{𝐢𝐢}}`$ are defined by these equations, and are introduced to simplify the Fourier transform. Defining the centre-of-mass momentum $`𝐊`$ and the relative momentum $`𝐪`$, this can be turned into an integral equation: $`[EE_02{\displaystyle \underset{\delta }{}}\mathrm{\Delta }_1(\delta )\mathrm{cos}(𝐊\delta /2)\mathrm{cos}(𝐪\delta )]f(𝐊,𝐪)=`$ (15) $`{\displaystyle \frac{1}{N}}{\displaystyle \underset{𝐪^{}}{}}f(𝐊,𝐪^{})[{\displaystyle \frac{1}{2}}{\displaystyle \underset{𝐫,\delta _\mathrm{𝟏},\delta _\mathrm{𝟐}}{}}\mathrm{\Delta }_2(𝐫,\delta _\mathrm{𝟏},\delta _\mathrm{𝟐})\mathrm{cos}(𝐊𝐫)\mathrm{cos}(𝐪\delta _\mathrm{𝟏})`$ (16) $`\times \mathrm{cos}(𝐪^{}\delta _\mathrm{𝟐})2{\displaystyle \underset{\delta }{}}\mathrm{\Delta }_1(\delta )\mathrm{cos}(𝐊\delta /2)\mathrm{cos}(𝐪\delta )],`$ (17) which can be solved by standard numerical techniques like discretization. The spectrum of the discretized Hamiltonian can be obtained by diagonalization. In this way the spectrum and even the two particle density of states can be obtained. The continuum is limited by the the maximum (minimum) of the energy of two single particle excitations whose combined momentum is the center of mass momentum, which serves as an independent check. We have used this method to investigate the low-energy excitation spectrum of the 2-leg spin-$`\frac{1}{2}`$ Heisenberg ladder $$H=\underset{i}{}[J𝐒_i𝐒_{i+1}+J𝐒_i^{}𝐒_{i+1}^{}+J_{}𝐒_i𝐒_i^{}],$$ (18) where the interactions along the ladder ($`J`$) and along the rungs ($`J_{}`$) are assumed to be antiferromagnetic. For $`J/J_{}<\mathrm{}`$, the ground state of this model evolves smoothly from a product of singlet states along the rungs of the ladder and has a gapped excitation spectrum . The occurrence of two-particle bound states in this model has been shown by first-order strong-coupling expansions as well as a leading order calculation using the analytic Brueckner approach. Starting from the dimerized ground state we have calculated series in $`J/J_{}`$ for $`\mathrm{\Delta }_2`$ up to order 7 for singlet states, and to order 12 for triplet and quintet states. Fig. 2 shows the generic shape of the two-particle continuum as well as the low-lying massive excitations. Beside the elementary triplet excitation the spectrum shows additional singlet ($`S=0`$) and triplet ($`S=1`$) excitations which are bound states of two elementary triplets. In the vicinity of $`K\pi `$ there is also an $`S=2`$ antibound state above the continuum. At $`J/J_{}=1/2`$, we find the binding energy for the singlet bound state at $`K=\pi `$ is $`E_b/J_{}=0.51`$, substantially larger than the value 0.35 obtained in . Further, we have studied the occurrence of bound states in the alternating Heisenberg chain $$H=J\underset{i}{}[(1+(1)^i\delta )𝐒_i𝐒_{i+1}+\alpha 𝐒_i𝐒_{i+2}],$$ (19) where the $`𝐒_i`$ are again spin-$`\frac{1}{2}`$ operators at site $`i`$, $`\alpha `$ parameterizes a next-nearest neighbor coupling and $`\delta `$ is the alternating dimerization. The two-particle excitations have been discussed in a leading order Brueckner ansatz calculation, a second order series expansion and an RPA study. With our new technique, we perform high-order series expansions in powers of $`\lambda (1\delta )/(1+\delta )`$. Here we will only concentrate on the expansions for the following two cases: (1) $`\alpha =`$0, that is, without the second neighbor interaction. The series for $`\mathrm{\Delta }_2`$ has been computed up to order 6 for singlet bound states, and to order 11 for triplet and quintet states. Here we find two singlet, $`S_1`$ and $`S_2`$, and two triplet, $`T_1`$ and $`T_2`$, bound states below the two-particle continuum. The binding energy of these bound states versus momentum $`K`$ is given in Fig. 3 for a rather large dimerization $`\delta =0.6`$. The singlet $`S_1`$ exists for the whole range of momenta, while the triplet $`T_1`$ exists only in a limited range of momenta and the singlet $`S_2`$ and triplet $`T_2`$ bound states occur for momenta in the vicinity of the band maximum at $`K=\pi /2`$. The existence of the second pair of bound states has not been reported by previous calculations, most likely due to a limited precision or a general incapability to deal with multiple bound states. The binding energy at $`K=\pi /2`$ versus dimerization $`\delta `$ is plotted in Fig. 4. In the limit $`\lambda 0`$, the binding energies for $`S_1`$ and $`T_1`$ are proportional to $`\lambda `$, as expected, since the formation of these bound states is due to the attraction of two triplets on neighboring sites. For $`S_2`$ and $`T_2`$, we find their binding energies are proportional to $`\lambda ^2`$. This means that there is a strong enough effective attraction between two triplets separated by a singlet dimer to form those bound states. (2) $`\alpha =(1\delta )/2`$, that is, the expansion is along the disorder line where the ground states are known exactly. The series for $`\mathrm{\Delta }_2`$ has been computed up to order $`\lambda ^{19}`$ for 2-particle singlet, triplet and quintet states. The two-particle excitation spectrum for $`\delta =0.4`$ is shown in Fig. 5. Here we find that there are three singlet and three triplet bound states below the two-particle continuum, and two quintet antibound states above the continuum. The energy gap at $`K=\pi /2`$ for one of the singlet bound states, $`S_1`$, is $`1+3\delta `$ exactly. In the limit $`\lambda 0`$, the binding energies for $`S_n`$ and $`T_n`$ ($`n=1,2`$) are of order $`\lambda ^n`$, just as for $`\alpha =0`$, but that for $`S_3`$ and $`T_3`$ are at most of order $`\lambda ^4`$. This calculation demonstrates the power of the method in bringing out the complex character of the pair-attraction in the frustrated model. In conclusion, we have demonstrated a new powerful approach to calculate high-order series expansion for quantum Hamiltonian lattice models. The application to the Heisenberg spin ladder and the alternating Heisenberg chain has resulted in precise calculations of the low-lying excitation spectra of these models. For the alternating Heisenberg chain it was shown that there are multiple massive singlet and triplet excitations below the continuum, which depend on frustration. This work was initiated at the Quantum Magnetism program at the ITP at UC Santa Barbara which is supported by US National Science Foundation grant PHY94-07194. ST gratefully acknowledges support by the German National Merit Foundation. HM wishes to thank the Kyoto Institute for Theoretical Physics for hospitality. The work of ZW and CJH was supported by a grant from the Australian Research Council: they thank the New South Wales Centre for Parallel Computing for facilities and assistance with the calculations. RRPS is supported in part by NSF grant number DMR-9986948.
warning/0007/hep-th0007156.html	ar5iv	text	# 1 Introduction ## 1 Introduction It is generally believed that the picture of space-time as a manifold $``$ should break down at very short distances of the order of the Planck length. One possible approach to the description of physical phenomena at small distances is based on noncommutative (NC) geometry of the space-time. It has been shown that the noncommutative geometry naturally appears in string theory with a nonzero antisymmetric $`B`$-field . Another approach starting from the study of a relation between measurements at very small distances and black hole formations has been developed in the works . The essence of the noncommutative geometry consists in reformulating first the geometry in terms of commutative algebras of smooth functions, and then generalizing them to their noncommutative analogs in terms of operators (or, more generally, to use a $`C^{}`$-algebra) generated by noncommuting space and time coordinates: $`[\widehat{x}^\mu ,\widehat{x}^\nu ]0`$. The Hilbert (Fock) space for a commutative and the corresponding NC field theories are the same at the perturbative level. This is supported by the fact that the quadratic part of the action is not affected by a star-product. Moreover, this is the reason why there should be a map between any NC field theory and its commutative limit: the degrees of freedom are the same. Noncommutative field theories with noncommutativity of only space coordinates (while the time remains a usual commutative variable) do not change crucially the standard quantum mechanical formalism (one can develop the usual Hamiltonian dynamics, define the corresponding Schrödinger picture, etc.). Of course, this kind of noncommutativity still essentially changes some properties of the theory: in particular, it becomes nonlocal in the space-like directions . But such basic properties of physical models as causality and unitarity are satisfied. This can be traced back to the fact that this theory describes low energy excitations of a D-brane in the presence of a background magnetic field (see and refs. therein). Field theories with space and time noncommutativity provide an interesting opportunity to test the possible breakdown of the conventional notion of time and the familiar framework of quantum mechanics at the Planck scale. As it has been shown in the works , in the case of the model derived from string theory with a background electric field and in the flat space-time, noncommutativity of the time coordinates of the corresponding Minkowski space and the corresponding nonlocality in time result in violation of both the causality and unitarity conditions. Thus, the question whether there exists some self-consistent theory with noncommutative time coordinate is of great interest. The analysis in shows that the violation of the basic principles of causality and unitarity occurs at energies higher than the inverse scale of the parameter of noncommutativity $`\lambda `$, i.e. for $`E\lambda ^1`$. Thus if some noncommutative theory implies an upper bound on possible values of energy, one may hope that it is free of the problems with the violation of the basic physical principles. In the paper , we had shown that space-time quantization on a two-dimensional cylinder leads to the energy spectrum, confined within the interval $`E[0,\pi /\lambda ]`$. Therefore, it is natural to study the question about unitarity and causality for this case. It is worth noticing that this restriction on energy provides an improved ultraviolet behaviour of the field theory on the NC cylinder: even planar diagrams in this case prove to be convergent (in contrast to the theory in the flat NC Minkowski space). In fact, such a study has even wider interest. The point is that the restriction on energy values appears as a consequence of discreteness of time (in the representation where the time coordinate operator is diagonal). On the other hand, attempts have been made to construct quantum field theories with discrete time which is considered to be not only an intermediate regularization (as in the lattice field theories) but has fundamental physical meaning (for recent attempts see, e.g., the series of papers and refs. therein). The problem of unitarity has not been investigated for this kind of models. In this letter, we shall show that the situation with the violation of the unitarity condition on the cylinder is even more severe than that in the case of the flat space-time. More precisely, due to the discreteness of the time evolution, the unitarity requirement is violated even by planar diagrams (which do not carry a trace of the star-product). That means that the result is valid for any theory with discrete time variable and not only for the field theory with the space-time noncommutativity. The letter is arranged as follows. In section 2, we present some facts about noncommutative cylinder and the corresponding $`\mathrm{\Phi }^4`$-field theory, necessary for further study. In section 3, we prove the violation of unitarity for planar diagrams in one-loop approximation. Section 4 is devoted to conclusions and remarks. ## 2 Field theory on a noncommutative cylinder The points on a commutative cylinder $`C`$ can be specified by a real parameter $`t\mathrm{I}\mathrm{R}`$ and two complex parameters $`x_\pm =\rho \mathrm{e}^{\pm \mathrm{i}\alpha }`$. The fields possess the following expansion: $$\mathrm{\Phi }(t,\alpha )=\underset{k=\mathrm{}}{\overset{\mathrm{}}{}}_{\mathrm{}}^{\mathrm{}}\frac{d\omega }{2\pi }\stackrel{~}{\mathrm{\Phi }}_k(\omega )\mathrm{e}^{\mathrm{i}k\alpha \mathrm{i}\omega t}.$$ (1) In the noncommutative case the parameters $`t,x_\pm `$ are replaced by operators $`\widehat{t},\widehat{x}_\pm `$ satisfying the commutation relations $$[\widehat{t},\widehat{x}_\pm ]=\pm \lambda \widehat{x}_\pm ,[\widehat{x}_+,\widehat{x}_{}]=0,$$ (2) and the same constraint equation as in the commutative case: $`\widehat{x}_+\widehat{x}_{}=\rho ^2`$. The dimensionful (with the dimension of length) parameter $`\lambda `$ is an analog of the tensor $`\theta `$ in the case of the Heisenberg-like commutation relation in the flat Minkowski space. However, in the present case, the actual parameter of the noncommutativity is the dimensionless parameter $`\eta =\lambda /\rho `$. The operators $`\widehat{t},\widehat{x}_\pm `$ can be realized in the auxiliary Hilbert space $`=L^2(S^1,d\alpha )`$ as follows: $$\widehat{t}=\lambda _\alpha ,\widehat{x}_\pm =\rho \mathrm{e}^{\pm \mathrm{i}k\alpha }.$$ (3) We specify the self-adjoint extension of $`_\alpha `$ by postulating its system of eigenfunctions: $`_\alpha f_k(\alpha )=\mathrm{i}kf_k(\alpha )`$, $`f_k(\alpha )=\mathrm{e}^{\mathrm{i}k\alpha }`$, $`kZZ`$. Thus, we are dealing with a unitary irreducible representation of the two-dimensional Euclidean group $`E(2)`$ specified by the value of the Casimir operator $`\widehat{x}_+\widehat{x}_{}=\rho ^2`$. In analogy with the commutative case, we take the fields to be operators in $`=L^2(S^1,d\alpha )`$ possessing the operator Fourier expansion: $$\mathrm{\Phi }(\widehat{t},\widehat{\alpha })=\underset{k=\mathrm{}}{\overset{\mathrm{}}{}}_{\pi /\lambda }^{+\pi /\lambda }\frac{d\omega }{2\pi }\stackrel{~}{\mathrm{\Phi }}_k(\omega )\mathrm{e}^{\mathrm{i}k\widehat{\alpha }\mathrm{i}\omega \widehat{t}}.$$ (4) For simplicity, we shall consider a real scalar field theory which corresponds to the condition $`\mathrm{\Phi }^{}(\widehat{t},\widehat{\alpha })=\mathrm{\Phi }(\widehat{t},\widehat{\alpha })`$. It is important that since the spectrum of $`\widehat{t}`$ is discrete: $`t=\lambda n`$, $`nZZ`$, the integration over $`d\omega `$ goes only over a finite interval $`(\pi /\lambda ,+\pi /\lambda )`$. We point out that the operator Fourier expansion (4) is invertible: $$\stackrel{~}{\mathrm{\Phi }}_k(\omega )=\frac{1}{2\pi }\mathrm{Tr}\left[\mathrm{e}^{\mathrm{i}k\widehat{\alpha }+\mathrm{i}\omega \widehat{t}}\mathrm{\Phi }(\widehat{t},\widehat{\alpha })\right].$$ (5) This follows straightforwardly from the formula $$\frac{1}{2\pi }\mathrm{Tr}[\mathrm{e}^{\mathrm{i}k^{}\widehat{\alpha }+\mathrm{i}\omega ^{}\widehat{t}}\mathrm{e}^{\mathrm{i}k\widehat{\alpha }\mathrm{i}\omega \widehat{t}}]=\delta _{k^{}k}\delta ^{(S)}(\lambda \omega ^{}\lambda \omega ),$$ (6) where $`\delta ^{(S)}(\phi )`$ denotes the $`\delta `$-function on a circle. The inverse usual Fourier transform of $`\stackrel{~}{\mathrm{\Phi }}_k(\omega )`$ yields an analog of the Weyl symbol $`\mathrm{\Phi }(n\lambda ,\alpha )`$ on the cylinder: $$\mathrm{\Phi }(n\lambda ,\alpha )=\underset{k=\mathrm{}}{\overset{\mathrm{}}{}}_{\pi /\lambda }^{+\pi /\lambda }\frac{d\omega }{2\pi }\stackrel{~}{\mathrm{\Phi }}_k(\omega )\mathrm{e}^{\mathrm{i}k\alpha \mathrm{i}\lambda \omega n}.$$ (7) Notice that since $`\mathrm{\Phi }(n\lambda ,\alpha )`$ is not a function on the whole commutative cylinder, but takes values only at discrete points of the time variable, this is not the canonical Weyl symbol. The latter can be constructed if one considers all possible self-adjoint extensions of the operator $`_\alpha `$ on a circle. Since this is not important for our consideration, we drop further discussion of this possibility. The star-product for the fields $`\mathrm{\Phi }(n\lambda ,\alpha )`$ has the form which is very close to that appearing in the flat space-time: $$\mathrm{\Phi }_1(n\lambda ,\alpha )\mathrm{\Phi }_2(n\lambda ,\alpha )=\mathrm{e}^{\frac{\mathrm{i}\lambda }{2}\left(\frac{}{t_1}\frac{}{\phi _2}\frac{}{t_2}\frac{}{\phi _1}\right)}\mathrm{\Phi }_1(n\lambda +t_1,\alpha +\phi _1)\mathrm{\Phi }_2(n\lambda +t_2,\alpha +\phi _2)\|_{\stackrel{t_1=t_2=0}{\phi _1=\phi _2=0}},$$ (8) where $`t_1,t_2,\phi _1,\phi _2`$ are auxiliary continuous variables. On the commutative cylinder, the d’Alembertian can be expressed through the Poisson brackets : $$\mathrm{}\mathrm{\Phi }=\{t,\{t,\mathrm{\Phi }\}\}+\rho ^2\{x_+,\{x_{},\mathrm{\Phi }\}\},$$ (9) where $`\{F,G\}=\frac{F}{\phi }\frac{G}{t}\frac{F}{t}\frac{G}{\phi }`$. We generalize it to the noncommutaive case by replacing the Poisson brackets by commutators: $`\{.,.\}\frac{1}{\mathrm{i}\lambda }[.,.]`$. This gives the free action on the noncommutative cylinder in the form $`S_0^{(NC)}[\widehat{\mathrm{\Phi }}]`$ $`=`$ $`\pi \eta \mathrm{Tr}\left\{{\displaystyle \frac{1}{\lambda ^2}}[\widehat{x}_+,\widehat{\mathrm{\Phi }}][\widehat{x}_{},\widehat{\mathrm{\Phi }}]+{\displaystyle \frac{1}{\lambda ^2}}[\widehat{t},\widehat{\mathrm{\Phi }}]^2\mu ^2\widehat{\mathrm{\Phi }}^2\right\}`$ (10) $`=`$ $`{\displaystyle \frac{\eta }{2}}{\displaystyle \underset{n=\mathrm{}}{\overset{\mathrm{}}{}}}{\displaystyle _\pi ^\pi }𝑑\alpha \left[\left(\delta \mathrm{\Phi }(n,\alpha )\right)^2\left({\displaystyle \frac{\mathrm{\Phi }(n,\alpha )}{\alpha }}\right)^2\mu ^2\right].`$ Here $$\delta \mathrm{\Phi }(n,\alpha )=\frac{1}{\eta }\left[\mathrm{\Phi }(n+1,\alpha )\mathrm{\Phi }(n,\alpha )\right]$$ (we have simplified the notation for the field: $`\mathrm{\Phi }(n\lambda ,\alpha )\mathrm{\Phi }(n,\alpha )`$), and $`\mu `$ is the dimensionless parameter related to the mass: $`\mu =\rho m`$. As usual for the Weyl symbol, the star-product disappears from the trace for a product of any two operators. In the case of a field theory in a flat space, this leads to the free action which formally looks as the one on commutative space. In the case of cylinder, we have the trace of noncommutativity even in the free action: it reveals itself in discrete-time derivatives. We stress that this is an intrinsic property of field theories on noncommutative manifolds with compact space-like dimensions and appears in any formalism and for any operator symbols. The $`\mathrm{\Phi }^4`$-interaction term contains, in general, the star-product: $`S_{int}^{(NC)}`$ $`=`$ $`{\displaystyle \frac{g}{4!}}\mathrm{\hspace{0.17em}2}\pi \mathrm{Tr}\left\{\mathrm{\Phi }^4(\widehat{t},\widehat{\alpha })\right\}`$ (11) $`=`$ $`{\displaystyle \frac{g\eta }{4!}}{\displaystyle \underset{n=\mathrm{}}{\overset{\mathrm{}}{}}}{\displaystyle _\pi ^\pi }𝑑\alpha \left(\mathrm{\Phi }(n,\alpha )\mathrm{\Phi }(n,\alpha )\right)^2.`$ In the momentum representation, this star-product results in the appearance of the factors $`\mathrm{cos}[\lambda (\omega k^{}\omega ^{}k)]`$ (here $`\omega ,\omega ^{},k,k^{}`$ are the energies and momenta entering the vertex). These factors grow both in the upper and lower half-planes of the complex-energy plane and prevent us from the use of the standard Cutkosky cutting rules and, eventually, lead to the violation of unitarity. Although in the case of the cylinder, we have to consider only a strip $`e\omega [\pi /\lambda ,\pi /\lambda ]`$ in the complex-energy plane, the consideration proves to be essentially the same as in the case of flat space-time and we do not repeat it. For a possible attempt to rescue the theory, one may try to modify the interaction term. One possibility is to define the action through a specific ordering prescription for the noncommuting operators $`\widehat{t}`$ and $`\widehat{\alpha }`$ (a situation not obtainable from the known string theories). In particular, a $`t\alpha `$-“normal” ordering (i.e., the requirement that in the operator expression for the action all operators $`\widehat{t}`$ be posed to the left of all operators $`\widehat{\alpha }`$) leads to disappearance of star product in the interaction term : $$S_{int}^{(NC,t\alpha )}=\frac{g\eta }{4!}\underset{n=\mathrm{}}{\overset{\mathrm{}}{}}_\pi ^\pi 𝑑\alpha \mathrm{\Phi }^4(n,\alpha ).$$ (12) In a flat space-time, such version of noncommutative field theory exactly coincides with the usual commutative QFT (except that now one deals with operator symbols instead of usual fields, so that interpretation of events in space and time requires additional smearing, while all calculations and results in the momentum space remain the same as in the usual QFT). On the contrary, in the case of the cylinder, even after the ordering, we still have the trace of the noncommutativity, namely, the discreteness of the time variable. Thus, it is interesting to verify (see next section) whether such variant of the noncommutative field theory preserves unitarity. Another motivation for this study is the persistent attempts to construct quantum field theories with improved ultraviolet behaviour starting from the postulate of discreteness of time . ## 3 Unitarity in theories with discrete time The free field equation of motion derived from the action (10) reads as follows: $$\left(\overline{\delta }\delta _\alpha _\alpha +\mu ^2\right)\mathrm{\Phi }(n,\alpha )=0,$$ (13) (here $`\overline{\delta }f(n)[f(n)f(n1)]/\eta `$) and the corresponding propagator has the form $$D_0^{(NC)}(\omega ,k)=\frac{1}{\mathrm{\Omega }^2(\omega )k^2/\rho ^2m^2+\mathrm{i}\epsilon },$$ (14) where $$\mathrm{\Omega }=\frac{2}{\lambda }\mathrm{sin}\left(\frac{\lambda \omega }{2}\right).$$ (15) The modes which satisfy the condition $`k^2\mathrm{\Lambda }^24/\eta ^2\mu ^2`$ correspond to the usual oscillating solutions of the equation (13) and resemble the solutions in the continuous-time physics. On the contrary, the modes with $`k^2>\mathrm{\Lambda }^24/\eta ^2\mu ^2`$ correspond to growing or decreasing in time solutions and, as we shall show soon, are unphysical. Correspondingly, the propagator has two types of singular points: * the oscillating modes with $`k^2\mathrm{\Lambda }^2`$ produce poles in the complex-energy plane at $`\pm \omega _k\mathrm{i}\epsilon `$, where $`\omega _k>0`$ is defined by the equality: $$\mathrm{sin}^2\left(\frac{\lambda \omega _k}{2}\right)=\frac{\eta ^2}{4}\left(k^2+\mu ^2\right);$$ * the modes with $`k^2>\mathrm{\Lambda }^2`$ produce poles at $`\omega _k=\pi /\lambda \pm \mathrm{i}S_k`$, where $`S_k>0`$ is defined by the equality $$\mathrm{cosh}(\lambda S_k/2)=\frac{\eta ^2}{2}(k^2+\mu ^2)1.$$ (16) In order to realize the physical meaning of the two types of the modes, we use the method of the transfer matrix (see, e.g. ). The transfer matrix $`T_k`$ for a given mode $`\mathrm{\Phi }_k(n)=(2\pi )^1𝑑\alpha \mathrm{\Phi }(n,\alpha )\mathrm{exp}\left\{\mathrm{i}k\alpha \right\}`$ in the discrete-time field theory under consideration has the form: $$T_k=\mathrm{exp}\left\{\mathrm{i}\left[\frac{\left(\mathrm{\Phi }_k(n+1)\mathrm{\Phi }_k(n)\right)^2}{\eta }\frac{\eta }{2}(k^2+\mu ^2)\left(\mathrm{\Phi }_k^2(n+1)+\mathrm{\Phi }_k^2(n)\right)\right]\right\}.$$ Then the calculation of the corresponding Hamiltonian, defined by $`\widehat{H}=\mathrm{i}/\lambda \mathrm{ln}T`$, shows that while for the oscillating modes we obtain a harmonic oscillator Hamiltonian with the frequency $`W`$ defined by the relation $`\mathrm{sin}(W\eta /2)=\eta \sqrt{k^2+\mu ^2}/2`$, the modes with $`k^2>4/\eta ^2\mu ^2`$ correspond to a Hamiltonian which is not a positive definite (bounded from below) operator. Thus these modes are unphysical ones and we have to study unitarity within the subspace of the oscillating modes. In other words, we have to check that the unphysical states decouple from the physical ones similarly to the ghost fields in the gauge field theory or to unstable states . We shall check the unitarity condition, i.e. $$2mM_{ab}=\underset{c}{}M_{ac}M_{cb},$$ (17) for the on-shell transition matrix elements $`M_{ab}`$ between states $`a`$ and $`b`$ in second order of the perturbation theory for the interaction of the form (12) (i.e., for planar diagrams in the case of the standard noncommutative field theory or for a theory with the $`t\alpha `$-ordering defined above, or for a theory which simply starts from postulating discreteness of time). One can easily check that at the tree level the unitarity condition in the physical sector is indeed satisfied: Next, we consider the $`s`$-channel 1-loop Feynman diagram in the center-of-mass frame (one can easily check that the corresponding $`t`$\- and $`u`$-channel diagrams have no branch cut singularities above the threshold). The corresponding contribution to the matrix element reads $$\mathrm{i}M=\frac{g^2}{2}\underset{q=\mathrm{}}{\overset{\mathrm{}}{}}_{\pi /\lambda }^{\pi /\lambda }𝑑\omega D_0^{(NC)}(\omega _k+\omega ,q)D_0^{(NC)}(\omega _k\omega ,q).$$ (18) The calculation of the imaginary part of the amplitude can be carried out by closing the contour of integration in the complex-energy plane downward as it is shown in figure 1. In figure 1, the filled circles denote the usual Feynman-like poles at the points $`\omega =\pm \omega _k+(2/\lambda )\mathrm{arcsin}[(\eta /2)\sqrt{k^2+\mu ^2}]\mathrm{i}\epsilon `$ (in the lower half-plane) and at $`\omega =\pm \omega _k(2/\lambda )\mathrm{arcsin}[(\eta /2)\sqrt{k^2+\mu ^2}]+\mathrm{i}\epsilon `$ (in the upper half-plane), appearing for the oscillating modes with $`q^2\mathrm{\Lambda }^2`$. The small empty circles denote position of the singularities for the unphysical modes with $`q^2>\mathrm{\Lambda }^2`$ at $`\omega =(\pm \pi /\lambda \omega _k)\mathrm{i}S_k`$. Here $`S_k>0`$ is the solution of the equation (16) (there exist symmetrical singularities in the upper half-plane but they are not important for us). The closing of the contour is possible due to the facts that the contributions from its vertical parts cancel each other due to the periodicity in the energy variable, while the lower horizontal part gives a vanishing contribution when the distance $`L`$ to the real axis goes to infinity. The latter is true only for the interaction vertex without the star-product cosine factors (i.e. for planar diagrams, or for theories with the $`t\alpha `$-“normal” ordering defined above or simply for a theory with discrete time). We separate the sum in (18) into two parts: $`_{qZZ}=_{\|q\|\mathrm{\Lambda }}+_{\|q\|>\mathrm{\Lambda }}`$ and, first, we consider the part with the oscillation modes $`\|q\|\mathrm{\Lambda }`$. Then, proceeding in the usual way (see also, e.g. and refs therein) and taking the residues of the corresponding poles, one can show that this part of the sum already gives the contribution which saturates the unitarity condition in the physical sector of the oscillating modes: Unfortunately, the part of the sum corresponding to the unphysical modes also gives a contribution to the imaginary part of the amplitudes due to the poles indicated in the figure 1 by the empty circles. In general, this non-zero contribution looks rather cumbersome, but for the particular value of the external energy, namely for $`\omega _k=\pi /(2\lambda )`$, it becomes quite simple: $$\left[2mM\right]^{(unph)}\|_{\omega _k=\pi /(2\lambda )}=\frac{g^2}{4(2\pi )^2}\underset{\|q\|>\mathrm{\Lambda }}{}\left(q^2+\mu ^2\right)^{3/2}\left(q^2+\mu ^24/\eta ^2\right)^{1/2}.$$ The proof of the unitarity violation for theories with flat space-like dimensions (e.g., for the one proposed in ) goes essentially in the same way (with the only distinction that the sums over momentum modes is substituted by the corresponding integrals). Thus, the theories with a discrete time variable do not satisfy the unitarity condition. ## 4 Conclusions and remarks We have shown that the transition to noncommutative spaces with compact space dimensions does not help in restoring unitarity in the theories with space and time noncommutativity. We also have proved a more general statement that any theory with discrete time variable meets the same problem. It is clear from the previous section, that in the absence of the cosine factors in vertices, coming from the star-product, the origin of the nonunitarity in theories with discrete time is the appearance of the unphysical nonoscillating modes. Notice that if one takes a specific value of the parameter of noncommutativity, namely $`\eta =2\pi /N`$ ($`N`$ is a positive integer), the basic operator exponentials in (4) satisfy the commutation relation $$\mathrm{e}^{\mathrm{i}\widehat{t}}\mathrm{e}^{\mathrm{i}\widehat{\alpha }}=\mathrm{e}^{\mathrm{i2}\pi /N}\mathrm{e}^{\mathrm{i}\widehat{\alpha }}\mathrm{e}^{\mathrm{i}\widehat{t}},$$ and possess finite-dimensional representations . This implies that for a small mass $`m𝓞\left(N^2\right)`$ appearing in (10), we can get rid of the unphysical modes. However, the choice of the noncommutativity parameter as indicated above, means, actually, transition to the quantum torus , i.e., to a manifold with closed (compact) time-like curves. As is well-known , theories on such manifolds, even in the commutative case, have their own problems with causality and formulation of the unitarity condition. Therefore, we do not pursue this possibility further here. Theories with space-time noncommutativity suffer also from the violation of causality. In the work , this fact was demonstrated on the example of the scattering of wave-packets. Another possibility to see the violation of (micro)causality is to calculate the matrix elements of equal-time commutators of some observables in this theory. We note that in physical applications one has finally to smear over the noncommutative coordinates in field operator symbols since the symbols themselves do not reflect the values of the operator coordinates : $`\overline{\mathrm{\Phi }(x)}x\left\|\widehat{\mathrm{\Phi }}(\widehat{x})\right\|x`$, where $`\|x`$ is, for instance, a (maximally localized) coherent state. This smearing would make a difference in the interpretation of violation of, e.g., (micro)causality if the violation would be occurring only at the scales of the order of $`\lambda `$ and not growing with the energy. In particular, for quadratic observables we have<sup>1</sup><sup>1</sup>1Notice that all the vacuum expectation values (vacuum-vacuum matrix elements) of the commutators between observables at space-like distances identically vanish for the NC field theories exactly like in the commutative case.: $$0\|[\overline{\mathrm{\Phi }^2(x)},\overline{\mathrm{\Phi }^2(y)}\|\stackrel{}{p},\stackrel{}{k}\|_{x^0=y^0}\mathrm{e}^{(\stackrel{}{x}\stackrel{}{y})^2/(4\lambda ^2)}.$$ (19) The asymptotic behaviour (19) has been derived for the case when the distance between two points is large: $`\|\stackrel{}{x}\stackrel{}{y}\|\lambda `$, and the momenta $`\stackrel{}{p},\stackrel{}{k}`$ are not too high (the result looks similar for both cases of a flat space-time and the cylinder, if the distance is understood accordingly). For large values of momenta $`\stackrel{}{p}`$ and $`\stackrel{}{k}`$ of a two-particle state $`\|\stackrel{}{p},\stackrel{}{k}`$, however, the exponential damping (19) does not occur anymore. Actually, this violation of the causality (as well as that observed in ) can be interpreted as impossibility of precise simultaneous measurement of space and time coordinates, in accordance with the original idea presented in . We also mention that in NC theory with $`t\alpha `$-“normal”(“time-space”) ordering prescription all the commutators between observables would vanish at space-like distances. Another interesting question concerning the NC field theories is the problem of causality and the spin-statistics theorem (see also, e.g., ). As it is well-known, in the usual commutative quantum field theory the requirement of vanishing of commutators for physical observables at space-like distances (i.e., causality) leads uniquely to the spin-statistics theorem. Since in NC field theory such commutation relations are not equal to zero as explained above, one has, in principle, no more the same arguments for the derivation of the spin-statistics relation and thus the modification of the latter is not excluded<sup>2</sup><sup>2</sup>2It is interesting that the $`CPT`$-theorem remains valid in NC field theories , but it is known that the $`CPT`$-theorem requires weaker assumptions than the spin-statistics one does.. We have studied several most natural modifications of the usual spin-statistics (i.e., modifications of the commutation relations for creation and annihilation operators) and found out that they are not only unable to help in the restoration of the causality (cf. (19)) but instead they lead to commutation relations which are nonvanishing as in (19) but with a scale of the mass of the field $`m`$ instead of $`1/\lambda `$ as in (19), which is even a more severe violation of causality. This violation of (micro)causality is of exactly the same form which occurs in the usual commutative field theories when one modifies the spin-statistics relation. Acknowledgments We are much grateful to M. Sheikh-Jabbari for discussions and useful comments. The financial support of the Academy of Finland under the Project No. 163394 is greatly acknowledged. A.D.’s work was partially supported by RFBR-00-02-17679 grant and P.P.’s work by VEGA project 1/7069/20.
warning/0007/hep-th0007234.html	ar5iv	text	# Contents ## 1 Introduction In theories with diffeomorphism invariance the Poincaré generators are gauged, and the concept of a point has no invariant meaning. It becomes therefore all but impossible to define local observables. The only known way around this problem is provided by Holography , which means (in the strong form) that a theory with diffeomorphism invariance should be describable in terms of a dual local quantum field theory defined on the boundary of space-time. In this article we investigate the conditions that a diffeomorphism invariant theory of interacting fermions and form fields has to satisfy in order that its holographic dual, in the sense defined presently, exists. The AdS/CFT conjecture has provided a very concrete example of the Holographic Principle, asserting that the physical content of a theory of gravity in $`d+1`$ dimensions should be encoded in a quantum conformal field theory living on the boundary of its anti de Sitter space-time. The correspondence has been made precise in where it was explained how to compute field theory observables (Green functions) in terms of AdS integrals. The central object in this correspondence is the generator of connected Green functions $`W`$ $`\mathrm{e}^{W[g,J]}={\displaystyle 𝒟\mathrm{\Phi }\mathrm{e}^{S[g,\mathrm{\Phi }]J𝒪[\mathrm{\Phi }]}}`$ (1) where $`J`$ is, on the QFT side, a set of external sources coupled to (composite) operators $`𝒪`$ and $`g_{ij}`$ is a background metric, which allows to compute the stress-energy tensor. The conjecture then states that $`W[g,J]=S_{\mathrm{SUGRA}}[g,J]`$ (2) where the on-shell supergravity action is evaluated on an AdS solution, and it is a functional of initial values $`J`$ of the fields appearing in it. The quantum field theory content is therefore encoded in a classical field theory for its sources. This correspondence has been later generalized to non-conformal theories . There the classical radial equations of motion on the supergravity side were interpreted as the renormalization group (RG) flow. In this way supergravity solutions provide information about RG trajectories connecting different CFT’s appearing at the fixed points of the flow<sup>3</sup><sup>3</sup>3This mechanism was discussed in in the framework of Polyakov’s proposal for holographic noncritical strings .. In this bulk/boundary correspondence the central object is still $`W`$, which is now a functional of the sources at a given mass scale. In QFT $`W`$ obeys a set of Ward identities, which ensure that classical symmetries are preserved at the quantum level and, consequently, constrain the counter terms that can be used in renormalization. For instance, the Ward identity of (broken) scale invariance is the Callan–Symanzik equation, which is a particular form of RG equation. Much of the information contained in this structure can be traced back to divergences. Regularization of these infinities introduces a scale, and the requirement that the renormalized quantities are independent of the cutoff produces the RG equation. In this article, we will discuss how the holographic renormalization group (HRG) manages, generically, to produce these features, but also how, and why, it may sometimes seem to fail if the theory includes interacting fermions. As Holography relates theories in $`d`$ and $`d+1`$ dimensions it is useful to resort to Hamiltonian formalism, where the transverse “time” coordinate plays a distinguished role. As we are particularly interested in the on-shell action it is rather natural, as proposed in , to use Hamilton–Jacobi theory. There are also some conceptual reasons for doing so: Most importantly, on the QFT side, one eventually needs a formulation in terms of first order equations, as they can be interpreted as RG flow equations. Also, on the gravity side, it is natural to expect the Hamiltonian formulation to arise , as one considers classical gravity as a WKB limit of quantum gravity (String/M-Theory). In the Hamiltonian formalism one chooses a coordinate $`t`$, with tangent vector field $`e_0`$, to parameterize the evolution of the initial value hypersurface, the “boundary”. It is sufficient to characterize this hypersurface by giving its normal direction $`n`$ with norm $`nn=\pm 1`$. Depending on this sign, denoted $`\eta `$, one is considering either time-like or space-like boundaries. This will produce sign changes with respect to usual Minkowskian Hamiltonian theory, and we will most efficiently keep track of them by leaving $`\eta `$ unspecified. Otherwise we follow the standard Hamiltonian reduction. Writing the full metric $$\mathrm{d}s^2=(\eta N^2+N_iN^i)\mathrm{d}t^2+2N_i\mathrm{d}t\mathrm{d}x^i+g_{ij}\mathrm{d}x^i\mathrm{d}x^j$$ (3) the canonical (ADM) gravitational action coupled to matter has the form $`S={\displaystyle dt\left\{p\dot{q}\mathrm{d}^dxN_{}+N^i_i+\mathrm{\Theta }^A𝒢_A\right\}}`$ (4) where $`p\dot{q}`$ is a shorthand for the kinetic term of the dynamical degrees of freedom, $`N`$ and $`N^i`$ are the lapse and shift functions, which together with $`\mathrm{\Theta }^A`$ are the Lagrange multipliers for the constraints<sup>4</sup><sup>4</sup>4These are first class constraints. We will consider also second class constraints. They appear in the presence of fermionic fields that enter the action linearly. $`_{}_i𝒢_A0.`$ (5) These constraints generate, in the bulk theory, orthogonal deformations and diffeomorphisms on the initial value hypersurface and possible additional local symmetries, such as gauge, local Lorentz or supersymmetries. In the Hamilton–Jacobi theory one makes a canonical transformation such that the new phase space coordinates are constants of motion. In gravitational theories the generating functional $`F`$ of the canonical transformation must satisfy simultaneously the constraints $`_{}(q,{\displaystyle \frac{\delta F}{\delta q}})`$ $`=`$ $`0`$ (6) $`_i(q,{\displaystyle \frac{\delta F}{\delta q}})`$ $`=`$ $`0`$ (7) $`𝒢_A(q,{\displaystyle \frac{\delta F}{\delta q}})`$ $`=`$ $`0.`$ (8) The Hamilton principal function $`F[q]`$ is actually just the classical action evaluated at some given time $`t`$ for fixed boundary values $`q(t)`$. The momenta can be calculated from $`p={\displaystyle \frac{\delta F[q]}{\delta q}}.`$ (9) This gives us the action; if we want to calculate the full equations of motion, we have to consider also $$\dot{q}=\{q,H\}_{\mathrm{DB}},$$ (10) where $`\{,\}_{\mathrm{DB}}`$ denote the Dirac brackets. The holographic correspondence allows us to give a dual field theory interpretation to the equations above. Halving the degree of the equations of motion by using Hamilton–Jacobi equations for $`F`$, in spite of giving a rather appealing form for application to holography, boils down to having a high degree of arbitrariness in $`F`$. Equations (6), (7), and (8) have in fact a huge number of solutions, many of them unacceptable on physical grounds. This was discussed<sup>5</sup><sup>5</sup>5There are some comments in this direction in , as well. in , for a scalar field coupled to gravity. One should keep in mind also the fact that not every gravity solution corresponds to deformations of a CFT by adding an operator to the fixed point Lagrangian, as was pointed out in . Rather, some of them may correspond to an altogether different vacuum of the same theory, where an operator has acquired a nontrivial vacuum expectation value<sup>6</sup><sup>6</sup>6For a clear exposition of this point see for instance . This was illustrated explicitly in in connection to the Hamilton–Jacobi formalism.. In general, only a subset of solutions will admit a direct physical interpretation . To ensure a physically acceptable result one specifies the asymptotic (near the AdS boundary) behaviour of the solutions. If one wishes to solve the equations for a coupled system, with a dynamical metric or interacting sources, in a perturbative fashion, the back-reaction will involve the flow equations, which determine the scaling behaviour of the fields, modifying then the general ansatz for $`F`$ — even for its local part, which is the only one computable in general. Finally, let us briefly comment on how the QFT divergences arise on the gravity side. It is well known from explicit calculations that the Einstein–Hilbert action (with the cosmological constant and the Gibbons–Hawking term) is divergent when evaluated on asymptotically AdS solutions. For instance in the coordinate system $`\mathrm{d}s^2={\displaystyle \frac{1}{t^2}}(\mathrm{d}t^2+g_{ij}^R\mathrm{d}x^i\mathrm{d}x^j)`$ (11) the determinant gives $`\sqrt{g}=t^d\sqrt{g^R}`$, and $`R_{ij}=t^2R_{ij}^R`$, so that divergences arise in the limit $`t0`$ (asymptotically AdS boundary) for terms containing up to $`[\frac{d1}{2}]`$ $`\mathrm{Ricci}`$’s. The existence of such solutions in this context is a physical requirement: It means that the RG has fixed points. In general, including additional terms in the bulk action will introduce further divergences. In this article we shall consider the fermions and form fields with some apriorously fixed anomalous dimensions at the UV conformal point, and eventually consider how general the results are. This is tantamount to restricting the analysis to a particular subset of operators used to flow from the UV CFT. In even boundary dimension there can be additional logarithmically divergent terms that, in the Hamilton–Jacobi context, can arise only from nonlocal contributions. One should isolate the terms in $`F`$ that are divergent in the CFT limit: These terms will give rise to the beta functions, while the rest will give the renormalized generating functional. It turns out that – in analogy with what is achieved by QFT Ward identities – these local divergent terms, which we will call $`S_{\mathrm{div}}`$, are fixed by the constraints in the classical theory, and can indeed be determined recursively order by order according to their degree of divergence. This recursive procedure can be expressed as “descent equations” and is computationally equivalent to the counter term generating algorithm proposed in in the context of pure AdS gravity<sup>7</sup><sup>7</sup>7In that context form fields were considered in .. Performing this calculation one sees that (7) and (8) will produce Ward identities (diffeomorphism and gauge symmetries), while (6) provides a recursive equation for $`S_{\mathrm{div}}`$, formally very similar to the perturbative expansion of the master equation, that in addition will give rise to a Callan–Symanzik-type equation for $`W`$. One should naturally try to chose a renormalization procedure that preserves the symmetries. A failure to fulfill this requirement would give rise to an anomaly. Anomalies in the boundary theory may arise from bulk contributions to the Hamiltonian constraints. This may happen because the Hamiltonian “time”-slicing might not preserve local bulk symmetries after gauge fixing. An example is provided by the holographic chiral anomalies discussed in , and in in the Hamilton–Jacobi framework. After the work of there has been a number of papers discussing different aspects of the HRG using the Hamilton–Jacobi formalism for gravity. Most of them, however, elaborate gravity coupled to scalar fields , where the situation is by now well understood. In this article we shall extend this analysis to essentially more general situations. We consider a general setup in which spin-$`\frac{1}{2}`$ fermions and form fields interact with gravity. In particular the treatment of spinors is rather subtle. These fields are linear in momenta, couple derivatively to the metric and are in general endowed with a complex structure. It was already noticed in previous literature on the AdS/CFT correspondence that fermion fields split naturally in momentum and coordinate parts, and that the latter part are the relevant sources for the boundary operators. The split boils down, in general, to imposing some Lorentz-invariant condition on the fermions, such as chirality or reality conditions. In the following we systematize these observations in the context of Holography, using the Hamilton–Jacobi approach. The Ward identities resulting in this case from the gravitational constraints generalize the structures that arise from the scalar and Yang–Mills sectors, and display some intriguing novel features, as well. The plan of the paper is as follows. In Section 2 we use the pure gravity system to illustrate how to implement and solve the descent equations that follow from the $`_{}`$ constraint. In the process we will present a novel way of calculating the holographic Weyl anomaly of <sup>8</sup><sup>8</sup>8A similar approach has recently appeared in .. We make then general comments on how Ward identities and holographic anomalies arise. In Section 3 we briefly review the structure of the holographic Callan–Symanzik equation and notice that there exists a distinguished coordinate system in which the flow equations take the familiar form involving beta functions. Section 4 is devoted to explaining the Hamiltonian treatment of spin-$`\frac{1}{2}`$ fermions and form fields. Sections 5, 6, and 7 contain our main results. In Section 5 we present the bracket structure induced by the $`_{}`$ constraint, while in Section 6 we discuss the other Ward identities. In Section 7 we solve, under certain (mild) assumptions, the bracket equations. We find agreement with results concerning the pure gravity sector and some interesting constraints in the form field and fermion sectors. The last section contains conclusions and future perspectives. In the appendices we have relegated some useful formulae and notation, and an extensive analysis of the fermionic phase space. ## 2 Renormalization and Anomalies In order to illustrate the procedure, we consider in this section pure gravity with a cosmological constant. We start by showing how to get a solution for local terms of the generating functional $`F`$. As a by-product we shall get an alternative derivation of the holographic Weyl anomaly computed in . We then set the ground to discuss Ward identities and anomalies. Equation (6) in this case reads $$\frac{\eta \kappa ^2}{\sqrt{\widehat{g}}}\left(g_{ik}g_{jl}\frac{1}{d1}g_{ij}g_{kl}\right)\frac{\delta F}{\delta g_{ij}}\frac{\delta F}{\delta g_{kl}}=\sqrt{\widehat{g}}\left(\frac{1}{\kappa ^2}R\mathrm{\Lambda }\right)$$ (12) and, following the notation introduced in , we rewrite it as<sup>9</sup><sup>9</sup>9The subscript counts the number of derivatives. $$(F,F)=_0+_2.$$ (13) We then expand $`S_{\mathrm{div}}`$ according to the degree of divergence of each local term. For the case of pure gravity this is equivalent to a derivative expansion, as is easily seen by a change of coordinates $`x_it^1x_i`$. The local terms that diverge at the UV fixed point are those that contain up to $`d1`$ derivatives; logarithmically divergent terms may arise in the nonlocal part of $`W`$. However, the most divergent ones come always multiplying a scale invariant term. This is typical of the structure that arises in effective actions that produce a conformal anomaly . Let us set $`F=S_{\mathrm{div}}+W`$ in (12) and expand order by order in $`t`$. In global scalings the metric behaves as $`g_{ij}t^2g_{ij}`$. Given that $`(,)`$ $``$ $`t^d(,)`$ (14) $`S_n`$ $``$ $`t^{d+n}S_n`$ (15) $`W`$ $``$ $`W2\mathrm{log}tS_d,`$ (16) and $`(S_0,S_d)=0`$, the following descent equations have to be satisfied $`_0`$ $`=`$ $`(S_0,S_0)`$ $`_2`$ $`=`$ $`2(S_0,S_2)`$ $`0`$ $`=`$ $`2(S_0,S_4)+(S_2,S_2)`$ $`\mathrm{}`$ $`2(S_0,W)`$ $`=`$ $`2(S_2,S_{d2})+\mathrm{}+2(S_{\frac{d}{2}2},S_{\frac{d}{2}+2})+(S_{\frac{d}{2}},S_{\frac{d}{2}}).`$ The zeroth order equation fixes the relationship between the cosmological constants in the bulk and on the boundary, see Eq. (71). The $`n`$’th order equation is an equation for $`S_n`$ in terms of $`S_2,\mathrm{},S_{n2}`$. In particular, the last equation<sup>10</sup><sup>10</sup>10In even boundary dimension. In odd dimensions it fixes also higher order terms, and nonlocal logarithmic terms do not arise, as is well known. then gives the trace of the bare stress-energy tensor. This is because the lowest order term $`S_0`$ acts through the bracket $`(,)`$ essentially as a scale transformation. The trace anomaly at the conformal points, where the beta functions vanish and couplings go to their fixed point values $`J^{}`$, is given by $`T`$ $`=`$ $`{\displaystyle \frac{2\eta (d1)}{\kappa ^2\widehat{\mathrm{\Lambda }}}}\underset{JJ^{}}{lim}{\displaystyle \frac{1}{\sqrt{\widehat{g}}}}(S_0,W).`$ (18) In the UV limit this expression remains finite and reproduces the holographic Weyl anomaly of . The results for $`d=2`$ and $`d=4`$ are<sup>11</sup><sup>11</sup>11With $`\eta =1`$, see equations (71) and (74). $`T`$ $`=`$ $`{\displaystyle \frac{1}{\kappa ^4\widehat{\mathrm{\Lambda }}}}R`$ (19) $`T`$ $`=`$ $`{\displaystyle \frac{k_1^2}{\widehat{\mathrm{\Lambda }}}}\left(3R^{ij}R_{ij}R^2\right).`$ (20) The only Ward identity that one has to check in this case is diffeomorphism invariance, Eq. (7). It is trivially satisfied for the finite (bare) stress-energy tensor, because the counter terms are generally covariant in the boundary metric $`_i{\displaystyle \frac{\delta W}{\delta g_{ij}}}=_iT_{\mathrm{div}}^{ij}=0.`$ (21) If there are matter fields, apart from the additional Ward identities related to other local symmetries, even the diffeomorphism identities will be modified. In fact, in the presence of nonzero vacuum expectation values the CFT stress-energy tensor is not conserved, but obeys rather, for one scalar source, say, $`^jT_{ij}=𝒪_iJ.`$ (22) This should not be considered, however, as a diffeomorphism anomaly, but rather a feature of the spontaneous symmetry breaking induced by the nonzero vacuum expectation values of $`𝒪`$. This is in accord with the non-conservation of the Brown–York quasi-local stress-energy tensor, as was previously noticed in . The signature of a gravitational anomaly is, instead, stress-energy nonconservation with no vev’s turned on, analogously to what happens if there is a holographic chiral anomaly . For obtaining an explicit anomaly in pure gravity it would therefore be necessary to consider the appropriate Chern–Simons terms. Such a term would be, for instance, in the $`(2,0)`$ theory in 6 dimensions the reduction on $`S^4`$ of the M-theory CS term $`S_{\mathrm{CS}}={\displaystyle \mathrm{d}^7xTr(\omega RRR)}.`$ (23) We shall see in Section 6 that in the presence of fermion fields this pattern will be somewhat modified. ## 3 The Holographic RG Equations In this section we review how the holographic RG equations arise. Here, we do not restrict to pure gravity theories, but assume that the brackets in (13) have been modified to accommodate variations with respect to matter fields. Equation (13) reads $`(S_{\mathrm{div}},S_{\mathrm{div}})+2(S_{\mathrm{div}},W)+(W,W)=.`$ (24) The second term on the LHS is a linear operator acting on $`W`$. $`(W,W)`$ is a quadratic correction to the linearized RG, and the left-over piece gives additional non-homogeneous terms, whose leading contribution was shown in the previous section to give the Weyl anomaly. In fact, because of cancellations achieved in the descent equations (2), (24) can be rewritten $$2(S_{\mathrm{div}},W)+(W,W)=𝒪(1).$$ (25) In order to get a Callan–Symanzik type equation, one can take the following steps : Calculate $`n`$ variations of (25) w.r.t. the sources and drop the contact terms containing more then one delta function, which would not contribute for operators evaluated at different points. Then letting the sources go to constant (in $`x_i`$) values, the metric assuming the form, $$g_{ij}=\mu (t)\widehat{\eta }_{ij},$$ (26) and eventually integrating once over $`\mathrm{d}x^d`$ one gets expressions of the form $`\left(𝒰\mu {\displaystyle \frac{}{\mu }}+\beta _I{\displaystyle \frac{}{J_I}}\right)𝒪_{I_1}𝒪_{I_2}+{\displaystyle \underset{n=1}{\overset{2}{}}}_{I_i}\beta ^{J_i}𝒪_I𝒪_{J_i}=𝒪(t^d\mathrm{log}^2t),`$ (27) where<sup>12</sup><sup>12</sup>12We drop a numerical coefficient. $`\beta _I`$ $`=`$ $`\left({\displaystyle \frac{1}{\sqrt{\widehat{g}}}}G_{IJ}{\displaystyle \frac{\delta S_{\mathrm{div}}}{\delta J_J}}\right)_{J=J(t),g=\widehat{\eta }}`$ (28) $`𝒰`$ $``$ $`\left({\displaystyle \frac{1}{\sqrt{\widehat{g}}}}g_{ij}{\displaystyle \frac{\delta S_{\mathrm{div}}}{\delta g_{ij}}}\right)_{J=J(t),g=\widehat{\eta }}.`$ (29) Notice that these equations are taken at a finite cutoff $`t`$, i.e. for bare quantities. Would one allow the couplings to be space-time dependent the vanishing of the beta functions would correspond to the sources obeying $`d`$-dimensional Einstein equations that would follow from $`S_{\mathrm{div}}`$. This could give rise in principle to boundary backgrounds that are not Minkowski, or its conformal completion. Considering finally the Hamiltonian flow equations (10) it turns out that in the appropriate gauge the transverse coordinate plays the role of a parameter for the scale transformation induced by the metric. In general it is not always true that a gravity solution has the interpretation of a RG flow: It depends in fact on the leading behaviour of the bulk fields near the boundary of AdS . In the Hamilton–Jacobi context this means that not every solution $`S_{\mathrm{div}}`$ of the constraints gives rise to physical flows . However, for those that are physical, the flow equations read, after fixing the gauge $`N_i=0`$ $`\dot{\mu }`$ $``$ $`N𝒰\mu `$ (30) $`\dot{J_I}`$ $``$ $`N\beta _I.`$ (31) The scale transformation depends parametrically on the cutoff $`t`$. Let us now use (30) to express (27) in terms of the variation of $`t`$, and choose the gauge $`N=+\frac{1}{t}`$. This yields $`(t{\displaystyle \frac{}{t}}+\beta _I{\displaystyle \frac{}{J_I}})𝒪_{I_1}\mathrm{}𝒪_{I_n}`$ $`+{\displaystyle \underset{i=1}{\overset{n}{}}}_{I_i}\beta ^{J_i}𝒪_{I_1}\mathrm{}𝒪_{J_i}\mathrm{}𝒪_{I_n}`$ $`=`$ $`𝒪(t^d\mathrm{log}^2t),`$ (32) and (31) can be written as $`\beta _I`$ $`=`$ $`t{\displaystyle \frac{\mathrm{d}}{\mathrm{d}t}}J_I,`$ (33) which is consistent with the beta functions defined before and with interpreting (32) as a bare RG equation. Furthermore the right hand side represents higher order terms that, in this spirit, are logarithmic corrections to scaling. This choice of gauge differs from the Fefferman–Graham by a sign: The latter corresponds in fact to $`N=\frac{1}{t}`$. As is the case in QFT, the definition of the beta functions is not unique. They are fixed unambiguously near the fixed points, where their behaviour is universal, but their extrapolation at intermediate RG steps is not . The definition given in differs from that given above by the ratio of the rate of scale change (30). In fact, in that reference $`N=1`$ and all quantities depend on $`\mu `$. The fixed points are not affected, because the zeros of the beta function cannot be modified by dividing by $`𝒰`$. Also, it is well know that the bare RG equations and the renormalized ones have the same physical content. ## 4 Fermions and Form Fields in Hamiltonian Theory Let us now turn to a generic $`(d+1)`$-dimensional theory with spinors, form fields and local diffeomorphism invariance. We will consider the most general two-derivative action (neglecting Chern–Simons terms) with quadratic fermion couplings consistent with gauge symmetry, namely $`S=S_I+S_{II}+S_{III}`$, where $`S_I`$ $`=`$ $`{\displaystyle \frac{1}{\kappa ^2}}{\displaystyle \mathrm{d}^{d+1}x\sqrt{g}\left(\stackrel{~}{R}2\eta \stackrel{~}{}\stackrel{~}{}_nn+2\eta \stackrel{~}{}(ntrK)\kappa ^2\mathrm{\Lambda }\right)}`$ (34) $`S_{II}`$ $`=`$ $`{\displaystyle \mathrm{d}^{d+1}x\sqrt{g}\left(\frac{1}{2\lambda ^2}F_AF^A+F_AJ^A\right)}`$ (35) $`S_{III}`$ $`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle \mathrm{d}^{d+1}x\sqrt{g}\left(\overline{\psi }MD/\psi (D/\overline{\psi })M\psi +2\overline{\psi }Z_A\mathrm{\Gamma }^A\psi \right)}.`$ (36) The fields appearing in these expressions are the following: The field strength $`F=\mathrm{d}A`$ is an Abelian $`p`$-form and couples to the fermions through $`J^A=\overline{\psi }\zeta \mathrm{\Gamma }^A\psi `$. The capital Latin letters refer to a multi-index of pertinent rank; summations include division by the factorial of the rank. There can be arbitrarily many fermion flavours, but we always suppress the index that would distinguish them. This action encaptures, and generalizes, many interesting features of the effective superstring actions. For instance, $`F`$ could be thought of as a Ramond–Ramond field. The nondynamical couplings $`\zeta `$, $`Z_A`$ and $`M`$ mix fermion flavours, and are not assumed space-time constants, unless explicitly indicated. They satisfy suitable hermiticity conditions so that the action is always real. They can be thought of as the Yukawa couplings to higgsed scalar fields. As $`Z_A`$ is not a dynamical field, we have assumed $`Z_{0A}=0`$. The underlying space-time has a boundary to which we can associate a normal vector field $`n`$ and the extrinsic curvature $`K`$. This vector field has constant norm $`nn=\eta =\pm 1`$, and is hence either temporal or spatial. In order to go over to the Hamiltonian formalism, we need to choose a particular “time coordinate”, or “evolution parameter” whose tangent field we call $`e_0`$. The bulk vielbeine $`e_\mu ^{\underset{¯}{\alpha }}`$ decompose into boundary vielbeine $`L_i^{\underset{¯}{\alpha }}`$, the vector $`n`$, and the nondynamical degrees of freedom $`N`$ and $`N^i`$. The connection on the boundary is obtained (see Appendix A) from that in the bulk by shifting the Christoffel symbols in such a way that the $`n`$ becomes a covariantly constant vector field on the boundary, and that the boundary basis is covariantly constant in the normal direction $`_in`$ $`=`$ $`0`$ (37) $`n_ie_j`$ $`=`$ $`0.`$ (38) Given the time direction $`e_0`$ we can now reduce all tensor fields in terms of fields defined on the boundary. Isolating the kinetic terms in the action, i.e. terms involving derivatives along $`e_0`$, the remainder is by definition the total Hamiltonian $`S`$ $`=`$ $`{\displaystyle dt\left(p\dot{q}H\right)}`$ (39) where $`p\dot{q}`$ $`=`$ $`{\displaystyle \mathrm{d}^dx\left(p^{i\underset{¯}{\alpha }}_tL_{i\underset{¯}{\alpha }}+E^{\widehat{A}}_tA_{\widehat{A}}+\overline{\chi }_t\psi _t\overline{\psi }\chi \right)}`$ (40) $`H`$ $`=`$ $`{\displaystyle \mathrm{d}^dx\left(N_{}+N^i_i+A_0^{\widehat{A}}𝒢_{\widehat{A}}+\epsilon _{\underset{¯}{\alpha \beta }}𝒥^{\underset{¯}{\alpha \beta }}\right)}`$ (41) We have added here, by hand, the constraint that guarantees the freedom to choose the flat basis for vielbeine freely, i.e. the generator of local Lorentz transformations in the bulk, $`𝒥^{\underset{¯}{\alpha \beta }}`$. For notation, that is standard, see Appendix A. The physical phase space can now be easily read off from the above reformulation. It consists of the canonical pairs $`(p_{\underset{¯}{\alpha }}^i,L_j^{\underset{¯}{\beta }})`$, $`(E^{\widehat{A}},A_{\widehat{B}})`$, $`(\overline{\chi }^a,\psi _b)`$, and $`(\overline{\psi }^a,\chi _b)`$. The fields $`A_0^{\widehat{A}}`$, $`N`$ and $`N^i`$ are Lagrange multipliers that correspond to the first class constraints $`𝒢_{\widehat{A}}`$, $`_{}`$ and $`_i`$, respectively. Due to fermions, that have a first order action principle, there are also second class constraints $`\chi `$ $`=`$ $`{\displaystyle \frac{1}{2}}\eta \sqrt{\widehat{g}}\mathrm{\Gamma }^nM\psi .`$ (42) In order to solve these constraints, we have to split the fermion phase space in some Lorentz invariant way into two parts, one of which we treat as the configuration space, and hence boundary fields, and the other of which are then the momenta, to be solved as functionals of the boundary fields in HJ theory. This is done in Appendix C by imposing a chirality condition; here we shall only point out some salient features. Most of the calculations must be done case by case, but the emerging structures are similar. Having used the condition of choice to put the kinetic term in such a form (as in formulae (143) and (149)) that the coordinates and the momenta can be read off, there are always some left-over pieces: * There turns out to be a total time-derivative term $`_tG`$. This term should be simply subtracted from the action, as argued in . Generally speaking the reason for this procedure is that the generating function arises also on the bulk side, eventually, from a path integral, which is going to be defined more fundamentally in Hamiltonian language. It has also been pointed out that, as first order actions vanish on classical solutions, we would otherwise get a trivial result as far as the fermions are concerned. * There will also arise terms that involve a time derivative of the metric. This will naturally change the gravitational momentum, but in a way that is easily kept track of. After some algebra it turns out to be sufficient to simply shift by $`\pi ^{ij}`$ $``$ $`\pi ^{ij}{\displaystyle \frac{1}{2}}\widehat{g}^{ij}G.`$ (43) ## 5 The Holographic Callan–Symanzik Equation Having split the fermion phase space we are now in the position to write down the Hamilton–Jacobi equations for the full system. We will perform this analysis for Weyl fermions and assume that $`M`$ is a space-time constant matrix. It turns out that, provided there are no marginal operators $`Z`$ present in the bulk and that the rank of the tensor field $`p`$ is odd, the Hamilton–Jacobi equation originating from $`_{}`$ does indeed take the generally expected form $`(F,F)=.`$ (44) Where now $`(F,F)`$ $`=`$ $`(F,F)_g+(F,F)_A+(F,F)_\phi ,`$ (45) and the RHS of (44) is $``$ $`=`$ $`\sqrt{\widehat{g}}({\displaystyle \frac{1}{\kappa ^2}}R\mathrm{\Lambda }+{\displaystyle \frac{1}{2\lambda ^2}}F_{\widehat{A}}F^{\widehat{A}}+F_{\widehat{A}}\overline{\phi }\zeta \mathrm{\Gamma }^{\widehat{A}}\phi `$ (46) $`+{\displaystyle \frac{1}{2}}\overline{\phi }M\widehat{D/}\phi {\displaystyle \frac{1}{2}}(\widehat{D/}\overline{\phi })M\phi +\overline{\phi }Z_{\widehat{A}}\mathrm{\Gamma }^{\widehat{A}}\phi ).`$ It is useful to define the following operators<sup>13</sup><sup>13</sup>13Derivatives act from the left, but not on fields included in the same operator. $`𝒟`$ $`=`$ $`{\displaystyle \frac{1}{2}}\overline{\phi }{\displaystyle \frac{\delta }{\delta \overline{\phi }}}{\displaystyle \frac{1}{2}}{\displaystyle \frac{\delta }{\delta \phi }}\phi `$ (47) $`𝒟^{ij}`$ $`=`$ $`{\displaystyle \frac{\delta }{\delta g_{ij}}}{\displaystyle \frac{1}{2}}\widehat{g}^{ij}𝒟`$ (48) $`𝒟^{\widehat{A}}`$ $`=`$ $`{\displaystyle \frac{\delta }{\delta A_{\widehat{A}}}}+\overline{\phi }\zeta M^1\mathrm{\Gamma }^{\widehat{A}}{\displaystyle \frac{\delta }{\delta \overline{\phi }}}+{\displaystyle \frac{\delta }{\delta \phi }}M^1\zeta \mathrm{\Gamma }^{\widehat{A}}\phi `$ (49) Had we also considered $`p`$ even, the last equation would have been different: Then the operator $`𝒟^{\widehat{A}}`$ would have contained terms with either no or two derivatives w.r.t. the fermion fields. Now the brackets can be written easily<sup>14</sup><sup>14</sup>14Here we have set $`Z`$ to zero. See below. $`(F,H)_g`$ $`=`$ $`{\displaystyle \frac{\eta \kappa ^2}{\sqrt{\widehat{g}}}}(g_{il}g_{jk}{\displaystyle \frac{1}{d1}}g_{ij}g_{kl})(𝒟^{ij}F)(𝒟^{kl}H)`$ (50) $`(F,H)_A`$ $`=`$ $`{\displaystyle \frac{\eta \lambda ^2}{2\sqrt{\widehat{g}}}}(𝒟^{\widehat{A}}F)(𝒟_{\widehat{A}}H)`$ (51) $`(F,H)_\phi `$ $`=`$ $`{\displaystyle \frac{\eta }{2\sqrt{\widehat{g}}}}\left({\displaystyle \frac{\delta F}{\delta \phi }}M^1\widehat{D/}{\displaystyle \frac{\delta H}{\delta \overline{\phi }}}(\widehat{D/}{\displaystyle \frac{\delta F}{\delta \phi }})M^1{\displaystyle \frac{\delta H}{\delta \overline{\phi }}}\right).`$ (52) The reason for the fact that also the fermionic momenta give rise to a bracket is easily seen in the case for Weyl fermions: The chiralities of the coordinates and the momenta are such that if we insert any operator even in Clifford matrices between them, $`\overline{\pi }𝒪_{\mathrm{even}}\phi `$, the result is nontrivial. Similarly, the nontrivial results for odd operators arise from insertions between either two coordinates, $`\overline{\phi }𝒪_{\mathrm{odd}}\phi `$, or two momenta, $`\overline{\pi }𝒪_{\mathrm{odd}}\pi `$. This structure changes slightly if the bulk mass terms, or couplings to external form fields, $`Z`$, are included. If $`Z`$ is even, such as a mass term, there will be an additional term $`\delta _ZF+(F,F)=`$ (53) where $`\delta _Z`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{\eta }}}\left(\overline{\phi }ZM^1{\displaystyle \frac{\delta }{\delta \overline{\phi }}}{\displaystyle \frac{\delta }{\delta \phi }}M^1Z\phi \right).`$ (54) This addition preserves the flow equation form of the final Callan–Symanzik equations, however. Also, if $`Z`$ is odd or $`M`$ is not constant, there will be an additional quadratic piece in the fermion momenta, and the basic form of the brackets will be, eventually, unchanged. If we are forced to give the initial data in terms of Weyl fermions, as we are assuming in this article, the requirement that the bulk action produce a QFT generating functional that obeys the Callan–Symanzik equation implies that bulk theories where fermions are coupled to dynamical even rank form fields do not posses a simple holographic dual. Including higher order interactions could be a problem, because they would introduce higher powers of momenta, which would spoil the basic form of the brackets. However, we have seen above an encouraging rearrangement of terms, where the structure of the theory solves a similar problem. For instance, the form field kinetic term absorbs some four fermion couplings in the expression $`(𝒟^{\widehat{A}}F)^2`$. We can indeed view the fermionic additions in $`𝒟^{\widehat{A}}`$ as a covariantization of the flat derivative with respect to the form field $`\widehat{A}`$. There is, therefore, reason to expect that at least in theories that are known to have a holographic dual but which contain four fermion interactions the additional symmetries, such as local supersymmetry or the $`SL(2,)`$ invariance in type IIB SUGRA, might arrange the fermion structure in such a way that the eventual higher fermion derivatives would still be manageable. ## 6 First Class Constraints as Ward Identities In addition to the constraint $`_{}`$ treated above, we have to solve also the rest of the first class constraints $`𝒢_{\widehat{A}}`$, $`_i`$ and $`𝒥^{\underset{¯}{\alpha \beta }}`$. Generally speaking, they will impose gauge symmetry, diffeomorphism invariance and local Lorentz symmetry on the boundary. Why this is not straight forwardly so is because, in the bulk, these constraints generate symmetry transformations through Dirac brackets. Due to the ansatz (9) in Hamilton–Jacobi formalism, they will act differently on $`F`$, thus resulting in conditions that do not impose necessarily the full off-shell symmetries of the bulk theory. As far as the Lorentz and the gauge symmetries are concerned the geometrically expected actions are obtained. In case the of diffeomorphism invariance some additional constraints arise. For instance, the fact that $`A_{\widehat{A}}`$ enters the generating functional $`F`$ only through its field strength is sufficient to guarantee $`𝒢_{\widehat{A}}=0`$. This simply reflects the fact that the boundary theory must have the same gauge symmetry as the bulk theory. A similar situation prevails as far as $`𝒥^{\underset{¯}{\alpha \beta }}`$ is concerned: $`n_{\underset{¯}{\alpha }}𝒥^{\underset{¯}{\alpha \beta }}=0`$ just because $`n_{\underset{¯}{\alpha }}L_i^{\underset{¯}{\alpha }}=0`$, and the rest of the components generate the expected action on vielbeine and spinors, through $`\mathrm{\Lambda }^{jk}`$ $`=`$ $`L_{\underset{¯}{\alpha }}^{[j}{\displaystyle \frac{\delta }{\delta L_{k]\underset{¯}{\alpha }}}}{\displaystyle \frac{1}{4}}\left({\displaystyle \frac{\delta }{\delta \phi }}\mathrm{\Gamma }^{jk}\phi +\overline{\phi }\mathrm{\Gamma }^{jk}{\displaystyle \frac{\delta }{\delta \overline{\phi }}}\right).`$ (55) This constraint guarantees, therefore, local Lorentz invariance on the boundary. Choosing gauge and Lorentz invariant $`S_{\mathrm{div}}`$ will be enough to avoid anomalies in the boundary theory. The situation is somewhat more involved when the constraints that guarantee diffeomorphism invariance are considered. This would mean that the effective action be invariant under translations generated by a vector field $`\chi `$. Or, in other words, that shifting the fields $`\widehat{A}`$ and $`\phi `$ infinitesimally by their Lie-derivatives $`_\chi \widehat{A}`$ $`=`$ $`\iota _\chi \widehat{F}+\mathrm{d}\iota _\chi \widehat{A}`$ (56) $`_\chi \phi `$ $`=`$ $`(\widehat{D}_\chi +{\displaystyle \frac{1}{4}}_{[i}\chi _{j]}\mathrm{\Gamma }^{ij})\phi `$ (57) we get a contribution that combines together with a contribution from the integration measure to a total derivative of the Lagrangian. Note that a general spinorial Lie-derivative does not obey the Leibniz rule<sup>15</sup><sup>15</sup>15For a general introduction to spinors and geometry see for instance .. It is therefore useful to restrict to Killing fields $`_{(i}\chi _{j)}=0`$, for which the formula (57) applies. Solving the constraint $`_i=0`$ we get, again, assuming $`p`$ odd and the Weyl decomposition, that the variation $`\delta _\chi `$ $`=`$ $`_k\chi ^jL_{j\underset{¯}{\alpha }}{\displaystyle \frac{\delta }{\delta L_{k\underset{¯}{\alpha }}}}+\chi ^i\left(_{[i}A_{\widehat{A}]}𝒟^{\widehat{A}}{\displaystyle \frac{\delta }{\delta \phi }}\widehat{D}_i\phi +\widehat{D}_i\overline{\phi }{\displaystyle \frac{\delta }{\delta \overline{\phi }}}\right)`$ (58) should annihilate the effective action. This differs from a Lie-derivative in two respects: First, the transformation of the form field is accompanied by a gauge transformation. Second, its action on fermions is modified by $`\mathrm{\Delta }_\chi \phi `$ $`=`$ $`\iota _\chi F_{\widehat{A}}\mathrm{\Gamma }^{\widehat{A}}M^1\zeta \phi `$ (59) $`\mathrm{\Delta }_\chi \overline{\phi }`$ $`=`$ $`\iota _\chi F_{\widehat{A}}\overline{\phi }\mathrm{\Gamma }^{\widehat{A}}\zeta M^1`$ (60) where $`\mathrm{\Delta }_\chi =\delta _\chi _\chi `$. If we want to restrict to theories where the boundary diffeomorphism invariance still prevails, we have to put this difference to zero. A solution of $`\mathrm{\Delta }_\chi S_{\mathrm{div}}=0`$ is ensured imposing the following conditions: * The Clifford action of any differential form $`K`$ appearing in the fermion couplings $`\overline{\phi }K_{\widehat{A}}\mathrm{\Gamma }^{\widehat{A}}\phi `$ commute with that of $`\iota _\chi \widehat{F}`$, i.e. $`[K_{\widehat{A}}\mathrm{\Gamma }^{\widehat{A}},\chi ^iF_{i\widehat{B}}\mathrm{\Gamma }^{\widehat{B}}]=0.`$ (61) For instance, for $`K_{\widehat{A}}=F_{\widehat{A}}`$, $`F_{\widehat{A}}`$ being of odd rank, this is clearly true. This condition means then, geometrically, that $`K_{\widehat{A}}`$ and $`F_{\widehat{A}}`$ should be aligned in a certain way. In addition to this the couplings should satisfy, in the notation of formula (70), $`\widehat{\zeta }M^1\zeta =\zeta M^1\widehat{\zeta }.`$ (62) * If there is a kinetic term on the boundary, such as $`\overline{\phi }\widehat{D/}\phi (\widehat{D/}\overline{\phi })\phi `$ the following restrictions be true $`_\chi \widehat{F}`$ $`=`$ $`0`$ (63) $`\iota _\chi F^{i\widehat{A}}\widehat{D}_i\phi `$ $`=`$ $`0`$ (64) These are strong requirements, as they concern the boundary fields and not only couplings, and therefore really restrict, from the bulk point of view, the set of acceptable initial conditions. The simplest way to solve them is naturally to exclude the kinetic terms from the action, cf. end of Section 7. However, this might be too drastic a solution, as, in the above, we are assuming that there exist a Killing field $`\chi `$; after all, we are considering an interacting theory with physical sources. More interestingly, these conditions can be solved by assuming $`\iota _\chi \widehat{F}=0`$: This means that the Killing isometry only changes the field $`\widehat{A}`$ by generating a gauge transformation. With this understanding it is sufficient to set $`_\chi \widehat{A}0.`$ (65) This would mean that there are no restrictions on the fermion fields, whereas the form field potential is frozen to configurations covariant under flows generated by $`\chi `$. Then, considering diffeomorphism invariant terms in $`S_{\mathrm{div}}`$, one obtains the Ward identity $`_\chi W+\mathrm{\Delta }_\chi \overline{\phi }𝒪_{\overline{\phi }}𝒪_\phi \mathrm{\Delta }_\chi \phi `$ $`=`$ $`\mathrm{\Delta }_\chi S_{\mathrm{div}}.`$ (66) The RHS is the failure of the counter terms to satisfy the constraint $`_i=0`$, while the vacuum expectation values would signal the spontaneous symmetry breaking of Lorentz symmetry in the dual QFT. This is analogous to the analysis in Sec. 2 where scalar fields coupled to gravity were considered. ## 7 Local Expansion in the Bracket Equation Let us consider a particular solution of the classical equations of motion that behaves at the boundary $`t0`$ as $`g_{ij}(x,t)`$ $`=`$ $`t^2g_{ij}^R(x)+𝒪(t^1)`$ (67) $`A_{\widehat{A}}(x,t)`$ $`=`$ $`t^\nu A_{\widehat{A}}^R(x)+𝒪(t^{\nu +1})`$ (68) $`\psi (x,t)`$ $`=`$ $`t^\sigma \psi ^R(x)+𝒪(t^{\sigma +1})`$ (69) in the coordinate system of Eq. (11). The quantities with superscript $`R`$ refer to expressions that have a finite and nonzero limit at $`t0`$. We will actually not need to show whether the full coupled system has solutions with this particular asymptotic behaviour. This would also be quite difficult — it was found, for instance, in that free fermions scale as $`\sigma =d/2m`$, where $`m`$ is the bulk mass. In our case the coupling of the form field $`F_A`$ to the fermions gives rise to an effective mass term. We cannot, however, fix the field $`F_A`$ in any useful way in order to analyse conclusively the scaling behaviour in this coupled system. Instead, we impose the above scaling behaviour for some set of critical exponents $`\nu `$ and $`\sigma `$ and then derive from this – and the assumption that the holographic dual exist at all – consistency conditions for both the bulk and the boundary theories. Let us consider, in particular, the case $`\nu =n+1`$ and $`\sigma =1/2`$. This assignment of critical exponents has the virtue that the expansion of $`S_{\mathrm{div}}`$ will look like an expansion in terms of the naive mass dimension relevant to supersymmetric models. This choice will turn out to be a convenient book-keeping device, but the results we eventually get are valid more generally. In order to solve the full bracket equation, we will have to arrange the coefficients of terms that not only have the same scaling behaviour, but also the same structure, to cancel. So, in principle, one can check a posteriori for which range of scaling exponents the terms we neglected are still subleading and our results continue to be then valid. We shall further assume that all couplings such as $`M`$ and $`Z`$ are marginal operators, and as such $`t`$-independent. This assumption is not very restrictive, not even in the presence of scalar fields, that would render the couplings dynamical. We can now write a local ansatz for $`S_{\mathrm{div}}`$ that is of the same functional form as (46) $`S_{\mathrm{div}}`$ $`=`$ $`{\displaystyle }\mathrm{d}^dx\sqrt{\widehat{g}}(k_1R\widehat{\mathrm{\Lambda }}+{\displaystyle \frac{1}{2}}k_2F_{\widehat{A}}F^{\widehat{A}}+F_{\widehat{A}}\overline{\phi }\widehat{\zeta }\mathrm{\Gamma }^{\widehat{A}}\phi `$ (70) $`+{\displaystyle \frac{1}{2}}\overline{\phi }\widehat{M}\widehat{D/}\phi {\displaystyle \frac{1}{2}}(\widehat{D/}\overline{\phi })\widehat{M}\phi +\overline{\phi }L_{\widehat{A}}\mathrm{\Gamma }^{\widehat{A}}\phi ).`$ As we shall later restrict to a scalar coupling $`L`$, it turns out that no four fermion terms are needed. The couplings $`k_1,k_2,\widehat{\zeta },\widehat{M}`$ and $`L_{\widehat{A}}\mathrm{\Gamma }^{\widehat{A}}`$ need not be constant on the boundary, but they are assumed marginal, i.e. time-independent. At leading order $`S_{\mathrm{div}}`$ will diverge as $`t^d`$ when $`t0`$. We shall consider the three lowest order contributions to the equation $`_{}=0`$, or, $`(S_{\mathrm{div}},S_{\mathrm{div}})=`$. * At the leading order we get $`\mathrm{\Lambda }+{\displaystyle \frac{\eta \kappa ^2}{4}}{\displaystyle \frac{d}{d1}}\widehat{\mathrm{\Lambda }}^2=0.`$ (71) The boundary cosmological constant is therefore essentially the square root of the bulk one and sets the scale. We notice that depending on the sign of the bulk gravitational constant we can choose to look at either time-like or space-like boundary surfaces. However, only the space-like surfaces admit an asymptotically anti de Sitter solution. * The $`𝒪(t^{d+1})`$ equations depend on the details of $`Z`$. The equations simplify assuming that $`Z`$ is odd in Clifford matrices and that $`L`$ is a scalar, i.e. a flavour matrix, as we then get $`0`$ $`=`$ $`Z+\eta LM^1ZM^1L.`$ (72) If $`Z`$ is even, we get $`ZM^1L+LM^1Z`$ $`=`$ $`0.`$ (73) In particular, we could consistently set $`L=0`$. This would mean that, for instance, a bulk mass term does not automatically lead to a mass term on the boundary. * At the next order $`𝒪(t^{d+2})`$ we get from the Einstein–Hilbert and the form field kinetic terms conditions for the couplings $`k_1`$ and $`k_2`$ $`{\displaystyle \frac{\eta }{d1}}\kappa ^2\widehat{\mathrm{\Lambda }}({\displaystyle \frac{d}{2}}1)k_1{\displaystyle \frac{1}{\kappa ^2}}=0`$ (74) $`{\displaystyle \frac{\eta }{d1}}\kappa ^2\widehat{\mathrm{\Lambda }}({\displaystyle \frac{d}{2}}p)k_2{\displaystyle \frac{1}{\lambda ^2}}=0.`$ (75) For $`d>2`$ equation (74) allows one to compute the coefficient of the $`R`$ term, as expected. In $`d=2`$ this equation does not arise as $`\sqrt{\widehat{g}}R`$ is marginal, and it is not to be included in $`S_{\mathrm{div}}`$. Instead, the impossibility of canceling it in the descent equations translates to the Weyl anomaly in $`d=2`$ as in Eq. (19). Equation (75) gives the value of $`k_2`$ for $`d2p`$. Note, however, that for middle-dimensional form fields $`d=2p`$ this equation will not have solutions. In the case of free form fields, as they are always marginal , it is just the anolgue of (74) for pure gravity: In this case $`F^{\widehat{A}}F_{\widehat{A}}`$ is a marginal operator and it contributes to the matter part of the Weyl anomaly. In the interacting case the treatment of this term depends on the scaling dimension $`\nu `$. If $`\nu <0`$ then the contribution should really be included in the divergent part, and a middle-dimensional form field would not allow consistent solutions for the bracket equation. * Assuming that $`M`$ and $`L`$ are constants on the boundary, the fermion terms yield the constraints $`{\displaystyle \frac{p}{2}}{\displaystyle \frac{\eta }{d1}}\kappa ^2\widehat{\mathrm{\Lambda }}\widehat{M}`$ $`=`$ $`M+\eta LM^1L`$ (76) $`{\displaystyle \frac{\eta }{2d2}}\kappa ^2\widehat{\mathrm{\Lambda }}\widehat{\zeta }`$ $`=`$ $`\zeta +\eta LM^1\zeta M^1L.`$ (77) In all of the equations (71) and (74) – (77) we see that the relationship between the bulk and the boundary couplings is essentially a scale factor $`\kappa ^2\widehat{\mathrm{\Lambda }}`$. It is interesting to note that the role of $`L`$ is to mix bulk fermion flavours into new combinations on the boundary. Assuming $`L`$ proportional to $`M`$ would lead to scaling the fermion field. Furthermore, setting $`L=\sqrt{\eta }M`$ the dynamical part to the fermion action drops out completely $`\widehat{M}=\widehat{\zeta }=0`$, and the only contribution comes from the $`L`$-term itself $`\sqrt{\eta }{\displaystyle \mathrm{d}^dx\sqrt{\widehat{g}}\overline{\phi }M\phi }.`$ (78) As discussed in the previous section this solution would not produce a diffeomorphism anomaly, even without restricting to symmetric form fields, cf. Eq. (65). ## 8 Conclusions We have investigated the relationship between diffeomorphism invariant theories and their holographic duals, showing in particular that, in a theory that contains fermions, nontrivial consistency conditions arise. These conditions restrict, for instance, the couplings of even rank form field field strengths to fermions. After explaining how the Hamiltonian reduction is performed, with particular attention to fermion fields, in Sections 5 and 6 we have discussed how the holographic Callan–Symanzik equation and other Ward identities following from first class constraints get modified in the presence of fermions and forms. Although the gauge and the Lorentz constraints did not lead to surprises, the Poincaré constraints resulted in an anomalous contribution in the diffeomorphism Ward identity on the boundary. However, one can get rid of these terms, either imposing conditions on the sources, as for instance the boundary gauge potential to be constant in the sense of Eq. (65), or by the choice of a suitable counter term (78). We have also derived relationships between the bulk and boundary couplings, finding that the role of the cosmological constant on the boundary is to set the scale of all boundary couplings w.r.t bulk couplings, as expected. Moreover, we were able to find the first terms of the expansion of the counter term action $`S_{\mathrm{div}}`$, with couplings fixed in terms of those appearing in the bulk action. This analysis shows also that one can avoid including fermion kinetic terms in $`S_{\mathrm{div}}`$ that would have a nonzero anomalous diffeomorphism variation. There still remain open problems. One should clarify, for instance, what kind of restrictions higher fermion couplings impose on the duals, or what role other bulk symmetries, such as supersymmetry, might play in the bracket structure. In particular, it would be interesting to include dynamical scalar fields and Rarita–Schwinger fermions in these considerations. One would also like to know how robust our results actually are when the scaling behaviour of the bulk fields at the boundary are varied. Finally, the formal structures arising here are quite intriguing: It would be interesting to find out whether the $`(,)`$-bracket or the $`𝒟`$-operators have a geometrical meaning in solving Ward identities. Acknowledgements: We thank C. Acatrinei, M. Henningson, R. Iengo, and A. Mukherjee for discussions. We are grateful to G. Ferretti for useful comments and encouragement. D.M. would like to thank the department of Physics of Chalmers University (Göteborg) for hospitality during the latest stages of this work. D.M. has received financial support from Chalmers University of Göteborg. This work was supported in part by the EC TMR program CT960045. ## Appendix A Notation and useful formulae Greek indices $`\mu ,\nu ,\mathrm{}`$ refer to the coordinate directions in the bulk, underlined Greek indices $`\underset{¯}{\alpha },\underset{¯}{\beta },\mathrm{}`$ are flat indices in the bulk, lower case Latin indices $`i,j,\mathrm{}`$ refer to coordinate directions in the boundary, upper case Latin indices $`A,B,\mathrm{}`$ refer to normalized multi-indices in the bulk, and hatted upper case Latin indices $`\widehat{A},\widehat{B},\mathrm{}`$ refer to normalized multi-indices in the boundary. If there is danger of confusion, symbols with a tilde, such as $`\stackrel{~}{}`$, are used to refer to bulk quantities and symbols with a hat, such as $`\widehat{D/}`$, to boundary quantities. We can express the connection between an arbitrary flat coordinate basis $`\{e_{\underset{¯}{\alpha }}\}`$ and a basis $`\{e_0,e_i\}`$ that involves the direction of the evolution coordinate (bulk direction) $`e_0`$ in terms of the vielbeine $`e_i^{\underset{¯}{\alpha }}`$ $`=`$ $`L_i^{\underset{¯}{\alpha }}`$ (79) $`e_0^{\underset{¯}{\alpha }}`$ $`=`$ $`Nn^{\underset{¯}{\alpha }}+N^iL_i^{\underset{¯}{\alpha }}.`$ (80) Due to the algebraic constraint $`L_i^{\underset{¯}{\alpha }}n_{\underset{¯}{\alpha }}=0`$ we have $`e_in=0`$. For other properties of this frame see for instance . The boundary metric and vielbeine are related through $`g_{ij}`$ $`=`$ $`L_i^{\underset{¯}{\alpha }}L_j^{\underset{¯}{\beta }}\eta _{\underset{¯}{\alpha \beta }}`$ (81) $`\eta _{\underset{¯}{\alpha \beta }}`$ $`=`$ $`L_{i\underset{¯}{\alpha }}L_{\underset{¯}{\beta }}^i+\eta n_{\underset{¯}{\alpha }}n_{\underset{¯}{\beta }},`$ (82) and the boundary gamma matrices are defined by $`\mathrm{\Gamma }^n`$ $`=`$ $`n_{\underset{¯}{\alpha }}\mathrm{\Gamma }^{\underset{¯}{\alpha }}`$ (83) $`\mathrm{\Gamma }^i`$ $`=`$ $`L_{\underset{¯}{\alpha }}^i\mathrm{\Gamma }^{\underset{¯}{\alpha }}.`$ (84) Given the Levi–Civita connection $`\stackrel{~}{}`$ in the bulk we can construct a metric connection on the boundary by setting $`_XY`$ $`=`$ $`\stackrel{~}{}_XY+\eta n(Y\stackrel{~}{}_Xn)\eta \stackrel{~}{}_Xn(Yn)`$ (85) for arbitrary vector fields $`X,Y`$. This connection enjoys the properties $`_in`$ $`=`$ $`0`$ (86) $`n_ie_j`$ $`=`$ $`0.`$ (87) The spin connection in the bulk can be expressed in terms of that on the boundary using $`\stackrel{~}{\omega }_{i\underset{¯}{\alpha \beta }}`$ $`=`$ $`\mathrm{\Gamma }_{jik}L_{\underset{¯}{\alpha }}^jL_{\underset{¯}{\beta }}^kL_{\underset{¯}{\beta }}^k_iL_{k\underset{¯}{\alpha }}\eta n_{\underset{¯}{\beta }}_in_{\underset{¯}{\alpha }}`$ (88) $`+\eta K_{ij}(n_{\underset{¯}{\alpha }}L_{\underset{¯}{\beta }}^jn_{\underset{¯}{\beta }}L_{\underset{¯}{\alpha }}^j)`$ $`\stackrel{~}{\omega }_{0\underset{¯}{\alpha \beta }}`$ $`=`$ $`(_jN+\eta N^iK_{ij})(n_{\underset{¯}{\alpha }}L_{\underset{¯}{\beta }}^jn_{\underset{¯}{\beta }}L_{\underset{¯}{\alpha }}^j)`$ (89) $`_{[j}N_{k]}L_{\underset{¯}{\alpha }}^jL_{\underset{¯}{\beta }}^k+\eta n_{[\underset{¯}{\alpha }}_tn_{\underset{¯}{\beta }]}+L_{j[\underset{¯}{\alpha }}_tL_{\underset{¯}{\beta }]}^j.`$ The extrinsic curvature is $`K_{ij}`$ $`=`$ $`{\displaystyle \frac{1}{2N}}\left(_tg_{ij}_iN_j_jN_i\right).`$ (90) From the point of view of the Lagrangian formalism, the momenta are just notation for expressions involving fields and their derivatives $`p^{i\underset{¯}{\alpha }}`$ $`=`$ $`2\pi ^{ij}L_j^{\underset{¯}{\alpha }}{\displaystyle \frac{1}{8}}\eta \sqrt{\widehat{g}}\overline{\psi }M\{\mathrm{\Gamma }^n,\mathrm{\Gamma }^{\underset{¯}{\alpha \beta }}\}\psi L_{\underset{¯}{\beta }}^i`$ (91) $`\pi ^{ij}`$ $`=`$ $`{\displaystyle \frac{\eta }{\kappa ^2}}\sqrt{\widehat{g}}(\widehat{g}^{ij}trKK^{ij})`$ (92) $`E^{\widehat{A}}`$ $`=`$ $`\sqrt{g}\left({\displaystyle \frac{1}{\lambda ^2}}F^{0\widehat{A}}+J^{0\widehat{A}}\right)`$ (93) $`\overline{\chi }`$ $`=`$ $`{\displaystyle \frac{1}{2}}\eta \sqrt{\widehat{g}}\overline{\psi }\mathrm{\Gamma }^nM`$ (94) $`\chi `$ $`=`$ $`{\displaystyle \frac{1}{2}}\eta \sqrt{\widehat{g}}\mathrm{\Gamma }^nM\psi .`$ (95) The Poincaré constraints consist of three parts $`^\mu =_I^\mu +_{II}^\mu +_{III}^\mu `$. In the pure gravity sector we have $`_I^{}`$ $`=`$ $`\sqrt{\widehat{g}}\left({\displaystyle \frac{1}{\kappa ^2}}R+\mathrm{\Lambda }\right){\displaystyle \frac{\eta \kappa ^2}{\sqrt{\widehat{g}}}}\left(tr\mathrm{\Pi }^2{\displaystyle \frac{1}{d1}}(tr\mathrm{\Pi })^2\right)`$ (96) $`_I^i`$ $`=`$ $`_j(P^{j\underset{¯}{\alpha }}L_{\underset{¯}{\alpha }}^i),`$ (97) where the gravitational momenta have been shifted according to $`\mathrm{\Pi }^{ij}=\pi ^{ij}{\displaystyle \frac{1}{2}}\widehat{g}^{ij}G`$ (98) $`P^{j\underset{¯}{\alpha }}=p^{j\underset{¯}{\alpha }}L^{i\underset{¯}{\alpha }}G.`$ (99) In the form field sector $`_{II}^{}`$ $`=`$ $`\sqrt{\widehat{g}}\left({\displaystyle \frac{1}{2\lambda ^2}}F_{\widehat{A}}F^{\widehat{A}}F_{\widehat{A}}J^{\widehat{A}}\right)`$ (100) $`+{\displaystyle \frac{1}{\sqrt{\widehat{g}}}}{\displaystyle \frac{\eta \lambda ^2}{2}}\left(E_{\widehat{A}}\sqrt{g}J_{\widehat{A}}^0\right)\left(E^{\widehat{A}}\sqrt{g}J^{0\widehat{A}}\right)`$ $`_{II}^i`$ $`=`$ $`F_{\widehat{A}}^i(E^{\widehat{A}}\sqrt{g}J^{0\widehat{A}}),`$ (101) the different signs in front of the fermionic dynamical (101) and background (103) currents is not a surprise, as a contribution of the first one has been used in the definition of the electric field $`E_{\widehat{A}}`$. In the fermion sector $`_{III}^{}`$ $`=`$ $`{\displaystyle \frac{1}{2}}\sqrt{\widehat{g}}\left(\overline{\psi }M\widehat{D/}\psi +(\widehat{D/}\overline{\psi })M\psi 2\overline{\psi }Z_{\widehat{A}}\mathrm{\Gamma }^{\widehat{A}}\psi \right)`$ (102) $`_{III}^i`$ $`=`$ $`{\displaystyle \frac{1}{2}}\eta \sqrt{\widehat{g}}\left(\overline{\psi }\mathrm{\Gamma }^nM\widehat{D}^i\psi (\widehat{D}^i\overline{\psi })\mathrm{\Gamma }^nM\psi +2\overline{\psi }Z_{\widehat{A}}^i\mathrm{\Gamma }^n\mathrm{\Gamma }^{\widehat{A}}\psi \right)`$ (103) The action of the covariant derivative on spinors is, by definition $`D/\psi `$ $`=`$ $`\mathrm{\Gamma }^\mu (_\mu +{\displaystyle \frac{1}{4}}\omega _{\mu \underset{¯}{\alpha \beta }}\mathrm{\Gamma }^{\underset{¯}{\alpha \beta }})\psi `$ (104) $`(D/\overline{\psi })`$ $`=`$ $`(_\mu \overline{\psi }{\displaystyle \frac{1}{4}}\overline{\psi }\omega _{\mu \underset{¯}{\alpha \beta }}\mathrm{\Gamma }^{\underset{¯}{\alpha \beta }})\mathrm{\Gamma }^\mu ,`$ (105) so that $`\stackrel{~}{}_\mu (\overline{\chi }\mathrm{\Gamma }^\mu \psi )=(D/\overline{\chi })\psi +\overline{\chi }D/\psi .`$ (106) In addition to the Poincaré constraints there are also constraints that generate the gauge transformations $`AA+\mathrm{d}B`$ and gauge transformations on the frame bundle (local Lorentz transformations) $`𝒢^{\widehat{A}}`$ $`=`$ $`_iE^{i\widehat{A}}`$ (107) $`𝒥^{\underset{¯}{\alpha \beta }}`$ $`=`$ $`p^{i[\underset{¯}{\alpha }}L_i^{\underset{¯}{\beta }]}+{\displaystyle \frac{1}{8}}\eta \sqrt{\widehat{g}}\overline{\psi }M\{\mathrm{\Gamma }^n,\mathrm{\Gamma }^{\underset{¯}{\alpha \beta }}\}\psi .`$ (108) ## Appendix B Clifford algebra The formulae in this appendix are taken mostly from Ref. . ### B.1 Even dimensions Consider a metric with signature $`\eta _{ab}=\{()^d_{},(+)^{d_+}\}`$, such that $`d=d_{}+d_+=2m`$. The Clifford algebra is span by $`\{\mathrm{\Gamma }^i,\mathrm{\Gamma }^j\}`$ $`=`$ $`2g^{ij}.`$ (109) All representations are unitarily equivalent, and the intertwining operators are $`\mathrm{\Gamma }_i^{}`$ $`=`$ $`A\mathrm{\Gamma }_iA^1`$ (110) $`\mathrm{\Gamma }_i^T`$ $`=`$ $`C^1\mathrm{\Gamma }_iC`$ (111) $`\mathrm{\Gamma }_i^{}`$ $`=`$ $`D^1\mathrm{\Gamma }_iD`$ (112) $`\mathrm{\Gamma }_i^{}`$ $`=`$ $`\stackrel{~}{D}^1\mathrm{\Gamma }_i\stackrel{~}{D}`$ (113) where $`D=CA^T`$ and $`\stackrel{~}{D}=\mathrm{\Gamma }CA^T`$. The chirality operator is $`\mathrm{\Gamma }`$ $`=`$ $`\mathrm{\Gamma }^1\mathrm{}\mathrm{\Gamma }^d`$ (114) We have the following phases $`A`$ $`=`$ $`\alpha A^{}`$ (115) $`C`$ $`=`$ $`\stackrel{~}{\eta }C^T`$ (116) $`DD^{}`$ $`=`$ $`\delta `$ (117) $`\stackrel{~}{D}\stackrel{~}{D}^{}`$ $`=`$ $`\stackrel{~}{\delta }`$ (118) where $`\|\alpha \|=1`$, $`\stackrel{~}{\eta }=\pm 1`$, and $`\delta ^{}=\stackrel{~}{\delta }`$. The Dirac conjugate is defined as $`\overline{\psi }=\psi ^{}A`$, and the charge conjugate as $`\psi ^c=CA^T\psi ^{}`$, or $`\psi ^c=\mathrm{\Gamma }CA^T\psi ^{}`$. The chirality matrix satisfies $`\mathrm{\Gamma }^{}`$ $`=`$ $`()^mA\mathrm{\Gamma }A^1`$ (119) $`\mathrm{\Gamma }^T`$ $`=`$ $`()^mC^1\mathrm{\Gamma }C.`$ (120) ### B.2 Odd dimensions In this appendix we build a representation of an odd-dimensional $`D=d+1`$ Clifford algebra with $`(\mathrm{\Gamma }^n)^2=\eta `$ starting from a given even dimensional $`d=2m`$ Clifford algebra. We actually only need to construct the correct Clifford matrix $`\mathrm{\Gamma }^n`$ $`\mathrm{\Gamma }^n`$ $`=`$ $`\sqrt{()^{m+d_{}}\eta \widehat{g}}\mathrm{\Gamma }.`$ (121) In odd dimensions not all representations are equivalent. Instead, we only have the intertwining operators $`\mathrm{\Gamma }_{\underset{¯}{\alpha }}^{}`$ $`=`$ $`()^d_{}\eta \stackrel{~}{A}\mathrm{\Gamma }_{\underset{¯}{\alpha }}\stackrel{~}{A}^1`$ (122) $`\mathrm{\Gamma }_{\underset{¯}{\alpha }}^T`$ $`=`$ $`()^m\stackrel{~}{C}^1\mathrm{\Gamma }_{\underset{¯}{\alpha }}\stackrel{~}{C}`$ (123) $`\mathrm{\Gamma }_{\underset{¯}{\alpha }}^{}`$ $`=`$ $`()^{m+d_{}}\eta 𝒟^1\mathrm{\Gamma }_{\underset{¯}{\alpha }}𝒟`$ (124) where $`𝒟=\stackrel{~}{C}\stackrel{~}{A}^T`$, not to be confused with (47). There are two inequivalent conjugacy classes: which representations belong to which depends on $`m,d_{}`$ and $`\eta `$. We can represent the odd-dimensional intertwinors in terms of their even dimensional counter parts as $`()^d_{}\eta =\{\begin{array}{ccc}+1,& \stackrel{~}{A}=A\hfill & \\ 1,& \stackrel{~}{A}=A\mathrm{\Gamma }^n\hfill & \end{array}`$ (127) $`()^m=\{\begin{array}{ccc}+1,& \stackrel{~}{C}=\mathrm{\Gamma }^nC\hfill & \\ 1,& \stackrel{~}{C}=C\hfill & \end{array}`$ (130) We sometimes abbreviate the sign $`()^d_{}\eta `$ by $`\epsilon `$. The operators $`𝒟`$ can be expressed in terms of boundary operators $`\begin{array}{ccc}& & \\ 𝒟& ()^m=1& ()^m=1\\ & & \\ & & \\ ()^d_{}\eta =1& \stackrel{~}{D}& D\\ & & \\ ()^d_{}\eta =1& \eta D& \stackrel{~}{D}\\ & & \end{array}`$ (137) where $`D=CA^T`$ and $`\stackrel{~}{D}=\mathrm{\Gamma }^nD`$. ## Appendix C Fermion phase space Fermions can be decomposed in bulk and boundary components in essentially two Lorentz invariant ways, namely by using chirality or reality conditions. Here we consider only chirality conditions, with which we refer to the eigenvalues $`\pm 1`$ of $`\sqrt{\eta }\mathrm{\Gamma }^n`$. This is essentially the only Clifford matrix whose eigenvalues we can consider without breaking Lorentz invariance explicitly. We have to divide our analysis in two cases depending on the sign $`\eta `$ and details of the bulk metric. Defining $`\sqrt{\eta }\mathrm{\Gamma }^n\psi _\pm =\pm \psi _\pm `$ we get $`\overline{\psi }_\pm \sqrt{\eta }\mathrm{\Gamma }^n=\pm \epsilon \eta \overline{\psi }_\pm ,`$ (138) where $`\epsilon `$ is the sign that appears in the relation of the Clifford matrices to their Hermitian conjugates (122). This means that the the Dirac dual of a spinor of definite chirality is either of the same or the opposite chirality; as a consequence, the Lagrangian fields that correspond to the phase space coordinates will be different. It is useful to note that $`\epsilon \eta =\{\begin{array}{cc}()^d_{}& d+1\text{odd}\\ \eta & d+1\text{even}\end{array}`$ (141) Case I. Assume $`\epsilon \eta =1`$. The kinetic term separates into $`\sqrt{\eta \widehat{g}}(\overline{\psi }_{}M\dot{\psi }_{}+\dot{\overline{\psi }_+}M\psi _+)_tG`$ (142) $`{\displaystyle \frac{1}{2}}\overline{\psi }_{}_t(\sqrt{\eta \widehat{g}}M)\psi _{}{\displaystyle \frac{1}{2}}\overline{\psi }_+_t(\sqrt{\eta \widehat{g}}M)\psi _+`$ (143) where $`G`$ $`=`$ $`{\displaystyle \frac{1}{2}}\sqrt{\eta \widehat{g}}(\overline{\psi }_{}M\psi _{}+\overline{\psi }_+M\psi _+).`$ (144) The fermionic phase space consists therefore of the symplectic pairs $`(\phi ,\overline{\pi })`$ and $`(\overline{\phi },\pi )`$, where $`\phi =\psi _{}`$ and $`\overline{\phi }=\overline{\psi }_+`$ and $`\overline{\pi }`$ $`=`$ $`\sqrt{\eta \widehat{g}}\overline{\psi }_{}M`$ (145) $`\pi `$ $`=`$ $`\sqrt{\eta \widehat{g}}M\psi _+.`$ (146) The last two terms in (143) produce a term $`{\displaystyle \frac{1}{2}}\widehat{g}^{ij}G_tg_{ij}`$ (147) in the action, and therefore cause a shift in the gravitational momentum. Case II. Assume $`\epsilon \eta =1`$. The kinetic term separates into $`\sqrt{\eta \widehat{g}}(\dot{\overline{\psi }}_{}M\psi _++\overline{\psi }_+M\dot{\psi }_{})_tG`$ (148) $`{\displaystyle \frac{1}{2}}\overline{\psi }_{}_t(\sqrt{\eta \widehat{g}}M)\psi _+{\displaystyle \frac{1}{2}}\overline{\psi }_+_t(\sqrt{\eta \widehat{g}}M)\psi _{}`$ (149) where $`G`$ $`=`$ $`{\displaystyle \frac{1}{2}}\sqrt{\eta \widehat{g}}(\overline{\psi }_{}M\psi _++\overline{\psi }_+M\psi _{}).`$ (150) The configuration space is span by $`\phi =\psi _{}`$ and $`\overline{\phi }=\overline{\psi }_{}`$, and the momenta are $`\overline{\pi }`$ $`=`$ $`\sqrt{\eta \widehat{g}}\overline{\psi }_+M`$ (151) $`\pi `$ $`=`$ $`\sqrt{\eta \widehat{g}}M\psi _+.`$ (152) Notice that, due to (127), the Dirac conjugates $`\overline{\phi }`$ and $`\overline{\psi }_{}`$ are formed differently: the former using the matrix $`A`$ and the latter with $`\stackrel{~}{A}`$. This will result in an extra $`\mathrm{\Gamma }^n`$ everywhere, including the kinetic term, and the resulting extra sign hence cancels out. The gravitational momenta are shifted as in Case I.
warning/0007/math0007090.html	ar5iv	text	# Geometric Aspects of Mirror Symmetry ## Introduction The past twenty years have seen a number of fruitful exchanges of ideas between pure mathematics and theoretical physics. On the one hand, deep results in mathematics arising out of studies in geometry and topology have had unexpected and powerful applications to theoretical physics. On the other hand, insights gleaned from physical models have led to a number of conceptual revolutions in mathematics, particularly in geometry and topology. One of the most exciting of these conceptual revolutions, one which is still in the process of unfolding, goes by the name “mirror symmetry.” Mirror symmetry predicts a completely unexpected relationship between certain pairs of Calabi–Yau manifolds.<sup>1</sup><sup>1</sup>1A Calabi–Yau manifold is a Kähler manifold with a nowhere-vanishing holomorphic form of top degree. From a mathematical point of view, the connections between the two “mirror” manifolds are extremely indirect, and the effort to explain them has led to a number of mathematical extensions of the original mirror phenomenon. Some of these extensions have proven useful in physics as well, and physicists have also found more general contexts in which mirror symmetry can be observed. Mirror symmetry has become a large field, and there have been a number of expository surveys of portions of the theory, and at least two books devoted to the subject . In this paper, we will focus on the geometric connections between mirror pairs, using the example of the quintic threefold and its mirror as a guide. We have not attempted to be complete, but have instead concentrated on a few selected developments which are not covered in other recent surveys, and which hold much promise for future interesting work. In the first part of the paper, we review in some detail the known geometric connections (in the context of toric geometry). In the second part of the paper, we outline some new directions in which the geometric understanding of mirror symmetry has been moving recently, and indicate some of the important problems remaining to be solved. Although the issues discussed in this paper are mathematical in nature, the reader may wish to acquire some knowledge of physics in order to fully appreciate their context. A good place to start is Deligne et al. (although this assumes some knowledge of quantum mechanics, which can be obtained, for example, in ). A general introduction to string theory can be found in the ICM address of Witten , and the standard physics textbooks on string theory by Green, Schwarz, and Witten and by Polchinski can be profitably studied. The more modern aspects of string theory are discussed in detail in . ## 1. Duality in Physics and its Mathematical Consequences The origins of mirror symmetry in physics are easy to explain in broad outline. Each of the five known superstring theories is naturally formulated in ten spacetime dimensions, and their close cousin “M-theory” is naturally formulated as an eleven-dimensional theory. When the ten or eleven dimensions of the theory take the form of the product of a (small) compact Riemannian manifold $`X`$ with a non-compact four-manifold, the geometry of the compact manifold determines—to first approximation—the physics in four spacetime dimensions. (This is referred to as “compactifying the theory” on $`X`$.) The mapping from geometry to physics need not be one-to-one, however, and this is where the phenomena of mirror symmetry and other related dualities arise. (See for example .) Some dualities of this sort involve only a single type of superstring theory, and are simply statements that the mapping from the geometric parameter space to the physical parameter space is many-to-one. For example, the compactification of the type IIA string theory on a $`d`$-torus $`X`$ has as its natural geometric parameters (in the NS-NS sector) a flat metric on $`X`$ and a harmonic element of $`H^2(X,U(1))`$ known as the “$`B`$-field.” Taking into account the action of $`\mathrm{Diff}(X)`$, the geometric parameter space can be described in the form $`\mathrm{\Gamma }_0\backslash 𝒟`$, where (1) $$𝒟=H^2(X,)\times GL(d)/O(d)O(d,d)/(O(d)\times O(d)),$$ and (2) $$\mathrm{\Gamma }_0=H^2(X,)GL(d,).$$ (This must be modified if $`d6`$.) However, so-called T-dualities lead to additional identifications among points in this space, and the physical NS-NS parameter space turns out to be $`\mathrm{\Gamma }\backslash 𝒟`$ instead of $`\mathrm{\Gamma }_0\backslash 𝒟`$, where $`\mathrm{\Gamma }=O(\mathrm{\Lambda }^{d,d})`$ is the integral orthogonal group of an even unimodular lattice of signature $`(d,d)`$. (Intrinsically, $`\mathrm{\Lambda }^{d,d}H^1(X,)H_1(X,)`$.) Other dualities involve two types of superstring theories. In fact, another version of T-duality is also of this sort: in its most primitive form, T-duality gives an identification between the type IIA string theory compactified on a $`d`$-torus and the type IIB string theory compactified on a (geometrically different) $`d`$-torus, when $`d1`$.<sup>2</sup><sup>2</sup>2There are also versions of T-duality which similarly relate the two kinds of heterotic string theory. In the case of a rectangular metric on the torus (and a $`B`$-field value of zero), the statement is that a rectangular torus with radii $`(r_1,\mathrm{},r_d)`$ is dual to one with radii $`(1/r_1,\mathrm{},1/r_k,r_{k+1},\mathrm{},r_d)`$, where the duality interchanges IIA and IIB if $`k`$ is odd, and preserves both IIA and IIB theories if $`k`$ is even. The geometric spaces which appear in the duality known as mirror symmetry are Riemannian manifolds of dimension $`2n`$ with holonomy contained in $`SU(n)`$, often called Calabi–Yau manifolds. (The theorems of Calabi and Yau lead to an alternate characterization of these as Kähler manifolds with a nowhere vanishing holomorphic $`n`$-form.) When $`n`$ is odd, mirror symmetry relates the type IIA string theory compactified on one Calabi–Yau manifold $`X`$ to the type IIB string theory compactified on another Calabi–Yau manifold $`Y`$, and vice versa. When $`n`$ is even, the IIA theories on $`X`$ and on $`Y`$ are related, as are the IIB theories on $`X`$ and on $`Y`$. Note that the “other” manifold $`Y`$ will in some cases be topologically the same as $`X`$, but typically the geometric parameters (a metric and some harmonic $`p`$-forms) will be different. In the case of K3 surfaces, mirror symmetry becomes an assertion that the physical parameter space is obtained from the geometric one by additional identifications . For the type IIA theory, the geometric parameter space is again described in terms of a metric on the K3 surface $`X`$ and a $`B`$-field. Each metric is characterized by the corresponding $`3`$-dimensional plane of self-dual harmonic $`2`$-forms inside the $`22`$-dimensional space $`H^2(X,)`$. Including the limiting “orbifold metrics,” the geometric parameter space is then described as $`\mathrm{\Gamma }_0\backslash 𝒟`$, where this time (3) $`𝒟`$ $`=H^2(X,)\times ^+\times O(3,19)/(O(3)\times O(19))`$ $`O(4,20)/(O(4)\times O(20))`$ and (4) $$\mathrm{\Gamma }_0=H^2(X,)O^+(H^2(X,)).$$ (Here $`O^+(H^2(X,))`$ is an index $`2`$ subgroup of $`O(H^2(X,))`$, isomorphic to $`\mathrm{Diff}(X)/\mathrm{Diff}^0(X)`$ .) The total cohomology $`H^{}(X,)`$ has the structure of an even unimodular lattice of signature $`(4,20)`$ , and the physical parameter space becomes $`\mathrm{\Gamma }\backslash 𝒟`$, with $`\mathrm{\Gamma }=O(H^{}(X,))`$. This physical mirror symmetry for K3 surfaces has many beautiful mathematical consquences, including assertions that families of algebraic K3 surfaces defined by conditions on the Picard group have “mirror dual families”, and a connection to Arnold’s “strange duality” . In general, the assertion that two Calabi–Yau manifolds $`X`$ and $`Y`$ (with their geometric parameters appropriately specified) form a “mirror pair” is really a statement about physics rather than about mathematics. The geometric data we have used above is a first approximation to the true physical parameters, and at present it is not known how to completely specify the physical parameter space, or even to fully test a proposed equivalence between two physical theories. However, there are a number of purely mathematical statements which can be extracted from what we know of the physics of a mirror pair, and these statements can be tested in examples, and studied in their own right. Several such mathematical spinoffs of mirror symmetry have been the subject of intense research during the past decade. The reason mirror symmetry has attracted so much attention from mathematicians is its truly surprising nature. Prior to the discovery of this phenomenon by physicists , it was not even suspected that most Calabi–Yau manifolds would come in closely-related pairs. Moreover, some of the consquences of the physical mirror equivalence were shocking: a generating function for the number of holomorphic curves of various fixed degrees on one of the Calabi–Yau manifolds could be computed using the integrals of a top-degree holomorphic form on the mirror partner—a totally unexpected result. ## 2. The Quintic Threefold and its Mirror Among the simplest known examples of Calabi–Yau threefolds are the quintic threefolds: hypersurfaces of degree $`5`$ in complex projective space $`^4`$. The complex projective space, including a choice of Kähler metric on it, can be described by means of symplectic reduction: begin with the effective group action of $`U(1)`$ on $`^5`$ defined by (5) $$e^{i\theta }:(x_1,\mathrm{},x_5)(e^{i\theta }x_1,\mathrm{},e^{i\theta }x_5)$$ which admits a moment map $`\mu :^5𝔤^{}^1`$ given by (6) $$\mu (x_1,\mathrm{},x_5)=\frac{1}{2}\underset{j=1}{\overset{5}{}}\|x_j\|^2;$$ then $`^4=\mu ^1(r)/U(1)`$ with Kähler form induced by the canonical Kähler form $`dz_id\overline{z}_i`$ on $`^5`$. The image of the moment map contains all positive values of $`r`$, and all Kähler classes on $`^4`$ are produced in this way. The quotient space is a toric variety: it admits an action of a complex torus $`T()^{}^4`$, the complexification of $`U(1)^5/U(1)`$, with an open dense orbit. The group action (5) which was used to make this construction can be specified by means of an injective homomorphism $`\alpha :^5`$ (which is instrinsically described as $`\pi _1(U(1))\pi _1(U(1)^5)`$), or equivalently, by the cokernel $`^4=\pi _1(T)`$ of $`\alpha `$, together with the images in $`\pi _1(T)`$ of the standard basis vectors of $`^5`$. Concretely, $`\alpha (1)=(1,1,1,1,1)`$, and we may choose a basis of $`\pi _1(T)`$ so that the image vectors are given by (7) $$\begin{array}{c}(1,0,0,0),(0,1,0,0),(0,0,1,0),\\ (0,0,0,1),(1,1,1,1).\end{array}$$ In fact (as we shall see in Section 4), in toric geometry it is the convex polytope spanned by those image vectors which plays a crucial rôle. The Calabi–Yau hypersurface is specified by a homogeneous polynomial $`f(x_1,x_2,x_3,x_4,x_5)`$ of degree $`5`$. The possible monomials in that polynomial form another convex polytope, the Newton polytope of the hypersurface, whose vertices correspond to the monomials $`x_1^5`$, …, $`x_5^5`$. It is convenient to select one monomial such as $`x_1x_2x_3x_4x_5`$ and study the quotient (8) $$\frac{f(x_1,x_2,x_3,x_4,x_5)}{x_1x_2x_3x_4x_5},$$ since this quotient is invarient under $`U(1)`$. In fact, each Laurent monomial occurring in (8) is a character of $`T`$ and can be labelled by the corresponding element of $`\mathrm{Hom}(T,^{})\mathrm{Hom}(\pi _1(T),)`$. In the basis dual to the basis of $`\pi _1(T)`$ used in (7), the Newton polytope is spanned by (9) $$\begin{array}{c}(4,1,1,1),(1,4,1,1),(1,1,4,1),\\ (1,1,1,4),(1,1,1,1),\end{array}$$ but of course also contains many other lattice points corresponding to other monomials. To form the mirror partner , we reverse the rôles of the polytopes spanned by (7) and (9). That is, we use the data in (9) to specify the symplectic reduction, and we use the data in (7) to determine a hypersurface. There are some subtleties associated with selecting $`r`$, the point in the image of the moment map, to which we return in Section 4. In brief, this toric variety turns out to be<sup>3</sup><sup>3</sup>3Actually, the mirror of the quintic was originally constructed as a quotient, rather than as a toric hypersurface . a resolution of singularities of $`^4/(_5)^3`$, and the mirror hypersurface is the image of a hypersurface with equation (10) $$c_0x_1x_2x_3x_4x_5+c_1x_1^5+\mathrm{}+c_5x_5^5=0.$$ (We will explain how this is derived in Section 5 below.) If we let $`(^{})^5`$ act on $`x_1,\mathrm{},x_5`$, the set of hypersurfaces of the form (10) is permuted. So we can regard $`(^{})^5`$ as acting on the set of coefficients $`\{(c_0,c_1,\mathrm{},c_5)\}`$; the quotient by this action is the moduli space of complex structures.<sup>4</sup><sup>4</sup>4There are a number of technical difficulties involved in forming this quotient, which we do not discuss here; see . In our example, the compactified moduli space is isomorphic to $`^1`$, and a coordinate on it is provided by (11) $$z=\frac{c_1c_2c_3c_4c_5}{c_0^5},$$ which generates the $`(^{})^5`$-invariant functions on $`\{(c_0,c_1,\mathrm{},c_5)\}`$. The mirror hypersurface acquires additional singularities at $`z=0`$ and at $`z=5^5`$; moreover, the $`z=\mathrm{}`$ limit coincides with the Fermat hypersurface. The moduli space is illustrated in Figure 1. Now that we have described a mirror pair of Calabi–Yau manifolds, we can ask: what kind of properties are they supposed to share (according to predictions from physics), and which ones can we verify? The first properties have to do with the Hodge numbers of the Calabi–Yau threefolds. If $`X`$ and $`Y`$ are mirror partners, then we expect that $`h^{1,1}(X)=h^{2,1}(Y)`$ and $`h^{2,1}(X)=h^{1,1}(Y)`$. This property holds for our example mirror pair. In fact, $`h^{1,1}(X)`$ is the dimension of the Kähler moduli space of $`X`$, while $`h^{2,1}(X)`$ is the dimension of its complex structure moduli space. The equality of Hodge numbers is just one part of a stronger property, which asserts that these moduli spaces for $`X`$ and for $`Y`$ should coincide in some appropriate sense, with the rôles of Kähler and complex structure moduli reversed. Thanks to the expectation in physics that the geometric version of the (complexified) Kähler moduli space requires so-called quantum corrections which may affect its structure, the best prediction which can be made is that the moduli spaces should agree locally in the neighborhood of some boundary point. That is, for an appropriate compactification of the moduli space of complex strutures of $`Y`$, there should be a boundary point with a neighborhood which coincides with a neighborhood in the complexified Kähler moduli space of $`X`$. In the case of the mirror quintic, this “large complex structure limit point” is at $`z=0`$. (The singularity at $`z=5^5`$ is of a different nature.) ## 3. Periods and Hypergeometric Systems One of the key features of the complex structure moduli space is the behavior of the period integrals on the Calabi–Yau manifold as a function of parameters. These period integrals always satisfy an algebraic differential equation, and in the case of toric complete intersections, these algebraic differential equations turn out to be hypergeometric systems , in fact, the generalized hypergeometric systems which have been studied in detail by Gel’fand, Zelevinskiĭ, and Kapranov . For example, in the case of the mirror quintic, the differential equation satisfied by the periods $`\mathrm{\Phi }(z)`$ can be written as $`𝒟\mathrm{\Phi }=0`$ where (12) $$𝒟=\left(z\frac{d}{dz}\right)^45z\left(5z\frac{d}{dz}+1\right)\left(5z\frac{d}{dz}+2\right)\left(5z\frac{d}{dz}+3\right)\left(5z\frac{d}{dz}+4\right).$$ It is easy to find a single power series solution near $`z=0`$ : (13) $$\mathrm{\Phi }(z)=\underset{n=0}{\overset{\mathrm{}}{}}\frac{(5n)!}{(n!)^5}z^n$$ but the other three solutions are elusive. The recursion relations implied by the equation lead one to a formal power series of the form (14) $$\mathrm{\Phi }_\alpha (z)=\underset{n=0}{\overset{\mathrm{}}{}}\frac{(5\alpha +1)(5\alpha +2)\mathrm{}(5\alpha +5n)}{[(\alpha +1)(\alpha +2)\mathrm{}(\alpha +n)]^5}z^{\alpha +n};$$ one finds that $`𝒟(\mathrm{\Phi }_\alpha (z))=\alpha ^4z^\alpha `$ and so we must have $`\alpha ^4=0`$ in order to obtain a solution. In fact , the formal solution (14) can be interpreted with $`\alpha `$ taken from the ring $`[\alpha ]/(\alpha ^4)`$ as follows: each coefficient (15) $$\frac{(5\alpha +1)(5\alpha +2)\mathrm{}(5\alpha +5n)}{[(\alpha +1)(\alpha +2)\mathrm{}(\alpha +n)]^5}$$ can be evaluated in that ring, and written as a polynomial in $`\alpha `$ of degree $`3`$. This gives a four-dimensional space of multi-valued solutions. The multi-valuedness arises due to the interpretation of $`z^\alpha `$ as $`\mathrm{exp}(\alpha \mathrm{log}z)`$. In other words, if we replace $`\mathrm{log}z`$ by $`\mathrm{log}z+2\pi i`$, then the solution $`\mathrm{\Phi }_\alpha (z)`$ is multiplied by $`e^{2\pi i\alpha }`$. That is, the monodromy on the set of solutions near $`z=0`$ is represented by the action (by multiplication) of $`e^{2\pi i\alpha }`$ on the ring $`[\alpha ]/(\alpha ^4)`$. Mirror symmetry proposes an identification between the cohomology ring of one Calabi–Yau manifold (in our example, the quintic), and the ring structure on the period integrals of the other. There are factors of $`2\pi i`$ which must be introduced when comparing these rings: the generators $`\alpha _j`$ which lead to monodromy transformations of the form $`e^{2\pi i\alpha _j}`$ must be mapped to $`\lambda _j/2\pi i`$, where the $`\lambda _j`$ are generators of the integral cohomology of the other manifold. Since the cohomology ring of the quintic takes the form $`[\lambda ]/(\lambda ^4)`$, the proposed identification is verified in our example, with $`\lambda =2\pi i\alpha `$. It is known to hold for a broad class of Calabi–Yau complete intersections . There is no nice form for a power series solution near $`z=5^5`$. However, we can find explict power series solutions to $`𝒟\mathrm{\Phi }=0`$ near $`z=\mathrm{}`$. Begin with a power series of the form (16) $$\mathrm{\Phi }_\alpha (z)=\underset{m=0}{\overset{\mathrm{}}{}}\frac{[(\alpha )(\alpha +1)\mathrm{}(\alpha +m1)]^5}{(5\alpha )(5\alpha +1)\mathrm{}(5\alpha +5m1)}z^{\alpha m},$$ and calculate (17) $$𝒟(\mathrm{\Phi }_\alpha (z))=5(5\alpha +1)(5\alpha +2)(5\alpha +3)(5\alpha +4)z^{\alpha +1}.$$ Thus, to get a solution, we need (18) $$(5\alpha 1)(5\alpha 2)(5\alpha 3)(5\alpha 4)=0,$$ and we get four independent solutions this way. These are again multi-valued, since a fifth root of $`z`$ must be extracted to define the solution. The monodromy this time is given by the action of $`e^{2\pi i\alpha }`$ on the ring (19) $$[a]/(5\alpha 1)(5\alpha 2)(5\alpha 3)(5\alpha 4);$$ this gives a monodromy transformation of order $`5`$. At all other points in the moduli space there are four independent solutions to $`𝒟\mathrm{\Phi }=0`$. Thus, it is only at the three points marked in Figure 1 that there is a monodromy transformation associated to a loop around the point. Among the quantities of importance in physics are the so-called topological correlation functions, which can be calculated from the periods near $`z=0`$. A close study of these functions led to the striking predictions about enumerative geometry which first awakened the interest of many mathematicians in this field. (See for the original calculation, and for accounts of these predictions intended for mathematicians.) These predictions were subsequently verified in the celebrated Mirror Theorem of Givental and Lian–Liu–Yau . The proofs are actually logically independent of mirror symmetry—they consist in showing that the enumerative geometry of rational curves on the quintic (or on other Calabi–Yau manifolds) has a rich structure which reproduces the predictions made by mirror symmetry. In this way, one verifies that there are 2875 lines on the general quintic threefold, 609250 conics, 317206375 twisted cubics, and so on. For the mirror partner, the enumerative geometry (or the topological correlation functions) can be encoded in a structure known as the quantum cohomology ring of the Calabi–Yau manifold.<sup>5</sup><sup>5</sup>5For an introduction to quantum cohomology, see . (In fact, the quantum cohomology is not only a ring, but also a graded Frobenius algebra.) The quantum cohomology is a deformation of the usual cohomology ring, with the parameter space being a (formal) neighborhood of the large complex structure limit point in the moduli space. The counts of numbers of rational curves govern the coefficients in the deformation, as well as the “trace” in the Frobenius algebra structure. ## 4. Triangulations and Flops Mirror symmetry is expected to be a two-way street, so we should be able to reverse the rôles of the quintic hypersurface and its mirror partner. However, things immediately become much more complicated. As mentioned in Section 2, the mirror partner is a resolution of singularities of a hypersurface in $`^4/(_5)^3`$. There are many many possible choices of resolution, corresponding (according to toric geometry) to the possible triangulations of the polytope spanned by (9). One possible choice, described explicitly in , is depicted on the left side of Figure 2; another, perhaps more symmetric choice, is depicted on the right side. Computing all possible triangulations would appear to be beyond the range of current computers . For each possible choice of triangulation, there is an asoociated set of moment map values $`r`$ which give rise to that triangulation. We thus get a vast number of possible Calabi–Yau manifolds and associated Kähler moduli spaces, each of them a mirror of the original quintic threefold. However, all of these Calabi–Yau manifolds are related by flops (the simplest type of birational operation), and it is understood in physics that the corresponding Kähler moduli spaces can be sewn together into a larger space which contains all of them (see also for a more mathematical account). In fact, this is very natural from the point of view of mirror symmetry. In the case of the quintic, for example, there is a complex structure moduli space of dimension $`101`$ with a vast number of “large complex structure limit” boundary points. To each of these is associated a possible birational model of the mirror. The enumerative geometry implications of mirror symmetry could be calculated for each of these mirrors—each would involve a calculation which involves only a small neighborhood of the corresponding large complex structure limit point. Fascinating though such computations, are, our focus here will be on ways to relate the entire moduli spaces. Some preliminary hints that the entire moduli spaces are related to each other can be found by studying the combinatorics of the moduli space. In the case of the quintic, or more generally for complete intersection in toric varieites, the moduli space is itself a toric variety, associated to a combinatorial structure known as the secondary polytope or secondary fan . This structure can be studied from the point of view of a polynomial whose coefficients help to describe the fan (really, it is the discriminant locus of this polynomial which is relevant), or dually, from the point of view of enumerating possible triangulations of a fixed polytope (such as (9)). The two points of view correspond to the two sides of the mirror picture we have presented. ## 5. The Gauged Linear Sigma Model The description we have given of the quintic and its mirror is a special case of a construction of Batyrev giving mirror partners for hypersurfaces in toric varieties. There is a natural generalization of this, due to Batyrev and Borisov , to the case of complete intersections in toric varieties. The generalization is also closely related to an important construction in physics known as the gauged linear sigma model . We illustrate the basic construction with the case of the quintic hypersurface. The homogeneous polynomial $`f(x_1,\mathrm{},x_5)`$ can be regarded either as describing a section of the line bundle $`𝒪(K_^4)`$, or as defining a complex-valued function (20) $$W(x_0,x_1,\mathrm{},x_5):=x_0f(x_1,\mathrm{},x_5)$$ on the total space of the line bundle $`𝒪(K_^4)`$ (with fiber coordinate $`x_0`$). In the latter interpretation, the Calabi–Yau threefold coincides with the critical set $`\mathrm{Crit}(W)`$ of the function $`W`$. In fact, if the polynomial $`f`$ is transverse,<sup>6</sup><sup>6</sup>6That is, if the only common zero of its partial derivatives is the origin. the critical set away from the origin in $`^5`$ is defined by $`x_0=f(x_1,\mathrm{},x_5)=0`$. (A similar construction leads from a complete intersection $`f_0=\mathrm{}=f_{k1}=0`$ in a projective toric variety, with $`f_j`$ a section of $`𝒪(L_j)`$, to the polynomial function $`W=x_0f_0+\mathrm{}+x_{x1}f_{k1}`$ on the total space of the bundle $`𝒪(L_0)\mathrm{}𝒪(L_{k1})`$. The critical set $`\mathrm{Crit}(W)`$ again coincides with the original complete intersection.) The ambient space $`𝒪(K_^4)`$ can itself be described by a quotient construction. We again describe it using symplectic reduction: there is an action of $`U(1)`$ on $`^6`$ defined by (21) $$e^{i\theta }:(x_0,x_1,\mathrm{},x_5)(e^{5i\theta }x_0,e^{i\theta }x_1,\mathrm{},e^{i\theta }x_5)$$ which admits a moment map $`\mu :^6𝔤^{}^1`$ given by (22) $$\mu (x_0,x_1,\mathrm{},x_5)=\frac{1}{2}\left(5\|x_0\|^2+\underset{j=1}{\overset{5}{}}\|x_j\|^2\right),$$ and $`𝒪(K_^4)=\mu ^1(r)/G`$ for appropriate values of $`r`$. Note that the polynomial function $`W:^6`$ is $`G`$-invariant. The general version of this construction goes as follows: given a subgroup $`G`$ of $`U(1)^n`$, a point $`r𝔤^{}`$ in the image of the moment map, and a $`G`$-invariant polynomial $`W`$ defining a function on $`^n`$, we can study $`\mathrm{Crit}(W)`$ on the quotient variety $`\mu ^1(r)/G`$. If the polynomial $`W`$ is given explicitly as (23) $$W(x_0,\mathrm{},x_{n1})=\underset{j=0}{\overset{m1}{}}c_j\underset{k=0}{\overset{n1}{}}x_k^{p_{jk}}$$ (with $`c_j0`$), then the combinatorics in this construction are essentially captured by the $`m\times n`$ matrix of exponents $`P=(p_{jk})`$. (We assume that $`W`$ contains enough monomials so that the rank of $`P`$ is $`d:=ndimG`$.) As in Section 2, the coefficients $`c_j`$ are somewhat redundant: there is a group which acts on the space of polynomials of the form (23), and we must form the quotient by this group action. The true coordinates on the complex structure moduli space are the invariant quantities $`z_{\mathrm{}}`$ for this group action. The conditions which this data must satisfy are that the monomials in $`W`$ generate a Gorenstein cone, and that the dual of this cone also be Gorenstein. In terms of the matrix $`P`$, this means that there must exist rational vectors $`\mu `$ and $`\nu `$ such that $`P\mu ={}_{}{}^{t}(1,\mathrm{},1)`$, and $`{}_{}{}^{t}\nu P=(1,\mathrm{},1)`$. It turns out that these conditions imply that whenever $`\mathrm{Crit}(W)`$ is a manifold of dimension $`d2({}_{}{}^{t}\nu P\mu )`$, it is a Calabi–Yau manifold. The triangulations of a fixed polytope which led to the “secondary fan” description in the previous section are now replaced by triangulations of the Gorenstein cone. To encode the group $`G`$ in the same combinatorial structure, we introduce a basis $`x^{t_\alpha }`$ of $`G`$-invariant Laurent monomials on $`^n`$; then we can write (24) $$x^{p_j}=\underset{\alpha =1}{\overset{d}{}}(x^{t_\alpha })^{s_{j\alpha }}$$ for each of the monomials occurring in $`W`$. This gives a factorization of $`P`$ as the product of an $`m\times d`$ matrix $`S`$ and a $`d\times n`$ matrix $`T`$, with the group $`G`$ being completely determined by $`T`$. Changing the basis of Laurent monomials alters $`(S,T)`$ to $`(SL^1,LT)`$ for some $`LGL(d,)`$. The gauged linear sigma model is a physical theory built from the group $`G`$ and its action on the $`x`$’s. It is expected that at low energies, this theory will agree with (the perturbative part of) type II string theory compactified on the associated Calabi–Yau manifold. There is a mirror partner of a gauged linear sigma model, whose construction is essentially due to Batyrev and Borisov (see also ). To describe the mirror partner, one merely replaces $`P`$, $`S`$, and $`T`$ by their transposes. The dual group $`\widehat{G}`$ is determined from the ($`\widehat{G}`$-invariant) Laurent monomials whose exponents form the matrix $`{}_{}{}^{t}S`$, and the dual polynomial $`\widehat{W}`$, which is a $`\widehat{G}`$-invariant polynomial in $`m`$ variables, can be written explicitly as (25) $$\widehat{W}(y_0,\mathrm{},y_{m1})=\underset{k=0}{\overset{n1}{}}\widehat{c}_k\underset{j=0}{\overset{m1}{}}y_j^{p_{jk}}.$$ This mirror partner is somewhat mysterious, due to the new parameters $`\widehat{c}_k`$ which must be introduced. However, the original group $`G`$ will act on those parameters (through its action on the set of mirror polynomials), and the $`G`$-invariant quantities are familiar ones. Explicitly, if we write the moment map for the original $`G`$-action in the form $`\mu (x)=\frac{1}{2}_{k=1}^{n1}\chi _k\|x_k\|^2`$, where $`\chi _k`$ is the character for the action of $`G`$ on the $`k^{\text{th}}`$ variable, then the invariant quantities for the $`G`$ action on the coefficients of $`\widehat{W}`$ can be described as: (26) $$\frac{1}{2\pi i}(\mathrm{log}\widehat{c}_k)\chi _k𝔤_{}^{}/𝔤_{}^{}.$$ (We have written the invariants additively, introducing a logarithm, and they are thus multi-valued.) Mirror symmetry predicts that the imaginary part of this invariant quantity (26) is to be identified with $`r`$, i.e., (27) $$r=\frac{1}{2\pi }(\mathrm{log}\|\widehat{c}_k\|)\chi _k.$$ (Similarly, the invariant combinations $`(\mathrm{log}z_{\mathrm{}})/2\pi i`$ of the original coefficients $`c_j`$ can be identified with the complexification of the Kähler parameters $`\widehat{r}_{\mathrm{}}`$ of the mirror theory.) This construction provides a global way to identify moduli spaces, and to go beyond the small neighborhoods of large complex structure limit points. The gauged linear sigma model makes sense for arbitrary values of $`r`$, not just ones near an appropriate boundary point, and the description of a mirror theory shows that this realization could be a geometric one on the mirror partner. In fact, an explicit (physics) computation can be made of the locus where the theory becomes singular (aside from toric boundary points like $`z=0`$ and $`z=\mathrm{}`$), and it reproduces the structure of the discriminant locus of the mirror polynomial, including all of its components. In the case of the quintic, there is only one component, a polynomial with a single zero, at $`z=5^5`$. It should be stressed that this computation is made purely from the point of view of the quintic itself, without reference to the mirror theory. The quantum cohomology ring also corresponds as expected from mirror symmetry. It can be precisely calculated in the gauged linear sigma model on either side (in one case from the data of the polynomial, in the other case from the toric data, refined by analyzing the physics) and the results agree .<sup>7</sup><sup>7</sup>7A somewhat more physical argument for this agreemenet of topological correlation functions was recently given in , but we are still lacking is a direct argument that the mirror pair of gauged linear sigma models give isomorphic physical theories, not just isomorphic topological correlation functions . Relating this result to the enumerative predictions involves determining an appropriate basis of cohomology (or in physical terms, calculating the effect of renormalization), so one cannot derive the Mirror Theorem directly in this way; however, the proofs of the Mirror Theorem rely on similar results at some step along the way. Applying this entire set-up to the case of the general quintic, we obtain a $`6\times 126`$ matrix; the mirror partner can be determined from the transposed $`126\times 6`$ matrix. However, the calculation of the geometry of the mirror would be formidable from this point of view. An alternative is to begin with a quintic with fewer monomials. If we start in $`^4`$ with the quintic defined by (10), then the associated factored matrix is given by (28) $$\left(\begin{array}{cccccc}1& 1& 1& 1& 1& 1\\ 1& 5& 0& 0& 0& 0\\ 1& 0& 5& 0& 0& 0\\ 1& 0& 0& 5& 0& 0\\ 1& 0& 0& 0& 5& 0\\ 1& 0& 0& 0& 0& 5\end{array}\right)=\left(\begin{array}{ccccc}1& 1& 1& 1& 1\\ 1& 5& 0& 0& 0\\ 1& 0& 5& 0& 0\\ 1& 0& 0& 5& 0\\ 1& 0& 0& 0& 5\\ 1& 0& 0& 0& 0\end{array}\right)\left(\begin{array}{cccccc}1& 0& 0& 0& 0& 5\\ 0& 1& 0& 0& 0& 1\\ 0& 0& 1& 0& 0& 1\\ 0& 0& 0& 1& 0& 1\\ 0& 0& 0& 0& 1& 1\end{array}\right).$$ (We can choose $`\mu =(1,0,0,0,0,0)`$ and $`\nu =(1,0,0,0,0,0)`$ to obtain $`{}_{}{}^{t}\nu P\mu =1`$ and verify the conditions on the data.) The group described by this factorization is $`G=U(1)`$. To form the mirror, we take the transpose: (29) $$\left(\begin{array}{cccccc}1& 1& 1& 1& 1& 1\\ 1& 5& 0& 0& 0& 0\\ 1& 0& 5& 0& 0& 0\\ 1& 0& 0& 5& 0& 0\\ 1& 0& 0& 0& 5& 0\\ 1& 0& 0& 0& 0& 5\end{array}\right)=\left(\begin{array}{ccccc}1& 0& 0& 0& 0\\ 0& 1& 0& 0& 0\\ 0& 0& 1& 0& 0\\ 0& 0& 0& 1& 0\\ 0& 0& 0& 0& 1\\ 5& 1& 1& 1& 1\end{array}\right)\left(\begin{array}{cccccc}1& 1& 1& 1& 1& 1\\ 1& 5& 0& 0& 0& 0\\ 1& 0& 5& 0& 0& 0\\ 1& 0& 0& 5& 0& 0\\ 1& 0& 0& 0& 5& 0\end{array}\right).$$ Once again, this represents the homogeneous polynomial (10). However, this time the group is $`G=U(1)\times (_5)^3`$ and so the Calabi–Yau is actually a hypersurface in a quotient space $`^4/(_5)^3`$. ## 6. Consequences of the Homological Mirror Conjecture Kontsevich has proposed an intriguing extension of the original mirror symmetry statements, comprising what he calls the “homological mirror conjecture” . Briefly put, Kontsevich employs the Kähler structure to define Lagrangian submanifolds of a Calabi–Yau manifold, and proposes that for a mirror pair $`(X,Y)`$, Fukaya’s $`A_{\mathrm{}}`$-category of Lagrangian submanifolds of $`X`$ should be isomorphic to the bounded derived category of coherent sheaves on $`Y`$. This conjecture has proven to be very deep, with results to date being primarily about the case of elliptic curves. (See for a recent progress report.) As the complex structure on $`X`$ is varied, the set of Lagrangian submanifolds (with respect to a fixed Kähler structure) changes. In fact, upon traversing various loops in the complex structure moduli space, a large variety of monodromy transformations on the set of Lagrangian submanifolds is obtained. In 1996, Kontsevich raised the question of reproducing this effect on the other side of the proposed mirror symmetry relationship : can we generate these monodromy transformations as automorphisms of the bounded derived category of coherent sheaves on $`Y`$? One source of monodromy transformations we have already seen: each element $`\lambda H^2(X,)`$ generates a monodromy transformation $`𝒯_\lambda `$ whose action on the even cohomology is given by (30) $$𝒯_\lambda :\gamma \gamma e^\lambda .$$ (The exponential is actually a finite sum, since $`\lambda ^k=0`$ for $`k0`$.) Kontsevich proposed another type of monodromy transformation. Consider the diagonal $`\mathrm{\Delta }X\times X`$, and its ideal sheaf $`_\mathrm{\Delta }`$, and consider the automorphism of the derived category defined by (31) $$(p_2)_{}\left(p_1^{}_\mathrm{\Delta }\right).$$ The effect on cohomology, denoted by $`𝒮`$, can be described as (32) $$𝒮:\gamma \gamma \left(\gamma \mathrm{Todd}T_X\right)1_X,$$ where $`1_X`$ is the standard generator of $`H^0(X,)`$. In the case of a quintic hypersurface, $`H^{2k}(X,)`$ is rank one with a standard generator $`\lambda ^k`$, for $`k=0,1,2,3`$. With respect to this basis, we have matrices (33) $$T_\lambda =\left(\begin{array}{cccc}1& 1& \frac{1}{2}& \frac{1}{6}\\ & 1& 1& \frac{1}{2}\\ & & 1& 1\\ & & & 1\end{array}\right),S=\left(\begin{array}{cccc}1& & & \\ \frac{25}{6}& 1& & \\ 0& & 1& \\ 5& & & 1\end{array}\right).$$ Kontsevich then calculates the product of these matrices (34) $$T_\lambda S=\left(\begin{array}{cccc}4& 1& \frac{1}{2}& \frac{1}{6}\\ \frac{20}{3}& 1& 1& \frac{1}{2}\\ 5& 0& 1& 1\\ 5& 0& 0& 1\end{array}\right),$$ and observes that $`(T_\lambda S)^5=I`$. This is a really remarkable property! It leads to the conclusion that in matching these transformations to the monodromy on the complex structure of the mirror (see Figure 1), the product of $`T_\lambda `$ and $`S`$ must represent the monodromy around the Fermat point $`z=\mathrm{}`$. Since the matrix $`T_\lambda `$ is known to represent the monodromy around the large complex structure limit point $`z=0`$, $`S`$ must represent the monodromy around the point $`z=5^5`$. We have thus found a natural way to describe this latter monodromy transformation. This is a very explicit indication of how mirror symmetry will reflect the structure of the complex structure moduli space far from the small corners in which mirror symmetry predictions are usually made. More generally, Kontsevich suggests beginning with a holomorphic bundle $``$ on $`X`$, and defining an associated sheaf $`_{}`$ on $`X\times X`$ (with support on $`\mathrm{\Delta }`$) as the kernel of the natural map (35) $$^{}𝒪_\mathrm{\Delta }.$$ There is then an endomorphism of the derived category defined by (36) $$(p_2)_{}\left(p_1^{}_{}\right).$$ This will actually be an automorphism provided that $``$ satisfies (37) $$\mathrm{Ext}^k(,)=\{\begin{array}{cc}\hfill & \text{if }k=0,n\text{ }\hfill \\ 0\hfill & \text{otherwise}\hfill \end{array}.$$ In particular, $`=𝒪_X`$ will give an automorphism of $`X`$ is $`X`$ is a “proper” Calabi–Yau manifold, i.e., one whose only convariantly constant holomorphic forms are a $`0`$-form and an $`n`$-form. The description sketched above has been made much more precise in . In particular, Seidel and Thomas discovered a beautiful formula which shows that the derived category admits actions of the braid group, which are mirror to Dehn twists along Lagrangian spheres in the mirror manifold. See for a concise description of how this is related to the mirror conjectures. On the other hand, Horja generalized Kontsevich’s picture in a different way, and found a construction of automorphisms of the derived category in the case of hypersurfaces in toric varieties which is closely connected to the structure of the ambient toric variety. Kontsevich’s computation given above suggests that the case $`=𝒪_X`$ will generate an automorphism of the derived category which is mirror to the monodromy about a loop which surrounds the “principal component” of the discriminant locus. There are other components of the discriminant locus, however, and each one is associated to a specific subset $`E`$ of the toric variety $``$, and to a mapping $`\overline{}`$ which contracts $`E`$ to some subset $`Z\overline{}`$. (In the case of the “principal component”, the subset is $`E=`$ and the contraction is the map from $``$ to a point, with $`Z`$=$`\overline{}`$=$`\{\text{point}\}`$.) Horja shows that an appropriate sheaf on the fiber product $`E\times _ZE`$ can be used to generate an automorphism of the derived category of $`X`$. In examples and special cases, he can check that this coincides with the monodromy of periods on the mirror around the corresponding component of the discriminant. ## 7. Special Lagrangian Fibrations In 1996, a new geometric property of mirror pairs was deduced from physics by Strominger, Yau, and Zaslow , through the study of so-called D-branes. This new property provides a purely geometric way to define mirror pairs , at least in principle. Unfortunately, our ability to calculate with the geometric structures involved is very limited at present, and this new “geometric mirrror symmetry” has not yet been fully connected up with other constructions. Geometric mirror symmetry has been analyzed in detail for the “Borcea–Voisin threefolds” , and some progress has been made in understanding the relationship between geometric mirror symmetry and Batyrev’s mirror symmetry for toric hypersurfaces or the gauged linear sigma model. The Strominger–Yau–Zaslow property is formulated in terms of the “special Lagrangian submanifolds” of a Calabi–Yau manifold $`X`$. Every Calabi–Yau manifold of dimension $`2n`$, when equipped with a Calabi–Yau metric, admits both a covariantly constant Kähler form $`\omega `$ (the existence of which reduces the holonomy from $`SO(2n)`$ to $`U(n)`$) and a covariantly constant complex $`n`$-form $`\mathrm{\Omega }`$ (the existence of which further reduces the holonomy to $`SU(n)`$). A special Lagrangian submanifold $`MX`$ is a Lagrangian submanifold with respect to $`\omega `$ (i.e., $`\omega \|_M0`$) such that $`\mathrm{Im}(e^{i\theta }\mathrm{\Omega })`$ vanishes on $`M`$—or equivalently, that $`\mathrm{Re}(e^{i\theta }\mathrm{\Omega })`$ restricts to a constant multiple of the volume form on $`M`$—for an appropriately chosen $`\theta `$. Sadly, very few explicit examples of (compact) special Lagrangian submanifolds of compact Calabi–Yau manifolds are known. One construction represents the submanifold as the set of real points on an algebraic variety defined over $``$ (but these are rather rare), while another only applies to the case of K3 surfaces (or more generally hyper-Kähler manifolds ). In spite of our current lack of tools for constructing and analyzing special Lagrangian submanifolds, we can still make the following definition. A geometric mirror pair is a pair $`(X,Y)`$ of manifolds equipped with Calabi–Yau metrics for which there are proper maps $`f:XB`$ and $`g:YB`$ to an $`n`$-manifold $`B`$, the general fibers of which are special Lagrangian $`n`$-tori; moreover, the $`n`$-tori $`f^1(b)`$ and $`g^1(b)`$ for generic $`b`$ should be $`T`$-dual in the sense explained in Section 1. (That is, their Kähler classes should be related by the transformation which—on an appropriate sublocus of the space of metrics—is described by $`(r_1,\mathrm{},r_n)(1/r_1,\mathrm{},1/r_n)`$.) This definition makes no mention of $`B`$-fields, but they can also be included in a natural way . In the case of elliptic curves ($`n=1`$), the metric is flat and a special Lagrangian $`S^1`$ is just a closed geodesic. As is well known, if the homology class is fixed then there is a fibration of the elliptic curve over $`S^1`$ by closed geodesics in the specified class, with no singular fibers. In the case of K3 surfaces ($`n=2`$), every special Lagrangian $`T^2`$-fibration can be interpreted as a holomorphic elliptic fibration for an approriate complex structure on the K3 surface, compatible with the given Ricci-flat metric. (In fact, any generic Ricci-flat metric on a K3 surface admits such a fibration .) In this case, thanks to work of Kodaira , a complete classification of possible singular fibers is known: they are characterized by the conjugacy class of the monodromy action on $`H^1(T^2,)`$. The simplest fibers, called semistable, are associated to unipotent monodromy transformations. In an appropriate basis, the monodromy matrix takes the form (38) $$M=\left(\begin{array}{cc}1& k\\ 0& 1\end{array}\right).$$ For the generic elliptic fibration on a K3 surface, there are exactly $`24`$ semistable fibers, each with $`k=1`$. The mirror partner of a given K3 surface (with a fixed Ricci-flat metric) is another K3 surface with a different Ricci-flat metric. The monodromy matrices $`M`$ are replaced by $`{}_{}{}^{t}M_{}^{1}`$; since this is congruent to $`M`$, the monodromy data does not change. In fact, it can be checked (appealing to some work of Mukai ) that this mapping of geometric mirror partners is precisely the same one mentioned in Section 1, whose existence was originally inferred from other considerations in physics. In higher dimension, we are severely hampered at present by our lack of tools for constructing and manipulating special Lagrangian submanifolds. However, assuming the existence of a special Lagrangian $`T^n`$-fibration, and assuming that for generic choices of Calabi–Yau metric the fibration will have very generic monodromy behavior, it is possible to analyze that behavior and obtain a clear picture of the topology of the fibration. This program has been carried out explicitly for the quintic threefold . Generic topological $`T^3`$-fibrations on Calabi–Yau threefolds take the following form.<sup>8</sup><sup>8</sup>8We are describing the analogue of $`T^2`$-fibrations of a K3 surfaces which have exactly 24 singular fibers of the simplest type. The base of the fibration $`B`$ is a $`3`$-sphere, and the discriminant locus (where the $`T^3`$ fibers become singular) forms a graph $`\mathrm{\Gamma }`$ on $`B`$. The edges of $`\mathrm{\Gamma }`$ correspond to degenerations which do not affect some particular $`S^1`$ within $`T^3`$, and look like the product of the $`k=1`$ degeneration of elliptic curves with a cylinder (the cylinder being the product of the given edge and the unaffected $`S^1`$). In particular, each of the monodromy matrices is conjugate to (39) $$M=\left(\begin{array}{ccc}1& 1& 0\\ 0& 1& 0\\ 0& 0& 1\end{array}\right).$$ The vertices of $`\mathrm{\Gamma }`$ are all trivalent, and there are two types of vertex. The “type $`(2,1)`$” or “type II” vertices have the property that the monodromy actions on $`H^1`$ associated to the three edges meeting at the vertex have a common $`2`$-dimensional fixed plane, while the monodromy actions on $`H^2`$ have fixed planes whose intersection is $`1`$-dimensional. For the “type $`(1,2)`$” or “type III” vertices this is reversed: the monodromy actions on $`H^1`$ have fixed planes whose intersection is $`1`$-dimensional, while the monodromy actions on $`H^2`$ have a common $`2`$-dimensional fixed plane. The graphs associated to generic $`T^3`$-fibrations on a quintic threefold contain 250 vertices of type $`(2,1)`$ and 50 vertices of type $`(1,2)`$, joined by a total of 450 edges. A portion of one such graph, showing 25 vertices of the type $`(2,1)`$ vertices and 15 of the type $`(1,2)`$ vertices, is illustrated in Figure 3. (This corresponds to the toric diagram on the right side of Figure 2.) We warn the reader that although the portion we illustrate is a planar graph, the overall graph is not planar. The combinatorics of the graph depend on both a triagulation of the original Gorenstein cone, and of its dual. In particular, if we change the triangulation we get a different graph. Gross has analyzed this change in detail , and shows that the same combinatorics which appears in analyzing a toric flop also governs the change of graph for the $`T^3`$-fibration. Mirror symmetry replaces each monodromy transformation $`M`$ with the transformation $`{}_{}{}^{t}M_{}^{1}`$. This has the geometric effect of exchanging the two types of vertex, replacing a type $`(2,1)`$ vertex with one of type $`(1,2)`$, and vice versa. Mirror symmetry is thus realized in a simple and pleasing geometric fashion. It remains an interesting and important task for the future to relate this picture of mirror symmetry to those which have come before.
warning/0007/hep-ph0007011.html	ar5iv	text	# UWThPh-2000-26 A neutrino mass matrix with seesaw mechanism and two-loop mass splitting (3 July 2000) ## Abstract We propose a model which uses the seesaw mechanism and the lepton number $`\overline{L}=L_eL_\mu L_\tau `$ to achieve the neutrino mass spectrum $`m_1=m_2`$ and $`m_3=0`$, together with a lepton mixing matrix $`U`$ with $`U_{e3}=0`$. In this way, we accommodate atmospheric neutrino oscillations. A small mass splitting $`m_1>m_2`$ is generated by breaking $`\overline{L}`$ spontaneously and using Babu’s two-loop mechanism. This allows us to incorporate “just so” solar-neutrino oscillations with maximal mixing into the model. The resulting mass matrix has three parameters only, since $`\overline{L}`$ breaking leads exclusively to a non-zero $`ee`$ matrix element. The recent results of Super-Kamiokande , providing evidence for atmospheric neutrino oscillations, have lead to increased efforts to investigate mechanisms for the generation of neutrino masses and mixings. In this context one wants to solve two questions: 1. Why are the neutrino masses so much smaller than the charged-lepton masses? 2. How can the specific features of the neutrino mass spectrum and of the lepton mixing matrix , needed to reproduce the atmospheric and solar-neutrino deficits, be generated within a model? Proposals to answer the first question are given by the seesaw mechanism and by radiative neutrino-mass generation. If we confine ourselves to extensions of the Standard Model in the Higgs sector , then purely radiative neutrino masses are obtained within the models of Zee and of Babu , and extended versions thereof . As for the second question, one prominent feature of the mixing matrix $`U`$ is the smallness of $`U_{e3}`$ , for which one would like to find an explanation in a model. As a means to achieve this, the lepton number $`\overline{L}=L_eL_\mu L_\tau `$ has been suggested . In this letter we propose a model which combines the seesaw mechanism, Babu’s radiative two-loop mechanism, and the lepton number $`\overline{L}`$. In this way, we have an explanation for the smallness of the neutrino masses. The seesaw mechanism will enable us to fit the atmospheric neutrino oscillations, whereas Babu’s mechanism will generate the small mass-squared difference necessary for solar-neutrino oscillations. The lepton number $`\overline{L}`$ will insure $`U_{e3}=0`$. However, the breaking of this lepton number is crucial for solar-neutrino oscillations. Our model is given by the Standard Model of electroweak interactions, based on the gauge group SU(2)$`\times `$U(1), with three Higgs doublets $`\varphi _k=(\phi _k^+,\phi _k^0)^T`$, where $`k=1,2,3`$. The vacuum expectation values of $`\sqrt{2}\phi _k^0`$ are denoted $`v_k`$. We also introduce two neutrino singlets $`\nu _{Rj}`$ ($`j=1,2`$) and the scalar singlets $`f^+`$, $`h^{++}`$, and $`\eta `$. The latter scalar is complex but has zero electric charge. We have the following assignments of the lepton number $`\overline{L}`$ to these multiplets: $$\begin{array}{cccccccccccc}& \nu _e,e& \nu _\mu ,\mu & \nu _\tau ,\tau & \nu _{R1}& \nu _{R2}& \varphi _1& \varphi _2& \varphi _3& f^+& h^{++}& \eta \\ & & & & & & & & & & & \\ \overline{L}& 1& 1& 1& 1& 1& 0& 0& 0& 0& 2& 2\end{array}.$$ (1) Furthermore, we need a discrete symmetry $`S`$ defined by $$\begin{array}{cccccc}S:& \mathrm{}_Ri\mathrm{}_R(\mathrm{}=e,\mu ,\tau ),& \varphi _2i\varphi _2,& \varphi _3\varphi _3,& h^{++}h^{++},& \eta \eta ,\end{array}$$ (2) while all other multiplets, in particular the left-handed lepton doublets, transform trivially under $`S`$. With Eqs. (1) and (2) we obtain the Yukawa Lagangian $`_\mathrm{Y}`$ $`=`$ $`{\displaystyle \frac{\sqrt{2}}{v_2}}{\displaystyle \underset{\mathrm{}=e,\mu ,\tau }{}}m_{\mathrm{}}(\overline{\nu }_\mathrm{}L,\overline{\mathrm{}}_L)\left(\begin{array}{c}\phi _2^+\\ \phi _2^0\end{array}\right)\mathrm{}_R`$ (9) $`{\displaystyle \frac{\sqrt{2}}{v_1^{}}}\left[\delta _e^{}(\overline{\nu }_{eL},\overline{e}_L)\nu _{R1}+\delta _\mu ^{}(\overline{\nu }_{\mu L},\overline{\mu }_L)\nu _{R2}+\delta _\tau ^{}(\overline{\nu }_{\tau L},\overline{\tau }_L)\nu _{R2}\right]\left(\begin{array}{c}\phi _{1}^{0}{}_{}{}^{}\\ \phi _1^{}\end{array}\right)`$ $`+f^+\left[f_\mu \left(\nu _{eL}^TC^1\mu _Le_L^TC^1\nu _{\mu L}\right)+f_\tau \left(\nu _{eL}^TC^1\tau _Le_L^TC^1\nu _{\tau L}\right)\right]`$ $`+{\displaystyle \underset{\mathrm{},\mathrm{}^{}=\mu ,\tau }{}}h_{\mathrm{}\mathrm{}^{}}\mathrm{}_R^TC^1\mathrm{}_R^{}h^{++}+\mathrm{H}.\mathrm{c}.,`$ where $`\delta _\alpha `$ ($`\alpha =e,\mu ,\tau `$), $`f_\mu `$, $`f_\tau `$, and the $`h_{\mathrm{}\mathrm{}^{}}`$ are complex coupling constants. The Yukawa Lagrangian in Eq. (9) is the most general one built out of the multiplets in our model and compatible with the gauge symmetry and with the symmetries $`\overline{L}`$ and $`S`$. The first line of Eq. (9) displays the ordinary Yukawa couplings to the Higgs doublet $`\varphi _2`$, which give mass to the charged leptons. Notice that we have taken, without loss of generality, those Yukawa couplings to be flavor-diagonal. The second line of Eq. (9) shows the Yukawa couplings of the right-handed neutrino singlets to $`\varphi _1`$; the third and fourth line display the Yukawa couplings needed to implement radiative neutrino masses using Babu’s mechanism . Notice that the symmetry $`S`$ forbids the couplings $`\nu _{R1}^TC^1\nu _{R1}\eta `$ and $`\nu _{R2}^TC^1\nu _{R2}\eta ^{}`$, which would be allowed by $`\overline{L}`$. Since the right-handed neutrino fields are gauge singlets, we can write down the mass term $$_M=M^{}\nu _{R1}^TC^1\nu _{R2}+\mathrm{H}.\mathrm{c}.,$$ (10) which is compatible with the lepton number $`\overline{L}`$. In the following, $`M`$ will play the role of a large seesaw scale. The neutral complex scalar $`\eta `$ breaks the lepton number $`\overline{L}`$ spontaneously through its vacuum expectation value $`\eta _0`$. In this way, the only term in the Higgs potential which is linear in $`\eta `$, $$V_\eta =\lambda \eta f^{}f^{}h^{++}+\mathrm{H}.\mathrm{c}.,$$ (11) where $`\lambda `$ is a dimensionless coupling constant, transforms upon spontaneous symmetry breaking into $$V_{\mathrm{sb}}=\lambda \eta _0f^{}f^{}h^{++}+\mathrm{H}.\mathrm{c}.$$ (12) $`V_{\mathrm{sb}}`$ provides the trilinear scalar coupling required by Babu’s mechanism . Note that one cannot introduce a priori the $`\overline{L}`$-soft-breaking term $`f^{}f^{}h^{++}`$, since this term has dimension 3 and then we would also have to introduce the mass terms $`\nu _{Rj}^TC^1\nu _{Rj}`$ ($`j=1,2`$), which also break $`\overline{L}`$ softly and have dimension 3; else we would not have a technically natural model . These mass terms would destroy the $`\overline{L}`$ invariance of the light-neutrino mass matrix already at tree level. The symmetry $`S`$ necessitates the introduction of two Higgs doublets in order to have enough freedom to make the charged leptons massive. The Higgs doublet $`\varphi _3`$ does not couple to the leptons due to the symmetry $`S`$, but it is needed in order to have the terms $`(\varphi _1^{}\varphi _3)^2`$ and $`(\varphi _1^{}\varphi _2)(\varphi _3^{}\varphi _2)`$ in the Higgs potential. These terms prevent the appearance of a Goldstone boson which would couple directly to the leptons. On the other hand, the spontaneous breaking of $`\overline{L}`$ results in a Majoron, given, if we assume that $`\eta _0`$ is real, by $`\sqrt{2}\text{Im}\eta `$. However, this Majoron is only very weakly coupled to matter (electrons, up quarks, and down quarks) via loop diagrams . Notice that, due to the specific form of the symmetry $`S`$, there are no couplings of the type $`f^{}\varphi _k^T\tau _2\varphi _k^{}`$, where $`\tau _2`$ is the antisymmetric Pauli matrix and therefore $`kk^{}`$. The absence of these couplings impedes Zee’s mechanism for one-loop neutrino masses , contrary to what happens in other models . Let us now discuss the neutrino mass matrix. We have a $`5\times 5`$ Majorana mass matrix $``$ following the five chiral neutrino fields in our model. The neutrino mass term is given by $$_{\mathrm{D}+\mathrm{M}}=\frac{1}{2}\mathrm{\Omega }_L^TC^1\mathrm{\Omega }_L+\mathrm{H}.\mathrm{c}.,\text{with}\mathrm{\Omega }_L=(\nu _{eL},\nu _{\mu L},\nu _{\tau L},(\nu _{R1})^c,(\nu _{R2})^c)^T.$$ (13) The mass matrix has the decomposition $$=\left(\begin{array}{cc}M_L& M_D^T\\ M_D& M_R\end{array}\right),$$ (14) with, at tree level, $$M_D=\left(\begin{array}{ccc}\delta _e& 0& 0\\ 0& \delta _\mu & \delta _\tau \end{array}\right)\text{and}M_R=\left(\begin{array}{cc}0& M\\ M& 0\end{array}\right),$$ (15) according to the second line of Eq. (9) and to Eq. (10). The matrix $`M_L`$ vanishes at tree level. Thus, at tree level we have two degenerate neutrinos with large masses, two degenerate neutrinos which are light due to the seesaw mechanism, and one massless Weyl neutrino. But, since the lepton number $`\overline{L}`$ is broken by $`V_{\mathrm{sb}}`$ in Eq. (12), $`M_L0`$ is generated at two loops by Babu’s mechanism. However, as $`\overline{L}`$ is operative in the Yukawa couplings of $`f^+`$ and of $`h^{++}`$, one finds that only $`(M_L)_{ee}`$ is non-zero. We obtain $$M_L=\left(\begin{array}{ccc}m_{ee}& 0& 0\\ 0& 0& 0\\ 0& 0& 0\end{array}\right),\text{with}m_{ee}=\frac{2\lambda \eta _0}{(16\pi ^2)^2}\underset{\mathrm{},\mathrm{}^{}=\mu ,\tau }{}f_{\mathrm{}}h_{\mathrm{}\mathrm{}^{}}f_{\mathrm{}^{}}m_{\mathrm{}}m_{\mathrm{}^{}}I_{\mathrm{}\mathrm{}^{}}.$$ (16) Here, $`I_{\mathrm{}\mathrm{}^{}}`$ is a convergent two-loop integral. Assuming that the masses of $`f^+`$ and of $`h^{++}`$ are of the same order of magnitude and are much larger than the masses of the charged leptons, one finds $`I_{\mathrm{}\mathrm{}^{}}1/m_h^2`$, since all (di-)logarithms are of order 1. We may now apply the seesaw formula in order to obtain the neutrino Majorana mass term for the light neutrinos as $$_\mathrm{m}=\frac{1}{2}\omega _L^TC^1M_\nu \omega _L+\mathrm{H}.\mathrm{c}.,\text{with}\omega _L=(\nu _{eL},\nu _{\mu L},\nu _{\tau L})^T,$$ (17) where $$M_\nu =M_LM_D^TM_R^1M_D.$$ (18) Inserting the expressions for $`M_L`$, $`M_D`$, and $`M_R`$ into Eq. (18), we arrive at $$M_\nu =\left(\begin{array}{ccc}m_{ee}& \delta _e\delta _\mu /M& \delta _e\delta _\tau /M\\ \delta _e\delta _\mu /M& 0& 0\\ \delta _e\delta _\tau /M& 0& 0\end{array}\right).$$ (19) Obviously, the second term on the right-hand side of Eq. (18), i.e., Eq. (19) with $`m_{ee}=0`$, is invariant under the lepton number $`\overline{L}`$. By phase transformations, all elements of the mass matrix in Eq. (19) can be made real and non-negative. Consequently, there is no CP violation associated with this neutrino mass matrix. The matrix is exceedingly simple, since it is parametrized by only three positive quantities $`a`$, $`r`$, and $`b`$:<sup>1</sup><sup>1</sup>1As a matter of fact, the mass matrix in Eq. (20) is the one implicitly suggested by Joshipura and Rindani at the end of their paper. However, these authors relied on Zee’s mechanism instead of relying on the seesaw mechanism, and consequently they ran into difficulties with the orders of magnitude of the various terms needed in order to fit both the atmospheric and the solar-neutrino oscillations. They have, therefore, discarded it. $$M_\nu ^{}=\left(\begin{array}{ccc}a& rb& b\\ rb& 0& 0\\ b& 0& 0\end{array}\right).$$ (20) The eigenvalues of $`M_\nu ^{}`$, expressed as neutrino masses, are $`m_1`$, $`m_2`$, and $`m_3=0`$, with $$m_1=\sqrt{m_0^2+\frac{a^2}{4}}+\frac{a}{2}\text{and}m_2=\sqrt{m_0^2+\frac{a^2}{4}}\frac{a}{2},$$ (21) where we have defined $$m_0b\sqrt{X},\text{with}X1+r^2.$$ (22) Furthermore, from $`M_\nu ^{}`$ we derive the lepton mixing matrix $$U=\left(\begin{array}{ccc}c& is& 0\\ \frac{r}{\sqrt{X}}s& i\frac{r}{\sqrt{X}}c& \frac{1}{\sqrt{X}}\\ \frac{1}{\sqrt{X}}s& i\frac{1}{\sqrt{X}}c& \frac{r}{\sqrt{X}}\end{array}\right)\text{with}c\mathrm{cos}\theta _{},s\mathrm{sin}\theta _{},$$ (23) where $`\theta _{}`$ is the solar-neutrino mixing angle. Notice that $`U_{e3}=0`$. This is an important and exact prediction of our model. Since the matrix element $`a`$ in $`M_\nu ^{}`$ is meant to generate a small mass splitting between $`m_1`$ and $`m_2`$, necessary in order to accommodate solar-neutrino oscillations, this element must be tiny. Therefore, using the neutrino masses in Eq. (21) together with $`m_3=0`$, we find $$\mathrm{\Delta }m_{\mathrm{atm}}^2m_0^2\text{and}\mathrm{\Delta }m_{}^22m_0a$$ (24) for the atmospheric and solar mass-squared differences, respectively. This in turn gives $$a\frac{\mathrm{\Delta }m_{}^2}{2\sqrt{\mathrm{\Delta }m_{\mathrm{atm}}^2}}\text{and}\mathrm{sin}^22\theta _{}1\frac{1}{16}\left(\frac{\mathrm{\Delta }m_{}^2}{\mathrm{\Delta }m_{\mathrm{atm}}^2}\right)^2.$$ (25) As a consequence, the solar-neutrino mixing angle is for all practical purposes $`45^{}`$, and a fit to the solar-neutrino data requires the “just so” or vacuum-oscillation (VO) solution to the solar-neutrino deficit (for recent analyses see Refs. ). The so-called LOW solution might also be allowed . In the following we shall however concentrate on the VO solution. Due to $`U_{e3}=0`$, solar-neutrino oscillations are decoupled from the atmospheric oscillation parameters . The mixing angle for atmospheric neutrino oscillations is obtained from the mixing matrix in Eq. (23) as $$\mathrm{sin}^22\theta _{\mathrm{atm}}=\frac{4r^2}{(1+r^2)^2}.$$ (26) According to the Super-Kamiokande results , $`\mathrm{sin}^22\theta _{\mathrm{atm}}\stackrel{>}{}\mathrm{\hspace{0.25em}0.88}`$ at 90% CL, and one therefore has the range $$0.7\stackrel{<}{}r\stackrel{<}{}\mathrm{\hspace{0.25em}1.4}$$ (27) for the parameter $`r`$. We then have a scenario very close to bimaximal mixing . Thus, with Eqs. (25), (27), and $$b\sqrt{\frac{\mathrm{\Delta }m_{\mathrm{atm}}^2}{1+r^2}},$$ (28) all three parameters of $`M_\nu ^{}`$ are in principle determined by the atmospheric and solar-neutrino oscillation data. Summarizing, with $`\mathrm{\Delta }m_{}^210^{10}`$ eV<sup>2</sup>, $`\mathrm{\Delta }m_{\mathrm{atm}}^23.2\times 10^3`$ eV<sup>2</sup> , and the atmospheric neutrino mixing angle close to $`45^{}`$, we arrive at the order-of-magnitude estimates $$a10^9\text{eV},b0.04\text{eV},r1.$$ (29) We now want to study how to implement these estimates in our model. To this end it is useful to consider the different mass scales present in the model. Apart from the electroweak scale, and with the following simplifying assumptions, we have three scales: * The scale, denoted $`m_D`$, of $`\delta _e`$, $`\delta _\mu `$, and $`\delta _\tau `$ — assuming that these parameters are all of the same order of magnitude.<sup>2</sup><sup>2</sup>2$`\delta _\mu `$ and $`\delta _\tau `$ certainly are of similar magnitude, as follows from Eqs. (19), (20), and (27). * The mass scale of the new scalars, where we make the reasonable assumption $`m_hm_f\eta _0`$. * The mass $`M`$ of the right-handed neutrino singlets. Obviously, the two mass-squared differences $`\mathrm{\Delta }m_{\mathrm{atm}}^2`$ and $`\mathrm{\Delta }m_{}^2`$ cannot determine all three mass scales. However, the two-loop expression in Eq. (16) results in $$a\frac{1}{(16\pi ^2)^2}\left\|\lambda f_\tau ^2h_{\tau \tau }\right\|\frac{m_\tau ^2}{m_h},$$ (30) where we have assumed that all the couplings $`h_{\mathrm{}\mathrm{}^{}}`$ are of similar magnitude (and also $`\|f_\mu \|\|f_\tau \|`$) and that, therefore, the two-$`\tau `$ contribution to Babu’s two-loop diagram is dominant. Equation (30) allows us to estimate the mass scale of the Higgs scalars: $$m_h\left\|\lambda f_\tau ^2h_{\tau \tau }\right\|\times 10^{14}\text{GeV}.$$ (31) With the dimensionless coupling constants $`\lambda `$, $`f_\tau `$, and $`h_{\tau \tau }`$ being at most of order 1, we may consider $`10^{14}`$ GeV as an upper bound for $`m_h`$. Clearly, with the scalar singlets having such large masses, there are no restrictions on their Yukawa interactions stemming from decays and scattering data. From the atmospheric mass-squared difference we get $$\left\|\frac{m_D^2}{M}\right\|\sqrt{\mathrm{\Delta }m_{\mathrm{atm}}^2}0.06\text{eV}.$$ (32) We can tentatively fix $`m_D`$ by making the assumption that it is of the order of $`m_\tau `$, the largest of the charged-lepton masses. This leads to $`M10^{11}`$ GeV. Interestingly, this order of magnitude is compatible with $`m_h`$ — see Eq. (31) — if we assume that the dimensionless coupling constants are $`10^1`$. An attractive option would be to identify the two mass scales, i.e., to assume $`Mm_h`$. To summarize, in this paper we have advocated the three-parameter neutrino mass matrix in Eq. (20). That mass matrix yields maximal solar-neutrino mixing and, therefore, it requires the vacuum-oscillation solution to the solar-neutrino deficit (the LOW solution might also be an option). On the other hand, in order to obtain nearly maximal atmospheric neutrino mixing one has to tune the parameter $`r`$ to be close to 1. With this mass matrix one gets the neutrino mass spectrum $`m_1m_2`$ and $`m_3=0`$, while $`U_{e3}=0`$ in the lepton mixing matrix of Eq. (23). Notice that $`m_3=0`$, the inverted mass hierarchy, and $`U_{e3}=0`$ are exact, testable predictions. We have furthermore shown that the mass matrix in Eq. (20) can be obtained in an extension of the Standard Model with a spontaneously broken lepton-number symmetry $`\overline{L}`$ — the ensuing Majoron couples very weakly to matter — together with a seesaw mechanism, responsible for the smallness of the mass $`b`$, and a radiative mass-generation mechanism, responsible for the tiny mass $`a`$. We have shown that it is sufficient to have a single heavy mass scale in our model, comprising both the seesaw scale and the scale associated with the masses of the new gauge-singlet scalar particles; a value of order $`10^{11}`$ GeV would be a suitable choice for this heavy mass scale. The smallness of the mass $`a`$ in the mass matrix of Eq. (20) practically forbids neutrinoless $`\beta \beta `$ decay.
warning/0007/hep-th0007209.html	ar5iv	text	# 1 Introduction ## 1 Introduction The most intriguing feature of the Randall-Sundrum II scenario is the observation that a five-dimensional theory with a non-compact fifth direction can nevertheless describe four- dimensional gravity on a domain wall. In the original formulation , the configuration is a flat infinitely thin $`Z_2`$ symmetric domain wall with with an asymptotically AdS space-time.<sup>1</sup><sup>1</sup>1Smooth flat domain-wall configurations of this type were first found in $`D=4`$ as BPS configurations interpolating between supersymmetric isolated extrema in $`N=1`$ supergravity theory. Subsequent generalisations led to the study of the global and local space-time structures of non-supersymmetric thin-wall configurations (bent domain-walls) as well as dilatonic domain walls and were reviewed in . Such a domain wall can be viewed as a solution of five-dimensional (AdS<sub>5</sub>) supergravity in the bulk on either side of the 3-brane (tending to the AdS<sub>5</sub> horizon far from the brane), but it requires a delta-function source on the 3-brane. The origin of this singular source lies outside five-dimensional supergravity, and within a field-theoretic discussion, it is put by hand. Smooth supergravity solutions that exhibit the same feature of localising gravity on the brane remain elusive, and indeed no-go theorems have been established that demonstrate their absence, subject to certain sets of assumptions . (For related work see also .) In another development, it was suggested that there could be a complementarity between the localisation of gravity in the Randall-Sundrum scenario and the AdS/CFT correspondence . In the Randall-Sundrum scenario the introduction of the singular domain-wall (3-brane) source in the AdS space-time, before the boundary of AdS is reached, can be viewed within the AdS/CFT correspondence as the introduction of an ultra-violet cut-off in the boundary conformal filed theory, thus introducing gravity on the domain wall . An important test of this complementarity is to see whether the leading-order corrections to Newtonian gravity on the 3-brane in the Randall-Sundrum picture are in agreement with the predictions from the corrections to the graviton propagator induced by one-loop SCFT effects on the boundary . The matching between the two approaches was recently demonstrated in . It has been proposed that the conjectured AdS/CFT correspondence can be extended to a more general class of theories, where a bulk supergravity admitting a domain-wall solution (describing a dilatonic vacuum) is dual to a quantum field theory on the boundary of the solution at infinity ; this is referred to as the Domain-wall/QFT correspondence. It is therefore natural to conjecture that under suitable circumstances there could be a complementarity between this Domain-wall/QFT correspondence and a localisation of gravity on the domain wall itself. In this paper we search for evidence that might support this conjecture and show that within this complementarity framework the localisation of gravity takes place precisely when a natural decoupling limit within the Domain-wall/QFT correspondence can be established. To do this, we begin by studying a large class of BPS domain-wall solutions in supergravity theories, namely those that involve a single scalar field that has a pure single-exponential potential. These bulk Lagrangians are supplemented by a singular domain wall source. In section 2 we begin with a review of these solutions, including their space-time structure and the matching across the domain-wall source. By studying the equations governing linearised fluctuations of the graviton, we then study the conditions for the localisation of gravity on the wall. We also obtain the leading-order corrections to Newtonian gravity in those cases where the localisation occurs. In section 3 we study the origins of pure single-exponential scalar potentials in supergravities, coming from reductions of M-theory or string theory. They can arise, for example, from generalised Scherk-Schwarz reductions on Ricci-flat internal spaces, or from reductions on internal Einstein spaces (such as spheres). We find that the Ricci-flat reductions never give rise to gravity-trapping domain walls, but that under appropriate circumstances the scalar potentials coming from spherical reductions can give domain walls that do trap gravity. We classify the higher dimensional origins of these solutions, and the circumstances under which the gravity trapping solutions can appear in the lower-dimensional theory. We find that the examples where gravity-trapping occurs can all be lifted back to become the near-horizon regions of M-branes or D$`p`$-branes with $`p5`$. These are precisely the branes for which a natural gravity-decoupling limit exists, which is a sine qua non for the possibility of establishing a Domain-wall/QFT correspondence. For the D$`p`$-branes with $`p6`$, on the other hand, it is known that there is no natural decoupling limit , and correspondingly, we find that in these cases there is no associated domain wall that can trap gravity. Thus we obtain strong evidence that the localisation of gravity on the domain wall, and the existence of a Domain-wall/QFT correspondence, go hand in hand. We explore the complementarity further in section 4, by considering the one-loop corrections to the graviton propagator from the Yang-Mills fields on the boundary. Concluding remarks are contained in section 5. In an appendix, we obtain the exact analytic expression for the Green function for the operator describing linearised gravity fluctuations, for one specific example of a gravity-trapping domain wall. ## 2 Supergravity domain walls and localisation of gravity ### 2.1 Supergravity domain-wall solutions Our starting point is a $`d`$-dimensional action of the form $$S=_{\mathrm{\Sigma }_d}\sqrt{g}d^dx(R\frac{1}{2}(\varphi )^22\mathrm{\Lambda }e^{b\varphi })+_{\mathrm{\Sigma }_{d1}}d^{d1}x_{\mathrm{source}},$$ (1) where the bulk contribution is viewed as arising from a supergravity theory whose higher dimensional origin, as an effective theory of sphere reduced M-theory or string theory, we shall discuss in the subsequent section. To this bulk action we added by hand a delta-function source for the domain wall; this delta function will provide a cut-off for the boundary of the bulk solution. For the case of the AdS bulk solution, this source provides a cut-off from the AdS boundary (in horospherical coordinates) and thus within the AdS/CFT correspondence provides the ultra-violet cut-off for the dual CFT description of the brane-world scenario . Single-exponential scalar potentials in fact occur rather frequently in such circumstances, as we shall discuss in detail in the next section.<sup>2</sup><sup>2</sup>2One could refer to such bulk Lagrangians as “vacuum” Lagrangians where one has not excited any other massless scalar fields; see, for example, . Situations involving additional fields can also be considered. It is useful to parameterise the constant $`b`$ that determines the strength of the coupling in terms of a constant $`\mathrm{\Delta }`$ as follows: $$b^2=\mathrm{\Delta }+\frac{2(d1)}{d2}.$$ (2) The advantage of this parameterisation is that the value of $`\mathrm{\Delta }`$ is preserved under toroidal dimensional reduction . Note that a pure cosmological term, corresponding to $`b=0`$, has $$\mathrm{\Delta }=\mathrm{\Delta }_{\mathrm{AdS}}2\frac{2}{d2}<2.$$ (3) The reality of $`b`$ requires that $`\mathrm{\Delta }`$ satisfy $$\mathrm{\Delta }\mathrm{\Delta }_{\mathrm{AdS}}.$$ (4) We shall review domain-wall solutions <sup>3</sup><sup>3</sup>3These solutions were first considered as BPS solutions in $`d=4`$. Generalisations to $`D`$ dimensions in the context of localisation of gravity were studied in . in the conformally-flat frame $$ds^2=e^{2A}(\eta _{\mu \nu }dx^\mu dx^\nu +dz^2),$$ (5) where $`A`$ and the bulk scalar field $`\varphi `$ is a function only of $`z`$. In principle these solutions can be obtained as solutions to the first order (BPS) differential equations (c.f. for the $`d=4`$ case), with the Israel matching conditions across the singular domain wall source relating the tension ($`𝒯=_{\mathrm{\Sigma }_{d1}}d^{d1}x_{\mathrm{source}}`$) of the wall to the bulk cosmological constant parameters. For the sake of simplicity we choose to have the same bulk Lagrangian (1) on either side ($`z>0`$ and $`z<0`$) of the wall and thus the solution is $`Z_2`$ symmetric.<sup>4</sup><sup>4</sup>4 The choice of a different bulk Lagrangian on either side ($`z>0`$ or $`z<0`$) of the wall, for example with a different choice of $`\mathrm{\Lambda }`$ and/or $`b`$ on either side of the wall, would in turn allow one to construct $`Z_2`$ asymmetric walls. In addition we shall focus on the positive tension walls ($`𝒯>0`$) and only briefly discuss the negative tension branes. (The latter turn out not to be of interest for localisation of gravity.) For $`\mathrm{\Delta }2`$ the equations of motion following from (1) admit domain-wall solutions, given by $`ds^2`$ $`=`$ $`H^{\frac{4}{(d2)(\mathrm{\Delta }+2)}}(\eta _{\mu \nu }dx^\mu dx^\nu +dz^2),`$ $`e^\varphi `$ $`=`$ $`H^{\frac{2b}{\mathrm{\Delta }+2}},H=1+k\|z\|,`$ (6) where $$k^2=\frac{(\mathrm{\Delta }+2)^2\mathrm{\Lambda }}{\mathrm{\Delta }}.$$ (7) In order to have a real solution, it is necessary that $`\mathrm{\Lambda }`$ and $`\mathrm{\Delta }`$ have the same sign. As we shall discuss in the next section, this is indeed always the case in supergravity theories. The constant $`k`$ can then be chosen to be either the positive or the negative root of (7). In the former case the $`z`$ coordinate runs from $`\mathrm{}`$ to $`+\mathrm{}`$ while in the latter the range of the transverse coordinate is finite. The choice of the sign of $`k`$ has to be correlated with the matching condition across the singular domain wall source. If $`\mathrm{\Delta }=2`$, the solution is instead given by $`ds^2`$ $`=`$ $`e^{\frac{2k}{d2}\|z\|}(\eta _{\mu \nu }dx^\mu dx^\nu +dz^2),`$ $`\varphi `$ $`=`$ $`{\displaystyle \frac{\sqrt{2}k}{\sqrt{d2}}}\|z\|,`$ (8) where $`k`$ is now given by $$k^2=2\mathrm{\Lambda }(d2),$$ (9) which is real for negative $`\mathrm{\Lambda }`$. The matching conditions across the singular domain wall source imply that that the energy density (tension) of the wall is related to the values of the cosmological constant parameters on either side of the wall. (For a detailed discussion pertinent to our situation, see, e.g., Refs. .) For the domain wall source associated with a typical solitonic kink the matching conditions is of the form $$\sigma =𝒯=2(A_{z=0^{}}^{}A_{z=0^+}^{}),$$ (10) where the prime denotes a derivative with respect to $`z`$. This leads to $`\mathrm{\Delta }2:`$ $`𝒯=8\mathrm{sign}[k(\mathrm{\Delta }+2)]\sqrt{{\displaystyle \frac{\mathrm{\Lambda }}{\mathrm{\Delta }}}},`$ $`\mathrm{\Delta }=2:`$ $`𝒯={\displaystyle \frac{8k}{d2}}.`$ (11) Thus positive-tension domain-wall solutions exist for $`\mathrm{\Delta }2`$ with $`k>0`$ and for $`\mathrm{\Delta }>2`$ with $`k<0`$. Conversely, negative-tension domain walls arise for $`\mathrm{\Delta }2`$ with $`k<0`$ and for $`\mathrm{\Delta }>2`$ with $`k>0`$. From now on, whenever we discuss domain walls with $`\mathrm{\Delta }2`$, the lower bound (4) is to be understood. The Riemann curvature of the metric (5) is of the form $`A^{\prime \prime }e^{2A}`$ or $`(A^{})^2e^{2A}`$. For the domain-wall solutions given in (6), these functions are of the form $`H^{2\frac{4}{(d2)(\mathrm{\Delta }+2)}}`$. It follows that for the positive positive tension solutions with $`\{\mathrm{\Delta }_{\mathrm{AdS}}<\mathrm{\Delta }2,k>0\}`$ and $`\{\mathrm{\Delta }>2,k<0\}`$, there are curvature singularities at $`z=\pm \mathrm{}`$ and $`z=\pm \frac{1}{\|k\|}`$, respectively<sup>5</sup><sup>5</sup>5For special values of $`\mathrm{\Delta }`$, such as $`\mathrm{\Delta }=+1`$ in $`d=4`$, the Ricci scalar $`R`$ may be finite but then $`R_{\mu \nu }R^{\mu \nu }`$ is infinite .. Thus the positive-tension solutions have a null singularity, coinciding with the horizon, for $`\mathrm{\Delta }2`$, and have naked singularities for $`\mathrm{\Delta }>2`$. (Of course the AdS example with $`b=0`$ is non-singular at $`z=\pm \mathrm{}`$, corresponding to the AdS Cauchy horizon.) The negative-tension solutions with $`\{\mathrm{\Delta }_{\mathrm{AdS}}<\mathrm{\Delta }2,k<0\}`$ have naked singularities at $`z=\pm \frac{1}{\|k\|}`$, while those with $`\{\mathrm{\Delta }>2,k>0\}`$ are geodesically complete with $`z=\pm \mathrm{}`$ corresponding to the boundary of space-time. ### 2.2 Localisation of gravity on domain walls Our focus is to identify within the framework a class of $`Z_2`$ symmetric domain-wall solutions without naked singularities that can localise gravity. A necessary condition for localised gravity on the brane at $`z=0`$ is that the conformal scale factor $`e^{2A}`$ in (5) should vanish at large $`\|z\|`$ and that the delta-function source have a positive tension, thus providing a trapping volcano-like effective potential at $`z=0`$. For the solutions described above, this happens only for the $`\mathrm{\Delta }2`$ and $`k>0`$ cases, i.e. $`Z_2`$-symmetric domain walls with positive tension, whose space-time geometry has at most null singularities at $`z=\pm \mathrm{}`$. To see the localisation of gravity in detail, one can examine the equation for small gravitational fluctuations on the brane. The fluctuations of the $`d`$-dimensional graviton, in the conformal frame, satisfy the equation of a minimally-coupled scalar field in the gravitational background, namely $`_M(\sqrt{g}g^{MN}_N\mathrm{\Phi })=0`$. (See, e.g., .) Following , we consider the Ansatz $$\mathrm{\Phi }=\varphi (z)e^{\mathrm{i}px}=e^{\frac{1}{2}(d2)A}\psi (z)e^{\mathrm{i}px},$$ (12) where the $`A`$-dependent rescaling function is chosen so that $`\psi `$ satisfies a Schrödinger-type equation, $$\frac{1}{2}\psi ^{\prime \prime }+U\psi =\frac{1}{2}p^2\psi ,$$ (13) where the Schrödinger potential is given by $`\mathrm{\Delta }2:`$ $`U={\displaystyle \frac{(\mathrm{\Delta }+1)k^2}{2(\mathrm{\Delta }+2)^2H(z)^2}}+{\displaystyle \frac{k}{\mathrm{\Delta }+2}}\delta (z),`$ $`\mathrm{\Delta }=2:`$ $`U=\frac{1}{8}k^2\frac{1}{2}k\delta (z).`$ (14) The potential for $`\mathrm{\Delta }2`$ was obtained in . It is evident from these expressions for $`U`$ that there will be a zero-mass bound state if $`\mathrm{\Delta }2`$, since then the delta function has a negative coefficient, and the “bulk” term is non-negative for all $`z`$. (Had we chosen the constant $`k`$ to be negative, the solutions would have had naked singularities, and hence will not be considered.) In fact the potential is volcanic for $`\mathrm{\Delta }<2`$, whilst for $`\mathrm{\Delta }=2`$ it is a raised constant potential, again with a negative delta function. The massless wave-function is given by $`\mathrm{\Delta }<2:`$ $`\psi =e^{\frac{1}{2}(d2)A}=H^{\frac{1}{\mathrm{\Delta }+2}},`$ $`\mathrm{\Delta }=2:`$ $`\psi =e^{\frac{1}{2}(d2)A}=e^{\frac{1}{2}k\|z\|}.`$ (15) The trapping of gravity requires that the wave-function be normalisable, i.e. $`\|\psi \|^2𝑑z<\mathrm{}`$, in order to obtain a finite leading-order contribution to the gravitational field on the brane. This condition is satisfied, for the domain walls without naked singularities that we are considering in this paper, if $`4<\mathrm{\Delta }2`$. In view of the bound (4) resulting from the requirement that the constant $`b`$ be real, we therefore have the criterion, for $`d4`$, that $$2\frac{2}{d2}\mathrm{\Delta }_{\mathrm{AdS}}\mathrm{\Delta }2.$$ (16) The pure AdS case $`b=0`$ leads to a trapping of gravity , and indeed we see from (3) that the value of $`\mathrm{\Delta }`$ in this case lies strictly within the bound (16), for $`d4`$. When $`d=3`$, we have $`\mathrm{\Delta }_{\mathrm{AdS}_3}=4`$, and the norm of the wave-function is logarithmically divergent. This may be attributed to the degeneracy of two-dimensional pure gravity. In $`d4`$ the bound (4) on $`\mathrm{\Delta }`$ that is needed for reality of the exponential potential ensures that the $`\mathrm{\Delta }=4`$ limit in (16) is never attained. It is worth noting that for $`\mathrm{\Delta }<2`$, including the AdS case, there is no mass gap in the spectrum (although, of course, the wavefunctions with small mass are delocalised away from the brane). On the other hand, when $`\mathrm{\Delta }=2`$ there is a distinct mass gap, with the continuum wavefunctions having $`m^2=p^2\frac{1}{4}k^2`$. Generally, for $`\mathrm{\Delta }`$ approaching $`2`$ from below, the effect of the localisation of gravity becomes more pronounced. For $`\mathrm{\Delta }`$ lying outside the range (16), there will be no trapping of gravity on the brane (for the examples with no naked singularities that we are considering here). In such cases one would have to resort to the more traditional Kaluza-Klein approach of compactifying the $`z`$ coordinate. This can be done by introducing a second parallel brane . In the next section we shall investigate the various exponential potentials of the form (1) that can arise in supergravities, and in particular, their associated values of $`\mathrm{\Delta }`$. ### 2.3 Corrections to Newtonian gravity It is of interest to see how the leading-order Newtonian gravitational potential in the brane is modified for the various five-dimensional domain walls that we have found. In section 2, the massless bound-states (15) were found. Here, we shall obtain the wavefunctions describing massive gravity fluctuations also, and use these results in order to estimate the corrections to the leading-order Newtonian result. The Schrödinger equation (13) can be solved exactly for the exponential scalar potentials that we are considering here. After imposing the boundary conditions at $`z=0`$, we find that the $`Z_2`$-symmetric massive wavefunctions are given by $`\mathrm{\Delta }<2:`$ $`\psi _m=c_mH^{1/2}\left[Y_{\nu 1}\left({\displaystyle \frac{m}{k}}\right)J_\nu \left({\displaystyle \frac{m}{k}}H\right)J_{\nu 1}\left({\displaystyle \frac{m}{k}}\right)Y_\nu \left({\displaystyle \frac{m}{k}}H\right)\right],`$ $`c_m=\sqrt{{\displaystyle \frac{m}{\pi }}}\left[Y_{\nu 1}\left({\displaystyle \frac{m}{k}}\right)^2+J_{\nu 1}\left({\displaystyle \frac{m}{k}}\right)^2\right]^{1/2},`$ $`\nu ={\displaystyle \frac{\mathrm{\Delta }}{2(\mathrm{\Delta }+2)}},`$ $`\mathrm{\Delta }=2:`$ $`\psi _m=c_m\left(k\mathrm{sin}q\|z\|2q\mathrm{cos}q\|z\|\right),`$ $`c_m={\displaystyle \frac{1}{2m\sqrt{\pi q}}},`$ $`q=\sqrt{m^2\frac{1}{4}k^2}.`$ Note that in the latter case, $`\mathrm{\Delta }=2`$, there is a mass gap and so we must have $`m^2\frac{1}{4}k^2`$ for the massive wavefunctions. The corrections to the Newtonian gravitational potential between masses $`M_1`$ and $`M_2`$ can be estimated as follows : $$U(r)\frac{G_4M_1M_2}{r}+\frac{G_5M_1M_2}{r}_{m_0^2}^{\mathrm{}}d(m^2)\psi _m(0)^2e^{mr},$$ (19) where $`m_0`$ is the lowest mass for the non-bound states. (This will be taken to be zero, except in the case where there is a mass gap.) The four-dimensional and five-dimensional Newton constants are related by $`G_4=kG_5`$. For $`\mathrm{\Delta }<2`$ we therefore find $$U(r)\frac{G_4M_1M_2}{r}\left(1+\frac{c}{(kr)^{2\nu 2}}+\mathrm{}\right),$$ (20) where $`c`$ is some constant of order 1. The two cases that are relevant to our discussion in this paper are $`\mathrm{\Delta }=\frac{8}{3}`$, giving $`\nu =2`$, and $`\mathrm{\Delta }=\frac{12}{5}`$, giving $`\nu =3`$. The former is the standard AdS Randall-Sundrum II scenario, with the well-known $`1/r^3`$ correction to the Newtonian potential; the latter gives instead a $`1/r^5`$ correction at leading order. For $`\mathrm{\Delta }=2`$, we find $$U(r)\frac{G_4M_1M_2}{r}\left(1+\frac{2e^{{\scriptscriptstyle \frac{1}{2}}kr}}{\pi k}_0^{\mathrm{}}𝑑y\frac{(y(y+k))^{1/2}}{y+\frac{1}{2}k}e^{yr}\right),$$ (21) from which we see that the leading-order corrections are of the form <sup>6</sup><sup>6</sup>6We thank Konstadinos Sfetsos for pointing out an error in the normalisation factor in (2.3) in an earlier version of this paper, which has resolved a previous discrepancy with the Green function result obtained in the Appendix. $$U(r)\frac{G_4M_1M_2}{r}\left[1+\frac{2e^{{\scriptscriptstyle \frac{1}{2}}kr}}{\sqrt{\pi }}\left(\frac{1}{(kr)^{3/2}}\frac{9}{4(kr)^{5/2}}+\frac{345}{32(kr)^{7/2}}+\mathrm{}\right)\right].$$ (22) This is a Yukawa-like modification to Newtonian gravity. The essential $`e^{kr/2}`$ factor reflects that we are dealing with a situation where there is a mass gap $`\frac{1}{2}k`$ separating the zero-energy bound state and the massive continuum. The formula (19) is consistent with the exact Green function we obtain in Appendix. The determination of the precise constant coefficients involves subtleties concerning the imposition of gauge conditions on the metric perturbations . (The corrections to Newtonian gravity in a different domain wall whose spectrum has a mass gap, associated with a D3-brane distributed over a disc, was discussed in .) ## 3 Higher-dimensional origin of the scalar potentials ### 3.1 Exponential scalar potentials from Scherk-Schwarz reductions The largest dimension in which a supergravity has a scalar potential is $`D=10`$, in the massive type IIA theory. This has $`\mathrm{\Delta }=4`$. One way to obtain a scalar potential in a lower dimension is by performing a Scherk-Schwarz reduction of a supergravity without any scalar potential, in which an $`n`$-form field strength is taken to be proportional to some harmonic $`n`$-form on a Ricci-flat internal manifold. The first example of this kind was the reduction of type IIB supergravity on $`S^1`$, where the “1-form field strength” $`d\chi `$ was taken to be $`mdy`$, where $`y`$ is the tenth coordinate. In fact it was shown that this reduction of type IIB is T-dual to the massive type IIA theory. Scherk-Schwarz reductions on tori were extensively studied in , and a complete classification of their exponential scalar potentials was given in . The basic value of $`\mathrm{\Delta }`$ that arises for any individual exponential term is always $`\mathrm{\Delta }=4`$. If $`N`$ exponentials are combined, eliminating some scalar fields using the equations of motion, one is left with an exponential with $`\mathrm{\Delta }=4/N`$, where $`2N8`$ (the possible values of $`N`$ depend on the dimension $`D`$ ).<sup>7</sup><sup>7</sup>7In fact all known exponential scalar couplings in ungauged supergravities have $`\mathrm{\Delta }=4/N`$. Interestingly, this provides strong supporting evidence for the belief that $`D=11`$ supergravity cannot have a cosmological term, since from (3) this would have $`\mathrm{\Delta }=20/9`$. Since this value would be preserved under toroidal dimensional reduction , it would also imply the existence of lower-dimensional supergravities with this peculiar value of $`\mathrm{\Delta }`$. In some cases the compactifying tori can be replaced by certain other Ricci-flat manifolds, such as K3 or a Calabi-Yau or Joyce manifold. This was discussed extensively in . One of the examples is the Scherk-Schwarz reduction of M-theory on a 6-dimensional Calabi-Yau manifold $`Y`$, with the 4-form field strength residing in the 4’th cohomology class of $`Y`$. The resulting scalar potential, with $`\mathrm{\Delta }=4/3`$, was used to construct a domain-wall solution in $`d=5`$ that attempts to provide a field-theoretic realisation of the Hořava-Witten construction. In a limit where the Calabi-Yau manifold becomes an orbifolded 6-torus, the domain wall solution can be viewed as an intersection of three 5-branes . In all the examples of Scherk-Schwarz reduction on Ricci-flat internal manifolds, the value of $`\mathrm{\Delta }`$ is positive and in addition $`\mathrm{\Lambda }>0`$, (unless the higher-dimensional theory already has a scalar potential with negative $`\mathrm{\Delta }`$.) As we discussed in the previous section, a single domain wall supported by such an exponential potential cannot trap gravity. It is then necessary to resort to the traditional Kaluza-Klein mechanism where the extra dimension is compact. One way to compactify the extra dimension is to take the coordinate $`z`$ to lie on the interval $`S^1/Z_2`$ , with a domain wall at each endpoint. ### 3.2 Exponential scalar potentials from sphere reductions Here we show that values of $`\mathrm{\Delta }`$ that are less than $`2`$ can commonly arise from sphere reductions of M-theory or string theory. Well-known examples are the supergravities with pure cosmological constants ($`b=0`$) that arise from the $`S^4`$ and $`S^7`$ reductions of M-theory, and the $`S^5`$ reduction of type IIB supergravity. In this section we shall consider a general Lagrangian in $`D`$ dimensions given by $$\widehat{}=\widehat{e}\widehat{R}\frac{1}{2}\widehat{e}(\varphi _1)^2\frac{1}{2n!}\widehat{e}e^{a\varphi _1}\widehat{F}_{\left(n\right)}^2,$$ (23) where in supergravity theories the constant $`a`$ is parameterised by $$a^2=\frac{4}{N}\frac{2(n1)(Dn1)}{D2},$$ (24) and $`N`$ is an integer. The case $`N=1`$ can arise for all $`n`$-forms in supergravity. In particular, in $`D=10`$ or $`D=11`$ all the field strengths have $`N=1`$ , and in fact all the individual field strengths in all maximal supergravities have $`N=1`$. The case $`N=2`$ can arise for 2-forms in $`D9`$, and 3-forms in $`D6`$, in non-maximal supergravities. $`N=3`$ can arise for 2-forms in $`D5`$, and $`N=4`$ for 2-forms in $`D4`$. We now perform the following consistent reduction on $`S^n`$, using the Ansatz<sup>8</sup><sup>8</sup>8Note that here we are always giving a magnetic charge to the $`n`$-form field strength. The case where the charge is instead electric can be handled within this framework by dualising the $`n`$-form to a $`(Dn)`$-form. The case of the self-dual 5-form in type IIB supergravity was discussed in , and the final result is of the same form as (27). Also, in this section we consider $`n2`$, since the $`n=1`$ case was the topic of section 3.1. $`d\widehat{s}_D^2`$ $`=`$ $`e^{2\alpha \varphi _2}ds_d^2+g^2e^{\frac{2(d2)}{n}\alpha \varphi _2}d\mathrm{\Omega }_n^2,`$ $`\widehat{F}_{\left(n\right)}`$ $`=`$ $`mg^n\mathrm{\Omega }_n,`$ (25) where $`d\mathrm{\Omega }_n^2`$ is the metric on the unit $`n`$-sphere, $`\mathrm{\Omega }_n`$ is its volume form, and $$\alpha =\sqrt{\frac{n}{2(d2)(D2)}}.$$ (26) This gives the following Lagrangian in $`d=Dn`$ dimensions : $$e^1=R\frac{1}{2}(\varphi _1)^2\frac{1}{2}(\varphi _2)^2\frac{1}{2}m^2e^{a\varphi _12(d1)\alpha \varphi _2}+n(n1)g^2e^{\frac{2(D2)}{n}\varphi _2}.$$ (27) Calculating the values of $`\mathrm{\Delta }`$ for the two exponential terms, we find $$\mathrm{\Delta }_m=\frac{4}{N},\mathrm{\Delta }_g=2+\frac{2}{n}$$ (28) respectively. Note that, comparing with (1), the sign of $`\mathrm{\Lambda }`$ is indeed the same as that of $`\mathrm{\Delta }`$ for each term, so that $`\mathrm{\Delta }\mathrm{\Lambda }`$ is non-negative for each term. One can use either of the exponential terms by itself to construct a domain wall of the kind discussed in section 2, since one can turn off either of the parameters $`m`$ and $`g`$, and then, if necessary, rotate the dilatons $`\varphi _1`$ and $`\varphi _2`$ to give a single dilatonic scalar in the remaining exponential, with the orthogonal (free) dilaton set to zero. As we discussed in section 2 there can be no localised gravity in either case, since the inequality (16) is not satisfied. If instead $`m`$ and $`g`$ are both taken to be non-vanishing, we can still eliminate one of the two dilatonic scalars. The two exponentials then coalesce into one, with a different value of $`\mathrm{\Delta }`$. To see this, we make an orthonormal transformation to new scalars $`(\varphi ,\phi )`$, defined by $$\varphi _1=\varphi \mathrm{cos}\beta \phi \mathrm{sin}\beta ,\varphi _2=\varphi \mathrm{sin}\beta \phi \mathrm{cos}\beta ,$$ (29) with $$\mathrm{tan}\beta =\sqrt{\frac{a^2n(D2)}{2(d2)(n1)}}.$$ (30) The Lagrangian (27) now becomes $$e^1=R\frac{1}{2}(\varphi )^2\frac{1}{2}(\phi )^2V,$$ (31) where $$Ve^{b\varphi }\left(\frac{1}{2}m^2e^{c_1\phi }n(n1)g^2e^{c_2\phi }\right),$$ (32) and $`c_1=\sqrt{{\displaystyle \frac{8n}{N[2n(n1)N]}}},c_2=(n1)\sqrt{{\displaystyle \frac{2N}{n[2n(n1)N]}}},`$ $`b^2={\displaystyle \frac{4(n1)}{2n(n1)N}}+{\displaystyle \frac{2(d1)}{d2}}.`$ (33) For $`N=1`$ and $`N=2`$, the constants $`c_1`$ and $`c_2`$ are real for all $`n`$. If $`N3`$, the degree $`n`$ of the $`n`$-form must be less than $`N/(N2)`$. In this section we shall consider just a 1-scalar solution of the form discussed in section 2. To do this, we first solve the $`\phi `$ equation by taking $`\phi =0`$, which therefore implies $`c_1m^2=n(n1)c_2g^2`$. We are then left with the potential $$V=\frac{2(n1)^2g^2}{\mathrm{\Delta }}e^{b\varphi },$$ (34) where $`\mathrm{\Delta }`$ characterises the strength of the dilaton coupling as in (2), and, from (33), is given by $$\mathrm{\Delta }=\frac{4(n1)}{2n(n1)N}.$$ (35) This expression was also given in , where its implications for higher-dimensional origin of gravity trapping domain walls were discussed. Comparing with (1), we see that the quantity $`\mathrm{\Delta }\mathrm{\Lambda }`$ is indeed always positive, as we stated in the previous section. For the relevant values of $`N`$, we therefore find that $`\mathrm{\Delta }`$ is as follows: $`N=1,D11:`$ $`\mathrm{\Delta }=4+{\displaystyle \frac{8}{n+1}},`$ $`N=2,D9:`$ $`\mathrm{\Delta }=22n,`$ $`N=3,D5:`$ $`\mathrm{\Delta }=4+{\displaystyle \frac{8}{n3}},`$ $`N=4,D=4:`$ $`\mathrm{\Delta }=2+{\displaystyle \frac{2}{n2}}.`$ (36) In order to satisfy the inequality (16) that ensures the trapping of gravity on the brane, we can therefore have $`N=1`$ with $`n3`$, or $`N=2`$ with $`n=2`$. Note that the disallowed value of $`(N,n)=(1,2)`$ corresponds to a reduction in which a Kaluza-Klein 2-form field strength is taken to be proportional to the volume form of an internal $`S^2`$. The higher-dimensional theory could therefore itself be viewed as an $`S^1`$ reduction of pure gravity. Thus the above analysis shows that it is not possible to construct a gravity-trapping domain wall purely within an Einstein gravity theory (with no cosmological constant). For a concrete example that is not without physical interest, we can enumerate the various ways of obtaining five-dimensional theories that are capable of trapping gravity on a 3-brane. They correspond to reducing an appropriate ordinary massless supergravity in $`D=10`$, 9, 8 or 7 on $`S^5`$, $`S^4`$, $`S^3`$ or $`S^2`$, respectively. Thus they can all be viewed as coming, for example, from reductions of type IIB supergravity, as follows: $`S^5`$ $`S^1\times S^4`$ $`T^2\times S^3`$ $`T^3\times S^2`$ $`N`$ 1 1 1 2 $`\mathrm{\Delta }`$ $`\frac{8}{3}`$ $`\frac{12}{5}`$ $`2`$ $`2`$ Table 1: The sphere reductions that give trapped gravity on a 3-brane in $`D=5`$, lifted to type IIB. In the next section, we discuss the higher-dimensional interpretations of these solutions, both in the type IIB and the type IIA and M-theory pictures. ### 3.3 Lifting of the domain walls to higher dimensions The various domain-wall solutions of the previous section, supported by the potential $`V`$ given in (34) can be lifted back on the $`n`$-sphere to $`D`$ dimensions where they become the near-horizon limits of $`(Dn2)`$-branes. (See also .) To see this, consider the standard isotropic $`(Dn2)`$-brane in $`D`$ dimensions with metric $`ds_D^2`$ $`=`$ $`\widehat{H}^{\frac{(n1)N}{D2}}\eta _{\mu \nu }dx^\mu dx^\nu +\widehat{H}^{\frac{(d1)N}{D2}}(dr^2+r^2d\mathrm{\Omega }_n^2),`$ $`e^{{\scriptscriptstyle \frac{2}{Na}}\varphi }`$ $`=`$ $`\widehat{H}\widehat{H}=1+{\displaystyle \frac{Q}{r^{n1}}}.`$ (37) If we drop the “1” in the harmonic function $`\widehat{H}`$, and make the coordinate redefinition $$r=\left(1+k\|z\|\right)^{\frac{2}{(n1)N2}},$$ (38) then after performing the reduction of the $`D`$-dimensional $`(Dn2)`$-brane metric on the $`n`$-sphere, using the reduction Ansatz given in (25), and making appropriate constant rescalings, we obtain precisely the $`d`$-dimensional domain-wall solution (6). Note that there is an exceptional case when $`(n1)N=2`$, corresponding to $`\mathrm{\Delta }=2`$, for which we shall have instead $$r=e^{{\scriptscriptstyle \frac{k}{n1}}\|z\|},$$ (39) reproducing (8). For the cases of principal interest to us, with $`\mathrm{\Delta }2`$, the regions where $`z\pm \mathrm{}`$ correspond to $`r0`$. Thus in these cases the horizons of the domain-wall solution in the lower dimension $`d`$ (i.e. $`z\pm \mathrm{}`$, far from the brane at $`z=0`$) map into the horizon of the brane in the higher dimension $`D=d+n`$. By contrast, in the cases with $`\mathrm{\Delta }>2`$ the relation between $`r`$ and $`z`$ is of the form $`r(1+k\|z\|)^c`$ where $`c`$ is a positive constant, and there is no region in the lower-dimensional solution that maps to the horizon of the higher-dimensional brane. As an example, the domain-wall solutions listed in Table 1 have oxidation endpoints as follows: $`\mathrm{\Delta }`$ $`\frac{8}{3}`$ $`\frac{12}{5}`$ $`2`$ $`2`$ Oxidation D3 M5 (or D4) D5 M5$``$M5 Endpoint on $`S^5`$ on $`T^2\times S^4`$ (or $`S^1\times S^4`$) on $`T^2\times S^3`$ on $`T^4\times S^2`$ or K3$`\times S^2`$ Table 2: Ten or eleven-dimensional origins of the $`\mathrm{\Delta }2`$ five-dimensional domain walls. The case $`\mathrm{\Delta }=\frac{8}{3}`$ is nothing but the well-known AdS$`{}_{5}{}^{}\times S^5`$ solution of type IIB supergravity, with no scalar field. The scalar potential for the case $`\mathrm{\Delta }=\frac{12}{5}`$ was obtained from the $`S^4`$ reduction of the type IIA theory with a non-vanishing 4-form field strength , followed by an $`S^1`$ reduction. The potential for the first of the $`\mathrm{\Delta }=2`$ cases was obtained from the $`S^3`$ reduction of ten-dimensional supergravity with a non-vanishing 3-form field strength , followed by a reduction on $`T^2`$. The scalar potential corresponding to the second $`\mathrm{\Delta }=2`$ case arises from a new source. It is interesting that the D5-brane reduced on $`T^2\times S^3`$ and the M5/M5-brane intersection reduced on $`T^4\times S^2`$ (or K3$`\times S^2`$) give rise to the same scalar potential. This may suggest some duality relation between the quantum field theory living on the world volume the D5-brane wrapped on $`T^2`$ and that of the M5/M5-brane wrapped on $`T^4`$ or K3. In the previous subsection, we saw that the domain walls that can trap gravity are those with $`N=1`$, $`n3`$ and $`N=2`$, $`n=2`$. All the M-branes in $`D=11`$ and D$`p`$-branes in $`D=10`$ have $`N=1`$. Clearly M-branes lead to domain walls in $`D=4`$ and $`D=7`$ that can trap gravity since the internal sphere dimension $`n`$ is greater than 3. For D$`p`$-branes, the corresponding lower-dimensional domain wall can trap gravity only for $`p5`$. In section 4, we shall show this may be related to the fact that a natural decoupling limit exists only for D$`p`$-branes with $`p5`$, but not for $`p6`$. ### 3.4 Two-scalar domain-wall solutions In this section we shall consider the domain-wall solutions for the two-scalar potentials obtained in section 3.2, with the second scalar $`\phi `$ no longer set to zero.<sup>9</sup><sup>9</sup>9In the case of $`b=0`$, the scalar potential would comprise only the massive breathing mode. The associated domain-wall solution using this breathing mode was obtained in . In it was used in order to obtain a gravity-trapping model analogous to Randall-Sundrum II (with one 3-brane), exploiting the fact that the breathing mode is massive, and so it has a scalar potential with a minimum, rather than a maximum. (The inclusion of a delta-function source is still necessary.) The use of the breathing mode was then explored in the context of the Randall-Sundrum I scenario (with two 3-branes ) in . We saw in section 3.3 that the single-scalar solutions where $`\phi =0`$ had the interpretation, after lifting back to $`d+n`$ dimensions on $`S^n`$, of being the near-horizon limits of isotropic $`(d2)`$-branes. In fact we could have reversed the process, and derived the lower-dimensional domain walls by reducing these near-horizon limits on $`S^n`$. We shall use the analogous inverse procedure now in order to obtain the lower-dimensional two-scalar domain-wall solutions. To do this, we begin by considering the $`(Dn2)`$-brane solution (37) in $`D`$ dimensions. This time, however, we shall retain the constant “1” in the harmonic function $`\widehat{H}`$. Reducing the metric on $`S^n`$, following the Ansatz (25), we obtain the $`d`$-dimensional solution $`ds_d^2`$ $`=`$ $`\widehat{H}^{\frac{N}{d2}}r^{\frac{2n}{d2}}\eta _{\mu \nu }dx^\mu dx^\nu +\widehat{H}^{\frac{N(d1)}{d2}}r^{\frac{2n}{d2}}dr^2,`$ $`e^{\frac{2}{Na}\varphi _1}`$ $`=`$ $`\widehat{H},e^{\frac{2(d2)\alpha }{n}\varphi _2}=\widehat{H}^{\frac{(d1)N}{D2}}r^2.`$ (40) The metric can be recast into a conformal frame $$ds_d^2=\widehat{H}^{\frac{N}{d2}}r^{\frac{2n}{d2}}(\eta _{\mu \nu }dx^\mu dx^\nu +dy^2),$$ (41) by introducing a new coordinate $`y`$, related to $`r`$ by $`dy=\widehat{H}^{N/2}dr`$, which implies $$y=r_2F_1[\frac{1}{1n},\frac{1}{2}N;1+\frac{1}{1n};\frac{Q}{r^{n1}}].$$ (42) As $`r`$ tends to infinity, $`y`$ becomes proportional to $`r`$ and therefore tends to infinity. As $`r`$ approaches the horizon at $`r=0`$, the coordinate $`y`$ tends to $`\mathrm{}`$. Thus we can introduce an appropriate cut-off by changing coordinate from $`y`$ to $`z`$, defined by $$y=c(1+k\|z\|),$$ (43) where $`c`$ and $`k`$ are positive constants. By doing this we have introduced a domain-wall, with a standard delta-function curvature singularity, at $`z=0`$, which corresponds to some value of $`r`$ outside the $`(Dn2)`$-brane’s horizon at $`r=0`$. As $`z`$ tends to $`\pm \mathrm{}`$ the coordinate $`r`$ tends to zero, and so the horizons on either side of the singular wall are mapped into the horizon of the $`(Dn1)`$-brane. This is the desired two-scalar solution of the Lagrangian that we obtained in section 3.2. Clearly, it approaches the same form as the previous 1-scalar solution as $`z`$ goes to $`\pm \mathrm{}`$, since in these regions $`r`$ becomes small enough that the “1” in the harmonic function $`\widehat{H}`$ becomes negligible. It follows that the characteristic structures of the associated Schrödinger potentials for the two-scalar solutions will be essentially the same as for the corresponding 1-scalar solutions discussed in section 2. ## 4 Domain-wall/QFT correspondence ### 4.1 Decoupling limit and the localisation of gravity Although only the D3-brane has a near-horizon limit of AdS$`{}_{5}{}^{}\times S^5`$, which leads to the conjecture of the AdS<sub>5</sub>/CFT<sub>4</sub> correspondence, one expects that the world volumes of other D-branes in ten dimensions should also describe certain quantum field theories. It was observed in that for any D$`p`$-brane in ten dimensions there exists a dual frame where the metric becomes a direct product of AdS$`{}_{10n}{}^{}\times S^n`$, for $`n3`$, or M$`{}_{7}{}^{}\times S^3`$, where M<sub>7</sub> is seven-dimensional Minkowski space-time. Since dimensional reduction of a D$`p`$-brane on $`S^{8p}`$ gives rise to a domain wall in general, this leads to the conjecture of a Domain-wall/QFT correspondence . In , ellipsoidal distributions of D$`p`$-branes were obtained, and it was shown these solutions can be consistently reduced on the internal transverse spheres to give rise to multi-scalar domain walls, generalising the results of the Coulomb branch of the AdS/CFT correspondence . Here we shall investigate the Domain-wall/QFT correspondence in the context of the relation between the gravity-decoupling limit of a D-brane, the trapping of gravity on the associated lower-dimensional domain wall. As we discussed in the previous sections, the Lagrangian (23) admits a $`(Dn2)`$-brane solution, given in (37). There exists a dual frame $`ds_{\mathrm{dual}}^2=e^{a\varphi /(n1)}ds_{\mathrm{Einst}}^2`$, in which the near-horizon region of the dual frame metric becomes $$ds_{\mathrm{dual}}^2r^{(n1)N2}dx^\mu dx_\mu +\frac{dr^2}{r^2}+d\mathrm{\Omega }_n^2.$$ (44) Thus when $`(n1)N=2`$, corresponding to $`\mathrm{\Delta }=2`$, the metric is M$`{}_{d}{}^{}\times S^n`$; otherwise it is AdS$`{}_{d}{}^{}\times S^n`$. In order to make sense of the Domain-wall/QFT correspondence, it is necessary to examine whether there exists a natural decoupling limit in which the gravitational constant can be set to zero, so that the higher-dimensional $`p`$-brane limits to the domain wall. To do so, one needs to make a coordinate rescaling $$r=u(\mathrm{}_p)^\gamma ,$$ (45) and then send the Planck length $`\mathrm{}_p`$ to zero while keeping $`u`$ fixed. In this limit, the constant “1” in the harmonic function $`\widehat{H}`$ can be dropped if $`\gamma >1`$, since the charge $`Q`$ has to scale as $`\mathrm{}_p^{n1}`$. The natural decoupling limit exists if the metric can now be expressed as $`ds_{\mathrm{dual}}^2=\mathrm{}_p^2d\stackrel{~}{s}_{\mathrm{dual}}^2`$ where $`d\stackrel{~}{s}^2`$ is independent of $`\mathrm{}_p`$. For the solutions given by (37), we find that this can be achieved only when the following condition is satisfied: $$(n1)N=\frac{2\gamma }{\gamma 1}.$$ (46) Thus for $`N=1`$, which applies for all the D-branes in ten dimensions, the requirement that $`\gamma >1`$ implies $`n3`$. (The $`n=3`$ case requires $`\gamma =\mathrm{}`$.) In other words, the decoupling limit exists naturally only for D$`p`$-branes with $`p5`$, which have $`n3`$. This condition for the existence of a decoupling limit coincides precisely with the requirement that gravity be localised on the brane as discussed in section 2. This coincidence may not be surprising. It was shown that the Randall Sundrum II wall with the AdS<sub>5</sub> bulk geometry can be interpreted within an AdS<sub>5</sub>/CFT<sub>4</sub> correspondence as a singular domain wall source that cuts off the boundary of AdS<sub>5</sub> . The delta-function source in turn provides an ultra-violet cut-off in the dual CFT<sub>4</sub>. In the case of dilatonic domain walls, discussed in section 2, it should likewise be possible to view the domain walls source for the gravity trapping solutions as an ultra-violet cut-off for the dual QFT within the Domain-wall/QFT correspondence. Thus the criterion to localise gravity could have been expected to coincide with the criterion for the decoupling of gravity in the complementary picture of Domain-wall/QFT correspondence. The absence of a natural decoupling limit of D$`p`$-branes with $`p6`$ is also related to the difficulties arising in M(atrix) theory on a torus $`T^n`$ with $`n6`$ . We showed in this paper that the corresponding domain walls do not have localised gravity, unlike the cases with $`p5`$. The difficulty may also be related to the fact that the U-duality group becomes exceptional for $`D5`$, which requires the dualisation of $`(D1)`$-forms to enlarge the scalar coset . ### 4.2 One-loop corrections from the QFT In the context of AdS/CFT, an interesting observation was recently made , to the effect that if one treats the Randall-Sundrum II picture as a UV cut-off applied to the AdS/CFT system, then the leading-order corrections to localised gravity on the brane are in exact agreement with the corrections to the graviton propagator induced by one-loop contributions from the super Yang-Mills fields on the boundary. One might expect, therefore, that it should be possible to see an analogous complementarity in the conjectured Domain-wall/QFT equivalence. The technology for performing such a detailed comparison is not yet sufficiently developed. However, we can determine what the general structure of the one-loop QFT corrections would have to be if the conjectured correspondence were to hold. In section 2.3 we determined the leading corrections to Newtonian gravity at large distances $`r`$. It was observed in that the $`1/r^3`$ correction in the Randall-Sundrum II case ($`\mathrm{\Delta }=\frac{8}{3}`$) was exactly reproduced by the corrections to the graviton propagator coming from the effect of closed super Yang-Mills loops, which, in momentum space, takes the general form $$\mathrm{\Pi }(p)a\mathrm{log}\frac{p^2}{\mu ^2}+b.$$ (47) For the case $`\mathrm{\Delta }=\frac{12}{5}`$, we would instead need a propagator correction of the form $$\mathrm{\Pi }(p)ap^2\mathrm{log}\frac{p^2}{\mu ^2}+\mathrm{},$$ (48) in order to yield, after a Fourier transformation, the required $`1/r^5`$ leading-order correction to the Newtonian potential. For the $`\mathrm{\Delta }=2`$ examples, we saw in section 2.3 that the leading-order correction to Newtonian gravity is of the Yukawa-like form $`e^{kr/2}r^{5/2}`$. We find that in this case the needed corrections to the graviton propagator coming from one-loop effects in the boundary QFT would be of the form $$\mathrm{\Pi }(p)\frac{1}{\left((p^2+\frac{1}{4}k^2)^{\frac{1}{2}}+\frac{1}{2}k\right)^{{\scriptscriptstyle \frac{1}{2}}}}.$$ (49) ## 5 Conclusions The primary goal of this paper was to study the localisation of gravity for a more general class of domain walls, and to provide a complementary description of these phenomena within the Domain-Wall/QFT correspondence. For this purpose we studied thin, flat (BPS) domain walls in $`d`$ dimensions for which the asymptotic geometry is a vacuum with a running dilaton. (The examples with asymptotic AdS space-times are special cases within this class of solutions.) The domain walls arise as solutions of a $`d`$-dimensional bulk Lagrangian with a scalar field whose potential is a pure single exponential $`e^{b\varphi }`$, and where a singular domain-wall source is introduced. In particular, we reviewed the space-time structures of these solutions with the focus on those where the domain-wall source has positive tension with no naked singularities, and where the bulk Lagrangian determining the space-time on the two sides of the wall is the same. Thus the domain-wall geometry is $`Z_2`$ symmetric. (The domain wall with asymptotic AdS is a particular example within this class of solutions.) In order to have a trapping of gravity on the wall, the tension must be positive, and in addition the coupling constant $`b`$ in the scalar exponential potential must lie within certain bounds. The exponential potentials responsible for such gravity-trapping domain-wall solutions can arise from certain sphere reductions in M-theory or string theory, whilst a generalised Scherk-Schwarz reduction on Ricci-flat internal space, which also gives a pure exponential potential, does not yield a value for $`b`$ in the range necessary for the trapping of gravity. Specifically, we classified such examples of sphere compactifications and focused on the explicit examples that yield effective theories in $`d=5`$. The gravity-trapping domain-wall solutions can be lifted back on these internal spheres to $`D=11`$ or $`D=10`$. Their bulk geometries turn out to be the near-horizon regions of M-branes or D$`p`$-branes (with $`p5`$), with the domain wall itself located at some distance outside the horizon, and the two horizons of the domain-wall solution corresponding to the horizon of the M-brane or D$`p`$-brane. It is intriguing that these are precisely the near-horizon geometries of the branes for which a natural gravity-decoupling limit exists, and so these are the examples for which a Domain-wall/QFT correspondence can be established. Conversely, the D$`p`$-branes with $`p6`$, which do not have a natural decoupling limit, are associated with lower-domain walls that cannot trap gravity. This provides strong evidence to suggest that the localisation of gravity on the domain wall and the existence of a Domain-wall/QFT correspondence are closely related. Note if we remove the delta-function source for the gravity-trapping domain walls, then the metric from one side runs from the null singularity at $`\mathrm{}`$ to a (non-singular) boundary at some finite $`z`$. Thus the introduction of the singular delta-function source, before the boundary of this space-time is reached, can now be viewed within the Domain-wall/QFT correspondence as the introduction of an ultra-violet cut-off in the boundary field theory, thus generalising the complementarity between the Randall-Sundrum II scenario and the AdS/CFT correspondence . An important test of this complementarity is to see if the leading-order corrections to Newtonian gravity on the dilatonic domain-walls are in agreement with the predictions from the corrections to the graviton propagator induced by one-loop QFT effects, which again generalises the studies within the AdS/CFT correspondence. Within this framework we analysed the linearised equation describing gravity fluctuations, and obtained the spectrum. In one example, where the spectrum has a mass gap, we obtained the exact analytic form for the associated Green function. In all the examples where gravity is trapped on the domain wall we obtained the leading-order corrections to Newtonian gravity, and from these we deduced the necessary forms of the one-loop boundary-QFT contributions to the graviton propagator. It would be interesting to study this in more detail, by comparing with detailed one-loop results from the boundary QFT, to obtain further tests of the proposed complementarity. ## Acknowledgements We are grateful to Jianxin Lu for useful discussions on the gravity-decoupling limit of D$`p`$-branes, and to Konstadinos Sfetsos for discussions on normalisation conditions for fluctuation modes in gravitational backgrounds. H.L. and C.N.P. are grateful to CERN for hospitality during the course of this work. ## Appendix A Exact Green function for $`\mathrm{\Delta }=2`$ gravity perturbations The Green function satisfies the equation $$\frac{d^2G(x,z;x^{},z^{})}{dz^2}\text{ }\text{ }_4G(x,z;x^{},z^{})+2UG(x,z;x^{},z^{})=\delta ^5(x,z;x^{},z^{}),$$ (50) where for $`\mathrm{\Delta }=2`$ the Schrödinger potential $`U`$ is given by the second line in (14). We saw earlier that the massless bound state wave-function $`u`$ and the massive continuum wavefunctions $`u_q`$ are given by $$u(z)=e^{\frac{1}{2}k\|z\|},u_q(z)=k\mathrm{sin}q\|z\|2q\mathrm{cos}q\|z\|,$$ (51) where $`u_q`$ corresponds to mass $`m=\sqrt{q^2+\frac{1}{4}k^2}`$. The retarded Green function is then given by $`G(x,z;x^{},z^{})_R`$ $`=`$ $`{\displaystyle }{\displaystyle \frac{d^4p}{(2\pi )^4}}e^{\mathrm{i}p(xx^{})}\{{\displaystyle \frac{ku(z)u(z^{})}{2(\stackrel{}{p}^2(\omega \mathrm{i}ϵ)^2}}`$ (52) $`+{\displaystyle _0^{\mathrm{}}}dq{\displaystyle \frac{u_q(z)u_q(z^{})}{\pi (4q^2+k^2)[\stackrel{}{p}^2(\omega \mathrm{i}ϵ)^2+q^2+\frac{1}{4}k^2]}}\}.`$ which can be evaluated explicitly. The static Green function is given by integrating over time, yielding $`G(\stackrel{}{x},z;\stackrel{}{x}^{},z^{})=_{\mathrm{}}^{\mathrm{}}𝑑t^{}G(x,z;x^{},z^{})`$. Taking $`z=z^{}=0`$, we eventually obtain the following expression for the static Green function $`G(\stackrel{}{x};\stackrel{}{x}^{})=G(\stackrel{}{x},0;\stackrel{}{x}^{},0)`$: $`G(\stackrel{}{x};\stackrel{}{x}^{})`$ $`=`$ $`{\displaystyle \frac{k}{8\pi R}}+{\displaystyle \frac{e^{{\scriptscriptstyle \frac{1}{2}}kR}}{4\pi ^2R}}{\displaystyle _0^{\mathrm{}}}𝑑y{\displaystyle \frac{(y(y+k))^{1/2}}{y+\frac{1}{2}k}}e^{yR},`$ (53) $`=`$ $`{\displaystyle \frac{k}{8\pi R}}+{\displaystyle \frac{k}{8\pi ^2R}}K_1(\frac{1}{2}kR)`$ $`+{\displaystyle \frac{k^2}{32\pi }}\left(K_0(\frac{1}{2}kR)L_1(\frac{1}{2}kR)+K_1(\frac{1}{2}kR)L_0(\frac{1}{2}kR)\right){\displaystyle \frac{k}{16\pi R}},`$ where $`R=\|\stackrel{}{x}\stackrel{}{x}^{}\|`$, and $`L_n(x)`$ is the modified Struve function. This is a special case of the generalised hypergeometric function $`{}_{p}{}^{}F_{q}^{}`$ for $`p=1`$, $`q=2`$: $$L_1(x)=\frac{2}{\pi }_1F_2[1;\frac{1}{2},\frac{3}{2};\frac{1}{4}x^2],L_0(x)=\frac{2x}{\pi }_1F_2[1;\frac{3}{2},\frac{3}{2};\frac{1}{4}x^2].$$ (54) Note that the first term in (53) is the usual one, which comes from the massless mode $`u(z)`$; all the remaining terms come from the massive modes $`u_q(z)`$. The form of this result, and in particular the integral associated with the massive modes, is identical to that obtained in section 2.3. Although the final term in (53) is of the same form as the leading-order result from $`u(z)`$, it is appropriate to keep it distinct since it is really just cancelling an equal and opposite term that resides in the products of Bessel and Struve functions in a large-$`R`$ expansion. At large $`R`$, we therefore have $$G(\stackrel{}{x};\stackrel{}{x}^{})=\frac{k}{8\pi R}+\frac{k^2e^{{\scriptscriptstyle \frac{1}{2}}kR}}{4\pi ^{3/2}}\left[\frac{1}{(kR)^{5/2}}\frac{9}{4(kR)^{7/2}}+\frac{345}{32(kR)^{9/2}}+\mathrm{}\right].$$ (55) This is in precise agreement with the correction to the Newtonian potential discussed in section 2.3. At small $`R`$, we find $$G(\stackrel{}{x};\stackrel{}{x}^{})=\frac{1}{4\pi ^2R^2}+\frac{k}{16\pi R}\frac{k^2}{32\pi ^2}\mathrm{log}(\frac{1}{2}kR)+\mathrm{}.$$ (56) Thus, as expected, the gravity becomes effectively five-dimensional at small length-scales.
warning/0007/hep-ex0007044.html	ar5iv	text	# I Introduction ## I Introduction This paper describes a measurement of the $`W`$ mass using $`W`$ boson decays observed in antiproton-proton ($`\overline{p}p`$) collisions produced at the Fermilab Tevatron with a center-of-mass energy of 1800 GeV. The results are from an analysis of the decays of the $`W`$ into a muon and neutrino in a data sample of integrated luminosity of 80 pb<sup>-1</sup>, and the decays of the $`W`$ into an electron and neutrino in a data sample of 84 pb<sup>-1</sup>, collected by the Collider Detector at Fermilab (CDF) from 1994 to 1995. This time period is referred to as Run IB whereas the period from 1992 and 1993 with about 20 pb<sup>-1</sup> of integrated luminosity is referred to as Run IA. The relations among the masses and couplings of gauge bosons allow incisive tests of the Standard Model of the electroweak interactions . These relations include higher-order radiative corrections which are sensitive to the top quark mass, $`M_{\mathrm{top}}`$, and the Higgs boson mass, $`M_{\mathrm{Higgs}}`$ . The $`W`$ boson mass provides a significant test of the Standard Model in the context of measurements of the properties of the $`Z`$ boson, measurements of atomic transitions, muon decay, neutrino interactions, and searches for the Higgs boson. Direct measurement of the $`W`$ mass originated at the antiproton-proton collider at CERN . Measurements at the Fermilab Tevatron collider by CDF and DO/ have greatly improved precision. At LEP II, the $`W`$ boson mass has been measured from the $`W`$ pair production cross section near threshold and by direct reconstruction of the two $`W`$. The average of direct measurements including the analysis in this paper is of $`80.39\pm 0.06`$ GeV/c<sup>2</sup> . Indirect $`W`$ mass determinations involve $`Z`$ boson measurements at LEP and SLC , charged- and neutral-current neutrino interactions at Fermilab , and the top quark mass measurement at Fermilab . A recent survey gives a $`W`$ mass of $`80.381\pm 0.026`$ GeV/c<sup>2</sup> inferred from indirect measurements. The paper is structured as follows. A description of the detector and an overview of the analysis are given in Section II. The calibration and alignment of the central tracking chamber, which provides the momentum scale, is described in Section III. Section III also describes muon identification and the measurement of the momentum resolution. Section IV describes electron identification, the calorimeter energy scale, and the measurement of the energy resolution. The effects of backgrounds are described in Section V. Section VI describes a Monte Carlo simulation of $`W`$ production and decay, and QED radiative corrections. Section VII describes the measurement of the detector response to the hadrons recoiling against the $`W`$ in the event, necessary to infer the neutrino momentum scale and resolution. The knowledge of the lepton and recoil responses is incorporated in the Monte Carlo simulation of $`W`$ production and decay. Section VIII gives a description of the fitting method used to extract the $`W`$ mass from a comparison of the data and the simulation. It also presents a global summary of the measured values and the experimental uncertainties. Finally, the measured $`W`$ mass is compared to previous measurements and current predictions. ## II Overview This section begins with a discussion of how the nature of $`W`$ boson production and decay motivates the strategy used to measure the $`W`$ mass. The aspects of the detector and triggers critical to the measurement are then described. A brief description of the data samples used for the calibrations and for the mass measurement follows. A summary of the analysis strategy and comparison of this analysis with our last analysis concludes the section. ### A Nature of $`W`$ Events The dominant mechanism for production of $`W`$ bosons in antiproton-proton collisions is antiquark-quark annihilation. The $`W`$ is produced with momentum relative to the center-of-mass of the antiproton-proton collision in the transverse ($`x,y`$) and longitudinal ($`z`$) directions (see Figure 1). The transverse component of the momentum is balanced by the transverse momentum of hadrons produced in association with the $`W`$, referred to as the “recoil”, as illustrated in Figure 2. The $`W`$ boson decays used in this analysis are the two-body leptonic decays producing an electron or muon and a neutrino. Since the apparatus neither detects the neutrino nor measures the $`z`$-component of the recoil momentum, much of which is carried in fragments of the initial proton and antiproton at small angles relative to the beams, there is insufficient information to reconstruct the invariant mass of the $`W`$ on an event-by-event basis. This analysis uses the transverse mass of each $`W`$ event, which is analogous to the invariant mass except that only the components transverse to the beamline are used. Specifically, $$(M_T^W)^2=(E_T^{\mathrm{}}+E_T^\nu )^2(𝐄_T^{\mathrm{}}+𝐄_T^\nu )^2,$$ (1) where $`M_T^W`$ is the transverse mass of the $`W`$, $`E_T^{\mathrm{}}`$ is the transverse energy (see Figure 2) of the electron or the transverse momentum of the muon, and $`E_T^\nu `$ is the transverse energy of the neutrino. The boldface denotes two-component vector quantities. The transverse energy of the neutrino is inferred from apparent energy imbalance in the calorimeters, $$\mathrm{}𝐄_T=𝐄_T^\nu =(𝐄_T^{\mathrm{}}+𝐮),$$ (2) where $`𝐮`$ denotes the transverse energy vector of the recoil (see Figure 2) measured by the calorimeters. ### B Detector and Triggers This section briefly describes those aspects of the CDF detector and triggers pertinent to the $`W`$ mass measurement. A more detailed detector description can be found in Reference ; recent detector upgrades are described in Reference and references therein. The CDF detector is an azimuthally and forward-backward symmetric magnetic detector designed to study $`\overline{p}p`$ collisions at the Tevatron. The magnetic spectrometer consists of tracking devices inside a 3-m diameter, 5-m long superconducting solenoidal magnet which operates at 1.4 T. The calorimeter is divided into a central region ($`30^{}<\theta <150^{}`$) outside the solenoidal magnet, end-plugs ($`10^{}<\theta <30^{}`$, $`150^{}<\theta <170^{}`$), which form the pole pieces for the solenoidal magnet, and forward and backward regions ($`2^{}<\theta <10^{}`$, $`170^{}<\theta <178^{}`$). Muon chambers are placed outside (at larger radius) of the hadronic calorimeters in the central region and behind added shielding. An elevation view of one quarter of the CDF detector is shown in Figure 1. #### 1 Tracking Detectors A four-layer silicon microstrip vertex detector (SVX is used in this analysis to provide a precision measurement of the location of the beam axis (luminous region). The SVX is located directly outside the 1.9-cm radius beryllium beampipe. The four layers of the SVX are at radii of 2.9, 4.3, 5.7, and 7.9 cm from the beamline. Outside the SVX is a set of vertex time projection chambers (VTX) , which provides $`r`$-$`z`$ tracking information out to a radius of 22 cm for $`\|\eta \|<3.25`$. The VTX is used in this analysis for finding the $`z`$ position of the antiproton-proton interaction (the event vertex). The event vertex is necessary for event selection, lepton track reconstruction, and the calculation of $`E_T`$. Both the SVX and VTX are mounted inside the central tracking chamber (CTC) , a 3.2-m long drift chamber that extends in radius from 31.0 cm to 132.5 cm. The CTC has 84 sampling wire layers, organized in 5 axial and 4 stereo “super-layers”. Axial super-layers have 12 radially separated layers of sense wires, parallel to the $`z`$ axis, that measure the $`r`$-$`\varphi `$ position of a track. Stereo super-layers have 6 sense wire layers, with a $`2.5^{}`$ stereo angle, that measure a combination of $`r`$-$`\varphi `$ and $`z`$ information. The stereo angle direction alternates at each stereo super-layer. Axial and stereo data are combined to form a 3-dimensional track. Details of the calibration and alignment of the CTC are given in Section III. Track reconstruction uses $`r`$-$`\varphi `$ information from the beam axis and the CTC axial layers, and $`z`$ information from the VTX $`z`$ vertex and the CTC stereo layers. In this analysis, the electron or muon momentum is measured from the curvature, azimuthal angle, and polar angle of the track as the particle traverses the magnetic field. #### 2 Calorimeters The electromagnetic and hadronic calorimeters subtend 2$`\pi `$ in azimuth and from $``$4.2 to 4.2 in pseudorapidity ($`\eta `$). The calorimeters are constructed with a projective tower geometry, with towers subtending approximately 0.1 in pseudorapidity by 15 in $`\varphi `$ (central) or 5 in $`\varphi `$ (plug and forward). Each tower consists of an electromagnetic calorimeter followed by a hadronic calorimeter at larger radius. The energies of central electrons used in the mass measurement are measured from the electromagnetic shower produced in the central electromagnetic calorimeter (CEM) . The central calorimeter is constructed as 24 “wedges” in $`\varphi `$ for each half of the detector ($`1.1<\eta <0`$ and $`0<\eta <1.1`$). Each wedge has 10 electromagnetic towers, which use lead as the absorber and scintillator as the active medium, for a total of 480 CEM towers.<sup></sup><sup></sup>There are actually only 478 physical CEM towers; the locations of two towers are used for the cryogenic penetration for the magnet. A proportional chamber (CES) measures the electron shower position in the $`\varphi `$ and $`z`$ directions at a depth of $`6`$ radiation lengths in the CEM . A fiducial region of uniform electromagnetic response is defined by avoiding the edges of the wedges. For the purposes of triggering and data sample selection, the CEM calibrations are derived from testbeam data taken during 1984-85; the tower gains were set in March 1994 using Cesium-137 gamma-ray sources. Details of the further calibration of the CEM are given in Section IV. The calorimeters measure the energy flow of particles produced in association with the $`W`$. Outside the CEM is a similarly segmented hadronic calorimeter (CHA) . Electromagnetic and hadronic calorimeters which use multi-wire proportional chambers as the active sampling medium extend this coverage to $`\|\eta \|=4.2`$ . In this analysis, however, the recoil energy is calculated only in the region of full azimuthal symmetry, $`\|\eta \|<3.6`$. Understanding the response of these devices to the recoil from bosons is difficult from first principles as it depends on details of the flow and energy distributions of the recoil hadrons. The energy response to recoil energy is parameterized primarily using $`Ze^+e^{}`$ and $`Z\mu ^+\mu ^{}`$ events. Details of the calibration of the calorimeters to recoil energy are given in Section VII. #### 3 Muon Detectors Four-layer drift chambers, embedded in the wedge directly outside (in radius) of the CHA, form the central muon detection system (CMU) . The CMU covers the region $`\|\eta \|<0.6`$. Outside of these systems there is an additional absorber of 0.6 m of steel followed by a system of four-layer drift chambers (CMP). Approximately 84% of the solid angle for $`\|\eta \|<0.6`$ is covered by CMU, 63% by CMP, and 53% by both. Additional four-layer muon chambers (CMX) with partial (70 %) azimuthal coverage subtend $`0.6<\|\eta \|<1`$. Muons from $`W`$ decays are required in this analysis to produce a track (stub) in the CMU or CMX that matches a track in the CTC. The CMP is used in this measurement only in the Level 1 and Level 2 triggers. Details of the muon selection and reconstruction are given in Section III. #### 4 Trigger and Data Acquisition The CDF trigger is a three-level system that selects events for recording to magnetic tape. The crossing rate of proton and antiproton bunches in the Tevatron is 286 kHz, with a mean interaction rate of 1.7 interactions per crossing at a luminosity of $`1\times 10^{31}`$ cm<sup>-2</sup> sec<sup>-1</sup>, which is typical of the data presented here. The first two levels of the trigger consist of dedicated electronics with data paths separate from the data acquisition system. The third level , which is initiated after the event information is digitized and stored, uses a farm of commercial computers to reconstruct events. The triggers selecting $`We\nu `$ and $`W\mu \nu `$ events are described below. At Level 1, electrons were selected by the presence of an electromagnetic trigger-tower with $`E_T`$ above 8 GeV (one trigger tower is two physical towers, which are longitudinally adjacent, adjacent in pseudorapidity). Muons were selected by the presence of a track stub in the CMU or CMX, and, where there is coverage, also in the CMP. At Level 2, electrons from $`W`$ decay could satisfy one of several triggers. Some required a track to be found in the $`r`$-$`\varphi `$ plane by a fast hardware processor and matched to a calorimeter cluster; the most relevant required an electromagnetic cluster with $`E_T`$ above 16 GeV and a track with $`p_T`$ above 12 GeV/c. This was complemented by a trigger which required an electromagnetic cluster with $`E_T`$ above 16 GeV matched with energy in the CES and net missing transverse energy in the overall calorimeter of at least 20 GeV, with no track requirements. The muon Level 2 trigger required a track of at least 12 GeV/c that matches to a CMX stub (CMX triggers), both CMU and CMP stubs (CMUP triggers), or a CMU stub but no CMP stub (CMNP triggers). Due to bandwidth limitations, only about 43% of the CMX triggers and about 39% of the CMNP triggers were recorded. At Level 3, reconstruction programs included three-dimensional track reconstruction. The muon triggers required a track with $`p_T`$ above 18 GeV/c matched with a muon stub. There were three relevant electron triggers. The first required an electromagnetic cluster with $`E_T`$ above 18 GeV matched to a track with $`p_T`$ above 13 GeV/c with requirements on track and shower maximum matching, little hadronic energy behind the cluster, and transverse profile in $`z`$ in both the towers and the CES. Because such requirements may create subtle biases, the second trigger required only a cluster above 22 GeV with a track above 13 GeV/c as well as 22 GeV net missing transverse energy in the overall calorimeter. The third trigger required an isolated 25 GeV cluster with no track requirement and with 25 GeV missing transverse energy. Events that pass the Level 3 triggers were sorted and recorded. The integrated luminosity of the data sample is $``$80 pb<sup>-1</sup> in the muon sample and $``$84 pb<sup>-1</sup> in the electron sample. ### C Data Samples Nine data samples are employed in this analysis. These are described briefly below and in more detail in subsequent sections as they are used. A list of the samples follows: The $`\psi \mu ^+\mu ^{}`$ sample. A sample of $`500,000`$ $`\psi \mu ^+\mu ^{}`$ candidates with $`2.7<M_{\mu ^+\mu ^{}}<4.1`$ GeV/c<sup>2</sup> is used to investigate the momentum scale determination and to understand systematic effects associated with track reconstruction. * The $`\mathrm{{\rm Y}}\mu ^+\mu ^{}`$ sample. A sample of $`83,000`$ $`\mathrm{{\rm Y}}\mu ^+\mu ^{}`$ candidates with $`8.6<M_{\mu ^+\mu ^{}}<11.3`$ GeV/c<sup>2</sup> offers checks of the momentum scale determination that are statistically weaker but systematically better than those from the $`\psi \mu ^+\mu ^{}`$ sample. * The $`Z\mu ^+\mu ^{}`$ sample. A sample of $``$1,900 dimuon candidates near the $`Z`$ mass determines the momentum scale and resolution, and is used to model the response of the calorimeters to the recoil particles against the $`Z`$ and $`W`$ boson, and to derive the $`Z`$ and $`W`$ $`p_T`$ distributions in the $`W\mu \nu `$ analysis. * The $`W\mu \nu `$ sample. A sample of $`14,700`$ $`W\mu \nu `$ candidates is used to measure the $`W`$ mass. * The inclusive electron sample. A sample of $``$750,000 central electron candidates with $`E_T>8`$ GeV is used to calibrate the relative response of the central electromagnetic calorimeter (CEM) towers. * The Run IA inclusive electron sample. A sample of $``$210,000 central electron candidates with $`E_T>9`$ GeV is used to measure the magnitude and the distribution of the material, in radiation lengths, between the interaction point and the CTC tracking volume. * The $`We\nu `$ sample. A sample of $``$30,100 $`We\nu `$ candidates is used to align the CTC, to compare the CEM energy scale to the momentum scale, and to measure the $`W`$ mass. * The $`Ze^+e^{}`$ sample. A sample of $``$1,500 dielectron candidates near the $`Z`$ mass is used to determine the electron energy scale and resolution, to model the response of the calorimeters to the recoil particles against the $`Z`$ and $`W`$ boson, and to derive the $`Z`$ and $`W`$ $`p_T`$ distributions in the $`We\nu `$ analysis. * The minimum bias sample. A total of $`2,000,000`$ events triggered only on a coincidence of two luminosity counters is used to help understand underlying event. ### D Strategy of the Analysis The determination of the momentum and energy scalesThroughout this paper, momentum measurements using the CTC are denoted as $`p`$, and calorimeter energy measurements are denoted as $`E`$. is crucial to the $`W`$ mass measurement. Momentum is the kinematic quantity measured for muons; for electrons, the energy measured in the calorimeter is the quantity of choice as it has better resolution and is much less sensitive than the momentum to the effects of bremsstrahlung . The spectrometer measures the momentum $`(p)`$ of muons and electrons, and the calorimeter measures the energy $`(E)`$ of electrons. This configuration allows in situ calibrations of both the momentum and energy scales directly from the collider data. The final alignment of the CTC wires is done with high momentum electrons, exploiting the charge independence of the electromagnetic calorimeter measurement since both positives and negatives should give the same momentum for a given energy. The momentum scale of the magnetic spectrometer is then studied using the reconstructed mass of the $`\psi \mu ^+\mu ^{}`$ and $`\mathrm{{\rm Y}}\mu ^+\mu ^{}`$ resonances, exploiting the uniformity, stability, and linearity of the magnetic spectrometer. Similar studies for the calorimeter are done using the average calorimeter response to electrons (both $`e^+`$ and $`e^{}`$) of a given momentum. The momenta of lepton tracks from $`W`$ decays reconstructed with the final CTC calibration typically change from the initial values used for data sample selection by less than 10%; their mean changes by less than 0.1%. The final CEM calibration differs from the initial source/testbeam calibration in early runs on average by less than 2%, with a gradual decline of $``$5% during the data-taking period. Fits to the reconstructed $`Z\mu ^+\mu ^{}`$ and $`Ze^+e^{}`$ masses, along with linearity studies, provide the final momentum and energy scales. The mass distributions are also used to determine the momentum and energy resolutions. The detector response to the recoil $`𝐮`$ is calibrated primarily using $`Z\mu ^+\mu ^{}`$ and $`Ze^+e^{}`$ decays in the muon and electron analyses, respectively. These are input to fast Monte Carlo programs which combine the production model and detector simulation. The observed transverse mass lineshape also depends on the transverse and longitudinal $`W`$ momentum spectra. The $`p_T^W`$ spectrum is derived from the $`Ze^+e^{}`$ and $`Z\mu ^+\mu ^{}`$ data and the theoretical calculations. The $`p_T^Z`$ spectrum is measured from the leptons in the $`Z`$ decays by taking into account the lepton momentum and energy resolution. The theoretical calculations are used to correct the difference between the $`p_T^Z`$ and $`p_T^W`$ distributions. The observed $`𝐮`$ distributions provide consistency checks. The longitudinal spectrum is constrained by restricting the choice of parton distribution functions (PDFs) to those consistent with data. To extract the $`W`$ mass, the measured $`W`$ transverse mass spectrum is fit to fast Monte Carlo spectra generated at a range of $`W`$ masses. Electromagnetic radiative processes and backgrounds are included in the simulated lineshapes. The uncertainties associated with known systematic effects are estimated by varying the magnitude of these effects in the Monte Carlo simulation and refitting the data. ### E Comparison with Run IA Analysis This analysis is similar to that of our last (Run IA) measurement , with datasets $`4.5`$ times larger. The direct use of the $`Z`$ events in modeling $`W`$ production and recoil hadrons against the $`W`$ is replaced with a more sophisticated parameterization . In this analysis our efforts to set a momentum scale using the $`\psi `$ and $`\mathrm{{\rm Y}}`$ dimuon masses and then to transfer that to an energy scale using $`E/p`$ for $`W`$ electrons did not produce a self-consistent picture, particularly the reconstructed mass of the $`Z`$ with electron pairs. Instead we choose to normalize the electron energy and muon momentum scales to the $`Z`$ mass, in order to minimize the systematic effects, at the cost of a modest increase in the overall scale uncertainty due to the limited $`Z`$ statistics. A discussion of this problem is given in Appendix A. The instantaneous luminosity of this dataset is a factor of $``$2 larger, resulting in higher probability of having additional interactions within the same beam crossing. Also, we have included muon triggers from a wider range of polar angle. ## III Muon Measurement In the muon channel, the $`W`$ transverse mass depends primarily on the muon momentum measurement in the central tracking chamber (CTC). This section begins with a description of the reconstruction of charged-particle trajectories and describes the CTC calibration and alignment. It then describes the selection criteria to identify muons and the criteria to select the $`W\mu \nu `$ and $`Z\mu ^+\mu ^{}`$ candidates. The momentum scale is set by adjusting the measured mass from $`Z\mu ^+\mu ^{}`$ decays to the world-average value of the $`Z`$ mass . The muon momentum resolution is extracted from the width of the $`Z\mu ^+\mu ^{}`$ peak in the same dataset. The muon momentum scale is checked by comparing the $`\mathrm{{\rm Y}}`$ and $`\psi `$ masses with the world-average values. Since the average muon momentum is higher in $`Z`$ decays than $`W`$ decays, a correction would be necessary for the $`W`$ mass determination if there were a momentum nonlinearity. Studies of the $`Z`$, $`\mathrm{{\rm Y}}`$, and $`\psi `$ mass measurements indicate that the size of the nonlinearity is negligible. ### A Track Reconstruction #### 1 Helical Fit The momentum of a charged particle is determined from its trajectory in the CTC. The CTC is operated in a nearly (to within $``$1%) uniform axial magnetic field. In a uniform field, charged particles follow a helical trajectory. This helix is parametrized by: curvature, $`C`$ (inverse diameter of the circle in $`r`$-$`\varphi `$); impact parameter, $`D_0`$ (distance of closest approach to $`r=0`$); $`\varphi _0`$ (azimuthal direction at the point of closest approach to $`r=0`$); $`z_0`$ (the $`z`$ position at the point of closest approach to $`r=0`$); and $`\mathrm{cot}\theta `$, where $`\theta `$ is the polar angle with respect to the proton direction. The helix parameters are determined taking into account the nonuniformities of the magnetic field using the magnetic field map. The magnetic field was measured by NMR probes at two reference points on the endplates of the CTC during the data-taking period as shown in Figure 3, and corrections are made on the magnetic field run-by-run to convert curvatures to momenta. The momentum resolution is improved by a factor of $``$2 by constraining tracks to originate from the interaction point (“beam-constraint”). The $`z`$ location of the interaction point is determined using the VTX for each event with a precision of 1 mm. The distribution of these interaction points has an RMS spread of 25$``$30 cm, depending on accelerator conditions. The $`r`$-$`\varphi `$ location of the beam axis is measured with the SVX, as a function of $`z`$, to a precision of 10 $`\mu `$m. The beam axis is tilted with respect to the CTC axis by a slope that is typically about 400 microns per meter. #### 2 Material Effects on Helix Parameters The material between the interaction region and the CTC tracking volume leads to the helix parameters measured in the CTC that are different than those at the interaction point. For example, in traversing 7% of a radiation length, muons lose about 5 MeV on average due to $`dE/dx`$ energy loss, which is significant for low $`p_T`$ tracks. Because of its small mass, electrons passing through the material have a large amount of (external) bremsstrahlung which changes both the curvature and impact parameter of the electrons. The beam constraint fit accounts for the $`dE/dx`$, and restores some of the energy loss due to the external bremsstrahlung. In order to make accurate corrections for the $`dE/dx`$, and properly simulate biases from external bremsstrahlung, the magnitude and distribution of the material need to be understood. The material distribution is measured using a Run IA sample of 210,000 photon conversions, where the conversion rate is proportional to the traversed depth in radiation lengths.The Run IA and Run IB detectors are identical except for the SVX. This difference, estimated to be less than 0.1% of a radiation length, is negligible compared to the total radiation length. Conversion candidates are selected from the 9 GeV inclusive electron sample. An electron associated with an oppositely-charged partner track close in $`\theta `$ and distance at the point of conversion (the point at which the two helices are parallel in azimuth) is identified as a $`\gamma e^+e^{}`$ candidate. To optimize the resolution on the measured conversion location, a two-constraint fit is applied to the helix parameters of the two tracks: the separation is constrained to vanish, and the angle $`\varphi `$ from the beam spot to the conversion point is constrained to match the $`\varphi `$ of the photon momentum vector. These constraints give an average observed resolution of 0.41 cm on the conversion radius, to be compared with an expected resolution of 0.35 cm. The radial distributions for conversions and backgrounds up to the innermost superlayer in the CTC are shown in Figure 4. The prominent peak at 28 cm is due to the inner support structure of the CTC. Other structures such as the silicon layers of the SVX and the VTX walls can be clearly resolved. This resolution is important since we need to fix the proportionality constant between conversions and radiation lengths by calibrating on a feature of known composition. The CTC inner support is chosen for this purpose since its construction is well-documented. Its thickness at normal incidence is $`(1.26\pm 0.06)`$% of a radiation length. The result for the integrated material thickness before the CTC volume, averaged over the vertex distribution and angular distribution, is $`(7.20\pm 0.38)`$% of a radiation length <sup>§</sup><sup>§</sup>§This value is for electrons from $`W`$ decay. Due to difference in the detector acceptance between electrons and muons, the material thickness for muons is $`(7.10\pm 0.38)`$%.. Variations in conversion-finding efficiency and electron trigger efficiency as a function of the conversion point are taken into account. Other choices for the “standard radiator” such as the wires of the innermost superlayer in the CTC, as shown in Figure 5, give consistent results. Another check is provided by the $`E/p`$ distribution For convenience, the requisite factor of $`c`$ is dropped in the ratio $`E/p`$. of electrons from $`W`$ decay (see Figure 6), where $`E`$ is the electron energy measured by the CEM and $`p`$ is the electron momentum measured by the CTC. External bremsstrahlung photons are collinear with the electron track at emission and typically point at the calorimeter tower struck by the electron track so that the calorimeter collects the full energy. Since the track momentum is reduced by the radiated energy, the $`E/p`$ distribution develops a high-side tail. Final state radiation from electron production (internal bremsstrahlung) is about a 20 % contribution to this tail. We define the fraction of events in the tail, $`f_{tail}`$, to be the fraction of events in the region $`1.4<E/p<1.8`$. The lower bound is far enough away from the peak to be insensitive to resolution effects. After a small QCD background correction, we find : $$f_{tail}=0.0488\pm 0.0014(\mathrm{stat}.)\pm 0.0004(\mathrm{syst}.).$$ The Monte Carlo simulation, including internal radiative effects, reproduces this value when the material equals $`(7.55\pm 0.37)`$% of a radiation length, in good agreement with the value from conversion photons above. An appropriate material distribution is applied to muon and electron tracks on a track-by-track basis. ### B CTC Calibration and Alignment The CTC calibration and alignment proceeds in two steps. First, the relationship between the measured drift time and the distance to the sense wire is established. Second, the relative alignment of wires and layers in the CTC is performed. Small misalignments left after these procedures are removed with parametric corrections. #### 1 Time-to-distance calibration Electronic pulsing, performed periodically during the data-taking period, gives relative time pedestals for each sense wire. Variations in drift properties for each super-layer are removed run-by-run. Additional corrections for nonuniformity in the drift trajectories are made based on data from many runs. After the calibration and alignment described in Section III B 2, the CTC drift-distance resolution is determined to be 155 $`\mu `$m (outer layers) to 215 $`\mu `$m (inner layers), to be compared with $`120`$ $`\mu `$m expected from diffusion alone, and $`200`$ $`\mu `$m expected from test-chamber results. #### 2 Wire and layer alignment The initial individual wire positions are taken to be the nominal positions determined during the CTC construction . The distribution of differences between these nominal positions and the positions determined with an optical survey has an RMS of 25 $`\mu `$m. The 84 layers of sense wires are azimuthally aligned relative to each other by requiring the ratio of energy to momentum $`E/p`$ for electrons to be independent of charge. A physical model for these misalignments is a coherent twist of each endplate as a function of radius. A sample of about $`40,000`$ electrons with $`0.8<E/p<1.2`$ from the $`We\nu `$ sample (see Figure 6) is used for the alignment. The alignment consists of rotating each entire layer on each end of the CTC by a different amount $`r\times \mathrm{\Delta }\varphi `$ with respect to the outermost superlayer (superlayer 8) where the relative rotation of two endplates is expected to be the smallest according to the chamber construction. The stereo alignment is adjusted to account for the calculated endplate deflection due to wire tension. The measured deviation of each layer from its nominal position after this alignment is shown in Figure 7. Figure 8 demonstrates the elimination of misalignment after the alignment (open circles). A small residual dependence of the $`J/\psi `$ mass on cot$`\theta `$ remains, which is removed with the correction, $$\mathrm{cot}\theta 1.0004\times \mathrm{cot}\theta .$$ (3) The only significant remaining misalignments are an azimuthally($`\varphi `$)-modulated charge difference in $`<E/p>`$ and a misalignment between the magnetic field direction and the axial direction of the CTC. The $`\varphi `$ modulation is removed with the correction $$CC0.00031\times \text{sin}(\varphi _03.0)$$ (4) where $`C`$ equals to $`Q\times 1/p_T`$ (GeV/c)<sup>-1</sup>, $`Q`$ is the charge of the lepton, the coefficient corresponds to a nominal beam position displacement of 37 $`\mu `$m, and $`\varphi `$ is in radians. The magnetic field misalignment is removed with the correction $$\|C\|\|C\|(10.0017\mathrm{cot}\theta \mathrm{sin}(\varphi _01.9)).$$ (5) ### C Muon Identification The $`W`$ mass analysis uses muons traversing the central muon system (CMU) and the central muon extension system (CMX). The CMU covers the region $`\|\eta \|<0.6`$. The CMX extends the coverage to $`\|\eta \|<1`$. There are approximately five to eight hadronic absorption lengths of material between the CTC and the muon chambers. Muon tracks are reconstructed using the drift chamber time-to-distance relationship in the transverse ($`\varphi `$) direction, and charge division in the longitudinal ($`z`$) direction. Resolutions of 250 $`\mu `$m in the drift direction and 1.2 mm in $`z`$ are determined from cosmic-ray studies . Track segments consisting of hits in at least three layers are found separately in the $`r`$-$`\varphi `$ and $`r`$-$`z`$ planes. These two sets of segments are merged and a linear fit is performed to generate three-dimensional track segments (“stubs”). Figure 9 shows the effects of the bandwidth limitation of the CMX and CMNP triggers (see Section II B 4) and partial azimuthal coverage (see Section II B 3). Muons from $`W`$, $`Z`$, $`\mathrm{{\rm Y}}`$, and $`\psi `$ decays are identified in the following manner. The muon track is extrapolated to the muon chambers through the electromagnetic and hadronic calorimeters. The extrapolation must match to a track segment in the CMU or CMX. For high $`p_T`$ muons from $`W`$ or $`Z`$ decays, the $`r\times \mathrm{\Delta }\varphi `$ matching is required to be within 2 cm; the RMS spread of the matching is 0.5 cm. For low $`p_T`$ muons from $`\mathrm{{\rm Y}}`$ and $`\psi `$ decays, a $`p_T`$ dependent matching is required to allow for multiple scattering effects. Since the energy in the CEM tower(s) traversed by the muon is 0.3 GeV on average, the CEM energy is required to be less than 2 GeV for $`W`$ and $`Z`$ muons. This cut is not applied to muons from $`\mathrm{{\rm Y}}`$ or $`\psi `$ decays since $`\mathrm{{\rm Y}}`$’s and $`\psi `$’s are often produced with particles associated with the same initial partons. Since the energy in the CHA tower(s) traversed by the muon is 2 GeV on average, the CHA energy is required to be less than 6 GeV. In order to remove events with badly measured tracks, muon tracks are required to pass through all nine superlayers of the CTC, and to have the number of CTC stereo hits greater than or equal to 12. Muon tracks in the $`W\mu \nu `$ and $`Z\mu ^+\mu ^{}`$ data samples must satisfy $`\|D_0\|<`$ 0.2 cm, where $`D_0`$ is the impact parameter in the $`r`$-$`\varphi `$ plane of the muon track with respect to the beam spot. This reduces backgrounds from cosmic rays and QCD dijet events. Additional cosmic ray background events are removed from the $`W\mu \nu `$ and $`Z\mu ^+\mu ^{}`$ samples when the hits of the muon track and the hits on the opposite side of the beam pipe, back-to-back in $`\varphi `$, can be fit as one continuous trojectory. ### D Event Selection: $`W\mu \nu `$; $`Z,\mathrm{{\rm Y}},\psi \mu ^+\mu ^{}`$ #### 1 $`W\mu \nu `$ and $`Z\mu ^+\mu ^{}`$ event selection The event selection criteria for the $`W\mu \nu `$ mass measurement are intended to produce a sample with low background and with well-understood muon and neutrino kinematics. These criteria yield a sample that can be accurately modeled by simulation, and also preferentially choose those events with a good resolution for the transverse mass. The $`Z`$ sample is used to calibrate the muon momentum scale and resolution, to model the energy recoiling against the $`Z`$ and $`W`$, and to derive the $`Z`$ and $`W`$ transverse momentum spectra ($`p_T^Z`$ and $`p_T^W`$). In order to minimize biases in these measurements, the $`Z\mu ^+\mu ^{}`$ event selection is chosen to be as similar as possible to the $`W\mu \nu `$ event selection. Both $`W\mu \nu `$ and $`Z\mu ^+\mu ^{}`$ sample extractions begin with events that pass a Level 3 high-$`p_T`$ muon trigger as discussed in Section 2. From these, a final sample is selected with the criteria listed in Table I and described in detail below. The event vertex chosen is the one reconstructed by the VTX closest in $`z`$ to the origin of the muon track, and it is required to be within 60 cm in $`z`$ of the origin of the detector coordinates. For the $`Z`$ sample, the two muons are required to be associated either with the same vertex or with vertices within 5 cm of each other. For the $`W`$ sample, in order to reduce backgrounds from $`Z\mu ^+\mu ^{}`$ and cosmic rays, events containing any oppositely charged track with $`p_T>`$ 10 GeV/c and $`M_{\mu ,track}>50`$ GeV/c<sup>2</sup> are rejected. Candidate $`W\mu \nu `$ events are required to have a muon CTC track with $`p_T>`$ 25 GeV/c and a neutrino transverse energy $`E_T^\nu >`$ 25 GeV. A limit on recoil energy of $`\|𝐮\|<20`$ GeV reduces QCD background and improves transverse mass resolution. Candidate $`Z\mu ^+\mu ^{}`$ events are required to have two muons with $`p_T>25`$ GeV/c. The two muon tracks must be oppositely charged. This requirement removes no events, indicating that the background in the $`Z`$ sample is negligible. The transverse mass in the region $`65<M_T<100`$ GeV/c<sup>2</sup> and the mass in the region $`80<M<100`$ GeV/c<sup>2</sup> are used for extracting the $`W`$ mass and the $`Z`$ mass, respectively. These mass cuts apply only for mass fits and are absent when we otherwise refer to the $`W`$ or $`Z`$ sample. The final $`W`$ sample contains 23,367 events, of which 14,740 events are in the region 65 $`<M_T<`$ 100 GeV/c<sup>2</sup>. The final $`Z`$ sample contains 1,840 events which are used for modeling the recoil energy against the $`W`$ and for deriving $`p_T^W`$, of which 1,697 events are in the region $`80<M<100`$ GeV/c<sup>2</sup>. #### 2 $`\mathrm{{\rm Y}},\psi \mu ^+\mu ^{}`$ event selection Samples of $`\mathrm{{\rm Y}}`$(1S, 2S, 3S) $`\mu ^+\mu ^{}`$ events and $`\psi `$(1S, 2S) $`\mu ^+\mu ^{}`$ events are used to check the momentum scale determined by $`Z\mu ^+\mu ^{}`$ events. The sample extraction begins with events that pass a Level 2 and 3 dimuon trigger with muon $`p_T>2`$ GeV/c. The requirement on the event vertex is identical to that for the $`Z\mu ^+\mu ^{}`$ selection. Both muons are required to have opposite charges. Backgrounds are estimated from the dimuon invariant mass distributions in the sidebands (regions outside the mass peaks). The numbers of $`\mathrm{{\rm Y}}`$ and $`\psi `$ events after background subtraction are listed in Table II. The average $`p_T`$ of muons in the $`\mathrm{{\rm Y}}`$ sample is 5.3 GeV/c, and that in the $`\psi `$ sample is 3.5 GeV/c. The distributions of muon $`p_T`$ and the opening angle between the two muons in $`\varphi `$ are shown in Figure 10. For comparison, the average $`p_T`$ of the muons and the average opening angle in the $`Z`$ sample are 43 GeV/c and 165, respectively. ### E Event Selection Bias on $`M_W`$ The $`W\mu \nu `$ selection requires muons at all three trigger levels. Of these, only the level-2 trigger has a significant dependence on the kinematics of the muon; its efficiency varies by $``$5% with $`\eta `$ of the tracks. This variation, however, leads to a negligible variation ($``$2 MeV/c<sup>2</sup>) on the $`W`$ mass since the $`M_T`$ distribution is approximately invariant under $`p_Z`$ boosts. The $`W`$ mass would be more sensitive to the $`p_T`$ dependence of the inefficiency since $`M_T`$ is directly related to $`p_T`$. No $`p_T`$ dependence is seen, but the statistical limitation on measuring such a dependence leads to a 15 MeV/c<sup>2</sup> uncertainty on the $`W\mu \nu `$ mass. The muon identification requirements may also introduce a bias on the $`W`$ mass. For example, if the $`W`$ decays such that the muon travels close to the recoil, there is greater opportunity for the recoil particles to cause the muon identification to fail. These biases are investigated by tightening the muon identification requirements and measuring the subsequent shifts in $`M_W`$. The maximum shift observed of 10 MeV/c<sup>2</sup> is taken as a systematic uncertainty. ### F Momentum Scale and Resolution A sample of $`Z\mu ^+\mu ^{}`$ events is used to determine the momentum scale by normalizing the reconstructed $`Z\mu ^+\mu ^{}`$ mass to the world-average mass , and to measure the momentum resolution in the high-$`p_T`$ region. Since the muon tracks from $`Z`$ decays have curvatures comparable to those for the $`W`$ mass determination, the systematic uncertainty from extrapolating the momentum scale from the $`Z`$ mass to the $`W`$ mass is small. The measurement is limited by the finite statistics in the $`Z`$ peak. The $`Z\mu ^+\mu ^{}`$ Monte Carlo events are generated at various values of $`Z`$ mass with the $`Z`$ width fixed to the world average . The generation program includes the $`\gamma \mu ^+\mu ^{}`$ events and QED radiative effects, $`Z\mu \mu \gamma `$ , but uses a QCD leading order calculation so that the $`Z`$ is generated at $`p_T^Z=0`$. The $`Z`$ is then given a transverse momentum whose spectrum is extracted from the $`Z\mu ^+\mu ^{}`$ data (see Section VI). The generated muons are reconstructed by the detector simulation where CTC wire hit patterns, measured from the real $`We\nu `$ data, are used to determine a covariance matrix of the muon track, and the track parameters are smeared according to this matrix. A beam constraint is then performed with the identical procedure as is used for the real data. The final covariance error matrix is scaled up by a free parameter to make the beam constraint momentum resolution agree with the data. The detector acceptance is modeled according to the nominal geometry. The simulation includes the effects of the bandwidth limitation of the CMX triggers. Figure 9 illustrates how well the effects of the acceptance and the bandwidth limitation are simulated. The mass distribution of the $`Z\mu ^+\mu ^{}`$ data, shown in Figure 11, is then fit to simulated lineshapes, where the input $`Z`$ mass and the scale parameter to the covariance matrix (or the momentum resolution) are allowed to vary. Fitting the invariant mass distribution in the region $`80<M_{\mu \mu }<100`$ GeV/c<sup>2</sup> with a fixed $`\mathrm{\Gamma }_Z`$ yields $$M_Z=91.110\pm 0.097(\mathrm{stat}.)\pm 0.020(\mathrm{syst}.)\mathrm{GeV}/\mathrm{c}^2,$$ (6) and momentum resolution $$\delta (1/p_T)=(0.091\pm 0.004(\mathrm{stat}.))\times 10^2\text{(GeV/c)}\text{-1}\text{.}$$ (7) Equation 6 results in the momentum scale factor $$\frac{M_Z^{\mathrm{PDG}}}{M_Z^{\mathrm{CDF}}}=1.00085\pm 0.00106$$ (8) which is applied to momenta of muons and electrons. The fit is shown in Figure 11. The two parameters, $`\delta (1/p_T)`$ and $`M_Z^{\mathrm{PDG}}/M_Z^{\mathrm{CDF}}`$, are largely uncorrelated, as shown. Table III contains a list of the systematic uncertainties on the $`Z`$ mass. The largest uncertainty is from the radiative effects due to using the incomplete theoretical calculation ; the calculation includes the final state radiation only and has a maximum of one radiated photon. The effect arising from the missing diagrams is evaluated by using the PHOTOS package which allows two photon emissions, and by using the calculation by U. Baur et al. who have recently developed a complete $`O(\alpha )`$ Monte Carlo program which incorporates the initial state QED radiation from the quark-lines and the interference of the initial and final state radiation, and includes a correct treatment of the final state soft and virtual photonic corrections. When the PHOTOS package is used in the simulation instead, the change in the $`Z`$ mass is less than 10 MeV/c<sup>2</sup>. The effect of the initial state radiation and the initial and final state interference is estimated to be 10 MeV/c<sup>2</sup> . To be conservative these changes are added linearly and 20 MeV/c<sup>2</sup> is thus included in the systematic uncertainty. The choice of parton distribution functions and that of the $`p_T^Z`$ spectrum contribute negligible uncertainties. A number of checks are performed to ensure that these results are robust and unbiased. The masses and resolutions at low and high $`\eta `$ are measured to be consistent. The resolution is cross-checked using the $`E/p`$ distribution in $`We\nu `$ events, which is sensitive to the combined $`E`$ and $`p`$ resolution (see Section IV F and Figure 19). Consistent results are found when much simpler techniques are used, that is, comparing the mean $`M_Z`$, in the interval 86 – 96 GeV/c<sup>2</sup>, between the data and the Monte Carlo simulation or fitting the invariant mass distribution with a Gaussian distribution. To address mis-measured tracks, a second Gaussian term is added to smear track parameters for 8% of the Monte Carlo events. The change in $`M_Z`$ is negligible. ### G Checks of Momentum Scale The momentum scale is checked using $`\psi `$ and $`\mathrm{{\rm Y}}`$ masses, extracted by fitting the dimuon invariant mass distributions to simulated lineshapes which include QED radiative processes and backgrounds as shown in Figure 12. The muon momenta are corrected by the momentum scale factor shown in Eq. 8. The measured masses are summarized in Table 3.4. Table 3.5 compares the measured masses with the world-average values. Within the momentum scale uncertainty, the agreement is very good. A list of the systematic uncertainties on the $`\psi `$ and $`\mathrm{{\rm Y}}`$ masses is given in Table VI. The entries in the table are described below. Muon Energy Loss: The momentum of each muon is corrected for energy loss in the material traversed by the muon as described in Section III A 2. Uncertainties in the energy loss come from uncertainty in the total radiation length measurement and in material type. The measured $`\mathrm{{\rm Y}}`$ and $`\psi `$ masses vary by 0.8 MeV/c<sup>2</sup> and 0.3 MeV/c<sup>2</sup>, respectively, when the average radiation length is changed by its uncertainty. Uncertainty due to material type is estimated to be 0.6 MeV/c<sup>2</sup> per muon track. This leads to 1.1 MeV/c<sup>2</sup> uncertainty in the $`\mathrm{{\rm Y}}`$ mass and 0.5 MeV/c<sup>2</sup> uncertainty in the $`\psi `$ mass. There is a 0.8 MeV/c<sup>2</sup> variation in the observed $`\psi `$ mass, which is not understood, when the mass is plotted as a function of the radiation length traversed. No statistically significant dependence ($`<`$ 0.7 MeV/c<sup>2</sup>) on the total radiation length is observed in the $`\mathrm{{\rm Y}}`$ mass. These variations of 0.7 MeV/c<sup>2</sup> in $`M_\mathrm{{\rm Y}}`$ and 0.8 MeV/c<sup>2</sup> in $`M_\psi `$ are taken as systematic uncertainties. Adding the uncertainties described above in quadrature, the total uncertainty is 1.5 MeV/c<sup>2</sup> in $`M_\mathrm{{\rm Y}}`$ and 1.0 MeV/c<sup>2</sup> in $`M_\psi `$. Kinematics: Variation of the $`p_T^\mathrm{{\rm Y}}`$ and $`p_T^\psi `$ distributions allowed by the data and $`p_T^\mu `$ cuts results in uncertainties of 0.4 MeV/c<sup>2</sup> and 0.1 MeV/c<sup>2</sup> in $`M_\mathrm{{\rm Y}}`$ and $`M_\psi `$, respectively. Momentum Resolution: Variation of the momentum resolution allowed by the data results in uncertainties of 0.3 MeV/c<sup>2</sup> and 0.1 MeV/c<sup>2</sup> in $`M_\mathrm{{\rm Y}}`$ and $`M_\psi `$, respectively. Non-Prompt Production: About 20% of $`\psi `$’s come from decays of $`B`$ mesons, which decay at some distance from the primary vertex. The measured $`\psi `$ peak may be shifted by the application of the beam constraint. The difference in the $`\psi `$ mass between a fit using the beam constraint and a fit using a constraint that the two muons originate from the same vertex point is 0.3 MeV/c<sup>2</sup>. This difference is taken as an uncertainty. Misalignment: The CTC alignment eliminates most of the effects. The residual effects are measured by $`\psi `$ and $`W`$ samples and are removed by corrections as described in Section III B. The corrections and corresponding mass shifts on $`M_\mathrm{{\rm Y}}`$ are summarized in Table VII. The overall effects of 0.17 MeV/c<sup>2</sup> in $`M_\mathrm{{\rm Y}}`$ and less than 0.1 MeV/c<sup>2</sup> in $`M_\psi `$ are taken as a systematic uncertainty. Background: The backgrounds in the $`\mathrm{{\rm Y}}`$ and $`\psi `$ mass peak regions are estimated by fitting the invariant mass distributions in the sideband regions (regions away from the peaks) with quadratic, linear and exponential distributions. The backgrounds are included in the templates used to fit the masses. By varying the background shape, $`M_\psi `$ changes by less than 0.1 MeV/c<sup>2</sup> and $`M_\mathrm{{\rm Y}}`$ changes by 0.1 MeV/c<sup>2</sup>. Time Variation: As shown in Figure 13, there is no indication of a time variation in the measured mass over the data-taking period, even though the resolution worsens due to high occupancy in the CTC at high instantaneous luminosity during the latter portion of the data-taking period. QED Radiative Effects: The Monte Carlo program includes final state QED radiation from muons. The systematic uncertainties of 0.4 MeV/c<sup>2</sup> in $`M_\mathrm{{\rm Y}}`$ and 0.2 MeV/c<sup>2</sup> in $`M_\psi `$ represent missing diagrams such as two photon emission and the interference between the initial and final state radiation. Fitting Procedure, Window: Consistent results are found when fitting windows are varied or much simpler fitting techniques are used, that is, comparing the mean $`M_\mathrm{{\rm Y}}`$ and $`M_\psi `$ and comparing the fit results with Gaussian plus linear distributions between the data and the Monte Carlo simulation. ### H Momentum Nonlinearity The average $`p_T`$ for $`Z`$ decay muons is about 4.5 GeV/c higher than that for $`W`$ decay muons. Since the momentum is calibrated with the $`Z`$ mass, any nonlinearity in the momentum measurement would translate into an incorrect momentum scale for the $`W`$ mass measurement. The momentum nonlinearity is studied using measured masses from a wide range of curvatures — the CTC does not directly measure momentum, but curvature, which is proportional to $`1/p_T`$. The curvature ranges from 0.1 to 0.5 (GeV/c)<sup>-1</sup> in the $`J/\psi `$ data, from 0.1 to 0.3 (GeV/c)<sup>-1</sup> in the $`\mathrm{{\rm Y}}`$(1S) data, and 0.02 to 0.04 (GeV/c)<sup>-1</sup> in the $`Z`$ data. Figure 14 shows the ratio of the measured mass to the world-average value as a function of the average curvature of two muons from these data. The ratios are flat and all are well within statistical uncertainty of the ratio from the $`Z`$ data. Since the curvature difference 0.003 (GeV/c)<sup>-1</sup> between the $`W`$ and $`Z`$ muons is much smaller than the range of curvature available in the $`\psi `$, $`\mathrm{{\rm Y}}`$, and $`Z`$ data, the nonlinearity effect in extrapolating from the $`Z`$ muon momentum to the $`W`$ muon momentum is estimated to be negligible. ### I Summary The muon momentum scale is determined by normalizing the measured $`Z`$ mass to the world-average mass. The scale in the data needs to be corrected by a factor of $`1.00084\pm 0.00106`$, the accuracy of which is limited by the finite statistics in the $`Z`$ peak. When the momentum scale is varied over its uncertainty in the simulation, the measured $`W`$ mass changes by $`\pm `$85 MeV/c<sup>2</sup>. The scale is cross-checked by $`M_\psi `$ and $`M_\mathrm{{\rm Y}}`$. The momentum resolution, $`\delta (1/p_T)=(0.091\pm 0.004)\times 10^2(\mathrm{GeV}/\mathrm{c})^1`$, is measured from the width of the $`Z\mu ^+\mu ^{}`$ peak in the same dataset. Lepton momenta in the Monte Carlo events are smeared according to this resolution. When the momentum resolution is varied over its uncertainty in the simulation, the measured $`W`$ mass changes by 20 MeV/c<sup>2</sup>. Systematic uncertainties due to the triggers and the muon identification requirements are estimated to be 15 MeV/c<sup>2</sup> and 10 MeV/c<sup>2</sup>, respectively. ## IV Electron Measurement This section begins with a description of the algorithm that associates calorimeter tower responses with electron energy. It then describes the CEM relative calibration procedure to correct for nonuniformity of the calorimeter response and time dependence. We discuss the selection criteria to identify electrons and the criteria to select the $`We\nu `$ and $`Ze^+e^{}`$ candidates. The electron energy scale is set by adjusting the reconstructed mass in $`Ze^+e^{}`$ decays to the world-average value of the $`Z`$ mass. The electron resolution is measured from the width of the $`Z`$ mass distribution. The electron energy scale determined by using the $`E/p`$ distribution is discussed. A small calorimeter nonlinearity is observed, and a correction is applied to the electron energy for the $`W`$ mass measurement. ### A Electron Reconstruction The scintillation light for each tower in the CEM is viewed by two phototubes, viewing light collected on each azimuthal side. The geometric mean of the two phototube charges, multiplied by an initial calibration, gives the tower energy. For electron candidates, the clustering algorithm finds a CEM “seed” tower with transverse energy above 5 GeV. The seed tower and the two adjacent towers in pseudorapidity form a cluster. One adjacent tower is not included if it lies on the opposite side of the $`z=0`$ boundary from the seed tower. The total $`E_T`$ in the hadronic towers just behind the CEM cluster must be less than 12.5% of the CEM cluster $`E_T`$. The initial estimate of the electron energy is taken as the sum of the three (or two) CEM tower energies in the cluster. There must be at least one CTC track that points to the CEM cluster. The electron direction, used in the calculations of $`E_T`$ and the invariant mass, is defined by the highest $`p_T`$ track. The $`W`$ and $`Z`$ electron samples are further purified with additional cuts as discussed below in Section IV C. ### B Uniformity Corrections To improve the CEM resolution, corrections are applied for known variations in response of the towers, dependence on shower position within the tower, and time variations over the course of the data-taking period. For the present measurement, the nominal uniformity corrections (testbeam) are refined using two datasets – the $`W`$ electrons and the high-statistics inclusive electron dataset. The reference for correcting the electron energy is the track momentum as measured by the CTC. Uniformity is achieved by adjusting the tower energy response (gain) until the mean $`E/p`$ is flat as a function of time and $`\varphi `$, and agrees with the Monte Carlo simulation as a function of $`\eta `$. The material traversed by electrons increases with polar angle, so $`E/p`$ increases with $`\|\eta \|`$. The first step uses the inclusive electron data to set the individual tower gains. Tower gains are determined in four time periods. The time boundaries correspond to natural breaks such as extended shutdowns or changes in accelerator conditions, so the statistics for each time period are not the same. The mean numbers of events per tower are 190, 190, 750, and 600, respectively, for the four time periods. These correspond to statistical precisions on the tower gain determination of $`\pm `$0.64%, $`\pm `$0.64%, $`\pm `$0.33%, and $`\pm `$0.38%, respectively. Having determined the individual tower gains, long-term drifts within each time period are measured by fitting to a line based on run number (typically a run lasts about 12 hours). These corrections remove aging effects or seasonal temperature variations, but are insensitive to short term variations such as thermal effects caused by an access to the detector in the collision hall. The next step uses the $`W`$ sample to update the mapping corrections which describe the variation in response across the face of the towers. The strip chamber determines the local $`x`$ (azimuthal) and $`z`$ (polar) coordinates within the wedge, where $`24<x<24`$ cm is measured from the tower center and $`240<z<240`$ cm from the detector center. The $`E/p`$ distribution as a function of $`x`$ is fitted to a quadratic function, which corrects primarily for non-exponential attenuation in the scintillator of the light seen by the two phototubes. Tower-$`\eta `$-dependent corrections are also made as a function of $`z`$. The statistical uncertainty in the mapping corrections is 0.2% in $`x`$ and 0.13% in $`z`$. Finally a very small correction takes into account a systematic difference of the “underlying event” in the inclusive electron and $`W`$ datasets. The underlying event consists of two components – one due to additional interactions within the same beam crossing (multiple interactions) and the other due to the remnants of the protons and antiprotons that are involved in the inclusive or $`W`$ electron production. It overlaps with the electron, contributing approximately 90 MeV on average to the electron $`E_T`$. Because of the difference in $`E_T`$ between the inclusive electrons ($`<E_T>10`$ GeV) and the $`W`$ electrons ($`<E_T>38`$ GeV), their underlying energy contribution is proportionately different. This difference varies with the instantaneous luminosity, which is strongly correlated with time. All of the corrections applied to the $`W`$ electrons are shown in Figure 15. The mean temporal correction is $`+4.6`$% and the mean mapping correction is $`2.5`$%. The corrections reduce the RMS width of the $`E/p`$ distribution from 0.0578 to 0.0497. ### C Event Selection: $`We\nu `$, $`Ze^+e^{}`$ The $`We\nu `$ and $`Ze^+e^{}`$ selection criteria are chosen to produce datasets with low background and well-measured electron energy and momentum. They are identical to those for the $`Z\mu ^+\mu ^{}`$ and $`W\mu \nu `$ datasets except for the charged lepton identification and the criteria of removing $`Ze^+e^{}`$ events from the $`We\nu `$ candidate sample. The cuts and number of surviving events are shown in Table VIII and the electron criteria and the $`Z`$ removal criteria are described in detail below. The samples begin with 108,455 $`W`$ candidate events and 19,527 $`Z`$ candidates events that pass one of two level-3 $`W`$ or $`Z`$ triggers, and have an “uncorrected” electromagnetic cluster with $`E_T>20`$ GeV and an associated track with $`p_T>13`$ GeV/c. Candidate electrons are required to be in the fiducial region. This requirement primarily removes EM clusters which overlap with uninstrumented regions of the detector. To avoid azimuthal cracks, $`\|x\|`$ is required to be less than 18 cm, and to avoid the crack between the $`z>0`$ and $`z<0`$ halves of the detector, $`\|z\|`$ is required to be greater than 12 cm. The transverse EM energy is required to be greater than 25 GeV, and to have an associated track with $`p_T>`$ 15 GeV/c. The track must pass through all eight superlayers of the CTC, which improves the electron purity and limits the occurence of very hard bremsstrahlung. No other track with $`p_T>`$ 1 GeV/c associated with the nominal vertex may point at the electron towers. This criterion reduces the QCD dijet background in the $`W`$ sample. It also has the effect of removing the $`W`$ and $`Z`$ events which have secondary tracks associated with the decay electrons. These secondary tracks can result from the conversion of hard bremsstrahlung photons or through accidental overlap with tracks from the underlying event. Both of these sources are included in the simulation. Events are rejected when another track has an invariant mass below 1 GeV when combined with the electron cluster. A $`Ze^+e^{}`$ event can fake a $`We\nu `$ event if one of the electrons passes through a crack in the calorimeter. Most of these electrons are in the tracking volume. An event is considered to be a $`Z`$ candidate if there is a second track with $`p_T>10`$ GeV/c which has opposite sign to the electron track and points at either the $`\theta =90^{}`$ or $`\theta =30^{}`$ crack, or is extrapolated to $`\|x\|>21`$ cm in the strip chamber. $`Z`$ candidate events are removed from the $`W`$ sample. For the $`Z`$ sample, the two electron tracks are required to have opposite sign. The selection criteria described above are properly included in the Monte Carlo simulation . The transverse mass in the region $`65<M_T<100`$ GeV/c<sup>2</sup> and the invariant mass in the region $`70<M<110`$ GeV/c<sup>2</sup> are used for extracting the $`W`$ mass and the $`Z`$ mass, respectively. These transverse and invariant mass cuts apply only for mass fits and are absent when we otherwise refer to the $`W`$ or $`Z`$ sample. The final $`W`$ sample contains 42,588 events, of which 30,115 are in the region 65 $`<M_T<`$ 100 GeV/c<sup>2</sup>. The final $`Z`$ sample contains 1,652 events, of which 1,559 are in the region 70 $`<M<`$ 110 GeV/c<sup>2</sup>. The $`E_T^e`$, $`E_T^\nu `$, and $`M_T`$ after all cuts are shown in Figure 16 for the $`W`$ sample. ### D Electron Energy Scale and Resolution All calibrations described above IV B are relative corrections designed to improve uniformity. The energy scale is extracted from the reconstruction of the $`Z`$ mass. The $`Z`$ Monte Carlo events are generated in the manner described in Section III F. The Monte Carlo events are then processed through the detector simulation where the electron energy is smeared according to the resolution: $$\frac{\sigma _{E_T}}{E_T}=\sqrt{\frac{(13.5\%)^2}{E_T}+\kappa ^2}$$ (9) where all energies are in GeV, the stochastic term 13.5% was measured in the test beam, and the constant $`\kappa `$ includes such effects as shower leakage and residuals from the uniformity corrections discussed in Section 4.2. The parameter $`\kappa `$ is allowed to vary in the $`Z`$ mass fit. The other variable parameter in fitting the Monte Carlo events to the data is a scale factor, $`S_E`$. For the fit, a binned maximum likelihood technique is used where the data and Monte Carlo events for $`M_Z`$ are divided into 1 GeV/c<sup>2</sup> bins for the interval $`70110`$ GeV/c<sup>2</sup>. The results are: $$S_E(Z)=\frac{M_Z^{\mathrm{PDG}}}{M_Z^{\mathrm{CDF}}}=1.0000\pm 0.0009$$ (10) and $$\kappa =(1.53\pm 0.27)\%,$$ (11) where the uncertainties come from the $`Z`$ statistics. The fit results are shown in Figure 17. The two parameters are largely uncorrelated. The value of $`S_E`$ is equal to 1 by construction; the initial value of $`S_E`$ was not 1, but we iterated the fit with the scale factor applied to the energy until the final scale factor becomes 1. A number of checks are performed to insure that these results are robust and unbiased. For example, 1000 Monte Carlo subsamples are created where each sample has the same size as the data, and are used to check that the likelihood procedure is unbiased and that statistical uncertainties by the fit are produced correctly. Moreover, compatible results are found when a much simpler technique is used, that is, comparing the mean $`M_Z`$, in the interval $`8696`$ GeV/c<sup>2</sup>, between the data and the Monte Carlo events. The Monte Carlo events include a 1% QCD background term. If the background term were omitted entirely, the energy scale and $`\kappa `$ would change by much less than their statistical uncertainties; we conclude that the uncertainties in the background have negligible contribution to the uncertainties in the fit results. Finally a Kolmogorov-Smirnov (KS) statistic is used to quantify how well the Monte Carlo events fit the data. The probability that a statistical fluctuation of the Monte Carlo parent distribution would produce a worse agreement than the data is 19%. The likelihood fit is also checked by varying the parameters in the KS fit to find a maximum probability. The result is $`S_E=1.0007\pm 0.0010`$, in good agreement with the likelihood method. ### E Energy Nonlinearity Correction The average $`E_T`$ for $`Z`$ decay electrons is about 4.5 GeV higher than those for $`W`$ decay. Since the energy calibration is done with the $`Z`$’s, any nonlinearity in the energy response would translate to an incorrect energy scale at the $`W`$. The nonlinearity over a small range of $`E_T`$ can be expressed as $$\frac{\mathrm{\Delta }S_E}{S_E}=\xi \times \mathrm{\Delta }E_T.$$ (12) The slope, $`\xi `$, could arise from several sources: energy loss in the material of the solendoid, scintillator response versus shower depth, or shower leakage into the hadronic part of the calorimeter. The near equality of the $`E/p`$ scale factors for the $`W`$ and $`Z`$ samples limits the slope to be less than about 0.0004 GeV<sup>-1</sup>. The spread in electron $`E_T`$ for each of the $`W`$ and $`Z`$ samples is larger than the difference in the averages, so the most sensitive measure of $`\xi `$ is the variation of the mean $`E/p`$ between 0.9 and 1.1 for both samples as a function of $`E_T`$. Their $`E_T`$ distributions and the residuals, $`E/p_{\mathrm{data}}E/p_{\mathrm{simulation}}`$, are shown in Figure 18. A linear fit to the $`E/p`$ residuals for the $`W`$ and $`Z`$ data yields a slope of $`(1.91\pm 0.58)\times 10^4`$ GeV<sup>-1</sup> in $`E/p`$. Correcting the relationship between $`E/p`$ and the scale factor gives a slope $`\xi =0.00029\pm 0.00013(\mathrm{stat}.)\pm 0.00006(\mathrm{syst}.)`$ GeV<sup>-1</sup>, where the systematic uncertainty comes from backgrounds and the fitting procedure. The electron $`E_T`$ is corrected by $$E_TE_T(10.00029(E_T42.73\mathrm{GeV}))$$ (13) before the final fit for the $`W`$ mass. This correction shifts the fitted $`W`$ mass up by $`(34\pm 17)`$ MeV/c<sup>2</sup>. The mean $`E_T`$ for the $`Z`$ sample is 42.73 GeV, so the energy scale is unchanged at that point. ### F Check of Energy Scale and Momentum Resolution Using $`E/p`$ The momentum scale was set with the $`Z\mu ^+\mu ^{}`$ mass as discussed in Section III, and the energy scale was set with the $`Ze^+e^{}`$ mass as discussed in this section. In principle, the electron energy scale can be set by transferring the momentum scale from the $`\mathrm{{\rm Y}}`$(1s) or $`J/\psi `$ $`\mu ^+\mu ^{}`$ mass as done in the Run IA analysis and equalizing $`E/p`$ for data and simulation in $`We\nu `$ decays. This technique has great statistical power and indeed was the preferred technique in previous CDF publications of the $`W`$ mass . However, systematic effects in tracking electrons are potentially much larger than for muons due to bremsstrahlung. To accurately simulate external bremsstrahlung effects , the Monte Carlo program includes the magnitude and distribution of the material (see Section III A) traversed by electrons from the interaction region through the tracking volume, propagation of the secondary electrons and photons,<sup>\</sup><sup>\</sup>\The photons are treated in the same manner as the electrons in the calorimeter simulation. and a procedure handling the bias on the beam constrained momentum which is introduced through the non-zero impact parameters of electrons that have undergone bremsstrahlung . To fit to the $`E/p`$ distribution (see Figure 19) to determine the energy scale, the width of the $`E/p`$ distribution needs to be understood. It has a contribution from both the $`E`$ resolution and the $`p`$ resolution. At the $`W`$ electron energies, the $`p`$ resolution dominates. When the $`E/p`$ distribution is fit to determine the energy scale, the $`E`$ resolution is fixed to the value determined by the $`Z`$ data, and the $`1/p_T`$ resolution is allowed to vary. As can be seen from Figure 20, the $`E/p`$ distribution agrees well with the resolution values determined solely from the $`Z\mu ^+\mu ^{}`$ data. However, there is an excess at the low $`E/p`$ tail region. Studies of the transverse mass for data events in this region show that the tail is due to mis-measured tracks in real $`W`$ events. To account for this excess, the track parameters are smeared according to a second, wider Gaussian term for 8% of the Monte Carlo events. The two Gaussians describe the overall $`E/p`$ distribution well. However, adding the second Gaussian distribution does not significantly change the derived scale. The $`E/p`$ distribution is fit for an energy scale and tracking resolution using a binned likehood method. The method is similar to the one used to fit the $`Z`$ mass. The data are collected in 25 bins for the region $`0.9<E/p<1.1`$, containing 22,112 events as shown in Figure 19. The log likelihood is maximized with respect to $`S_E`$ and the momentum resolution simultaneously. The energy scale factor is found to be $`S_E(E/p)`$ $`=`$ $`0.99633\pm 0.00040(\mathrm{stat}.)`$ (15) $`\pm 0.00024(\kappa )\pm 0.00035(X_{})\pm 0.00018(p_T\mathrm{scale}),`$ where 0.00024 comes from the uncertainty in the calorimeter resolution, 0.00035 from the uncertainty in the radiation length measurement, and 0.00018 comes from the uncertainty in the momentum scale which for this purpose is determined by the $`\mathrm{{\rm Y}}`$(1s) measurement (see Section III G). The result of the fit is shown in Figure 19. When we account for the nonlinearity of the calorimeter energy between $`Z`$ decay electrons and $`W`$ decay electrons as described in Section IV E, the scale factor becomes $`S_E(E/p)=0.99480`$ $`\pm `$ $`0.00040(\mathrm{stat}.)`$ (16) $`\pm `$ $`0.00024(\kappa )\pm 0.00035(\mathrm{X}_{})\pm 0.00018(\mathrm{p}_\mathrm{T}\mathrm{scale})`$ (17) $`\pm `$ $`0.00075(\mathrm{CEM}\mathrm{nonlinearity}).`$ (18) It is in poor agreement (3.9$`\sigma `$ discrepant) with the energy scale determined from the $`Z`$ mass (Eq. 10). When this scale factor is applied to the data, the $`Z`$ mass is measured to be 0.52% lower than the world-average value. The $`E/p`$ distribution for the $`Z`$ sample is also used to extract $`S_E`$. The result is: $`S_E(E/p)=0.99720`$ $`\pm `$ $`0.00130(\mathrm{stat}.)`$ (19) $`\pm `$ $`0.00024(\kappa )\pm 0.00035(\mathrm{X}_{})\pm 0.00018(\mathrm{p}_\mathrm{T}\mathrm{scale}).`$ (20) The systematic uncertainties with respect to $`\kappa `$, $`X_{}`$, and momentum scale are common for the $`W`$ and $`Z`$ samples. The difference between this scale value and the scale from the $`Z`$ mass is 2.0$`\sigma `$. When both the $`W`$ and $`Z`$ events are combined, the discrepancy is 5.3$`\sigma `$. The disagreement between the energy scale determined from the $`Z`$ mass (Eq. 10) with that determined by the $`E/p`$ distribution (Eq.s 14 and 15) is significant; therefore it would be incorrect to average the two. Moreover, the two techniques applied to the $`Z`$ sample use the same energy measurements, thus hinting at a systematic problem between the tracking for muons and that for electrons, or a systematic difference between the actual tracking and the tracking simulation. Another possibility is an incomplete modeling of the calorimeter response to bremsstrahlung in the tracking volume. Appendix A describes some possible causes. As a result of this disagreement, we choose to use conservative methods for both the electron energy and muon momentum scale determination. We use the $`Ze^+e^{}`$ mass instead of the $`E/p`$ distribution to set the electron energy scale since this is a direct calibration of the calorimeter measurement without reference to tracking or details of the bremsstrahlung process. Although statistically much less precise, we use the $`Z\mu ^+\mu ^{}`$ mass instead of the $`\mathrm{{\rm Y}}`$(1s) or $`J/\psi `$ mass to set the muon momentum scale. ### G Summary The electron energy scale is determined by normalizing the measured $`Ze^+e^{}`$ mass to the world-average mass. The measurement is limited by the finite statistics in the $`Z`$ peak which gives the uncertainty of 72 MeV/c<sup>2</sup> on $`M_W`$. A small nonlinearity is observed, resulting in $`\mathrm{\Delta }M_W=(34\pm 17)`$ MeV/c<sup>2</sup>. Adding these uncertainties in quadrature, the total uncertainty on $`M_W`$ due to the energy scale determination is 75 MeV/c<sup>2</sup>. The energy resolution is measured from the width of the $`Ze^+e^{}`$ peak in the same dataset: $`\frac{\sigma _{E_T}}{E_T}=\sqrt{\frac{(13.5\%)^2}{E_T}+(1.53\pm 0.27)\%^2}.`$ When the electron energy resolution is varied over this allowed range in the simulation, the measured $`W`$ mass changes by 25 MeV/c<sup>2</sup>. ## V Backgrounds Backgrounds in the $`W`$ samples come from the following processes: 1. $`W\tau \nu \mathrm{}\nu \nu \nu `$ $`W\tau \nu `$ hadrons + $`\nu \nu `$ 2. $`Z\mathrm{}^+\mathrm{}^{}`$ where the second charged lepton is not detected 3. Dijets (QCD) where jets mimic leptons 4. cosmic rays Contributions from $`Z\tau ^+\tau ^{}`$, $`W^+W^{}`$, and $`t\overline{t}`$ are negligible. In general, backgrounds have a lower average transverse mass than $`W\mathrm{}\nu `$ decay, and, if not accounted for, will lower the fitted mass. All the background distributions as shown in Figure 21 are included in the simulation. ### A $`We\nu `$ Backgrounds Few $`W\tau \nu e\nu \nu \nu `$ events pass the kinematic cuts since the electron $`E_T`$, the total neutrino $`\|𝐄_𝐓\|`$, and $`M_T`$ are substantially lower than those in the $`We\nu `$ decay. $`W\tau \nu e\nu \nu \nu `$ events are estimated to be 0.8% of $`We\nu `$ events in the $`W`$ mass fitting region. This is the largest background in the $`We\nu `$ sample, and is also the easiest to simulate. We have also simulated the $`W\tau \nu `$ background where the $`\tau `$ decays hadronically. We expect it to be $`(0.054\pm 0.005)`$% of the $`W`$ sample. After $`Z`$ removal cuts, very few $`Ze^+e^{}`$ events can mimic $`We\nu `$ events. The Monte Carlo simulation predicts $`(0.073\pm 0.011)`$% of the $`W`$ sample in the mass fitting region to originate from $`Ze^+e^{}`$. Dijet events can pass the $`W`$ selection cuts if one of the jets mimics an electron and the other is mismeasured, creating $`\mathrm{}`$$`E_T`$. Such events are refered to as “QCD” background. The QCD background is estimated by selecting QCD candidates from the $`W`$ sample without $`M_T`$ and $`\|𝐮\|`$ cuts and plotting distributions of $`\|𝐮\|`$ and $`M_T`$ as shown in Figure 22 (a detailed description can be found in Reference ). The number of QCD events predicted in the signal region “Region A” (see the top figure) is given by $`N_{RegionA(W)}`$ $`=`$ $`{\displaystyle \frac{N_{RegionA(QCD)}}{N_{RegionB(QCD)}}}\times N_{RegionB(W)}`$ (21) $`=`$ $`249\pm 108,`$ (22) from which we find $`119\pm 56`$ events or $`(0.36\pm 0.17)`$% of the $`W`$ events are in the $`W`$ mass fitting region. The kinematical distributions of the QCD events are derived from the $`We\nu `$ sample with inverted electron quality cuts. ### B $`W\mu \nu `$ Backgrounds The largest background in the $`W\mu \nu `$ sample comes from the $`Z\mu ^+\mu ^{}`$ process with one of the muons exiting at low polar angle (outside of the CTC volume) which mimics a neutrino in the calorimeters. The simulation predicts this background to be (3.6 $`\pm `$ 0.5)%. The uncertainty in the background estimate comes from two sources: the uncertainty in the measured tracking efficiency at large $`\eta `$, and the choice of parton distribution functions. The second largest background comes from the $`W\tau \nu `$ process where $`\tau \mu \nu \nu \nu `$, which is 0.8% of the $`W`$ sample. The $`W\tau \nu `$ background where the $`\tau `$ decays hadronically is negligible. Background from QCD is estimated by using the data in a similar manner to the electron case. The $`W\mu \nu `$ sample is estimated to contain $`(0.4\pm 0.2)`$ % of its events from the QCD process. Cosmic rays can appear as two oppositely charged back-to-back tracks in $`\varphi `$ when they cross the detector in time with $`\overline{p}p`$ collisions. Most of them are removed by the $`W\mu \nu `$ selection criteria such as the $`Z`$ removal cut or $`\|D_0\|<0.2`$ cm (see Section III C). The number of cosmic rays remaining in the final sample is estimated by using events which fail $`\|D_0\|<`$ 0.2 cm criteria, but which pass all the other selection criteria. The expected number of cosmic ray events corresponds to $`(0.10\pm 0.05)`$% of the $`W`$ sample. ### C Summary Table IX summarizes the fraction of the background events in the $`W`$ samples in the mass fitting region. The total backgrounds in the $`We\nu `$ and $`W\mu \nu `$ fit region are expected to be $`(1.29\pm 0.17)`$% and $`(4.90\pm 0.54)`$%, respectively. Adding the backgrounds in the simulation leads to shifts of $`(80\pm 5)`$ MeV/c<sup>2</sup> and $`(170\pm 25)`$ MeV/c<sup>2</sup> in the $`We\nu `$ and $`W\mu \nu `$ mass measurements, respectively. ## VI $`W`$ Production and Decay Model We use a Monte Carlo program to generate $`W`$ events according to a relativistic Breit-Wigner distribution and a leading-order ($`p_T^W=0`$) model of quark-antiquark annihilation. The distribution in momentum of the quarks is based on the MRS-R2 parton distribution functions (PDFs) . The generated $`W`$ is Lorentz-boosted, in the center-of-mass frame of the quark-antiquark pair, with a transverse momentum, $`p_T^W`$. The $`p_T^W`$ spectrum is derived from the $`Ze^+e^{}`$ and $`Z\mu ^+\mu ^{}`$ data and a theoretical prediction for the ratio of $`Z`$ and $`W`$ $`p_T`$ spectra which is differential in the rapidity of the vector boson. The Monte Carlo program also includes QED radiative effects . ### A Parton Distribution Functions The uncertainty associated with PDFs is evaluated by varying the choice of PDF sets and by parametric modifications of PDFs. Figure 23 shows the CDF data on the $`W`$ lepton charge asymmetry which is sensitive to the ratio of $`d`$ to $`u`$ quark densities $`(d/u)`$ at a given parton momentum fraction, $`x`$. Of all modern PDFs, the two giving the best agreement, MRST and CTEQ-5 , are shown.<sup>††</sup><sup>††</sup>††Predicted $`W`$ charge asymmetries are calculated with the DYRAD NLO $`W`$ production program . Unfortunately the agreement even with these PDFs is barely satisfactory. Hence we follow reference in making parametric modifications to the MRS family of PDFs. These modifications with retuned parameters are listed in Table X and their predictions are compared to the $`W`$ lepton charge asymmetry measurement and the NMC $`d/u`$ data in Figure 24. From the variation among the six reference PDFs, an uncertainty of 15 MeV/c<sup>2</sup> is taken which is common to the electron and muon analyses. ### B $`W`$ Transverse Momentum Spectrum The spectrum of $`W`$ transverse momentum, $`p_T^W`$, is needed to simulate the lineshape of transverse mass. The $`W`$ mass measurement uses events at low $`p_T^W`$ where the theoretical calculations are not reliable. It would be difficult to extract $`p_T^W`$ from the $`W`$ data because the neutrino momentum is not well measured. However one can model $`p_T^W`$ through a measurement of $`p_T^Z`$, which can be measured accurately using the charged leptons from the $`Z`$ decays. Theoretical calculations predict the cross-section ratio of $`W`$’s and $`Z`$’s as a function of $`p_T`$ with small uncertainty since the production mechanisms are similar . The measurement of $`p_T^Z`$ is combined with the theoretical calculations of the ratio to derive $`p_T^W`$. This procedure is applied separately to the muon and electron samples, so the derived $`p_T^W`$ distributions are essentially independent although compatible. For each $`Z`$ sample, a functional form for the $`Z`$ $`p_T`$ distribution is assumed for input to a Monte Carlo generator. The lepton response is modeled according to detector resolution and acceptance. The parameters of the assumed functions are fit to give agreement with the observed $`Z`$ $`p_T`$ distributions. The observed $`Z`$ $`p_T`$ distributions are shown in Figure 25 and are compared with the simulation which uses the best fit parameters for the input $`p_T^Z`$ distribution. Resummed calculations are used for correcting the difference between the $`W`$ and $`Z`$ $`p_T`$ distributions, in terms of the ratio of the two distributions. As shown in Figure 26 (a), (b) and (c), the ratio is between 0.9 and 1.0 over the $`p_T`$ range of interest. Effects from the large ratio at $`p_T`$ 0 is very small since $`d\sigma /d(p_T)0`$ as $`p_T0`$. The variation of the ratio is studied by varying PDFs and nonperturbative parameters in the resummed calculations, and by calculating it in two different resummed schemes, one in impact parameter space and the other in $`p_T`$ space . There is a rapidity ($`y^{boson}`$) dependence to the $`p_T`$ distribution, illustrated in Figure 26 (d) and (e). This rapidity dependence is taken into account when $`p_T^W`$ is derived from $`p_T^Z`$. As indicated in Figure 26, the range of the possible ratio and rapidity dependence variation is about 2%. The extracted $`p_T^W`$ distribution for the muon channel at the generation level is shown in Figure 27 (b). The shaded band represents the total uncertainty on the $`p_T^W`$ distribution. The dominant uncertainty comes from the finite statistics of the $`Z`$ sample. The theoretical uncertainty in the $`p_T`$ ratio and rapidity dependence is small. The fractional uncertainties on the $`p_T^W`$ distribution from the statistics and theoretical calculations are shown in Figure 27 (a). The uncertainty on the $`W`$ mass is evaluated by varying the $`p_T^W`$ distribution within the shaded band in Figure 27 (a). The finite statistics of the $`Z`$ sample contributes independent uncertainties of 15 MeV/c<sup>2</sup> and 20 MeV/c<sup>2</sup> for the $`We\nu `$ and $`W\mu \nu `$ channel. The contribution of the theoretical uncertainty is 3 MeV/c<sup>2</sup> which is common for the electron and muon channel. ### C QCD Higher Order Effects The $`W`$ bosons are treated as spin-one particles and decay via the weak interaction into a charged lepton ($`e`$, $`\mu `$ or $`\tau `$) and a neutrino. The charged leptons are produced with an angular distribution determined by the $`𝒪(\alpha _s^2)`$ calculation of which, for $`W^+`$ bosons with a helicity of –1 with respect to the proton direction, has the form : $`{\displaystyle \frac{d\sigma }{d\mathrm{cos}\theta _{\mathrm{CS}}}}1+a_1(p_T)\mathrm{cos}\theta _{\mathrm{CS}}+a_2(p_T)\mathrm{cos}^2\theta _{\mathrm{CS}}`$ (23) where $`p_T`$ is the transverse momentum of the $`W`$ and $`\theta _{\mathrm{CS}}`$ is the polar direction of the charged lepton with respect to the proton direction in the Collins-Soper frame . $`a_1`$ and $`a_2`$ are $`p_T`$ dependent parameters. For $`p_T`$ = 0, $`a_1=2`$ and $`a_2=1`$ providing the angular distribution of a $`W`$ boson fully polarized along the proton direction. For the $`p_T^W`$ values relevant to the $`W`$ mass analysis $`(p_T^W<30)`$, the change in $`W`$ polarization as $`p_T^W`$ increases only causes a modest change in the angular distribution of the decay leptons . The uncertainty is negligible. ### D QED Radiative Effects $`W\gamma `$ production and radiative $`W`$ decays ($`W\mathrm{}\nu \gamma `$) are simulated using the calculation by Berends and Kleiss . Most photons tend to be collinear with the lepton, often showering in the same calorimeter towers as the lepton. For the electron channel, these photons are merged with the electron cluster; for the muon channel, they reduce the muon momenta by their energy. Radiative effects from collinear photons are thus expected to be larger in the muon channel. Photons not collinear with the lepton are included in the calculation of $`𝐮`$ (see Figure 2), and have an effect that is similar in both the electron and muon channels. Shifts in the $`W`$ mass due to radiative effects are estimated to be $`(65\pm 20)`$ MeV/c<sup>2</sup> and $`(168\pm 10)`$ MeV/c<sup>2</sup> for the electron and muon channel, respectively. Uncertainties of the radiative effects are estimated from uncertainties in the theoretical calculation and in the calorimeter response to the photons. The Berends and Kleiss calculation does not include all the radiative Feynman diagrams. For example, it does not include initial state radiation ($`t`$\- and $`u`$-channel diagrams) and allows a maximum of one photon. The effect arising from the missing diagrams is evaluated by incorporating the PHOTOS package which allows two photon emissions, and the calculation by U. Baur et al. who have recently developed a complete $`O(\alpha )`$ Monte Carlo which incorporates the initial state QED radiation from the quark-lines and the interference between the initial and final state radiation as well as including a correct treatment of the final state soft and virtual photonic corrections. The effects on $`M_W`$ from the former case are less than 10 MeV/c<sup>2</sup> for the $`We\nu `$ channel and less than 5 MeV/c<sup>2</sup> for the $`W\mu \nu `$ channel. The effects on $`M_W`$ from the latter case are less than 20 MeV/c<sup>2</sup> for the $`We\nu `$ channel and $``$10 MeV/c<sup>2</sup> for the $`W\mu \nu `$ channel. The uncertainty in the calorimeter response to the photons well-separated from the $`W`$ decay lepton, is evaluated by varying the photon energy threshold, the photon fiducial region, and the photon energy resolution. The effect is 3 MeV/c<sup>2</sup> on the $`W`$ mass. ### E Summary The uncertainty associated with PDFs is evaluated by varying the choice of PDF sets. It is estimated to be 15 MeV/c<sup>2</sup> which is common to the electron and muon analyses. The $`p_T^W`$ spectrum is derived from the $`Ze^+e^{}`$ and $`Z\mu ^+\mu ^{}`$ data and a theoretical prediction for the ratio of $`Z`$ and $`W`$ $`p_T`$ spectra differential in the rapidity of the vector boson. The corresponding uncertainty in the $`W`$ mass is dominated by $`Z`$ statistics. It is 15 MeV/c<sup>2</sup> for the $`We\nu `$ channel and 20 MeV/c<sup>2</sup> for the $`W\mu \nu `$ channel. A common uncertainty of 3 MeV/c<sup>2</sup> comes from the theoretical prediction for the ratio. The uncertainty in the $`W`$ mass due to QED radiative effects is estimated to be 20 MeV/c<sup>2</sup> to the $`We\nu `$ channel, and 10 MeV/c<sup>2</sup> to the $`W\mu \nu `$ channel. ## VII Recoil Measurement and Model The transverse mass distribution used for the $`W`$ mass measurement is reconstructed using the $`𝐄_𝐓`$ of the charged leptons (described in Section III and IV) and the neutrinos. The transverse energy of the neutrino is inferred from the charged lepton $`𝐄_𝐓`$ and the recoil energy $`𝐮`$ (see Figure 2). This section describes the reconstruction of $`𝐮`$, and an empirical model of the detector response to $`𝐮`$ which is implemented in the simulation. Since the $`W`$ and $`Z`$ share a common production mechanism and are close in mass, the recoil model is based mainly on $`Z\mathrm{}^+\mathrm{}^{}`$ decays. ### A Recoil Reconstruction The recoil vector $`𝐮`$ is calculated by summing over electromagnetic and hadronic calorimeter towers within the detector range $`\|\eta \|<3.6`$, $$𝐮=(u_x,u_y)=\mathrm{\Sigma }_{\mathrm{towers}}E\mathrm{sin}\theta (\mathrm{cos}\varphi ,\mathrm{sin}\varphi ).$$ (24) Table XI lists tower thresholds for online (Level-3) reconstruction and this analysis. The thresholds for this analysis correspond to 5 times the calorimeter noise level. There are two contributions to the recoil vector $`𝐮`$. The first contribution is the energy of the initial state gluons radiated from the quarks that produce the $`W`$ or $`Z`$ boson. This energy balances the $`p_T`$ of the boson. The second is the energy associated with multiple interactions and the remnants of the protons and antiprotons that are involved in the $`W`$ or $`Z`$ production. The latter energy is referred to as the underlying energy. It is manifested in $`\mathrm{\Sigma }E_T`$, where $$\mathrm{\Sigma }E_T=\mathrm{\Sigma }_{\mathrm{towers}}E\mathrm{sin}\theta =\mathrm{\Sigma }_{\mathrm{towers}}E_T.$$ (25) The lepton energy should not be included in the $`𝐮`$ calculation, and thus the towers containing energy deposited by the lepton are excluded in the sum. This procedure removes two towers for muons, and two or three towers for electrons. If the center of the electron shower is more than 10 cm away from the azimuthal center of the tower ($`\|x\|>10`$ cm), there will be leakage in the azimuthally adjacent towers which are also removed. This procedure removes not only the lepton energy, but also the underlying energy which needs to be added back to the sum. The underlying energy is estimated from the energy in calorimeter towers away from the lepton in the $`W`$ data. In the muon analysis, this energy is added back to the $`𝐮`$ calculation. In the electron analysis, rather than correcting $`𝐮`$, the same amount of energy is removed from the Monte Carlo simulation. ### B Recoil Model For the purposes of modeling the response and resolution, it is natural to define $`𝐮`$ in terms of the components $`u_1`$ and $`u_2`$, anti-parallel and perpendicular to the boson direction, respectively. The average value of $`u_1`$ is the average calorimeter response balancing the boson $`p_T`$, and the average value of $`u_2`$ is expected to be zero. $`u_1`$ and $`u_2`$ are parameterized in the form $$\left(\begin{array}{c}u_1\\ u_2\end{array}\right)=\left(\begin{array}{c}f(p_T^{boson})\\ 0\end{array}\right)+\left(\begin{array}{c}G_1(\sigma _1)\\ G_2(\sigma _2)\end{array}\right)$$ (26) where $`G_1(\sigma _1)`$ and $`G_2(\sigma _2)`$ are Gaussian distributed random variables of mean zero and widths $`\sigma _1`$ and $`\sigma _2`$, and the quadratic function $`f(p_T^{boson})`$ is the response function to the recoil energy. A detailed description can be found in Reference . The resolutions $`\sigma _1`$ and $`\sigma _2`$ are expected to be dependent on $`\mathrm{\Sigma }E_T`$. For the minimum bias events which represent the underlying event in the $`W`$ and $`Z`$ sample, the resolutions $`\sigma _x`$ and $`\sigma _y`$ are well parameterized with $`\mathrm{\Sigma }E_T`$. A fit to the data, as shown in Figure 28, gives $$\sigma _{mbs}(\mathrm{\Sigma }E_T)=0.324\times (\mathrm{\Sigma }E_T)^{0.577}$$ (27) where $`\sigma _{mbs}(\mathrm{\Sigma }E_T)`$ and $`\mathrm{\Sigma }E_T`$ are calculated in GeV. For the $`W`$ and $`Z`$ events, a good description of the resolution requires additional parameters which accont for its boson $`p_T`$ dependence; the initial state gluons balancing the boson $`p_T`$ produce jets which contribute to the resolution differently than the underlying energy. In order to allow this resolution difference, the widths are parameterized in the form $$\left(\begin{array}{c}\sigma _1\\ \sigma _2\end{array}\right)=\sigma _{mbs}(\mathrm{\Sigma }E_T)\times \left(\begin{array}{c}1+s_1(p_T^{boson})^2\\ 1+s_2(p_T^{boson})^2\end{array}\right)$$ (28) for the electron channel and $$\left(\begin{array}{c}\sigma _1\\ \sigma _2\end{array}\right)=\sigma _{mbs}(\mathrm{\Sigma }E_T)\times \left(\begin{array}{c}\alpha _1+\beta _1p_T^{boson}\\ \alpha _2+\beta _2p_T^{boson}\end{array}\right)$$ (29) for the muon channel, where $`s_1`$, $`s_2`$, $`\alpha _1`$, $`\alpha _2`$, $`\beta _1`$, and $`\beta _2`$ are free parameters. Although the two channels use different formulae, the fitted funtions are consistent with each other – $`\alpha _1`$ and $`\alpha _2`$ are close to 1 and the difference between the linear term and the quadratic term is within the statistical uncertainty of the $`Z`$ sample. The argument $`\mathrm{\Sigma }E_T`$ in Eq.s 28 and 29 comes from the $`\mathrm{\Sigma }E_T`$ distributions of the $`W`$ and $`Z`$ data. The $`\mathrm{\Sigma }E_T`$ distributions in various $`p_T^Z`$ bins are shown in Figure 29. They are nicely fit to $`\mathrm{\Gamma }`$-distributions $$\gamma (\mathrm{\Sigma }E_T;a,b)=\frac{a^b(\mathrm{\Sigma }E_T)^{b1}e^{a(\mathrm{\Sigma }E_T)}}{\mathrm{\Gamma }(b)}$$ (30) where $`a`$ and $`b`$ are fit parameters, and $`b`$ is a linear function of $`p_T^{boson}`$. The term $`a/\mathrm{\Gamma }(b)`$ normalizes the distribution. Figure 30 shows the $`\mathrm{\Sigma }E_T`$ distributions and fits for the $`Z`$ and $`W`$ events. The $`Z`$ data provide $`u_1`$, $`u_2`$, $`\mathrm{\Sigma }E_T`$, and the $`p_T`$ of the $`Z`$. The parameters in Eqs. 263028, and 29 are derived by fitting to these variables. Figure 31 compares $`u_1`$ as a function of $`p_T^Z`$ from the $`Z`$ data with the fit functions $`f(p_T^Z)`$ described in Eq. 26. The validity of a Gaussian parameterization in Eq. 26 is illustrated in Figure 32. The parameterization of the recoil response model is further cross-checked by distributions of $`u_1`$, $`u_2`$, and $`\|𝐮\|`$. As shown in Figure 33, they all agree well. The $`u`$ resolutions in the $`Z\mu ^+\mu ^{}`$ data are shown as a function of $`p_T^Z`$ in Figure 34, where the data is compared with the recoil model with (the solid histograms) and without (the dashed histograms) including the effect of gluons against the $`W`$. As expected, the resolution gets worse in $`u_1`$ as the jet structure of the recoil becomes apparent, increasing $`\mathrm{\Sigma }E_T`$ in the $`u_1`$ direction. While the $`Z`$ sample, where the boson $`p_T`$ is well understood, allows the unfolding of response and resolution, the $`W`$ samples do not allow these effects to be separately understood. However, the $`W`$ samples can be used to optimize the model parameters for the $`W`$ data while preserving a good description of the $`Z`$ data. This is demonstrated in Figure 35. The ultimate recoil model includes the $`\|𝐮\|`$ and $`\mathrm{u}_{}`$ (the component of $`𝐮`$ perpendicular to the lepton direction) distributions from the $`W`$ data in the fit. ### C Comparison of Data and Simulation in the $`W`$ Samples This section compares the data with the simulation which uses the best fit parameters of the modeling. The $`W`$ data is more naturally described in terms of components $`\mathrm{u}_{}`$ and $`\mathrm{u}_{}`$ of recoil defined with respect to the charged lepton direction – the component along the lepton direction and the component perpendicular to the lepton direction, respectively (see Figure 36).<sup>‡‡</sup><sup>‡‡</sup>‡‡When $`\|𝐮\|<<E_T^{\mathrm{}}`$, the transverse mass becomes $`M_T^W2E_T^{\mathrm{}}+\mathrm{u}_{}`$. The $`\|𝐮\|`$ and $`\mathrm{u}_{}`$ distributions and residuals are shown in Figure 37 and Figure 38. The $`\mathrm{u}_{}`$ distribution is shown in Figure 39. The means for $`\mathrm{u}_{}`$ are consistent with zero and the other $`𝐮`$ projection numbers are listed in Table XII. The models reproduce the basic characteristics well. One can further examine whether or not the model describes correlations among variables. The distributions in $`\mathrm{u}_{}`$ are examined in four bins of $`\|𝐮\|`$, shown for the electron analysis in Figure 40 and for the muon analysis in Figure 41. The correlation of $`\mathrm{u}_{}`$ and transverse mass is illustrated in Figure 42 and the trend of $`\mathrm{u}_{}`$ with azimuthal angle between the lepton and $`𝐮`$ is shown in Figure 43. As indicated in these figures, the simulation well represents the data. ### D Uncertanties on $`M_W`$ The uncertainty on the $`W`$ mass is evaluated by varying the model parameters within their uncertainties. The size of the parameter uncertainties is taken from the $`Z`$ statistics and does not include the reduction produced by including the $`W`$ data in the model. For each set of model parameters a set of transverse mass templates are produced which are fit to the transverse mass distributions of the data and a standard Monte Carlo template. The rms of $`M_W`$ values obtained from the fit to the Monte Carlo template is 37 MeV/c<sup>2</sup> for the electron channel and 35 MeV/c<sup>2</sup> for the muon channel. ### E Summary The detector response to the recoil energy against the $`W`$ is modeled primarily using the $`Z\mathrm{}^+\mathrm{}^{}`$ data. The $`W`$ data are used to optimize the model. The model is empirical in the sense that its form is justified by the data and its parameters determined from the data. The modeling procedure is applied separately to the muon and electron samples, so the uncertainties on the $`W`$ mass due to the recoil model are essentially independent. The parametrizations are compatible in the two channels. The uncertainty on the $`W`$ mass is evaluated by producing a set of transverse mass templates with the model parameters allowed within their uncertainties, and fitting to the transverse mass distributions of the data and a standard Monte Carlo template. It is 37 MeV/c<sup>2</sup> for the electron channel and 35 MeV/c<sup>2</sup> for the muon channel. ## VIII Results and Conclusions This section summarizes the $`W`$ mass results. Cross-checks which support the results are discussed. The results of the two lepton channels are combined with previous CDF measurements. The combined result is compared with other measurements and with global fits to all precise electroweak measurements which predict a $`W`$ mass as a function of the Higgs boson mass. ### A Fitting Procedure The $`W`$ mass is obtained from a binned maximum likelihood fit to the transverse mass spectrum. This spectrum cannot be predicted analytically and must be simulated using a Monte Carlo program which produces the shape of the transverse mass distribution as a function of $`M_W`$. This program incorporates all the experimental effects relevant to the analysis, including $`W`$ production and decay mechanisms as described in Section VI, the detector acceptance for the charged leptons from the $`W`$ decay, the detector responses and resolutions of the leptons as described in Sections III and IV, and the detector response and resolution of the recoil energy against the $`W`$ as described in Section VII. The Monte Carlo program generates $`M_T`$ distributions used as templates for discrete values of $`M_W`$. The width of the $`W`$, $`\mathrm{\Gamma }_W`$, is taken as the Standard Model value for that $`W`$ mass.<sup>\</sup><sup>\</sup>\$`\mathrm{\Gamma }_W`$ is precisely predicted in terms of the masses and coupling strengths of the gauge bosons. The leptonic partial width $`\mathrm{\Gamma }(W\mathrm{}\nu )`$ can be expressed as $`G_FM_W^3/6\sqrt{2\pi }(1+\delta _{\mathrm{SM}})`$ where $`\delta _{\mathrm{SM}}`$ is the radiative correction to the Born-level calculation. Dividing the partial width by the branching ratio, Br$`(W\mathrm{}\nu )=1/(3+6(1+\alpha _s(M_W)/\pi +𝒪(\alpha _s^2)))`$, gives the SM prediction for $`\mathrm{\Gamma }_W`$. The transverse mass distribution templates also include the background contributions. The mass fit compares the data transverse mass distribution to the templates. The transverse mass fitting procedure is tested by using large Monte Carlo samples and by generating pseudo-samples of the size of the data and extracting a mass value for each dataset. We investigated the bias in the fit and confirmed the statistical errors returned by the fits. The results are illustrated for the muon fit in Figure 44. No biases are observed in the fitting procedure and the fit errors returned by the simulation datasets and the variation in returned mass values are consistent with the statistical uncertainties of the fits to the data. ### B The $`W`$ Mass Measurement The fit results yield the measurements of the $`W`$ mass in the electron and muon channels. They are: $$M_W^e=80.473\pm 0.065(\mathrm{stat}.)\pm 0.092(\mathrm{syst}.)\mathrm{GeV}/\mathrm{c}^2$$ and $$M_W^\mu =80.465\pm 0.100(\mathrm{stat}.)\pm 0.103(\mathrm{syst}.)\mathrm{GeV}/\mathrm{c}^2.$$ The negative log likelihood distribution for the muon sample is shown in Figure 45 as a function of $`M_W`$. A similar distribution is obtained for the electron sample. The transverse mass distributions for the $`We\nu `$ and $`W\mu \nu `$ samples are compared to the simulation with the best fits in Figures 46 and 47. The fit curves give $`\chi ^2`$/dof of 32.4/35 and 60.6/70 for the electron and muon samples, respectively. If we extend the region of comparison from $`65<M_T<100`$ GeV/c<sup>2</sup> to $`50<M_T<120`$ GeV/c<sup>2</sup>, the curves give $`\chi ^2`$/dof of 82.6/70 and 147/131, and Kolmogornov-Smirnov (KS) probabilities of 16% and 21%. A summary of all systematic uncertainties is given in Table 8.1. They are estimated by measuring the subsequent shifts in $`M_W`$ when each source is varied by its uncertainty in the Monte Carlo simulation. The largest uncertainties come from the finite statistics of the $`Z`$ samples. The $`Z`$ statistics are the predominant source of the uncertainties on lepton scale, lepton resolution, the $`p_T^W`$ model, as well as the recoil model. As muon and electron analyses use the muon and electron $`Z`$ sample separately, the statistical effects are independent. The theoretical uncertainty in the $`p_T^W`$ distribution gives a small common-contribution. The uncertainty due to the choice of PDFs is evaluated for the muon acceptance and is essentailly the same for the electron acceptance. We take the PDF uncertainties to be identical and common for the two channels. Although the QED corrections are rather different for electrons and muons, there is common as well as independent uncertainty. The total common uncertainty for the two lepton channels is 16 MeV/c<sup>2</sup>, due almost entirely to the common determination of the parton distribution function contribution. Accounting for the correlations, the combined value is: $$M_W=80.470\pm 0.089\mathrm{GeV}/\mathrm{c}^2.$$ ### C Cross-Checks of the $`W`$ Mass Measurement The reliability of the measurement can be checked by fitting lepton $`p_T`$ instead of transverse mass, by subdividing the $`W`$ samples, and by removing the constraint on the $`W`$ width as a function of mass. The $`W`$ width, $`\mathrm{\Gamma }_W`$, can be extracted from the transverse mass distributions by fitting either in the region near the Jacobean edge or in the high-$`M_T`$ region. The CDF experiment measured $`\mathrm{\Gamma }_W`$ to be $`2.04\pm 0.14`$ GeV using $`100<M_T<200`$ GeV/c<sup>2</sup> . By generating $`M_T`$ templates at discrete values of $`M_W`$ and $`\mathrm{\Gamma }_W`$, and allowing them to vary in the fit, one can measure both $`M_W`$ and $`\mathrm{\Gamma }_W`$ simultaneously from the region near the Jacobean edge. Since $`\mathrm{\Gamma }_W`$ provides similar effects to the input $`p_T^W`$ and the detector resolution of $`𝐮`$ in this region, the measurement of $`\mathrm{\Gamma }_W`$ provides a check on the recoil and $`p_T^W`$ models. Figure 48 shows the 1-$`\sigma `$ and 2-$`\sigma `$ contours of the fitted $`W`$ width versus $`W`$ mass. The widths are consistent with the Standard Model: it is almost identical to the SM value for the muon channel, and about 1.5 $`\sigma `$ away for the electron channel. The fitted $`W`$ mass differs by 60 MeV/c<sup>2</sup> for the electron channel and 10 MeV/c<sup>2</sup> for the muon channel from the values with $`\mathrm{\Gamma }_W`$ fixed. We do not derive measurements of the width from these fits due to the large systematics variations which come from changing resolutions and modeling. The transverse momentum spectra of the leptons as shown in Figures 49 and 50 also contain $`W`$ mass information. $`W`$ mass values obtained from maximum likelihood fits are consistent with the values from the transverse mass fit. The distributions from the simulation with the best fits are compared with the data in the figures. The $`W`$ mass results are cross-checked by making various selection criteria on the data and Monte Carlo simulation, and refitting for the $`W`$ mass. The events are divided into positively and negatively charged lepton samples. For the electon sample the charge difference listed in Table XIV involves statistical uncertainty only and corrreponds to the mass difference of $`123\pm 130`$ MeV/c<sup>2</sup> between the $`W^+`$ and the $`W^{}`$. For the muon sample the table entries include the tracking alignment uncertainty of $`50`$ MeV/c<sup>2</sup>. The mass difference of $`136\pm 205`$ MeV/c<sup>2</sup> is observed between the $`W^+`$ and the $`W^{}`$. The electron and muon results are combined to give a mass difference of $`127\pm 110`$ MeV/c<sup>2</sup>. The samples are also partitioned into four bins of $`\|𝐮\|`$ as shown in Figures 51 and 52. The Monte Carlo simulation reproduces the data very well in all the $`\|𝐮\|`$ bins, indicating that the $`W`$ $`p_T`$ and recoil energy are well modeled in the simulation. When the events are partitioned into $`p_T^\mu >35`$ GeV/c and $`p_T^\mu <35`$ GeV/c samples, the $`M_T`$ shapes between the two samples (see Figure 53) are dramatically different. Yet there is good agreement between the data and simulation. The extracted $`W`$ masses described above are summarized in Table XIV. ### D Combined $`W`$ Mass The issue of combining the present results with previous CDF measurements merits some additional discussion since the lepton energy and momentum scales were determined differently. In particular, in our the previous analyses the electron scale was determined with the $`E/p`$ method. In the present work that procedure is shown to result in a $`Z`$ mass discrepant by $`(0.52\pm 0.13)`$%; in the Run IA analysis, the discrepancy was $`(0.28\pm 0.24)`$%. The statistics of Run IA are insufficient to distinguish the two cases – that the $`E/p`$ method worked well or was systematically off as indicated in the Run IB result. Moreover, the experimental conditions differ for the two runs. For example, the aging and rate effects in the CTC due to higher luminosity are more pronounced for the present work. For these reasons and because the underlying cause for the $`E/p`$ discrepancy remains unresolved, we believe that applying a correction factor to the Run IA result is not warranted. We prefer to average the results as published with the stated errors. Thus the combined CDF result is: $$M_W=80.433\pm 0.079\mathrm{GeV}/\mathrm{c}^2.$$ This value is precise to 0.1% and corresponds to a total integrated luminosity of $``$105 pb<sup>-1</sup>. ### E Comparison with Other Results The present results are compared with other published results in Table XV . The agreement is excellent. The direct measurement of the $`W`$ mass is an important test of the Standard Model. The $`W`$ mass is indirectly predicted precisely by including loop corrections involving the top quark and Higgs boson. The corresponding implication for the Higgs boson mass is shown in Figure 54. Our result agrees well with the Standard Model, and when combined with all other electroweak results prefers a light Higgs boson. ### F Conclusions We have measured the $`W`$ mass to be $`M_W=80.470\pm 0.089\mathrm{GeV}/\mathrm{c}^2`$ using data with an integrated luminosity of $``$85 pb<sup>-1</sup> collected from 1994 to 1995. When combined with previously published CDF data, we obtain $`M_W=80.433\pm 0.079\mathrm{GeV}/\mathrm{c}^2`$. Acknowledgments We thank the Fermilab staff and the technical staffs of the participating institutions for their vital contributions. This work was supported by the U.S. Department of Energy and National Science Foundation; the Italian Istituto Nazionale di Fisica Nucleare; the Ministry of Education, Science, Sports and Culture of Japan; the Natural Sciences and Engineering Research Council of Canada; the National Science Council of the Republic of China; the Swiss National Science Foundation; the A. P. Sloan Foundation; the Bundesministerium fuer Bildung und Forschung, Germany; and the Korea Science and Engineering Foundation. We also thank Ulrich Baur and Keith Ellis in support and advice. ## A Discussion of Discrepancy between $`M_Z`$ and $`E/p`$ Methods The calorimeter energy scale for the $`W`$ mass measurement in this paper is set using the invariant mass distribution of $`Ze^+e^{}`$ events. Ideally, the $`E/p`$ distribution would be used to set the energy scale where the momentum scale is determined by the $`\mathrm{{\rm Y}}\mu ^+\mu ^{}`$ data. The $`E/p`$ distribution has a smaller statistical uncertainty than the method of using the $`Ze^+e^{}`$ mass because it makes use of the higher statistics of the $`W`$ and $`\mathrm{{\rm Y}}`$ samples. The $`E/p`$ method, however, gives a significantly different result than the $`Ze^+e^{}`$ mass method. The $`Ze^+e^{}`$ mass method gives the energy scale of 1 by construction (see Section IV D) : $$S_E=\frac{M_Z^{\mathrm{PDG}}}{M_Z^{\mathrm{CDF}}}=1.0000\pm 0.0009.$$ The $`E/p`$ distribution for the $`We\nu `$ data does not agree with the simulation with the energy scale given by the $`Z`$ mass method. The best fit between the data and the simulation requires an energy scale, $$S_E=0.99613\pm 0.00040(\mathrm{stat}.).$$ Including the non-linearity correction described in Section IV E the energy scale becomes $`S_E=0.9948`$ $`\pm `$ $`0.00040(\mathrm{stat}.)`$ $`\pm `$ $`0.00024(\kappa )`$ $`\pm `$ $`0.00035(\mathrm{X}_{})`$ $`\pm `$ $`0.00018(\mathrm{p}_\mathrm{T}\mathrm{scale})`$ $`\pm `$ $`0.00075(\mathrm{CEM}\mathrm{Non}\mathrm{linearity})`$ where the uncertainty on the momentum scale comes from the $`\mathrm{{\rm Y}}`$ mass measurement (see Section III G). The difference between the $`M_Z`$ result and the $`E/p`$ result is $$\frac{1.00000.9948}{\sqrt{0.0009^2+0.0010^2}}=3.9$$ (A1) standard deviations. This is unlikely to be a statistical fluctuation. A Kolmogorov-Smirnov statistic is calculated for the comparison of the data to the Monte Carlo. The probability that a statistical fluctuation would produce a worse agreement in the integrated distributions is $`5.5\times 10^6`$. This Appendix discusses checks given by various data samples, and possible explanations of the discrepancy between $`E/p`$ and $`M_Z`$ methods. ### 1 Checks on $`E`$ and $`p`$ Scales The energy scale, $`S_E`$, is checked using various data samples. The $`Ze^+e^{}`$ sample is used for extracting the $`E`$ scale from $`E/p`$. The $`J/\psi \mu ^+\mu ^{}`$ and $`Z\mu ^+\mu ^{}`$ samples are used for extracting the $`p`$ scale. The momenta of electron tracks for the $`\psi e^+e^{}`$, $`\mathrm{{\rm Y}}e^+e^{}`$, and $`Ze^+e^{}`$ samples are used for setting the $`p`$ scale (see Figure 55). The results are summarized in Table XVI and Figure 56. While all the results are consistent with each other, the central values are closer to 1 when the $`E/p`$ scale is determined using the $`Ze^+e^{}`$ sample instead of the $`We\nu `$ sample, or when the $`p`$ scale is determined using electron tracks instead of muon tracks. Problems in the electron non-linearity correction or differences between the electron and muon tracks beyond our simulation could cause this. However our results are not statistically significant enough to be conclusive. ### 2 Momentum Non-Linearity A non-linearity in the $`p_T`$ measurement could produce a discrepancy between the two methods. The average $`p_T`$ of $`\mathrm{{\rm Y}}`$ ($`\psi `$) decay muons is $`5.0`$ GeV/c ($`3.5`$ GeV/c), while the average $`p_T`$ of W and Z decay electrons is $`40`$ GeV/c. Figure 14 shows the difference between the measured mass and the expected mass as a function of the sum of $`1/p_T`$ of the two muons in $`\mathrm{{\rm Y}}`$ and $`\psi `$ decays. $`W`$ and $`Z`$ events occur on the far left of the plot. No significant momentum non-linearity is observed.<sup>\†</sup><sup>\†</sup>\† Without the new CTC calibration and alignment for this analysis, there appears to be a small non-linearity in momentum measurement (0.1% non-linearity from 2 GeV to 50 GeV). This went away with the CTC calibration and alignment. The change has not been fully understood. ### 3 Differences between the Electron and Muon Tracks In the $`E/p`$ method, the electron momentum scale is determined from the muon momenta. In many ways, electron tracks are different from those of muons. They are produced with different internal bremsstrahlung. The external bremsstrahlung is also different, resulting in different momenta. Furthermore the external bremsstrahlung causes the tracks to have a non-zero impact parameter, which introduces a bias on the beam-constrained momentum. The simulation should take into account all the differences between electrons and muons,<sup>\‡</sup><sup>\‡</sup>\‡Note that no material effects are included for the muons from the $`W`$ and $`Z`$ decays because they are negligible when the momentum scale determined by muons is transferred to the electron momentum. However, mishandling any of these differences in the simulation may cause a difference between the electron momentum scale and the muon momentum scale, causing a discrepancy between the $`Z`$ mass and $`E/p`$ methods. In principle, the electron momentum scale can be checked using electron tracks. However, as shown in Table XVI, the uncertainties are too large to allow us to have concrete conclusions. This section describes the differences between electron tracks and muon tracks, how the simulation treats them, and the size of possible biases. “Internal” photons are photons which are produced at the vertex in a radiative $`We\nu \gamma `$ event (or $`Ze^+e^{}\gamma `$ event). For Monte Carlo events with no external photons, we find that the average $`E/p`$ between $`0.9`$ and $`1.1`$ is $`1.0039`$. Part of this shift above 1, 0.0014, is from cut biases, and the internal bremsstrahlung shifts the peak by 0.0025. The distribution we are using would have to be wrong by $``$100% for our fitted energy scale to come out shifted enough to account for the discrepancy between the energy scale from $`M_Z`$ and $`E/p`$. * The generator that is used for $`E/p`$ simulation in these studies (PHOTOS in two-photon mode) has been compared to the calculation by Berends and Kleiss of Reference , and the two generators give similar energy-angle distributions. * Laporta and Odorico argue that inclusion of multiple photon radiation from the final state electron may change the energy loss distribution of the electron relative to a single photon calculation, such as Berends and Kleiss. Reference contains an algorithm to calculate the effect of a cascade of final state photons. By construction, this algorithm reduces to Berends and Kleiss for the case of single photon emission. Their algorithm is implemented for $`W`$ decays. The Laporta and Odorico case has the mean $`E/p`$ between $`0.9`$ and $`1.1`$ lower by $`0.00033`$. This is not insignificant, but it is not nearly large enough to account for the discrepancy between the $`M_Z`$ and $`E/p`$ methods. The statistical error on the Monte Carlo for this calculation is 0.00015. * Baur, Keller, and Wackeroth have done a calculation of the $`We\nu \gamma `$ process which includes radiation from the $`W`$ propagator. We have received their calculation in the form of a Monte Carlo . The Monte Carlo can implement their calculation, and it can also implement Berends and Kleiss. We run separately in each mode and implement some simple model of CEM clustering of the photons and measurement resolutions. We find that produces a value for the mean of $`E/p`$ between $`0.9`$ and $`1.1`$ that is $`0.00023`$ lower than the Berends and Kleiss result. The formula we are using for the photon energy distribution was calculated in 1974 by Tsai . This formula is still referenced in papers written today, but it is possible that the formula is unexpectedly breaking down at high energies. Evidence that it is not is given by the SLAC measurement of the Landau-Pomeranchuk-Migdal effect described below . They measured the rate and energy distribution of bremsstrahlung of $`25`$ GeV electrons incident on different targets. For all the targets, they measured some level of bremsstrahlung suppression at low photon energies, as expected, but at higher photon energies, their measured distributions agreed well with the expectation from . Since the number of external photons diverges as $`1/E`$, we only consider external photons above a certain energy. In particular, we only simulate photons above $`y=0.1\%`$, where $`y`$ is the fraction of the electron energy taken up by the photon. However, we can integrate the total fraction of the electron energy that is carried by photons below the cutoff. The total fraction is $`y=0.1\%\times 0.085`$, where $`0.085`$ is an approximation of the effective number of radiation lengths seen by the electrons, including the CTC gas and wires. We expect this to affect the energy scale by less than $`0.0001`$, which is a negligible amount. As a simple check we have increased the cutoff and we do not see any significant change in the fitted energy scale. A similar argument holds for the internal photons. The beam constraint can bias tracks that have undergone external radiation (bremsstrahlung) before the CTC active volume. Bremsstrahlung causes the tracks to have a non-zero impact parameter which biases the beam-constrained momentum. The simulation follows the same procedure, and so we expect this bias to be reproduced. Two possibilities are considered. * The radial distribution of material may be wrong. The average radius of external radiation (including half the CTC gas) occurs at $`22.21`$ cm in the simulation. The bias depends on $`r^2`$, and so the location of the material might be sensitive to the scale. As a check the simulation is run with all the material before the CTC gas placed in the beampipe, or with all placed in the CTC inner can. The material is scaled so that $`X_{}`$ is the same for both cases. $`f_{tail}`$ for the beampipe case is higher than the CTC case by about $`1\%`$ of itself. The average $`E/p`$ from $`0.9`$ to $`1.1`$ is higher in the beampipe case than the CTC case by $`0.0003`$. Both of these changes are small. Considering that these are extreme cases for variations in the possible distributions of the material, the expected changes are negligible. * In the simulation, the correlation between curvature and impact parameter mismeasurement may not be correct. This would cause the Monte Carlo to produce the wrong bias from the beam constraint. However, in the Monte Carlo, we use CTC wire hit patterns from the real $`W`$ data to derive a covariance matrix to use in the beam constraint. We use the identical procedure that is used to beam constraint the real data. The results are insensitive to the cuts on $`D_0`$ and to variations of the correlation. We also try setting the energy scale with the $`E/p`$ distribution before the beam constraint. We compare the Monte Carlo distribution to the data distribution. We get a result for the energy scale which is consistent with the beam constrained $`E/p`$ result. Multiple scattering of the electron can suppress the production of bremsstrahlung at low photon energies . Qualitatively, if the electron is disturbed while in the “formation zone” of the photon, the bremsstrahlung will be suppressed. The “formation zone” is appreciable for the low energy bremsstrahlung. (Similarly, the electron bending in a magnetic field can also suppress low energy photons, but the CDF magnet is not strong enough for this to be significant.) SLAC has measured this effect for $`25`$ GeV electrons. The suppression of bremsstrahlung depends on the density of the material and occurs below $`y0.01`$ for gold and $`y=0.001`$ for carbon, where $`y`$ is the fraction of the electron energy taken up by the photon. The average density of material in the CDF detector before the CTC is closer to carbon than gold, and since we have a cutoff at $`y=0.001`$, we are in effect simulating $`100\%`$ suppression for the carbon case. This is a negligible effect on $`E/p`$. Any effect, if there were, will make the discrepancy bigger. We considered the possibility that secondary particles, such as synchrotron photons, may interact in the drift chamber, generating spurious hits and biasing the electron momentum measurement. To estimate the effect of synchrotron photons, we used a simple Monte Carlo simulation to convolute the synchrotron radiation spectrum for 35 GeV electrons with the photoelectric absorption length in argon/ethane. Assuming each absorbed photon to produce one drift chamber hit (except for the merging of nearby hits due to finite pulse widths), electron and photo-electron hits were fed to a hit-level drift chamber simulation and processed by the full track reconstruction software. The predicted bias in beam-constrained momenta due to synchrotron photons was $`0.02\%`$, more than an order of magnitude too small to explain the energy scale discrepancy. We performed a second study, using a GEANT-based detector simulation under development for a future run of the CDF experiment. We used GEANT to simulate secondary particles near a 35 GeV electron, using the material distribution of the upgraded detector, and transplanted the secondaries into the same hit-level simulation used in the first study. The bias due to secondary particles was again $`0.02\%`$. We conclude that interactions of secondary particles in the drift chamber are unlikely to be the source of the discrepancy. An electron moving through the material before the CTC will pass through $`400\mu `$m of aligned silicon crystals. If it travels through the crystal along a major axis of symmetry, it can potentially lose significantly more energy than is lost through bremsstrahlung . However, in the data we do not see any significant difference between electrons that pass through the SVX and those that do not, relative to the Monte Carlo. This indicates that this is not a significant effect. In a completely data-driven study, we examined a large number of track quality variables, such as hit residuals signed in various ways, track $`\chi ^2`$, and correlations between hit residuals, as well as occupancies and pulse widths. While we had no quantitative model in mind to set the scale for comparisons, none of the track variables we considered showed any significant difference between the $`W`$ electron and $`W`$ muon samples. ### 4 Other Checks Calculating the invariant mass of $`Ze^+e^{}`$ events makes use of a different set of track parameters than calculating $`E/p`$, and one could hypothesize errors in the angular variables causing errors in the invariant mass. We would not necessarily expect the electron and muon invariant masses to look the same since one uses $`E_T`$ and the other $`p_T`$. One could also imagine measurement correlations between the different tracking parameters which have the net effect of shifting the measured mass. The two tracks themselves could also be correlated since for $`Z`$ events they are largely back-to-back. For example, if one track enters a superlayer on the right side of a cell, the other track will be biased to do the same. However, we have not been able to see any effect on the $`Z`$ mass in the data. Wires of the CTC inner superlayers have larger occupancy than those of the outer superlayers, giving a higher probability of using wrong hits in the inner layers. To check this the $`Z`$ electron tracks are refit with superlayers 0 and 1 removed. While the resolution becomes worse, no significant change is seen in the means of $`E/p`$ of the electrons or the invariant mass of $`Z`$ electron tracks. Refitting is also done with the same tracks but by removing superlayer 5 instead of 0 and 1. Again no significant change was observed in the means of $`E/p`$, or the invariant mass of $`Z`$ electron tracks. The mean of the $`E/p`$ distribution of $`W`$ data is checked with the number of stereo or axial hits used in the track reconstruction. It is found to be insensitive to the number of hits. Several independent $`E/p`$ simulation codes produce highly consistent results. When we applied the non-linearity correction of Section IV E, the CEM energy scale factor as determined from $`E/p`$ moved from $`0.9963`$ to $`0.9948`$, which makes the discrepancy between $`E/p`$ and $`M_Z`$ worse. The uncertainty on the energy scale was also significantly increased by the uncertainty on the non-linearity. If we do not consider a non-linearity correction, then the discrepancy between the Z mass energy scale and the $`E/p`$ energy scale is closer to $`3.3`$ standard deviations. The data (see Figure 18), however, support a CEM non-linearity. To increase the fitted energy scale by $`0.5`$ %, we would have to increase the amount of material in the Monte Carlo by $`5.6`$ % of a radiation length. However, the tail of the $`E/p`$ distribution of the $`W`$ data is not consistent with such an increase. Moreover, the low tail of the invariant mass distribution of $`J/\psi e^+e^{}`$ decays (see Figure 55) has been examined, and such an increase in the amount of material would significantly contradict the data. It is possible that our estimate of the $`E/p`$ shape of the background is flawed, and that there is a significant source of non-electron background in the $`E/p`$ peak region that is biasing our energy scale fit. We consider the worst case possibility that all the background is located at one of the edges of the $`E/p`$ fit region. To increase the $`S_E(E/p)`$ to 1, we would need to have about $`6\%`$ background piled up at $`E/p=1.1`$. This is a factor of $``$17 larger than the QCD background we have measured, and since we expect the QCD background to be largely flat in $`E/p`$, we do not expect that backgrounds are significantly biasing our result. The agreement of the $`Z`$ $`E/p`$ fit with the $`W`$ fit also indicates that the backgrounds are not a significant effect in the $`W`$ fit. For the Monte Carlo, we smear the track parameters according to the calculated covariance matrix, and we then apply the beam constraint according to this same covariance matrix. Thus, in the Monte Carlo, the covariance matrix used in the beam constraint describes the correlations and resolutions of the track parameters exactly. On the other hand, it is not necessarily the case for the data that the correlations and resolutions are described correctly by the covariance matrix. We can measure the correlation between impact parameter and curvature by plotting the average of $`qD_0`$ as a function of $`E/p`$. The slope of this plot for the data is slightly different than for the Monte Carlo. Since the Monte Carlo covariance matrix is the same matrix that is used to beam constrain the data, we conclude that the beam constraint covariance matrix does not perfectly describe the underlying measurement correlations of the data. To see how much of an effect this has on $`E/p`$ we run the Monte Carlo as follows: We smear the Monte Carlo according to an adjusted covariance matrix, where all the off-diagonal terms are set to $`0`$ except for $`\sigma ^2(C,D_0)`$, and which we fix according to the $`W`$ data. When we apply the beam constraint, however, we use the same covariance matrices that are used by the data to do the beam constraint. In this way, we simulate the data more closely: smearing according to one matrix, and beam constraining according to a slightly different matrix. We find no effect on the average $`E/p`$ between $`0.9`$ and $`1.1`$. The solenoid coil presents $`1`$ radiation length for electrons in $`W`$ and $`Z`$ events, and also for any associated soft photons. Electron energy losses in the solenoid are not expected to affect our results since they are part of the CEM scale, which we are fitting for. However, it is possible that the soft photons are not making it through the solenoid and that this is distorting the $`E/p`$ shape. As a simple check, we use a formula from the PDG Full Listings which describes the energy loss profile of a particle as a function of its depth in radiation lengths. We apply this formula to all the photons created in the Monte Carlo and reduce their energy accordingly. This is not a rigorous check since we are applying the formula to low energy photons, which are in an energy region where the formula is not necessarily accurate. We rerun the $`Z`$ Monte Carlo with this effect put in, and we treat this new Monte Carlo as “data” and fit it with the default Monte Carlo. Fitting $`E/p`$ gives a Monte Carlo energy scale of $`0.99960`$, and fitting $`M_Z`$ gives a scale of $`0.99935`$. We are interested in $`M_Z`$ relative to $`E/p`$, and thus $`0.999600.99935=0.00025\pm 0.00015`$. This is more than an order of magnitude too small to explain the energy scale discrepancy. ### 5 Conclusion We have measured the energy scale using the peak of the $`E/p`$ distribution of $`W`$ data. The $`E/p`$ distribution of $`Z`$ events gives consistent results for the $`E/p`$ distribution of $`W`$ events. However, if we set the energy scale with $`E/p`$, then the invariant mass distribution of the $`Z`$ events comes out significantly low. As a check we have refit the Run IA data with the Run IB Monte Carlo simulation, and the result agrees excellently with the published results. We have discussed several possible reasons that the $`Z`$ mass comes out wrong. The problem could be a momentum scale problem or otherwise a tracking problem; it could be related to our simulation of $`E/p`$ as presented in this paper; or it could be something theoretically unexpected. None of the plausible explanations considered here appears to be capable of creating a discrepancy of the magnitude observed in the Run IB data sample, and the source for the inconsistency remains an open question. For the final $`W`$ mass measurement reported in this paper, we have used the invariant mass of the $`Ze^+e^{}`$ and $`Z\mu ^+\mu ^{}`$ events. In this way, we have separated our energy scale measurement from almost all questions associated with the $`E/p`$ method.
warning/0007/nucl-th0007062.html	ar5iv	text	# Exact Solution of the Statistical Multifragmentation Model and Liquid-Gas Phase Transition in Nuclear Matter ## Abstract An exact analytical solution of the statistical multifragmentation model is found in thermodynamic limit. The system of nuclear fragments exhibits a 1-st order liquid-gas phase transition. The peculiar thermodynamic properties of the model near the boundary between the mixed phase and the pure gaseous phase are studied. Key words: Nuclear matter, 1-st order liquid-gas phase transition, mixed phase thermodynamics Nuclear multifragmentation is one of the most interesting and widely discussed phenomena in intermediate energy nuclear reactions. The statistical multifragmentation model (SMM) (see and references therein) was recently applied to study the relationship of this phenomenon to the liquid-gas phase transition in nuclear matter . Numerical calculations within the canonical ensemble exhibited many intriguing peculiarities of the finite multifragment systems. However, the investigation of the system’s behavior in the thermodynamic limit is still missing. Therefore, there is no rigorous proof of the phase transition existence, and the phase diagram structure of the SMM is unknown yet. In the present paper an exact analytical solution of the SMM is found within the grand canonical ensemble. The self-consistent treatment of the excluded volume effects is an important part of our study. The system states in the SMM are specified by the multiplicity sets $`\{n_k\}`$ ($`n_k=0,1,2,\mathrm{}`$) of $`k`$-nucleon fragments. The partition function of a single fragment with $`k`$ nucleons is : $`\omega _k=V\left(mTk/2\pi \right)^{3/2}z_k`$, where $`k=1,2,\mathrm{},A`$ ($`A`$ is the total number of nucleons in the system), $`V`$ and $`T`$ are, respectively, the volume and the temperature of the system, $`m`$ is the nucleon mass. The first two factors in $`\omega _k`$ originate from the non-relativistic thermal motion and the last factor, $`z_k`$, represents the intrinsic partition function of the $`k`$-fragment. For $`k=1`$ (nucleon) we take $`z_1=4`$ (4 internal spin-isospin states) and for fragments with $`k>1`$ we use the expression motivated by the liquid drop model (see details in Ref. ): $`z_k=\mathrm{exp}(f_k/T),`$ with fragment free energy $`f_k[W_\mathrm{o}+T^2/ϵ_\mathrm{o}]k+\sigma (T)k^{2/3}`$. Here $`W_\mathrm{o}=16`$ MeV is the bulk binding energy per nucleon, $`T^2/ϵ_\mathrm{o}`$ is the contribution of the excited states taken in the Fermi-gas approximation ($`ϵ_\mathrm{o}=16`$ MeV) and $`\sigma (T)`$ is the surface tension which is parameterized in the following form: $`\sigma (T)=\sigma _\mathrm{o}[(T_c^2T^2)/(T_c^2+T^2)]^{5/4},`$ with $`\sigma _\mathrm{o}=18`$ MeV and $`T_c=18`$ MeV ($`\sigma =0`$ at $`TT_c`$). The canonical partition function (CPF) of nuclear fragments in the SMM has the following form: $$Z_A^{id}(V,T)=\underset{\{n_k\}}{}\underset{k=1}{\overset{A}{}}\frac{\omega _k^{n_k}}{n_k!}\delta (A\underset{k}{}kn_k).$$ (1) In Eq. (1) the nuclear fragments are treated as point-like objects. However, these fragments have non-zero proper volumes and they should not overlap in the coordinate space. In the excluded volume (Van der Waals) approximation this is achieved by substituting the total volume $`V`$ in Eq. (1) by the free (available) volume $`V_fVb_kkn_k`$, where $`b=1/\rho _\mathrm{o}`$ ($`\rho _\mathrm{o}=0.16`$ fm<sup>-3</sup> is the normal nuclear density). Therefore, the corrected CPF becomes: $`Z_A(V,T)=Z_A^{id}(VbA,T)`$. The SMM defined by Eq. (1) was studied numerically in Refs. . This is a simplified version of the SMM, e.g. the symmetry and Coulomb contributions are neglected. However, its investigation appears to be of principal importance for studies of the liquid-gas phase transition. The calculation of $`Z_A(V,T)`$ is difficult because of the constraint $`_kkn_k=A`$. This difficulty can be partly avoided by calculating the grand canonical partition function: $$𝒵(V,T,\mu )\underset{A=0}{\overset{\mathrm{}}{}}\mathrm{exp}\left(\frac{\mu A}{T}\right)Z_A(V,T)\mathrm{\Theta }(VbA),$$ (2) where chemical potential $`\mu `$ is introduced. The calculation of $`𝒵`$ is still rather difficult. The summation over $`\{n_k\}`$ sets in $`Z_A`$ cannot be performed analytically because of additional $`A`$-dependence in the free volume $`V_f`$ and the restriction $`V_f>0`$. The problem can be solved by introducing the so-called isobaric partition function (IPF) which is calculated in a straightforward way: $`\widehat{𝒵}(s,T,\mu )`$ $``$ $`{\displaystyle _0^{\mathrm{}}}𝑑V\mathrm{exp}(sV)𝒵(V,T,\mu )`$ (3) $`=`$ $`{\displaystyle \frac{1}{s(s,T,\mu )}},`$ (4) where $`(s,T,\mu )`$ $`=`$ $`\left({\displaystyle \frac{mT}{2\pi }}\right)^{3/2}[z_1\mathrm{exp}\left({\displaystyle \frac{\mu sbT}{T}}\right)`$ (5) $`+`$ $`{\displaystyle \underset{k=2}{\overset{\mathrm{}}{}}}k^{3/2}\mathrm{exp}\left({\displaystyle \frac{(\nu sbT)k\sigma k^{2/3}}{T}}\right)],`$ (6) with $`\nu \mu +W_\mathrm{o}+T^2/ϵ_\mathrm{o}`$. In the thermodynamic limit $`V\mathrm{}`$ the pressure of the system is defined by the farthest-right singularity, $`s^{}(T,\mu )`$, of the IPF $`\widehat{𝒵}(s,T,\mu )`$ (see Ref. for details): $$p(T,\mu )T\underset{V\mathrm{}}{lim}\frac{\mathrm{ln}𝒵(V,T,\mu )}{V}=Ts^{}(T,\mu ).$$ (7) The study of the system’s behavior in the thermodynamic limit is therefore reduced to the investigation of the singularities of $`\widehat{𝒵}`$. The IPF (3) has two types of singularities: 1) the simple pole singularity defined by the equation $`s_g(T,\mu )=(s_g,T,\mu )`$; 2) the singularity of the function $``$ itself at the point $`s_l(T,\mu )=\nu /Tb`$ where the coefficient in linear over $`k`$ terms of the exponent in Eq. (5) is equal to zero. The simple pole singularity corresponds to the gaseous phase where pressure $`p_gTs_g`$ is determined by the transcendental equation: $`p_g(T,\mu )=T(p_g/T,T,\mu )`$. The singularity $`s_l(T,\mu )`$ of the function $``$ defines the liquid pressure: $`p_l(T,\mu )Ts_l(T,\mu )=\nu /b.`$ Here the liquid is represented by an infinite fragment with $`k=\mathrm{}`$. In the region of the $`(T,\mu )`$-plane where $`\nu <bp_g(T,\mu )`$ the gaseous phase is realized ($`p_g>p_l`$), while the liquid phase dominates at $`\nu >bp_g(T,\mu )`$. The liquid-gas phase transition occurs when the two singularities coincide, i.e. $`s_g(T,\mu )=s_l(T,\mu )`$. As $``$ in Eq. (5) is a monotonously decreasing function of $`s`$ the necessary condition for the phase transition is that the function $``$ is finite in its singular point $`s_l`$. This condition requires $`\sigma (T)>0`$ and, therefore, $`T<T_c`$. Otherwise, $`(s_l,T,\mu )=\mathrm{}`$ and the system is always in the gaseous phase as $`s_g>s_l`$. At $`T<T_c`$ the system undergoes a 1-st order phase transition across the line $`\mu ^{}=\mu ^{}(T)`$ defined by the condition of coinciding singularities: $`s_l=s_g`$ . The baryonic density $`\rho `$ in the liquid and gas phases is given by the following formulae, respectively: $`\rho _l\left(p_l/\mu \right)_T=1/b`$, $`\rho _g\left(p_g/\mu \right)_T=\rho _{id}/(1+b\rho _{id})`$ , where the function $`\rho _{id}`$ is the density of point-like nuclear fragments with shifted, $`\mu \mu bp_g`$, chemical potential: $`\rho _{id}(T,\mu )`$ $`=`$ $`\left({\displaystyle \frac{mT}{2\pi }}\right)^{3/2}[z_1\mathrm{exp}\left({\displaystyle \frac{\mu bp_g}{T}}\right)`$ (8) $`+`$ $`{\displaystyle \underset{k=2}{\overset{\mathrm{}}{}}}k^{5/2}\mathrm{exp}\left({\displaystyle \frac{(\nu bp_g)k\sigma k^{2/3}}{T}}\right)].`$ (9) A similar expression for $`\rho _g`$ within the excluded volume model for the pure nucleon gas was obtained in Ref. . The phase transition line $`\mu ^{}(T)`$ in the $`(T,\mu )`$-plane corresponds to the mixed liquid and gas states. This line is transformed into the finite mixed-phase region in the $`(T,\rho )`$-plane shown in Fig. 1. The baryonic density in the mixed phase is a superposition of the liquid and gas baryonic densities: $`\rho =\lambda \rho _l+(1\lambda )\rho _g,`$ where $`\lambda `$ ($`0<\lambda <1`$) is a fraction of the system’s volume occupied by the liquid inside the mixed phase. Similar linear combinations are also valid for the entropy density $`s`$ and the energy density $`\epsilon `$ with $`(i=l,g)`$ $`s_i=\left(p_i/T\right)_\mu `$, $`\epsilon _i=T\left(p_i/T\right)_\mu +\mu \left(p_i/\mu \right)_Tp_i`$. Inside the mixed phase at constant density $`\rho `$ the parameter $`\lambda `$ has a specific temperature dependence shown in Fig. 2: from an approximately constant value $`\rho /\rho _\mathrm{o}`$ at small $`T`$ the function $`\lambda (T)`$ drops to zero in a narrow vicinity of the boundary separating the mixed phase and the pure gaseous phase. Such an abrupt decrease of $`\lambda (T)`$ near this boundary causes a strong increase of the energy density as a function of temperature. This is evident from Fig. 3 which shows the caloric curves at different baryonic densities. One can clearly see a plateau-like behavior. As a consequence this leads to a sharp peak in the specific heat per nucleon at constant density, $`c_\rho (T)(\epsilon /T)_\rho /\rho `$, shown in Fig. 4. The peculiar thermodynamic property of the considered model is a finite discontinuity of $`c_\rho (T)`$ at the boundary of the mixed and gaseous phases seen in Fig. 4. This finite discontinuity is due to the fact that $`\lambda (T)=0`$, but $`(\lambda /T)_\rho 0`$ at this boundary inside the mixed phase (see Fig. 2). It should be emphasized that the energy density is continuous at the boundary of the mixed phase and the gaseous phase, hence the sharpness of the peak in $`c_\rho `$ is entirely due to the strong temperature dependence of $`\lambda (T)`$ near this boundary. Therefore, in contrast to the expectation in Refs. , the maximum value of $`c_\rho `$ remains finite and the peak width in $`c_\rho (T)`$ is not zero in the thermodynamic limit considered in our study. In conclusion, the simplified version of the SMM is solved analytically in the grand canonical ensemble. The progress is achieved by reducing the description of phase transitions to the investigation of the isobaric partition function singularities. The model clearly demonstrates a 1-st order phase transition of the liquid-gas type. The considered system has peculiar properties near the boundary of the mixed and gaseous phases seen in the behavior of the specific heat. Acknowledgments. The authors are thankful to A.S. Botvina, Ph. Chomaz, D.H.E. Gross, A.D. Jackson and J. Randrup for useful discussions. We are thankful to the Alexander von Humboldt Foundation and DFG, Germany for the financial support. The research described in this publication was made possible in part by Award No. UP1-2119 of the U.S. Civilian Research & Development Foundation for the Independent States of the Former Soviet Union (CRDF).
warning/0007/astro-ph0007343.html	ar5iv	text	# Population effects on the Red Giant Clump absolute magnitude, and distance determinations to nearby galaxies ## 1 Introduction The red giant clump has been recently claimed to provide a very accurate standard candle. Once the mean $`I`$-band<sup>1</sup><sup>1</sup>1Throughout this paper we will refer to the Cousins $`I`$-band magnitude of the red clump, $`I^{\mathrm{RC}}`$, is measured in a nearby galaxy, its absolute distance modulus $`\mu _0=(mM)_0`$ is easily derived by means of $$\mu _0=I^{\mathrm{RC}}M_I^{\mathrm{RC}}A_I+\mathrm{\Delta }M_I^{\mathrm{RC}}.$$ (1) In this equation, $`M_I^{\mathrm{RC}}`$ is the reference value (zero point) provided by nearby clump stars whose distances are known from Hipparcos trigonometric parallaxes, $`A_I`$ is the interstellar extinction to the red clump population of an external galaxy, and $`\mathrm{\Delta }M_I^{\mathrm{RC}}=M_I^{\mathrm{RC}}(\mathrm{Hipp})M_I^{\mathrm{RC}}(\mathrm{galaxy})`$ is the population effect, i.e. the difference of the mean red clump absolute magnitude between the local and external samples of stars. Determining $`M_I^{\mathrm{RC}}`$ and $`I^{\mathrm{RC}}`$ is, usually, less of a problem. Both in the Hipparcos database of nearby stars, and in CMDs covering even a small fraction of a nearby galaxy, one typically finds several hundreds of clump stars, clearly identifiable by their position in the CMD. Then, by performing a non-linear least-square fit of the function $$N(I)=a+bI+cI^2+d\mathrm{exp}\left[\frac{(I^{\mathrm{RC}}I)^2}{2\sigma _I^2}\right]$$ (2) to the histogram of stars in the clump region per magnitude bin \[i.e. the luminosity function $`N(I)`$\], the value of $`I^{\mathrm{RC}}`$ and its associated standard error are easily determined (Stanek & Garnavich 1998). The parameter $`\sigma _I`$ gives a good indication of how sharp the luminosity distribution of clump stars is, whereas $`a`$, $`b`$, $`c`$ (also derived from the fitting procedure) are constants of less interest. By applying this procedure to the Hipparcos database of nearby stars (closer than, say, 70 pc), $`M_I^{\mathrm{RC}}`$ has been determined with accuracy of hundredths of magnitude (Paczyński & Stanek 1998; Stanek, Zaritsky & Harris 1998). Similar accuracies are obtained for $`I^{\mathrm{RC}}`$ in nearby systems like the Galactic Bulge (Paczyński & Stanek 1998), the Magellanic Clouds (Udalski et al. 1998), and M 31 (Stanek et al. 1998). In all cases, the accuracy is limited mainly by the calibration of the photometry, rather than by number statistics of clump stars. Therefore, the main concerns in the use of clump stars as standard candles are in the determination of the extinction $`A_I`$, and the population effects $`\mathrm{\Delta }M_I^{\mathrm{RC}}`$. The Magellanic Clouds provide emblematic examples of the problems associated with both determinations. In fact, the first applications of the red clump method to the LMC have provided extremely short distances (e.g. $`\mu _0^{\mathrm{LMC}}=18.118.2`$ mag; see Udalski et al. 1998 and Stanek et al. 1998) if compared with the values commonly accepted a few years ago ($`\mu _0^{\mathrm{LMC}}18.5\pm 0.1`$ mag; see Westerlund 1997), and in strong disagreement with the latest values derived from classical methods as the Cepheids P-L relation (e.g. $`\mu _0^{\mathrm{LMC}}=18.7\pm 0.1`$ mag cf. Feast & Catchpole 1997). These ‘short’ LMC distances have been suspected to arise from errors in estimating either $`A_I`$, or $`\mathrm{\Delta }M_I^{\mathrm{RC}}`$, or both. With respect to $`A_I`$, Romaniello et al. (1999) and Zaritsky (1999) recently claimed that the $`A_I`$ values used for LMC clump stars in Stanek et al. (1998) are overestimated by about 0.2 mag, thus resulting in an underestimate of $`\mu _0^{\mathrm{LMC}}`$ by the same amount. Both argue to obtain more reliable estimates of $`A_I`$, either using high-quality multi-band HST photometry as Romaniello et al. (1999), or determining the reddening directly from red stars (from 5500 to 6500 K) in the observed fields, instead of using mean reddening values (Zaritsky 1999). In this paper, we address the subtle problem of determining the population effect $`\mathrm{\Delta }M_I^{\mathrm{RC}}`$. This factor has been initially neglected (Paczyński & Stanek 1998; Udalski et al. 1998; Stanek et al. 1998), after noticing that $`I^{\mathrm{RC}}`$ is remarkably constant, as a function of the $`VI`$ colour, in several stellar systems like the Bulge (Paczyński & Stanek 1998), M 31 (Stanek et al. 1998), LMC and SMC (Udalski et al. 1998; Stanek et al. 1998), especially in the colour range $`0.8<(VI)_0<1.5`$ which defines the local clump from Hipparcos (Paczyński & Stanek 1998). However, Cole (1998) and Girardi et al. (1998, hereafter GGWS98) called attention to the non-negligible $`\mathrm{\Delta }M_I^{\mathrm{RC}}`$ values (up to 0.6 mag according to Cole 1998) expected from theoretical models of clump stars, and claimed a red clump distance to the LMC larger by about $`\mathrm{\Delta }M_I^{\mathrm{RC}}(\mathrm{LMC})=0.20.3`$ mag. GGWS98, and later Girardi (1999), provided simulations of the red clump in model galaxies which naturally showed the effect of an almost constant $`M_I^{\mathrm{RC}}`$ with $`VI`$, and presented significant $`\mathrm{\Delta }M_I^{\mathrm{RC}}`$ values at the same time. In two successive papers, Udalski (1998ab) aimed at empirically determining the dependence of $`M_I^{\mathrm{RC}}`$ on stellar parameters. The result was a very modest dependence on both metallicity and age. Namely, $`M_I^{\mathrm{RC}}=(0.09\pm 0.03)\text{[Fe/H]}+\text{const.}`$, was obtained by comparing red clump and RR Lyrae stars in the Bulge, LMC, SMC, and Carina dSph, and assuming $`M_V^{\mathrm{RRLy}}=(0.18\pm 0.03)\text{[Fe/H]}+\text{const.}`$ (Udalski 1998a). Moreover, by comparing the clump in several LMC and SMC clusters, Udalski (1998b) claimed negligible changes in $`M_I^{\mathrm{RC}}`$ for cluster ages ranging from 2 to 10 Gyr. More recently Udalski (2000) fits a $`M_I^{\mathrm{RC}}=(0.13\pm 0.07)\text{[Fe/H]}+\text{const.}`$ relationship to the nearby clump stars with spectroscopic \[Fe/H\] determinations. All together, these results would imply quite modest $`\mathrm{\Delta }M_I^{\mathrm{RC}}`$ values (less than 0.1 mag for the LMC), thus still supporting a ‘short distance scale’, as opposed to the ‘long distance scale’ provided by, e.g. Cepheids and RR Lyrae calibrated by subdwarf fitting to globular clusters (see Feast 1999 and Carretta et al. 2000 for recent reviews). Udalski’s (1998ab, 2000) results have been extensively used in subsequent works regarding the clump method for distance determinations. Zaritsky (1999) and Popowski (2000), for instance, attempted to reduce the errors in the red clump method associated with reddening estimates, but assumed that Udalski’s (1998ab, 2000) conclusions were valid. However, there are some potential drawbacks in Udalski’s analyses that we think should be considered in more detail. These drawbacks, in fact, are among the main points we wish to address in this paper. A subtle one is that $`M_I^{\mathrm{RC}}`$ is assumed either not to depend on ages (as in Udalski 1998a, 2000), or not to depend on metallicities (as in Udalski 1998b). Thus, the presence of an age-metallicity relation (AMR) in the observational data could be masking a possible dependence of $`M_I^{\mathrm{RC}}`$ on both parameters, provided that this dependence were in the sense of producing brighter clumps at both lower metallicities and younger ages. And these are exactly the trends indicated by theoretical models. We should also mention the particular selection of Magellanic Cloud clusters in Udalski (1998b). They are limited to the $`210`$ Gyr age interval, that is not the complete range of possible ages of clump stars. Moreover, quite large ‘distance corrections’ were adopted for some SMC clusters in Udalski (1998b; see comments in Girardi 1999), which could also be the source of systematic errors in his analysis of the $`M_I^{\mathrm{RC}}`$ dependence on age. It is worth noticing that, although Udalski (1998b) finds evidence that the clump fades by $`0.30.4`$ mag at later ages, this particular result has been ignored in later works, where the clump is simply assumed not to depend on age. At the same time Twarog et al. (1998) and Sarajedini (1999), using data from open clusters with main-sequence fitting distances, reached conclusions apparently in contradiction with Udalski’s ones, i.e. favouring larger dependences of $`M_I^{\mathrm{RC}}`$ on either age or metallicity. Another point of perplexity to us, is that Udalski (1998ab, 2000) and later Popowski (2000) decide to express the population dependence of the clump magnitude by means of simple linear relationships between $`M_I^{\mathrm{RC}}`$ and \[Fe/H\], and between $`M_I^{\mathrm{RC}}`$ and age. In our opinion, these choices are not justified. To this respect, we notice that similar relations are largely used in stellar astrophysics; but they are, in most cases, well supported by theory. A classical example of this kind comes from RR Lyrae stars, for which a linear $`M_V`$ versus \[Fe/H\] relation is well documented and widely accepted. However, we should keep in mind that RR Lyrae are very particular objects, which occupy a quite narrow range in both physical ($`T_{\mathrm{eff}}`$) and population (age, metallicity) properties. Clump stars, on the contrary, do not have such tight constraints: they are almost ubiquitous, with a very large range of ages, metallicities, and $`T_{\mathrm{eff}}`$s. Clearly, nature has much more freedom to play with the luminosity of clump stars, than it has with RR Lyrae. Why should we expect both types of stars to behave in a similar way ? Then, why should we expect linear relations to hold for the properties of clump stars ? To clarify these points, in the following we explore the several systematic effects on $`M_I^{\mathrm{RC}}`$ indicated by stellar evolutionary models. In Sect. 2, the metallicity and age effects are described with some detail. We present simple formulas for computing the mean clump magnitude in a galaxy, then allowing the readers to determine the appropriate value for the population correction $`\mathrm{\Delta }M_I^{\mathrm{RC}}`$ for any given history of star formation and chemical enrichment. We then present a careful comparison between models and the local clump from Hipparcos (Sect. 3), which is particularly helpful to illustrate the different effects involved in the problem, and to understand Udalski’s (2000) results. The clump behaviour in Galactic, LMC and SMC clusters is briefly commented on in Sect. 4. We proceed by modelling the clump in several nearby galaxies, and comparing the results with the data discussed by Udalski (1998a) and Popowski (2000) (Sect. 5). Overall, we find that systematic effects (at the level of $`0.3`$ mag) are not only present in any determination of red clump distances to nearby galaxies, but are also hidden in many of the previous analyses of clump data discussed in this regard. Our final conclusions regarding the red clump distance scale to nearby galaxies are presented in Sect. 6. ## 2 The clump as a function of age and metallicity As in previous works, we will base the discussion of model behaviour mostly on the Girardi et al. (2000) set of evolutionary tracks and isochrones. These models have been extensively discussed in GGWS98 and Girardi (1999). It is worth remarking that different models in the literature – although presenting systematic luminosity differences for the core helium burning (CHeB) stars that have passed through the helium flash – present similar behaviours for this luminosity as a function of either age or metallicity (Castellani et al. 2000). The model behaviour is also supported by empirical data for clusters (see Sect. 4). Moreover, the formulas provided in this section allow the reader to check our results using any alternative set of stellar models. ### 2.1 Simple models for the mean clump magnitude In our previous works (GGWS98 and Girardi 1999) we have discussed the behaviour of the clump as a function of mass, age and metallicity, considering mainly the sequences of zero-age horizontal branch models (ZAHB), i.e. of the stellar configurations at the beginning of quiescent CHeB. This time, however, we prefer to discuss the behaviour of the mean clump as a function of age and metallicity. The properties of the mean clump are defined as follows. For a given isochrone of age and metallicity $`(t,Z)`$, we perform the following integrals over the isochrone section corresponding only to CHeB stars: $$M_\lambda (t,Z)=2.5\mathrm{log}\left[\frac{1}{N_{\mathrm{cl}}(t,Z)}^{\mathrm{CHeB}}\varphi (m_\mathrm{i})\mathrm{\hspace{0.17em}10}^{0.4M_\lambda }\text{d}m_\mathrm{i}\right]$$ (3) where $`M_\lambda `$ is the absolute magnitude in the pass-band $`\lambda `$, $`m_\mathrm{i}`$ is the initial mass of the star at each isochrone point, and $`\varphi (m_\mathrm{i})`$ is the Salpeter IMF (number of stars by initial mass interval $`[m_\mathrm{i},m_\mathrm{i}+\text{d}m_\mathrm{i}]`$). $`N_{\mathrm{cl}}`$ is the number of clump stars (at age $`t`$) per unit mass of stars initially born. It is simply given by the integral of the IMF by number, along the CHeB isochrone section, i.e. $$N_{\mathrm{cl}}(t,Z)=^{\mathrm{CHeB}}\varphi (m_\mathrm{i})\text{d}m_\mathrm{i}.$$ (4) In our case, the IMF is normalised such as to produce a single-burst stellar population of total initial mass of 1 $`M_{}`$ (i.e. $`m_\mathrm{i}\varphi (m_\mathrm{i})\text{d}m_\mathrm{i}=1`$ $`M_{}`$), and a mass-to-light ratio of $`M/L_V=0.2`$ at an age of $`10^8`$ yr. The details of this normalisation can be found in Girardi & Bica (1993) and Salasnich et al. (2000). It is worth remarking that none of the results presented in this paper depends on the particular choice of IMF normalisation. However, having an IMF normalised to unit mass turns out to be a convenient choice. From eq. 3, accurate values for the mean clump colours and magnitudes can be obtained. Table 1 presents the values of $`M_I`$, $`VI=M_VM_I`$, and $`N_{\mathrm{cl}}`$ obtained for ages ranging from 0.5 to 12 Gyr, and metallicities from $`Z=0.0004`$ to 0.03. More extensive tables, suitable to perform accurate interpolation in the quantities $`(t,Z)`$, are available in computer-readable form in `http://pleiadi.pd.astro.it`. Part of this information is also illustrated in Fig. 1. Another useful quantity included in Table 1 is the mean initial mass of clump stars, $$m_\mathrm{i}(t,Z)=\frac{1}{N_{\mathrm{cl}}(t,Z)}^{\mathrm{CHeB}}m_\mathrm{i}\varphi (m_\mathrm{i})\text{d}m_\mathrm{i}.$$ (5) Figure 2 presents the $`I`$-band luminosity function (LF) for several single-burst stellar populations, compared to the mean magnitudes calculated according to eq. 3. It is worth noticing that: (i) Since the range of clump magnitudes at a given $`(t,Z)`$ is small, it does not really matter whether the $`M_\lambda `$ integral is performed over luminosities (as in eq. 3) or magnitudes. The resulting $`M_\lambda `$ values are always accurate to within $`0.01`$ mag. In fact, what limits the accuracy of eq. 3 is, mainly, the coarseness of the library of stellar evolutionary tracks used to construct the isochrones. (ii) The intrinsic dispersion of clump magnitudes is slightly larger for younger ages and lower metallicities. For high metallicities and old ages, the LF of clump stars is characterized by a sharp spike that coincides with the ZAHB bin, and a decreasing tail for higher luminosities. Thus, the mean values $`M_\lambda `$ are always brighter than the maximum of the LF. This offset is of order 0.1 mag, for the several ages and metallicities considered in the figure. Therefore, reducing the clump of a single generation of stars to a single point of magnitude $`M_\lambda (t,Z)`$, should be seen as a useful approximation, rather than the detailed behaviour indicated by models. So far, the equations and data refer to the clump as expected in single-burst stellar populations, i.e. in star clusters of given age and metallicity $`(t,Z)`$. In order to compute the mean clump magnitude for a given galaxy model, of total age $`T`$, we need to perform the following integral: $$M_\lambda (\mathrm{gal})=\frac{1}{N_{\mathrm{cl}}(\mathrm{gal})}_{t=0}^T\psi (t)M_\lambda (t,Z)\text{d}t,$$ (6) where $$N_{\mathrm{cl}}(\mathrm{gal})=_{t=0}^TN_{\mathrm{cl}}(t,Z)\psi (t)\text{d}t.$$ (7) The function $`\psi (t)`$ is the star formation rate (SFR, in $`M_{}`$ by unit time), at a moment $`t`$ in the past, for the galaxy model considered. Last but not least, also the age-metallicity relation (AMR) $`Z(t)`$ should be specified. Notice that we average the magnitudes in eq. 6, instead of luminosities as in the previous eq. 3. The reason for this is that, in this way, we get a quantity similar to the $`I^{\mathrm{RC}}`$ derived in empirical works by means of eq. 2. ### 2.2 Comparison between different methods From eq. 6, and the numbers tabulated in Table 1, the reader can easily derive the theoretical mean clump magnitudes for any galaxy model, once the SFR $`\psi (t)`$ and AMR $`Z(t)`$ are provided. This is a simple and almost direct way of deriving $`M_I^{\mathrm{RC}}`$ from theoretical models. We will refer to it, hereafter, as method 1. There are some additional details about this method, which are worth mentioning: (i) Some interpolation among the age and metallicity values presented in the tables (e.g. Tab. 1) may be required. In this case, our experience is that the most accurate interpolations in metallicity are obtained using $`\mathrm{log}Z`$ \[or $`\text{[Fe/H]}\mathrm{log}(Z/0.019)`$\] as the independent variable, instead of $`Z`$. (ii) For galaxy models with ongoing star formation, the integral of eq. 6 should be given a lower-age cut-off of at least 0.5 Gyr. This because CHeB stars of younger ages, although few, have much higher luminosities, so that they cannot be considered clump stars (see Fig. 1). The final results for $`M_I^{\mathrm{RC}}`$ depend slightly on the choice of this cut-off. In the models discussed in this section, we will assume it equal to 0.5 Gyr. A second, more refined approach, comes from a complete population synthesis algorithm: synthetic CMDs (or simply the stellar LF) are simulated for a given galaxy model, and then $`M_I^{\mathrm{RC}}`$ is derived by fitting eq. 2 to the synthetic data. This is the approach followed by GGWS98, and will hereafter be referred as method 2. Its advantage is that the synthetic CMDs contain all the information about the distribution of stellar luminosities and colours, which can then be easily compared to actual observations of clump stars. (Additional effects such as sample size, photometric errors, or differential reddening, could also be simulated if required.) However, method 2 is much more demanding, because it requires tools – a population synthesis code, and a non-linear least squares fitting routine – which are not needed in method 1. For our purposes, the interesting point is to test whether the complexity of method 2 pays for the additional effort with a higher accuracy than method 1. Thus, we verify whether both methods lead to similar results for $`M_I^{\mathrm{RC}}`$. Using our population synthesis code (Girardi, unpublished), we generate two different galaxy models. The first, model A, assumes a constant SFR from $`T=10`$ Gyr ago until now, and a metallicity only slightly increasing with the galaxy age $`Tt`$, i.e. $`Z(t)=0.008+0.011[10.1t(\mathrm{Gyr})]`$. This represents a relatively young and metal-rich galaxy population, as found in the discs of spirals. The second, model B, assumes a predominantly old population, i.e. with constant SFR from 8 to 12 Gyr ago, and the complete range of metallicities given by $`Z(t)=0.0004+0.0296[10.25(t(\mathrm{Gyr})8)]`$. For both models A and B, the mean clump magnitude is computed either with method 1 (table 1 plus eq. 6) or with method 2 (synthetic CMD plus eq. 2). The results are presented in Table 2, and in Fig. 3. As seen, method 1 provides $`M_I^{\mathrm{RC}}`$ values about 0.05 mag brighter than method 2. This offset results, mainly, from the luminosity of the clump LF maximum always being slightly fainter than the mean clump brightness (see Fig. 2): whereas the maximum is more easily accessed by method 2, method 1 always accesses the mean. Anyway, the important result is that both methods provide almost the same magnitude difference between the two galaxy models, i.e. $`\mathrm{\Delta }M_I^{\mathrm{RC}}(\mathrm{A}\mathrm{B})`$ is equal to $`0.153`$ cf. Method 1, and $`0.137`$ cf. Method 2 (already on the base of of this simple exercise, we should reasonably expect that the red clump is about $`0.140.15`$ mag brighter in a late spiral’s disk than in an old elliptical galaxy). Thus, the results from the two methods turn out to be very similar. In the following we will always apply method 2, based on synthetic CMDs, since it permits to compare in more detail the LF of the synthetic red clump for a given stellar system with the corresponding observational data. Moreover, any value of $`\mathrm{\Delta }M_I^{\mathrm{RC}}`$ will refer to the difference between the ‘local’ clump simulation and a synthetic model for the stellar system under scrutiny. Our results can be checked by any reader, by using the more simple method 1. ## 3 An analysis of the Hipparcos clump The clump stars in the Solar Neighbourhood (or ‘the Hipparcos clump’ as hereafter referred) are fundamental for distance determinations based on clump stars, because they provide the only empirical zero point for eq. 1 that can be measured with good accuracy. The ESA (1997) catalog contains $`1500`$ clump stars with parallax error lower than 10 per cent, and hence standard errors in absolute magnitude lower than 0.21 mag. The sample defined by this accuracy limit is complete up to a distance of about $`125`$ pc. Accurate $`BV`$ photometry is available for these stars (and also $`I`$ for $`1/3`$ of them), and the interstellar absorption is small enough to be neglected (Paczyński & Stanek 1998). The Lutz-Kelker bias should not affect their mean absolute magnitude determination by more than 0.03 mag (GGWS98). Therefore, the intrinsic photometric properties of the Hipparcos clump can be said to be known with high accuracy, when aspects such as data quality and number statistics are considered. However, the same can not be said about the population parameters of these stars, i.e. their distributions of masses, ages, and metallicities. Since it was only after Hipparcos that a significant number of clump stars was identified in the Solar Neighbourhood (Perryman et al. 1997), few works attempted to describe these stars in terms of their parent populations. This aspect, of course, is of fundamental importance in the present work. A comprehensive but short discussion of the nearby clump stars’ masses, ages, and metallicities, is presented by Girardi (2000). From this latter work, we select and develop the following points which are more relevant to the present study. More specifically, we discuss general aspects in the mass, age, and CMD distribution of clump stars that may be applied to any galaxy, then focusing on the specific case of the Hipparcos clump. ### 3.1 The mass, age and metallicity distributions: general aspects The mass distribution of core-helium burning (CHeB) stars in a galaxy of total age $`T`$, is roughly proportional to the IMF $`\varphi (m_\mathrm{i})`$, to the core-helium burning lifetime $`t{}_{\mathrm{He}}{}^{}(m_\mathrm{i})`$ of each star, and to the star formation rate (SFR) at the epoch of its birth, $`\psi [t(m_\mathrm{i})]`$ (where $`t`$ is the stellar age, and not the galaxy age). There is also a low-mass cut-off, given by the lowest mass to leave the main sequence at ages lower than $`T`$. Since $`t{}_{\mathrm{He}}{}^{}(m_\mathrm{i})`$ presents a peak at about 2 $`M_{}`$ (the transition from low to intermediate masses), and the IMF shows a peak at the lowest masses, a double-peaked mass distribution turns out for CHeB stars (Girardi 1999). This is shown in the left panel of Fig. 4, for the case of a constant SFR from 0.1 to 10 Gyr ago, and a Salpeter IMF. This distribution contrasts with the more natural idea of a clump mass distribution roughly following the IMF – which would present only a single peak at the lowest possible masses, i.e. at $`0.81.2`$ $`M_{}`$. Moreover, from these simple considerations, it turns out that the intermediate-mass stars from say 2 to 2.5 $`M_{}`$, are not severely under-represented in the mass distribution, with respect to the low-mass ones. Stars with $`22.5`$ $`M_{}`$ are close enough to the clump region in the CMD, to be considered as genuine clump stars (GGWS98). For the case of a constant SFR from now up to ages of 10 Gyr, they would make about 20 per cent of the clump. Again, this contrasts with the common idea that the clump is formed only by low-mass stars. Let us now consider the age distribution expected for clump stars. The number of evolved stars of a certain type and age is proportional to: (1) their birth rate at the present time, and (2) their lifetime at the evolved stage under consideration (see e.g. Tinsley 1980). The birth rate of clump stars, $`\text{d}N_{\mathrm{cl}}/\text{d}\tau _\mathrm{H}`$, can be estimated as $$\frac{\text{d}N_{\mathrm{cl}}}{\text{d}\tau _\mathrm{H}}=\psi (t=\tau _\mathrm{H})\varphi (m_{\mathrm{TO}})\left\|\frac{\text{d}m_{\mathrm{TO}}}{\text{d}\tau _\mathrm{H}}\right\|$$ (8) where $`m_{\mathrm{TO}}`$ is the turn-off mass corresponding to a given main sequence lifetime $`\tau _\mathrm{H}`$, and $`\psi (t=\tau _\mathrm{H})`$ is the star formation rate at the epoch of stellar birth. For clump stars, the age distribution is obtained by multiplying this birth rate by the CHeB lifetime $`\tau _{\mathrm{He}}`$. In the right panel of Fig. 4, we show the result for the case of a galaxy with a constant SFR over all its lifetime. This age distribution turns out to be far from constant: it peaks at an age of $`1`$ Gyr, and decreases monotonically afterwards. In the particular case here illustrated, half of the clump stars have ages lower than 2 Gyr. This result is in sharp contrast with the common idea that clump stars trace equally well the intermediate-age and old components of a galaxy. These aspects of the age distribution are so important that it is worth commenting on them in more detail: (i) The continuous decline in the clump age distribution at ages larger than about $`2`$ Gyr, comes, essentially, from the continuous decrease, with the stellar age, of the birth rate of post-main sequence stars. It can be easily understood as follows: between 0.8 and 2 $`M_{}`$, the main sequence lifetime scales approximately as $`\tau _\mathrm{H}m_{\mathrm{TO}}^{3.5}`$ (cf. Girardi et al. 2000 tables), whereas the lifetime of CHeB stars $`\tau _{\mathrm{He}}`$ is roughly constant at about $`10^8`$ yr. Together with a Salpeter IMF ($`m_{\mathrm{TO}}^{2.35}`$), this implies that $`\text{d}N_{\mathrm{cl}}/\text{d}\tau _\mathrm{H}`$ (and also the age distribution function) scales as $`t^{0.6}`$ for ages $`t2`$ Gyr. (ii) At ages of about 1 Gyr, $`\tau _{\mathrm{He}}`$ has a local maximum (about $`2.5\times 10^8`$ yr, corresponding to the star with $`m_{\mathrm{TO}}=2M_{}`$), which sensibly increases the amplitude of the age distribution at that age. (iii) At younger and decreasing ages, $`\tau _{\mathrm{He}}`$ decreases slightly faster than the birth rate increase of CHeB stars, then causing a decrease in the age distribution function. Even if the number distribution of CHeB stars does not become negligible as we go to younger ages, the ones with ages lower than 0.5 Gyr can hardly be classified as clump stars, since they become much brighter than the clump. This justifies defining a cut-off in the age distribution function for ages $`\tau _\mathrm{H}<0.5`$ Gyr. Finally, it should be noticed that, for the case of a constant SFR, the number of clump stars per unit mass of born stars $`N_{\mathrm{cl}}`$, as obtained from complete population synthesis models (eq. 4), is simply proportional to the age distribution function of clump stars we have here obtained from simple considerations about stellar lifetimes and birth rates: $$N_{\mathrm{cl}}\varphi (m_\mathrm{i})\tau _{\mathrm{He}}N_{\mathrm{cl}}/\text{d}t,$$ This result is just expected, and can be well appreciated by comparing the right panel of Fig. 4 with the upper panel of Fig. 1. The similarity between these two figures, gives us even more confidence in the numbers derived from eq. 4. The hypothesis of constant SFR, above illustrated, is just a particular case of a most common one, namely that of continued SFR for most of a galaxy’s history which in general applies to the disc of spiral and irregular galaxies. When the SFR has not been constant, the age distribution function of clump stars can be simply evaluated by multiplying the SFR, at any given age, by the curves in Fig. 1. ### 3.2 Simulating the Hipparcos clump After these introductory considerations of general validity, let us consider the specific case of the local Hipparcos clump. The local SFR is almost certainly not constant, but there are good indications that it has been continuous from today back to at least 9 Gyr ago (e.g. Carraro 2000). This continuity renders the age and mass distribution of clump stars qualititavely similar to the cases illustrated in Fig. 4. Rocha-Pinto et al. (2000b), from a sample of nearby dwarfs with ages determined from their chromospheric activity, find a SFR history marked by several (and statistically significant) ‘bursts’ up to the oldest ages. This work also indicates a volume-corrected age-distribution function which is higher for the youngest stars, as can be seen in Fig. 5. These properties are also supported by other recent works, based on the analysis of Hipparcos CMD. Namely, Bertelli & Nasi (2000) favour increasing rates of star formation in the last few Gyr, whereas Hernandez, Valls-Gabaud & Gilmore (2000b) also find evidences for different bursts in a sample of Hipparcos stars limited to ages lower than 3 Gyr. In the following, we adopt the results from Rocha-Pinto et al.’s (2000ab) data in order to simulate the local CMD. This work covers the complete range of ages we are interested in. Before proceeding, we should remind that that stars born at older ages in the local disc, are now distributed over higher scale heights in relation to the Galactic plane. Therefore, in our simulations of the Hipparcos sample, we should use the volume-limited age distribution of unevolved dwarfs not corrected by any scale-height factor, rather than the cumulative SFR in the so-called ‘solar cillinder’. Rocha-Pinto et al. (2000b) kindly provided us with the uncorrected age distribution we need. Moreover, we have also the possibility of using the local AMR, derived by Rocha-Pinto et al. (2000a) from the same data. Both functions are illustrated in Fig. 5. Figure 6 shows the final CMD simulated from these data. For the sake of simplicity, we have not simulated – the same applies also to the simulations presented in Sect. 5 – observational errors (as discussed in GGWS98 the inclusion of observational errors increases the width $`\sigma _I`$ of the clump stars’ LF, leaving almost unchanged the value of $`M_I^{\mathrm{RC}}`$). Fig. 7 shows the resulting LF of clump stars from this simulation, together with the result of fitting eq. 1. Even if in this paper we are discussing population effects (i.e., the value of $`\mathrm{\Delta }M_I^{\mathrm{RC}}`$ for different stellar systems) on the red clump brightness, and we will use theoretical models only in a differential way, it is nevertheless interesting to note that the absolute value of $`M_I^{\mathrm{RC}}=0.171`$ for the local clump as derived from our simulations is satisfactorily close to the observed one, $`M_I^{\mathrm{RC}}=0.23\pm 0.03`$ (Stanek et al. 1998). ### 3.3 The observed metallicity distribution Let us now compare the results from our Hipparcos simulation, with additional data for nearby clump stars. Their metallicity distribution has been the subject of some unexpected results in the recent past. There have been few attempts to derive typical metallicities for Hipparcos clump stars. The first one has been a quite indirect method by Jimenez et al. (1998). They applied the concept that red giants become redder at higher metallicities to derive, solely from the colour range of Hipparcos clump stars, an estimate of their metallicity range, obtaining $`0.7<\text{[Fe/H]}<0.0`$. This approach was based on the fact that in Jimenez et al. (1998) models the clump at a given metallicity is very concentrated on the CMD, and has a mean colour very well correlated with metallicity. In this regard, however, we should consider that the galaxy models considered by Jimenez et al. were characterized by a SFR strongly decreasing with the galaxy age (i.e. increasing with the stellar age). This implies that they were considering, essentially, the behaviour of the old clump stars, with masses of about $`0.81.4`$ $`M_{}`$. Intermediate-mass clump stars with mass $`1.7`$ $`M_{}`$ were even absent in their simulations. As discussed in the previous Sect. 3.1, this turns out to be an incomplete description of the clump stars, at least in galaxy systems with recent star formation as the Solar Neighbourhood. In contrast, GGWS98 considered all the interesting mass range of clump stars, and models with constant SFR up to 10 Gyr ago, obtaining clumps with a somewhat more extended distribution in colour than Jimenez et al. (1998). They demonstrate that a galaxy model with mean solar metallicity and a very small metallicity dispersion ($`\sigma _{[\mathrm{Fe}/\mathrm{H}]}=0.1`$ dex), shows a clump as wide in colour as the observed Hipparcos one – i.e. with $`\mathrm{\Delta }(VI)0.2`$ mag. This means that a significant fraction of the colour spread of the local clump could be due to an age spread, rather than to a metallicity spread. Considering the SFR we discussed in the previous subsection, GGWS98 results seem more realistic than Jimenez et al. (1998). It follows that the colour spread of nearby clump stars cannot be interpreted just as being the result of a metallicity spread as suggested by Jimenez et al.; the age (mass) spread (from $`1`$ to 10 Gyr) might well be playing an important role. The above aspect becomes clear when we consider clump metallicities not inferred from broad-band colours. The metallicities of 581 nearby K giants (mainly clump stars) have been derived by Høg & Flynn (1998), based on DDO photometry. From their data it turns out that the $`VI`$ colour does not correlate with \[Fe/H\] (cf. Paczyński 1998), contrarily to what would be expected from the Jimenez et al. (1998) analysis. One may suggest that the problem is in the \[Fe/H\] values inferred from photometry, rather than in the interpretation of clump $`VI`$ colours. However, the same problem appears when we look at the most reliable metallicity data, i.e. those derived from spectroscopy. Udalski (2000) selected clump stars with spectroscopic abundance determinations from McWilliam (1990). They mention a non negligible range of clump metallicities ($`0.7<\text{[Fe/H]}<0.0`$), and again confirm the lack of \[Fe/H\] versus colour correlation. We have constructed a similar sample of red giants with spectroscopic abundance determinations. From the Hipparcos catalog, we select all red giants (from their position in the colour–absolute magnitude diagram) marked as single stars, with lower than 10 per cent relative error in the parallax, with direct measurements of the $`VI`$ colour, and \[Fe/H\] determinations according to the Cayrel de Strobel et al. (1997) catalog. All the \[Fe/H\] values are quoted as being relative to the Sun’s. Nearly half of the selected stars ($`160`$ out of 334) are clump stars, the bulk of the remaining ones being in their first-ascent of the red giant branch. The results can be appreciated in Fig. 8. It presents, in three panels, the quantities $`M_I`$, $`VI`$, and \[Fe/H\], plotted one against each other. We notice again that, also in this data, \[Fe/H\] and $`VI`$ colour seem not to be correlated. A fourth panel of Fig. 8 presents the histogram of \[Fe/H\] values. Interestingly, we find that the \[Fe/H\] distribution of clump stars is fairly well represented by a Gaussian curve of mean $`\text{[Fe/H]}=0.12`$ dex and standard deviation of $`\sigma _{[\mathrm{Fe}/\mathrm{H}]}=0.18`$ dex, as derived by means of a least-squares fit. The surprising feature is the very small dispersion of metallicities in the data. It seems to disagree with the wide metallicity ranges mentioned by Jimenez et al. (1998; i.e. $`0.7\text{[Fe/H]}0.0`$) and Udalski (2000; i.e. $`0.6\text{[Fe/H]}0.2`$). Actually, in the latter case, there is no disagreement at all: the total range of \[Fe/H\] values in our histogram of Fig. 8, is similar to that mentioned by Udalski (2000). We notice that the small dispersion of clump metallicities, $`\sigma _{[\mathrm{Fe}/\mathrm{H}]}=0.18`$ dex, has the same order of magnitude as the one found among coeval Galactic open clusters, after correction for the disc metallicity gradient (figure 4 in Carraro & Chiosi 1994), or among field stars of same age (Rocha-Pinto et al. 2000a; with $`\sigma _{[\mathrm{Fe}/\mathrm{H}]}=0.13`$ dex). But how can we understand such a small metallicity dispersion, coming out for clump stars in a so complex stellar environment as the Solar Neighbourhood ? The key to the answer is in our discussion of the age distribution of clump stars in Sect. 3.1: Actually, nearby clump stars are (in the mean) relatively young objects, reflecting mainly the near-solar metallicities developed in the local disc during the last few Gyr of its history, rather than its complete chemical evolution history. It is also interesting to notice that the age distribution of nearby clump stars (mostly K giants), turns out to be very different from that of low-main sequence stars (e.g. the G dwarfs). This because the long-lived G dwarfs have an age distribution simply proportional to the SFR, whereas K giants have it ‘biased’ towards intermediate-ages ($`13`$ Gyr). This difference reflects into their metallicities: since younger stars are normally more metal rich, giants should necessarily be, in the mean, more metal-rich than G dwarfs. G dwarfs in the Solar Neighbourhood are already known to present a relatively narrow distribution of \[Fe/H\] – the relative lack of low-metallicity stars, with respect to the predictions from simple closed-box models of chemical evolution, being known as the G-dwarf problem. Then, even more narrow should be the distribution of \[Fe/H\] among K giants. And this is, in fact, exactly what is suggested by the observations of Fig. 8. ### 3.4 The magnitude and colour distribution In the above subsection, we presented arguments and data which go against the interpretation of clump $`VI`$ colours as being mainly due to metallicity differences. This point is also crucial for distance determinations. Were the clump colour determined by metallicity only, the observed constancy of the $`I`$-band magnitude with colour inside the clump, in different galaxies, could be indicating that $`M_I`$ is virtually independent of metallicity, and hence an excellent standard candle (cf. Paczyński & Stanek 1998; Stanek et al. 1998; Udalski 1998a). This latter conclusion comes from a simplified analysis, where the possibility that the clump magnitude and colour depend significantly also on the age, has been neglected. Let us briefly discuss the specific results we get from our models. In them, $`M_I^{\mathrm{RC}}`$ presents a non negligible dependence on both age and metallicity. Nonetheless, our simulations of the Hipparcos clump turn out to present an almost-horizontal clump feature, without any detectable systematic effect on $`M_I`$ as a function of colour or \[Fe/H\]. In fact, dividing our simulation of Fig. 6 into ‘blue’ ($`VI<1.1`$) and ‘red’ ($`VI>1.1`$) samples, we obtain values of $`M_I^{\mathrm{RC}}=0.159`$ and $`M_I^{\mathrm{RC}}=0.170`$, respectively. How can the galaxy models present almost-horizontal clumps, whereas $`M_I^{\mathrm{RC}}`$ changes systematically as a function of both age and metallicity ? The answer is not straightforward, since a number of effects enter into the game. First, $`M_I`$ does not change monotonically with age: it is fainter than the mean (by up to 0.4 mag) at both the $`1`$ Gyr and $`10`$ Gyr age intervals, which represent the bluest and reddest clump stars for a given metallicity (provided that $`Z`$ and $`t`$ are not, respectively, too low and too old, to cause the appearance of a blue HB). Due to this effect alone, the clump for a given metallicity would describe an arc in the CMD, without a detectable mean slope in the $`M_I`$ versus $`VI`$ CMD (see GGWS98). Second, an age-metallicity relation tends to flatten the $`M_I`$ vs. age relation in the age interval $`t2`$ Gyr, since older clump stars tend to become dimmer due to their larger age, but brighter due to the lower metallicity. Third, the presence of a $`0.2`$ dex metallicity dispersion among stars of the same age, may cause substantial blurring in the diagrams of Fig. 8. Which effect prevails depends on the exact shape of the SFR and AMRs. The important point is that, due to these effects, the possible correlations between colour, magnitude, and metallicity of clump stars, may become small enough to escape detection. Therefore, clump models can assume a quite large variety of shapes, depending on the SFR and AMR. The position of an individual star in the CMD, in general cannot be unequivocally interpreted as the result of a given age or metallicity. There are, however, important exceptions to this rule: A quite striking feature of the models is the presence of a ‘secondary clump’ feature located about 0.4 mag below the blue extremity of the clump, accompanied by a bright plume of clump stars directly above it. These features are described in detail in GGWS98 and Girardi (1999). They are caused by the intermediate-mass clump stars, i.e. those just massive enough for starting to burn helium in non-degenerate conditions, and are the signature of $`1`$-Gyr old populations with metallicities $`Z0.004`$ (Girardi 1999). The important point here is that these structures are present in the Hipparcos CMD, and about as populated as they are in the models presented in Fig. 6. It evidences that some key aspects of the formalism and stellar models we use are correct, and that the adopted SFR and AMR constitute a reasonably good approximation. ### 3.5 The magnitude as a function of \[Fe/H\] From our simulation, we can also derive the metallicity and age distribution of local clump stars. They are presented in Fig. 9. Although the total range of metallicities allowed by the model is very large ($`0.7\text{[Fe/H]}0.3`$, see Fig. 5), the distribution for clump stars turns out to be very narrow: a Gaussian fit to the \[Fe/H\] distribution produces a mean $`\text{[Fe/H]}=+0.03`$ dex and dispersion $`\sigma _{[\mathrm{Fe}/\mathrm{H}]}=0.17`$ dex. (Actually, the \[Fe/H\] distribution presents an asymmetric tail at lower metallicities, which causes the straight mean of \[Fe/H\] to be $`0.04`$ dex, i.e. slightly lower than the center of the Gaussian.) This distribution is almost identical to the observed one (Fig. 8), except for an offset of $`+0.15`$ dex. The small \[Fe/H\] dispersion displayed in the lower panel of Fig. 9 is easily understood when we look at the clump age distribution in the upper panel. Not surprinsingly (cf. the discussion in Sect. 3.3) the mean age of nearby clump stars turns out to be $`t=2.5`$ Gyr, whereas the peak of the distribution is at just 1 Gyr. At these ages, the local disc metallicity had already grown to $`\text{[Fe/H]}0.0`$ dex (cf. Fig. 5), and the bulk of clump stars is expected to have similar metallicities. Therefore, this main aspect of the metallicity distribution – the small \[Fe/H\] dispersion – is very well accounted for by the models. The reasons for the $`+0.15`$ dex offset are not clear, and may lie in some offset between the high resolution spectroscopic \[Fe/H\] scale by Cayrel de Strobel et al. (1997) and the one used by Rocha-Pinto et al. (2000a), or in some inconsistency between the age scales used by Rocha-Pinto et al. (2000b) and by our stellar models. As for the metallicity scale, Rocha-Pinto et al. (2000a) used the \[Fe/H\] scale by Schuster & Nissen (1989) based on Stroemgren photometry. As discussed by Schuster & Nissen (1989) this metallicity scale is on average $`0.06`$ dex lower than direct high resolutions spectroscopic \[Fe/H\] determinations (see also Alonso et al. 1996). Anyway, $`+0.15`$ dex may be a difference small enough to be allowed in the present work. To check this point, we make a modified Hipparcos model by adopting metallicities $`0.15`$ dex lower than those given by Rocha-Pinto et al. (2000b) AMR. The clump simulated in this way becomes bluer by about 0.1 mag, if compared to the one shown in Fig. 6, and then would better agree with the range of $`VI`$ colours of the observed Hipparcos clump (see Fig. 8). For this model, we obtain $`M_I^{\mathrm{RC}}=0.209`$ with $`\sigma _{M_I}=0.075`$. Thus, a $`0.15`$ dex change in \[Fe/H\] scale would cause just a $`0.04`$ mag change in the reference value of $`M_I^{\mathrm{RC}}`$. Fig. 10 shows the distribution of stars from our Hipparcos model in the \[Fe/H\] versus $`VI`$ (left panel) and $`M_I`$ versus \[Fe/H\] (right panel) planes. These occupy the same regions of these planes as the data shown in Fig. 8, apart from the offsets of $`+0.15`$ dex in \[Fe/H\], and $`+0.1`$ mag in $`VI`$. Also the models do not show any significant correlation of \[Fe/H\] with either $`VI`$ or $`M_I`$. The only particularity is the presence of two main sequences of clump stars in the \[Fe/H\] versus $`VI`$ plane, which are due, essentially, to two main groups of clump stars: the ‘old’ ones which follow the age-metallicity relation and span the $`VI`$ interval from 1.0 to 1.2, and \[Fe/H\] from 0.0 to $`0.6`$; and the youngest ones which have $`\text{[Fe/H]}0.0`$ and concentrate at $`VI0.91.2`$. With a reasonable distribution of observational errors (i.e., typical errors on the \[Fe/H\] values are of about 0.15 dex), these two sequences can give origin to a distribution in which no general \[Fe/H\] versus $`VI`$ relation is apparent. Udalski (2000) used the data for local clump stars to fit $`M_I^{\mathrm{RC}}`$ to data in different \[Fe/H\] bins. The results were then used to derive the ‘metallicity dependence’ of $`M_I^{\mathrm{RC}}`$. We can now check whether our models produce a similar relation from synthetic data. There is however, an important difference in our interpretation of this relation: in the models, it does not assume the character of a general relation, as was intended to be measured in Udalski (2000). Instead, the $`M_I^{\mathrm{RC}}`$ versus \[Fe/H\] relation derived in this way cannot be considered universal, because it represents the result of a very particular distribution of clump ages and metallicities (displayed in Fig. 9). Table 3 presents the $`M_I^{\mathrm{RC}}`$ values we derive for different \[Fe/H\] bins in the models. They are divided in groups composed by ‘metal-poor’, ‘intermediate’, and ‘metal-rich’ bins. For each group, the final slope of the $`M_I^{\mathrm{RC}}`$ versus \[Fe/H\] relation is also presented, both for the cases in which all bins have been included, and ignoring the metal-rich bin as in Udalski (2000). The first group represents the same bin limits as in Udalski (2000), and results in a very flat $`M_I^{\mathrm{RC}}`$ versus \[Fe/H\] relation. The second group has bins shifted by $`+0.15`$ dex, in order to account for the offset in our models’ metallicities; in this case, a marginal slope of $`0.14\pm 0.06`$ mag/dex is detected, which increases to 0.24 mag/dex if we consider only the metal-poor and intermediate bins. These two former groups present too few stars in the metal-poor bin. We tried to improve upon this point, selecting bin limits such as to separate the peak and wings of the metallicity distribution shown in Fig. 9. The result is a mean slope of $`0.13\pm 0.05`$ mag/dex. Udalski (2000) gets a slope for the $`M_I^{\mathrm{RC}}`$ versus \[Fe/H\] relation of about 0.2 mag/dex using all three bins in their fit, and of $`0.13\pm 0.07`$ mag/dex considering only the metal-poor and intermediate bins. Similar results (Table 3) are obtained with our models which include an offset in the metallicity scale. However, we do not give any strong weight to the final slope resulting from the models. In fact, the present exercises convinced us that the obtained slope may depend somewhat on the way the bins are defined. Moreover, the simulation of observational errors in the models, could probably lead to slightly different results. What we have done in this section should be considered, rather than a model calibration, just a check of whether Udalski’s results can be understood with present theoretical models of clump stars. ## 4 The clump in star clusters We have seen in the previous section how theoretical models are able to reproduce the main observational features of the Hipparcos red clump. Another crucial test for the reliability of theoretical models involves the use of star clusters. Since star clusters are made of stars all with the same age and initial chemical composition, they constitute template single-burst stellar populations with which it is possible to compare the $`\mathrm{\Delta }M_I^{\mathrm{RC}}`$ values derived from theory. With a large sample of clusters of different ages and metallicities, we can directly test the predicted metallicity and age dependence of this key quantity. Galactic open clusters are particularly useful in this respect, since they are well studied objects with a large age range, and reasonably accurate distance and age estimates. To this aim, we have adopted the data (ages, $`M_I^{\mathrm{RC}}`$ and \[Fe/H\]) by Sarajedini (1999) for a sample of 8 galactic open clusters, plus the data from Twarog et al. (1999) for NGC 2506. The clusters span the age range between 1.9 and 9.5 Gyr, while the metallicities range between $`\text{[Fe/H]}=0.39`$ and $`\text{[Fe/H]}=0.15`$. Since we want to test the theoretical $`\mathrm{\Delta }M_I^{\mathrm{RC}}`$ values, for each cluster we have computed the observational $`\mathrm{\Delta }M_I^{\mathrm{RC}}`$ value using $`M_I^{\mathrm{RC}}(\mathrm{Hipp}.)=0.23\pm 0.03`$ (Stanek & Garnavich 1998) for the local red clump. The same quantity has been derived from the theoretical models, using for the local clump the $`M_I^{\mathrm{RC}}`$ value given in Table 4. There is a further detail we considered; since Sarajedini (1999) measured the luminosity of the peak of the red clump stellar distribution, and not its mean value, we have derived from our simulations (see discussion in Sect. 2.1) the $`M_I`$ values corresponding to the peak of the red clump LF, for the relevant age and metallicity range, rather than the mean values defined in Sect. 2. We remark that the peak values are systematically lower than mean values by about 0.06 mag. In Fig. 12 we show the comparison between observed and theoretical $`\mathrm{\Delta }M_I^{\mathrm{RC}}`$ values. It is immediately evident how the observations show a marked dependence of $`\mathrm{\Delta }M_I^{\mathrm{RC}}`$ on the clusters’ age and \[Fe/H\] values. Moreover, it is clear that observations are well reproduced by theoretical models (with the sole exception of NGC 6791, the oldest cluster in the plot). This lends further support to the use of theoretical models for computing $`\mathrm{\Delta }M_I^{\mathrm{RC}}`$. Before concluding this section we just mention that the data by Sarajedini (1999) and Twarog et al. (1999) are inconsistent with the ones by Udalski (1998b), who has shown how the $`M_I^{\mathrm{RC}}`$ value for a sample of 15 star clusters in the LMC and SMC is largely independent of age and metallicity, in the age interval from 2 to 10 Gyr. However, it is clear that the determination of metallicity and age for LMC and SMC clusters is subject to larger uncertainties than in the case of their Galactic counterparts. Moreover, additional uncertainties due to depth effects and geometric corrections (values as high as $`\pm 0.2`$ mag being applied for some SMC clusters) can also spuriously modify the observed relationship between red clump brightness, metallicity and age. Udalski (1998b) has also noticed that in the oldest clusters of his sample the clump is $`0.30.4`$ mag fainter than the mean in the $`210`$ Gyr interval. This observation could be simply reflecting the gradual fading of the clump, that occurs in the models for ages larger than 3 Gyr (see Fig. 12). We conclude that the empirical evidence for a negligible dependence of the clump magnitude on age (Udalski 1998b), is weak compared to the evidence that it depends on age (Fig. 12). A larger sample of Magellanic Clouds cluster data may certainly improve upon the present-day results. We also remark that in galaxies with recent star formation, a large fraction of the clump stars should have ages in the $`12`$ Gyr interval (as discussed in Sect. 3.1). Clusters younger than 2 Gyr, however, are not present in Udalski’s (1998b) and Sarajedini’s (1999) samples. It would be extremely interesting, in future empirical works, to test the age dependence of $`M_I^{\mathrm{RC}}`$ in samples containing also younger clusters. ## 5 The clump in other galaxy systems In Sects. 2 and 3, the main factors determining the mean clump magnitude in a galaxy model have been extensively reviewed. In the present section we proceed computing $`M_I^{\mathrm{RC}}`$ for a series of models representing nearby galaxy systems, whose mean clump magnitudes have been used in the past for distance determinations (by galaxy systems we mean composite stellar populations, whose stars cover relatively large intervals of age and metallicity). All results from this section are summarized in Table 4. There are just two further technical details we need to mention before proceeding: (i) In all models, we assume the relation $`\text{[Fe/H]}=\mathrm{log}(Z/0.019)`$, which is appropriate for populations with scaled-solar distributions of metals. The case of stars with enhancement of $`\alpha `$-elements will be discussed in Sect. 5.5. (ii) For the few cases in which tracks with metallicities lower than $`Z=0.0004`$, or higher than $`Z=0.03`$ are required, we use these two limiting values. This is done to avoid risky extrapolations of the model behaviours. Anyway, apart from the case of the Carina dSph galaxy, stars with such extreme metallicities represent just a tiny fraction of the clump stars in our models. ### 5.1 The Baade’s Window clump Determining the ages of Bulge stars is difficult, and so its age distribution has been somewhat uncertain. Whereas there are some indications for the presence of intermediate-mass stars (see Rich 1999 for a review), studies of Baade’s Window population (e.g. Frogel 1988; Holtzman et al. 1993; Ortolani et al. 1995; Ng et al. 1996) generally indicate that the bulk of star formation occurred at old ages. Only the very central regions of the Bulge show unequivocal evidences of recent star formation (e.g. Frogel, Tiede & Kuchinski 1999; Figer et al. 1999). Let us then assume that the bulk of stellar populations in the Bulge are older than 5 Gyr. After this age, the clump magnitude fades slowly (only $`0.025`$ mag/Gyr), and $`N_{\mathrm{cl}}(t)`$ becomes almost flat (i.e. the age distribution of clump giants become simply proportional to the SFR, as seen in Fig. 1). Therefore, the assumptions about the actual SFR history affect much less $`M_I^{\mathrm{RC}}`$ for such a population, than in the case of galaxies with ongoing star formation. We compute two models for the Bulge (or Baade’s Window), illustrated in Fig. 13: The first assumes an ‘old’ Bulge, with constant SFR between 8 and 12 Gyr ago, and the McWilliam & Rich (1994) distribution of \[Fe/H\] values at any age. The latter has been obtained from spectroscopic analysis of Bulge K giants. Our second model comes from the recent ‘bulge model’ by Mollá, Ferrini & Gozzi (2000): it represents still a predominantly old Bulge, but with an ever-decreasing SFR going up to the present days. The $`\text{[Fe/H]}(t)`$ relation is derived from their chemical evolution models, and is shown (Mollá et al. 2000) to produce a distribution of \[Fe/H\] values very similar to the observational one by McWilliam & Rich (1994). In both cases, Bulge models show an almost-horizontal clump – in very good agreement with the observational CMD presented by Paczyński & Stanek (1998) – very extended in colour and almost evenly populated along the colour sequence (Fig. 13). Also in both cases, Bulge $`M_I^{\mathrm{RC}}`$ values turn out to be very similar, and about 0.1 mag higher (i.e. fainter) than the local Hipparcos ones (Table 4). Notice that the mean metallicity of clump stars is rather similar in the local and Bulge samples (Table 4). Therefore, the fainter clump we find in Bulge models is, essentially, the result of their higher mean ages, compared to local clump stars. ### 5.2 The clump in the Carina dSph The Carina dSph galaxy represents an interesting case, because of its very low metallicity, of mean $`\text{[Fe/H]}=1.9`$ and 1$`\sigma `$ dispersion of 0.2 dex (Mighell 1997). Moreover, its CMD clearly indicates episodic star formation (Smecker-Hane et al. 1996), with main bursts occurring $`15`$, 7, and 3 Gyr ago (Hurley-Keller, Mateo & Nemec 1998). Weighting these 3 different episodes of star formation in different proportions, and with different durations, Hurley-Keller et al. (1998) find several solutions for the SFR history of Carina. We have tested their best model (first entry in their table 7), assuming metallicity values equal to $`Z=0.0004`$ ($`\text{[Fe/H]}=1.7`$) at any age. Actually, we have tested Hurley-Keller et al.’s three best models, obtaining always identical results for $`M_I^{\mathrm{RC}}`$. In addition, we have tested the SFR history derived by Hernandez, Gilmore and Valls-Gabaud (2000a). They apply an objective numerical algorithm to find the SFR which best fits the observed CMD, without imposing artificial or subjective constraints on it. Their solution is characterized by periods of marked star formation separated by lower (but not null) activity. Similar results have been obtained by Mighell (1997), who also uses a non-parametric approach. We present, in Figs. 15 and 16 the synthetic CMDs and LFs, respectively, obtained from Hernandez et al.’s (2000a) solution, and from Hurley-Keller et al.’s (1998) best model. It can be noticed (Table 4) that the two models provide $`M_I^{\mathrm{RC}}`$ values differing by 0.18 mag. Actually, there is an obvious problem in the LF fit obtained from Hurley-Keller et al.’s model: since it presents a kind of dual clump – resulting from their assumption of discrete bursts of star formation separated by periods of quiescence – the LF is badly suited for a fit with a Gaussian function. Such a fit turns out to favour the fainter clump, and clearly does not represent in a satisfactory way the magnitude distribution of clump stars. Moreover, there is no evidence of a dual clump in the observational data (e.g. figure 6 in Udalski 1998a). The clump obtained from Hernandez et al.’s (2000a) SFR, on the contrary, turns out to be very compact in the CMD, in better agreement with the data. For these reasons, this latter model is to be preferred in the present work. ### 5.3 The clump in the SMC In the literature for the SMC, we did not find quantitative assessments of the SFR, derived directly from SMC data. Qualitative descriptions can be found in e.g. Westerlund (1997) and Hatzidimitriou (1999). Pagel & Tautvaisiene (1998) describe both the SFR and AMR of the SMC population by means of a chemical evolution model. Their AMR is shown to describe quite well the data for SMC star clusters. Their SFR, however, is not derived directly from stellar data (as in the cases previously discussed), and hence should be looked upon with some caution. It is characterised by strong star formation in the last 4 Gyr of the SMC history, an almost negligible SFR between 4 and 10 Gyr ago, and more pronounced SFR at $`1012`$ Gyr. Simulations of the SMC clump, using Pagel & Tautvaisiene (1998) results, are shown in Figs. 17 and 18. This model produces a compact clump in the CMD, but with some substructures which are due the discontinuous SFR history. ### 5.4 The clump in the LMC Quantitative determinations of the SFR in the LMC abound in the literature (Bertelli et al. 1992; Vallenari et al. 1996; Holtzman et al. 1997; Stappers et al. 1997; Elson, Gilmore & Santiago 1997; Geha et al. 1998). The most recent determinations are generally based on deep photometry of some few selected fields, and on fairly objective algorithms for reconstructing the SFR history (see e.g. Holtzman et al. 1999; Olsen 1999; Dolphin 2000 and references therein). A general result is that the SFR has increased in the last few Gyr (starting $`2.54`$ Gyr ago). This increase roughly coincides with the start of a major period of formation of star clusters, and with a major increase in the stellar mean metallicities (see Olszewski, Suntzeff & Mateo 1996; Dopita et al. 1997). In the present work, we use the SFR results from Holtzman et al. (1999). Their results correspond to two LMC regions (bar, and ‘outer’) and three different assumptions in the analysis. Namely, the following three cases have been tested by Holtzman et al.: (i) at any age, the metallicity follows a known AMR; (ii) at any age, the metallicity is not constrained; (iii) the metallicity follows a known AMR, and there has been no star formation between 4 and 10 Gyr ago. For any of the 6 different SFRs from Holtzman et al. (1999), we have to assume some AMR; we take the Pagel & Tautvaisiene (1998) one, which is known to reproduce reasonably well the AMR derived from LMC star clusters. We show in Figs. 19 and 20 the simulations of the bar and the outer field, with the SFR derived according to item (i) above. For the same fields, (ii) and (iii) produce similar results (see Table 4). Remarkable in the CMD of Fig. 19, is the complex structure of the predicted LMC clump. It presents a marked vertical structure on the blue side, starting about $`0.40.5`$ mag below the mean clump, and extending to higher luminosities. This feature of the models (the ‘secondary clump’; or ‘vertical structure’) has been extensively discussed by Girardi (1999), and has been clearly observed in some outer LMC fields by Bica et al. (1998) and Piatti et al. (1999). Moreover, the simulated LMC clumps present a horizontal tail of stars departing to the blue, which is simply the beginning of the old and metal-poor horizontal branch. It is interesting to notice the extreme similarity between these simulated clumps (Fig. 19), and the detailed CMD of a large area in the northern LMC presented by Piatti et al. (1999, their figure 4). Finally, we have also tested the SFR and AMR derived by Dolphin (2000) from a field in the northern LMC. Surprisingly, this simulation produces a double clump (Fig. 19), which is evidently the result of a large population of old metal-poor stars in Dolphin’s (2000) solution. The synthetic CMDs turn out not to reproduce the characteristics of the LMC clump, as noticed by Dolphin himself. Moreover, the mean \[Fe/H\] of clump stars is $`0.88`$ dex for this model, which is far too low if compared with typical values found for LMC field giants. For these reasons, we prefer not to use the results from this latter model in our analysis. ### 5.5 Considering the enhancement of $`\alpha `$-elements All the models discussed above assume a scaled-solar distribution of metals. However, it is well established that in some stellar populations (e.g. the Galactic Halo) the group of $`\alpha `$-elements (mainly O, Ne, Mg, Si, Ca, Ti) is overall enhanced with respect to Fe in comparison with solar ratios (i.e. $`[\alpha /\mathrm{Fe}]>0`$). This is probably the case for Bulge giants, where measurements of Mg and Ti abundances provide an enhancement by about $`+0.4`$ dex (see McWilliam & Rich 1994; Barbuy 1999). This is usually considered to be evidence for the chemical enrichment in the Bulge having occurred in a relatively short time scale. A ratio $`[\alpha /\mathrm{Fe}]=0.4`$ means that, at a given \[Fe/H\] value, the metal content $`Z`$ is a factor of about 2.5 larger than given by the scaled-solar relation $`\text{[Fe/H]}=\mathrm{log}(Z/0.019)`$. Moreover, for nearly-solar metallicities, $`\alpha `$-enhanced models cannot be reproduced by scaled-solar ones by simply modifying the relationship between $`Z`$ and \[Fe/H\] (Salaris & Weiss 1998; Salasnich et al. 2000). Therefore, it is worth exploring how the Bulge $`M_I^{\mathrm{RC}}`$ would change if appropriate $`\alpha `$-enhanced models were adopted. To this aim, we repeated our Bulge simulations using the isochrones from Salasnich et al. (2000), for both scaled-solar and $`\alpha `$-enhanced (\[$`\alpha /\mathrm{Fe}]0.35`$ dex) cases. The difference between both $`M_I^{\mathrm{RC}}`$ values was then added to the value obtained from Girardi et al.’s (2000) scaled-solar models (see Table 4). It turns out that $`\alpha `$-enhanced models produce a Baade’s Window clump about $`0.08`$ mag brighter than the scaled-solar ones. This occurs because of two competing effects. For the same \[Fe/H\] distributions centered at almost-solar values ($`\text{[Fe/H]}0.2`$ dex; see Table 4), $`\alpha `$-enhanced models have a much higher $`Z`$, and higher $`Z`$ causes lower clump brightness at a given age. However, since our models assume a constant helium-to-metals enrichment ratio of 2.25, much higher values of the helium content $`Y`$ are reached by the $`\alpha `$-enhanced models; due to the fact that an increase of $`Y`$ (at fixed age and $`Z`$) causes an increase of the clump brightness, the net effect of using $`\alpha `$-enhanced models is an increase of the clump luminosities with respect to the scaled-solar case. The final result is that Bulge models computed considering the enhancement of $`\alpha `$ elements, may have $`M_I^{\mathrm{RC}}`$ values very similar to those of the Hipparcos sample. In the other galaxies we are considering, $`\alpha `$-enhancement should not be as important as in the Bulge. In the cases of the Solar Neighbourhood and the Magellanic Clouds, the bulk of clump giants are relatively young ($`3`$ Gyr), and such stellar populations are expected to have a scaled-solar metal distribution. This is confirmed by spectroscopic observations of: (i) thin disk stars, that indicate almost scaled-solar ratios ($`[\mathrm{Mg}/\mathrm{Fe}]`$ between 0.0 and $`0.1`$ dex) for stars with $`\text{[Fe/H]}>0.5`$ (Fuhrmann 1998); and (ii) giants in LMC clusters younger than 3 Gyr and with $`\text{[Fe/H]}0.5`$, which have $`[\mathrm{O}/\mathrm{Fe}]+0.1`$ dex (Hill et al. 2000). These low levels of $`\alpha `$-enhancement can, at least as a first approximation, be ignored. The situation for the Carina dSph is not clear. The clump giants in this galaxy are neither too young, nor have been formed in a short time interval as the Bulge ones. Thus, it is not clear whether some degree of $`\alpha `$-enhancement should be expected, and present observations do not give information on this. Thus, we prefer not to consider the possibility of $`\alpha `$-enhancement for this galaxy. ### 5.6 The clump – RR Lyrae difference Udalski (1998a) measured the mean clump apparent magnitude $`I_0^{\mathrm{RC}}`$ in Baade’s Window, LMC, SMC, and Carina dSph galaxy. For the same fields, RR Lyrae data has provided a reference magnitude to compare the clump with. Assuming that RR Lyrae stars follow a $`M_V^{\mathrm{RR}}=(0.18\pm 0.03)\text{[Fe/H]}+\mathrm{const}`$ relation and adopting empirical mean values for the metallicity of RR Lyrae in the different environments, Udalski (1998a) constructed the $`I_0^{\mathrm{RC}}V_0^{\mathrm{RRatGB}}`$ parameter, where $`V_0^{\mathrm{RRatGB}}`$ means the magnitude that RR Lyrae in each galaxy would have if they had the same \[Fe/H\] as the Bulge ones. Udalski’s (1998a) data for Baade’s Window has been later revised by Popowski (2000). Following the results by Paczyński et al. (1999) about a systematic difference between OGLE-I and OGLE-II photometry, he considers a clump dimmer by 0.035 mag with respect to Udalski (1998a) data and RR Lyrae stars brighter by 0.021 mag; this produces a change of $`I_0^{\mathrm{RC}}V_0^{\mathrm{RRatGB}}`$ by $`+0.06`$ mag. Moreover, in order to solve the so-called ‘$`VI`$ colour problem’ of Baade’s Window clump giants (Paczyński 1998), Popowski (2000) modifies the original extinction values and reddening curves for Baade’s Window by an amount which implies a final global revision by $`+0.17`$ mag for the $`I_0^{\mathrm{RC}}V_0^{\mathrm{RRatGB}}`$ value. By construction, $`I_0^{\mathrm{RC}}V_0^{\mathrm{RRatGB}}`$ provides the differential behaviour of $`M_I^{\mathrm{RC}}`$ in these four stellar systems, and it is therefore interesting to compare it with the $`\mathrm{\Delta }M_I^{\mathrm{RC}}=M_I^{\mathrm{RC}}(\mathrm{Hipp})M_I^{\mathrm{RC}}(\mathrm{galaxy})`$ values derived from our simulations. Before proceeding, we just mention that our ZAHB models of low metallicity at $`\mathrm{log}T_{\mathrm{eff}}=3.85`$ (a typical average temperature for RR Lyrae stars) have the same slope of $`\mathrm{\Delta }M_V^{\mathrm{RR}}/\mathrm{\Delta }\text{[Fe/H]}=0.18`$ mag/dex that has been used by Udalski (1998a) to correct his RR Lyrae data. This slope is also in good agreement with the results from independent evolutionary models (see, e.g., Salaris & Weiss 1998) and from the main sequence fitting technique (Gratton et al. 1997). The result of the comparison is shown in Fig. 21. We have used the Udalski (1998a) data and error bars, and the correction by Popowski (2000) for the Baade’s Window population. The $`\mathrm{\Delta }M_I^{\mathrm{RC}}`$ values come from Table 4. The solid line indicates a straight line of slope $`1`$ (increasing $`\mathrm{\Delta }M_I^{\mathrm{RC}}`$ means decreasing $`M_I^{\mathrm{RC}}(\mathrm{galaxy})`$, which should correspond to a decrease of $`I_0^{\mathrm{RC}}V_0^{\mathrm{RRatGB}}`$). It is evident that the differential behaviour of the theoretical $`\mathrm{\Delta }M_I^{\mathrm{RC}}`$ values for these four systems is in good agreement with the empirical behaviour of $`M_I^{\mathrm{RC}}`$ as provided by the $`I_0^{\mathrm{RC}}V_0^{\mathrm{RRatGB}}`$ parameter. This occurrence, together with the agreement between theoretical and empirical $`\mathrm{\Delta }M_I^{\mathrm{RC}}`$ absolute values for the open clusters of Fig. 12, provides strong observational support to the the population corrections predicted by stellar models. We have also tested if significant changes in this comparison are introduced when using different measures of either $`I_0^{\mathrm{RC}}`$ or $`V_0^{\mathrm{RR}}`$. In particular, we have considered the determinations of the LMC $`I_0^{\mathrm{RC}}`$ by Romaniello et al. (2000), $`V^{\mathrm{RR}}`$ for Carina from Kuhn, Smith & Hawley (1996) – dereddened using the same reddening as in Udalski (1998a) – and the revised values of $`V_0^{\mathrm{RR}}`$ for both LMC and SMC from Udalski et al. (1999). The satisfactory agreement between the differential behaviour of the theoretical $`\mathrm{\Delta }M_I^{\mathrm{RC}}`$ and $`I_0^{\mathrm{RC}}V_0^{\mathrm{RRatGB}}`$ is not sensibly altered. In Fig. 22 we show the run of $`\mathrm{\Delta }M_I^{\mathrm{RC}}`$ as a function of the mean red clump \[Fe/H\] for the stellar systems in Tab. 4, the local Hipparcos red clump and the open clusters of Fig. 12. If we consider, for example, metallicities around $`\text{[Fe/H]}=0.1`$ one can easily notice the large dispersion of the $`\mathrm{\Delta }M_I^{\mathrm{RC}}`$ values. On the basis of all the evidences discussed in this paper it is easy to understand that this dispersion is due to the different SFR and AMR of the stellar populations we are considering. This should also warn against the use of empirical linear relationships for deriving $`\mathrm{\Delta }M_I^{\mathrm{RC}}`$ as a function of \[Fe/H\]. $`\mathrm{\Delta }M_I^{\mathrm{RC}}`$ depends in a complicated way on the properties of the stellar populations under scrutiny and any empirical calibration of this quantity is not universal, but reflects the particular SFR and AMR of the calibrating sample. Moreover, there is no physical reason at all for linear relationships to hold for $`\mathrm{\Delta }M_I^{\mathrm{RC}}`$. If we consider only the stellar systems of Tab. 4 and try to fit a linear relationship to the points displayed in Fig. 22 (open circles) we would derive a slope of about 0.18, in agreement with the slope of the empirical corrections ($`0.19\pm 0.05`$) derived by Popowski (2000) using the $`I_0^{\mathrm{RC}}V_0^{\mathrm{RRatGB}}`$ values as a function of \[Fe/H\] for the same sample of objects; but we want to stress the point that this slope has no meaning whatsoever. It is just an accident that for this particular sample of galaxies there is a relationship close to a linear one between the clump brightness and the metallicity. In distance determinations, the individual values of $`\mathrm{\Delta }M_I^{\mathrm{RC}}`$ derived from population synthesis simulations must be used, and not an average relation obtained from a linear fit to the real corrections. ## 6 Conclusions about the clump distance scale In the previous two sections we have shown how theoretical models of stellar populations are able to reproduce most of the relevant observational features regarding red clump stars in different environments. In the following we will redetermine the red clump distances to the galactic and extragalactic systems previously discussed using $`I_0^{\mathrm{RC}}`$ values taken from the literaure. It is not our intention to exhaustively discuss the uncertainties and conflicting results about the distances to these stellar systems; we only want to show the changes of the distance estimates using red clump stars when one is using the $`\mathrm{\Delta }M_I^{\mathrm{RC}}`$ corrections predicted by stellar models. ### 6.1 The Bulge – Magellanic Clouds – Carina dSph distance scale By applying the red clump method (see Eq. 1) and the population corrections $`\mathrm{\Delta }M_I^{\mathrm{RC}}`$ displayed in Table 4, we derive here the distances to the Galactic Bulge, LMC, SMC and Carina dSph. The values for $`I^{\mathrm{RC}}`$ and $`A_I`$ come from the literature, and $`M_I^{\mathrm{RC}}=0.23\pm 0.03`$ (Stanek & Garnavich 1998) has been empirically obtained from local Hipparcos red clump stars. By using a dereddened $`I_0^{\mathrm{RC}}=14.32\pm 0.04`$ for the Galactic Bulge (Udalski 1998a) and $`\mathrm{\Delta }M_I^{\mathrm{RC}}=0.087`$ (from solar-scaled models; Table 4), using the McWilliam & Rich (1994) AMR, we get $`\mu _0^{\mathrm{GB}}=14.47\pm 0.05`$. Analogous value is obtained using the SFR and AMR by Mollá et al. (2000). It corresponds to a linear distance of $`7.8\pm 0.2`$ Kpc, in good agreement with the generally accepted value of the distance to the Galactic center $`8.0\pm 0.5`$ Kpc (Reid 1993). Our estimate, however, is slightly lower than the values obtained by Paczińsky & Stanek (1998) and Stanek & Garnavich (1998), simply because we include a population effect which was then assumed to be negligible. If instead we correct $`I^{\mathrm{RC}}`$ by $`+0.035`$ mag as suggested by Paczyński et al. (1999) and Popowski (2000), and modify $`A_I`$ by $`0.11`$ mag as suggested by Popowski (2000), we get $`\mu _0^{\mathrm{GB}}=14.62\pm 0.05`$ ($`8.4\pm 0.2`$ Kpc). These results slightly change if we consider the $`\alpha `$-enhanced model for the Bulge. In this case the population effect is negligible and we obtain, respectively, $`\mu _0^{\mathrm{GB}}=14.55\pm 0.05`$ ($`8.1\pm 0.2`$ Kpc) and $`\mu _0^{\mathrm{GB}}=14.70\pm 0.05`$ ($`8.7\pm 0.2`$ Kpc). In the case of the LMC there is still much debate about the observational value of the red clump $`I_0^{\mathrm{RC}}`$ (Zaritsky 1999; Romaniello et al. 2000; Udalski 2000), the main reason being the extinction correction (see also Sec. 1). Romaniello et al. (2000) obtained $`I_0^{\mathrm{RC}}=18.12\pm 0.02`$, a value in agreement also with the results by Zaritsky (1999), while Udalski (2000) obtained $`I_0^{\mathrm{RC}}=17.94\pm 0.05`$. When adopting Romaniello et al.’s (2000) result, together with $`\mathrm{\Delta }M_I^{\mathrm{RC}}=0.200`$ (considering the SFR from figure 2 of Holtzman et al. 1999; see Table 4), we get a LMC distance modulus $`\mu _0=18.55\pm 0.05`$ ($`51.3\pm 1.1`$ Kpc). The other SFR prescriptions by Holtzman et al. (1999) displayed in the Table 4 do not significantly modify $`\mathrm{\Delta }M_I^{\mathrm{RC}}`$. Our $`\mu _0^{\mathrm{LMC}}`$ value is in good agreement with the so-called ‘long’ distance scale. In case of assuming the Udalski (2000) dereddened red clump brightness one obtains $`\mu _0=18.37\pm 0.07`$ ($`47.2\pm 1.5`$ Kpc). Notice that this value is ‘longer’ by 0.13 mag with respect to the result obtained by Udalski (2000) using the same red clump brightness but his empirical correction for metallicity effects. As for the SMC Udalski (1998a) gives $`I_0^{\mathrm{RC}}=18.33\pm 0.05`$ which, together with $`\mathrm{\Delta }M_I^{\mathrm{RC}}=0.286`$ obtained from Table 4, provides $`\mu _0^{\mathrm{SMC}}=18.85\pm 0.06`$ ($`58.9\pm 1.6`$ Kpc). The distance to Carina turns out to be $`\mu _0^{\mathrm{Car}}=19.96\pm 0.06`$ ($`98.2\pm 2.7`$ Kpc) when using $`I_0^{\mathrm{RC}}=19.44\pm 0.04`$ from Udalski (1998a) and $`\mathrm{\Delta }M_I^{\mathrm{RC}}=0.287`$ from Table 4 (using the Hernandez et al. 2000a SFR). ### 6.2 Final comments In this paper, we use an extended set of stellar models, standard population synthesis algorithms, and independent data about the distributions of stellar ages and metallicities, to derive the behaviour of the clump magnitude in different stellar systems. We also provide the basic equations and tables for a straightforward computation of the red clump mean brightness for any stellar system. We are able to reproduce quite well a number of observational features of the clump in nearby galaxy systems. The most striking are: 1. For the Hipparcos clump: a) the distribution in the $`M_I`$ versus $`VI`$ diagram (a colour shift of 0.1 mag being probably due to a mismatch between two different empirical metallicity/age scales); b) the narrow and Gaussian-like \[Fe/H\] distribution; c) the absence of a correlation between $`VI`$ colour and \[Fe/H\]; d) the approximate slope of the empirical $`M_I^{\mathrm{RC}}`$ versus \[Fe/H\] relation. 2. For the Baade’s Window clump, the wide and nearly horizontal clump in the $`M_I`$ versus $`VI`$ diagram. 3. For the LMC, the striking vertical structure (fainter secondary clump plus bright tail) at the blue side of the clump, and a blue plume of horizontal branch stars. 4. For the SMC and Carina dSph, the compact clump structure. 5. For galactic open clusters older than 2 Gyr, the rate of change of the clump brightness with both age and metallicity. 6. For the Bulge, Magellanic Clouds, Carina dSph, the approximate slope of the empirical $`M_I^{\mathrm{RC}}`$ versus \[Fe/H\] relation. We have shown that the models predict a complex dependence of the red clump magnitude on age, metallicity, and star formation history, which cannot be expressed by relations such as: (i) a linear $`M_I^{\mathrm{RC}}`$ versus \[Fe/H\] relation, or (ii) a linear (or constant) $`M_I^{\mathrm{RC}}`$ versus age relation. Present empirical linear $`M_I^{\mathrm{RC}}`$ versus \[Fe/H\] relations, used to describe the dependence of the red clump $`M_I^{\mathrm{RC}}`$ on the metallicity, are misleading, since they are originated by the particular age and metallicity distributions of the objects included in the calibrating sample, and do not have a general validity. Using such linear relations may produce spurious results, even when statistically good fits to the calibrating data are obtained. To summarize, there are four main features indicated by the models, that cannot be expressed by present empirical relations: 1. $`M_I^{\mathrm{RC}}`$ depends on both metallicity and age, and then on the underlying age-metallicity relation; 2. for a given metallicity, the $`M_I^{\mathrm{RC}}`$ versus age relation is complex and not monotonic; 3. at a given age, $`M_I^{\mathrm{RC}}`$ generally increases with \[Fe/H\], but not necessarily in a linear way; 4. stars of different ages have very different weights in determining $`M_I^{\mathrm{RC}}`$ in a galaxy, younger stars (if present) being dominant. These features are, nowadays, better predicted by models, than expressed by empirical calibrations. The results summarized above have been obtained using, essentially, models with scaled-solar metal abundances. However, the entire problem of describing the clump behaviour with respect to age and metallicity gets even more complicated if we take into account that some stellar populations may be characterized by different initial metal distributions. We have demonstrated the sensitivity of the clump brightness to the metals relative abundances with our simulations of the Baade’s Window clump using $`\alpha `$-enhanced evolutionary tracks. This adds a further variable – degree of $`\alpha `$-enhancement – to the problem. Moreover, if the metal content $`Z`$ is above solar – a situation that can be met even for $`\text{[Fe/H]}=0`$ if $`\alpha `$-enhancement is present – also the helium content $`Y`$ becomes important in determining the absolute clump magnitude (see GGWS98). Therefore, in these cases a fourth variable is to be considered: the helium-to-metal enrichment ratio. The correct approach to using the red clump as a distance indicator is therefore to evaluate the population corrections $`\mathrm{\Delta }M_I^{\mathrm{RC}}`$ – using population synthesis models – for each individual object, provided that evaluations of the SFR and AMR do exist. In addition, informations on \[$`\alpha `$/Fe\] and reasonable assumptions about the helium-to-metal enrichment ratio are needed. These occurrence, however, raises a fundamental question about the accuracy of the red clump as distance indicator. Udalski (1998b) emphasizes the advantages of the red clump with respect to other widely used standard candles such as Cepheid and RR Lyrae stars, these being mainly: (1) the existence of larger samples of red clump stars in galaxies with respect to Cepheids and RR Lyrae; (2) the very precise calibration of the absolute red clump brightness for the Solar Neighbourhood; (3) the existence of only a weak and empirically calibrated dependence of the red clump brightness on the metallicity. However, now that one has demonstrated that these empirical relations have no general validity, the red clump does not seem anymore to be a very reliable standard candle. At least, any determination of red clump distances requires the critical evaluation of the population effects, then implying that the red clump method cannot be meaningfully applied to objects for which there are no determinations of the SFR and AMR, unless errors up to $``$0.3 mag are to be accepted. On the other hand, stellar evolution and population synthesis theory provide potentially important tools for the interpretation of clump data in nearby galaxies. We hope this paper has provided convincing examples of this. ## Acknowledgments Thanks are due to S. Cassisi, M. Groenewegen, P. Marigo, and A. Weiss, for their useful comments and suggestions. We acknowledge the referee, B. Pagel, for the suggestions that improved the final presentation of this paper. X. Hernandez, M. Mollá, and H. Rocha-Pinto kindly provided us their results in computer-readable form. We gratefully acknowledge the hospitality of MPA during several visits.
warning/0007/gr-qc0007043.html	ar5iv	text	# Contents ## 1 Introduction The purpose of this note is to consider the relationship of some multidimensional spaces and some partial differential equations (PDE). The study of the deep relationship between differential geometry and PDE has a long and distinguished history, going back to the works of Darboux, Lie, Backlund, Goursat and E.Cartan. This relationship stems from the fact that most of the local properties of manifolds are expressed naturally in terms of PDE \[1-25\]. There are several reasons for our interest in the study of the relationship between Riemann space and integrable PDE in 2+1 dimensions (see, e.g., \[26-30\]). One reason has been motivated by revealed connections between corresponding problems of classical differential geometry and modern problems of mathematical and theoretical physics. A more specific reason for interest is that the (1+1)-dimensional counterparts of the known integrable PDE in 2+1 dimensions, such as the Kadomtsev-Petviashvili (KP) equation, its some modifications, the Davey-Stewartson (DS) equation, the three-dimensional three-wave resonant interaction system, and others, have been shown to have natural geometrical interpretations \[1-24\]. The classical differential geometry serves as an injector of many equations integrable in this or that sense \[1-30\]. Among them, integrable spin systems and their relativictic counterparts - sigma models play especially remarkable role \[32, 39, 50-53\]. It turns out that one of the central problems of the differential geometry: the problem of constructing $`n`$ \- curvilinear coordinate systems is deeply connected to the theory of integrable spin systems and sigma models \[54-57\]. This note is a sequel to the preceding notes \[54-57\]. The layout out of this paper is as follows. In section 2 we consider the three-dimensional flat space obtaining the main geometrical equations. Next, in section 3 we combine these equations in the $`n=3`$ case with the several multidimensional integrable spin systems (MISS) to get integrable reductions of the 3-nonorthogonal coordinate systems (NOCS). In section 4, we conjecture that the 4-NOCS also admit integrable reduction which is connected with the Self-Dual Yang-Mills (SDYM) equation. Finally, in section 5 some integrable aspects of soliton immersions in multidimensions are considered. ## 2 Flat Riemann space Let $`V^n`$ be the space endowed with the affine connection. In this space we introduce two systems of coordinates: $`(x)=(x^1,x^2,\mathrm{},x^n)`$ and $`(y)=(y^1,y^2,\mathrm{},y^n)`$. It is well known from the classical differential geometry that these coordinate systems are connected by the following set of equations of second order (remark: for convenience, in \[54-57\] and this note we will use the unified common numerations for formulas) $$\frac{^2y^k}{x^ix^j}=\mathrm{\Gamma }_{ij}^l(x)\frac{y^k}{x^l}\mathrm{\Gamma }_{lm}^k(y)\frac{y^ly^m}{x^ix^j}.$$ $`(228)`$ In this paper we assume Einstein summation convention, i.e., the repeated indices are summed up. The curvature tensor has the form $$R_{klm}^i=[\frac{\mathrm{\Gamma }_m}{x^l}\frac{\mathrm{\Gamma }_l}{x^n}+\mathrm{\Gamma }_l\mathrm{\Gamma }_m\mathrm{\Gamma }_m\mathrm{\Gamma }_l]_k^i.$$ $`(229)`$ Let the space $`V^n`$ is flat and let the metric tensor in $`V^n`$ in the coordinate system $`(y)`$ is diagonal: $$ds^2=\mu _{ij}dy^idy^j$$ $`(230)`$ with $`\mu _{ij}=\pm 1`$. Hence follows that the corresponding connection and Riemann’s curvature tensor are equal to zero: $$\mathrm{\Gamma }_{jk}^i(y)=0,R_{klm}^i(y)=0.$$ $`(231)`$ Let for the coordinate system $`(x)`$ the metric has the form $$ds^2=g_{ij}dx_idx_j.$$ $`(232)`$ As the curvature tensor has the law of transformation as the four rank tensor $$R_{klm}^i(x)=\frac{x^i}{y^s}\frac{y^r}{x^k}\frac{y^q}{x^l}\frac{y^p}{x^n}R_{klm}^i(y)$$ $`(233)`$ the curvature tensor for the coordinate system $`(x)`$ is also equal to zero $$R_{klm}^i(x)=0.$$ $`(234)`$ Hence, for the coordinate system $`(x)`$ we get the following system of three equations $$\frac{\mathrm{\Gamma }_m}{x^l}\frac{\mathrm{\Gamma }_l}{x^n}+\mathrm{\Gamma }_l\mathrm{\Gamma }_m\mathrm{\Gamma }_m\mathrm{\Gamma }_l=0$$ $`(235)`$ where $`\mathrm{\Gamma }_m(x)`$ are matrices with components $$\mathrm{\Gamma }_{ij}^k=\frac{1}{2}g^{kl}(g_{il,j}+g_{jl,i}g_{ij,l}).$$ $`(236)`$ Eqs. (235) are the compatibility condition of the following overdetermined system of the linear equations $$\mathrm{\Phi }_{,k}=\mathrm{\Gamma }_k\mathrm{\Phi }.$$ $`(237)`$ We note that in our case the scalar curvature is equal to zero $$R=\underset{i,k,l,m=1}{\overset{3}{}}g^{il}g^{km}R_{iklm}=0.$$ $`(238)`$ Now the system (228) takes the form $$\frac{^2y^k}{x^ix^j}=\mathrm{\Gamma }_{ij}^l(x)\frac{y^k}{x^l}.$$ $`(239)`$ Let $`𝐫=(y^1,y^2,\mathrm{},y^n)=𝐫(x^1,x^2,\mathrm{},x^n)`$ is the position vector. Then as follows from (165) the position vector $`𝐫`$ satisfies the following set of equations $$𝐫_{,ij}=\mathrm{\Gamma }_{ij}^k𝐫_{,k}.$$ $`(240)`$ We can rewrite the equation (240) in the following form $$Z_{,k}=A_kZ$$ $`(241)`$ where $$Z=(𝐫_{,k})^T$$ $`(242)`$ and $$A_k=\left(\begin{array}{cccc}\mathrm{\Gamma }_{k1}^1& \mathrm{\Gamma }_{k1}^2& \mathrm{}& \mathrm{\Gamma }_{k1}^n\\ \mathrm{\Gamma }_{k2}^1& \mathrm{\Gamma }_{k2}^2& \mathrm{}& \mathrm{\Gamma }_{k2}^n\\ \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}\\ \mathrm{\Gamma }_{kn}^1& \mathrm{\Gamma }_{kn}^2& \mathrm{}& \mathrm{\Gamma }_{kn}^n\end{array}\right).$$ The compatibility condition of these equations gives $$A_{i,j}A_{j,i}+[A_i,A_j]=0.$$ $`(243)`$ Now we introduce the triad unit vectors by the way $$𝐞_1=\frac{𝐫_{,1}}{H_1},𝐞_l=\frac{𝐫_{,l}}{H_l}+\underset{k=1,kl}{\overset{n}{}}c_{kl}𝐫_{,k}.$$ $`(244)`$ Here $$H_k=𝐫_{,k},𝐞_1^2=\beta =\pm 1,𝐞_{k1}^2=1.$$ $`(245)`$ The equations for $`𝐞_k`$ take the form $$\left(\begin{array}{c}𝐞_1\\ 𝐞_2\\ \mathrm{}\\ 𝐞_n\end{array}\right)_{,k}=B_k\left(\begin{array}{c}𝐞_1\\ 𝐞_2\\ \mathrm{}\\ 𝐞_n\end{array}\right)$$ $`(246)`$ with $$B_k=(b_{ij}^k),B_kso(p,q),p+q=n.$$ $`(247)`$ The integrability condition of the system is $$\frac{B_i}{x^j}\frac{B_j}{x^i}+[B_i,B_j]=0.$$ $`(248)`$ Now we want consider some particular cases, namely, the cases $`n=3`$ and $`n=4`$ and present some integrable reductions in these cases. ## 3 The n=3 case So we consider the case $`n=3`$. In this case the unit vectors $`𝐞_k`$ we define as $$𝐞_1=\frac{𝐫_x}{H_1},𝐞_2=\frac{𝐫_y}{H_2}+c_1𝐫_x+c_2𝐫_t,𝐞_3=𝐞_1𝐞_2$$ $`(249)`$ where $`x=x^1,y=x^2,t=x^3`$. Now the equations for $`𝐞_k`$ take the form (see, e.g., ) $$\left(\begin{array}{c}𝐞_1\\ 𝐞_2\\ 𝐞_3\end{array}\right)_x=B_1\left(\begin{array}{c}𝐞_1\\ 𝐞_2\\ 𝐞_3\end{array}\right),\left(\begin{array}{c}𝐞_1\\ 𝐞_2\\ 𝐞_3\end{array}\right)_y=B_2\left(\begin{array}{c}𝐞_1\\ 𝐞_2\\ 𝐞_3\end{array}\right),\left(\begin{array}{c}𝐞_1\\ 𝐞_2\\ 𝐞_3\end{array}\right)_t=B_3\left(\begin{array}{c}𝐞_1\\ 𝐞_2\\ 𝐞_3\end{array}\right)$$ $`(250)`$ with $$B_1=\left(\begin{array}{ccc}0& k& \sigma \\ \beta k& 0& \tau \\ \beta \sigma & \tau & 0\end{array}\right),B_2=\left(\begin{array}{ccc}0& m_3& m_2\\ \beta m_3& 0& m_1\\ \beta m_2& m_1& 0\end{array}\right)$$ $$B_3=\left(\begin{array}{ccc}0& \omega _3& \omega _2\\ \beta \omega _3& 0& \omega _1\\ \beta \omega _2& \omega _1& 0\end{array}\right)$$ $`(251)`$ where $`k,\tau ,\sigma ,m_i,\omega _i`$ are some real functions the explicit forms of which given in , $`\beta =𝐞_1^2=\pm 1,𝐞_2^2=𝐞_3^2=1`$. Again from the integrability condition of these equations we obtain the set of equations $$B_{1y}B_{2x}+[B_1,B_2]=0$$ $`(252a)`$ $$B_{1t}B_{3x}+[B_1,B_3]=0$$ $`(252b)`$ $$B_{3y}B_{2t}+[B_3,B_2]=0.$$ $`(252c)`$ Many integrable systems in 2+1 dimensions are exact reductions of the equation (252) (see, e.g., ). ### 3.1 Integrable reductions of 3-nonorthogonal coordinate systems. Examples Now to find out particular integrable reductions of 3-NOCSs, as in \[54-57\] , we will use MISSs. To this end, we assume that $$𝐞_1𝐒$$ $`(253)`$ where $`𝐒=(S_1,S_2,S_3)`$ is the spin vector, $`𝐒^2=\beta =\pm 1`$. So, the vector $`𝐞_1`$ satisfies the some given MISS. Some comments on MISSs are in order. At present there exist several MISSs (see, e.g., ). They play important role both in mathematics and physics. In this note, to find out a integrable case of 3-NOCSs, we will use the several MISS. Before going into the problem, we would like to make the following observation. The metric $`g_{ij}`$ can be expressed by the spin vector $`𝐒`$. To show it, we put $$𝐫_x^2=H_1^2=\beta =\pm 1.$$ $`(254)`$ Then we have that $$𝐫=_x^1𝐒+𝐫_0(y,t)$$ $`(255)`$ where $`_x^1=_{\mathrm{}}^x𝑑x`$. For simplicity, we put $`𝐫_0=0`$. Now we can express the coefficients of the metric (232) by $`𝐒`$. As shown in , for the (2+1)-dimensional case, we have $$g_{11}=𝐒^2=\beta =\pm 1,g_{12}=𝐒_x^1𝐒_y,g_{13}=𝐒_x^1𝐒_t$$ $$g_{22}=(_x^1𝐒_y)^2,g_{23}=(_x^1𝐒_y)(_x^1𝐒_t),g_{33}=(_x^1𝐒_t)^2.$$ $`(256)`$ #### 3.1.1 The M-I equation One of the simplest MISSs is the Myrzakulov I (M-I) equation which reads as $$𝐒_t=(𝐒𝐒_y+u𝐒)_x$$ $`(257a)`$ $$u_x=𝐒(𝐒_x𝐒_y).$$ $`(257b)`$ This equation is integrable by Inverse Scattering Transform (IST) (see, e.g., ). In this case, we get ($`\sigma =0`$) $$m_1=_x^1[\tau _y+km_2),m_2=\frac{u_x}{k},m_3=_x^1(k_y\tau m_2)$$ $`(258)`$ and $$\omega _1=\frac{k_{xy}}{k}\tau _x^1\tau _y,\omega _2=k_y,\omega _3=k_x^1\tau _y.$$ $`(259)`$ Thus we expressed the functions $`m_k`$ and $`\omega _k`$ by the three functions $`k,\tau ,\sigma `$ and their derivatives. This means that we identified the equations (250) and (259) which define the geometry of three-dimensional flat space with the given MISS - the equation (257). Now let us we introduce two complex functions $`q,p`$ as $$q=a_1e^{ib_1},p=a_2e^{ib_2}$$ $`(260)`$ where $`a_j,b_j`$ are real functions. Let $`a_k,b_k`$ have the form $$a_2=\beta a_1=\beta \frac{k}{2},b_1=b_2=_x^1\tau .$$ $`(261)`$ It is easy to verify that the functions $`q,p`$ satisfy the following (2+1)-dimensional NLS equation $$iq_t=q_{xy}+vq$$ $`(262a)`$ $$ip_t=p_{xy}+vp$$ $`(262b)`$ $$v_y=2(pq)_x$$ $`(262c)`$ where $`p=\beta \overline{q}`$. #### 3.1.2 The Ishimori equation The Ishimori equation (IE) has the form $$𝐒_t=𝐒(𝐒_{xx}+\alpha ^2S_{yy})+u_y𝐒_x+u_x𝐒_y$$ $`(263a)`$ $$u_{xx}\alpha ^2u_{yy}=2\alpha ^2𝐒(𝐒_x𝐒_y).$$ $`(263b)`$ The IE is also integrable by IST . In this case, we get $$m_1=_x^1[\tau _y\frac{1}{2\alpha ^2}M_2^{}u],m_2=\frac{1}{2\alpha ^2k}M_2^{}u$$ $$m_3=_x^1[k_y+\frac{\tau }{2\alpha ^2k}M_2u],M_2^{}u=\alpha ^2u_{yy}u_{xx}$$ $`(264)`$ and $$\omega _2=(k_x+\sigma \tau )\alpha ^2(m_{3y}+m_2m_1)+m_2u_x+\sigma u_y$$ $$\omega _3=(\sigma _xk\tau )+\alpha ^2(m_{2y}m_3m_1)+ku_y+m_3u_x$$ $$\omega _1=\frac{1}{k}[\sigma _t\omega _{2x}+\tau \omega _3].$$ $`(265)`$ Now let us we consider two complex functions $`q,p`$ (260), where the explicit forms of $`a_j,b_j`$ given, for example, in . Then the functions $`q,p`$ satisfy the L-equivalent and G-equivalent counterpart of the IE, namely, the Davey-Stewartson (DS) equation $$iq_t+q_{xx}+\alpha ^2q_{yy}+vq=0$$ $`(266a)`$ $$ip_tp_{xx}\alpha ^2p_{yy}vp=0$$ $`(266b)`$ $$\alpha ^2v_{yy}v_{xx}=2[\alpha ^2(pq)_{yy}+(pq)_{xx}].$$ $`(266c)`$ #### 3.1.3 The case: $`\sigma =\tau =m_k=\omega _k=0(k=1,2)`$ Now we would like consider the simplest case when $$\sigma =\tau =m_1=m_2=\omega _1=\omega _2=0.$$ $`(267)`$ So the equation (252) takes the form $$m_{3x}=k_y$$ $`(268a)`$ $$k_t=\omega _{3x}$$ $`(268b)`$ $$m_{3t}=\omega _{3y}.$$ $`(268c)`$ Let us now we consider the M-X equation $$𝐒_t=\frac{\omega _3}{k}𝐒_x$$ $`(269)`$ with $$\omega _3=k_{xx}3k^23\alpha ^2_x^1m_{3y}.$$ $`(270)`$ With the $`\omega _3`$ of the form (270), the equation for $`k`$, as follows from (268), takes the form $$k_t+6kk_x+k_{xxx}+3\alpha ^2m_{3y}=0$$ $`(271a)`$ $$m_{3x}=k_y$$ $`(271b)`$ that is the nothing but the Kadomtsev-Petviashvili (KP) equation. #### 3.1.4 Diagonal metrics For the completeness of our exposition of the integrable cases of 3-curvilinear coordinate systems, here we present the well-known fact . Consider the case when the metric has the diagonal form, i.e. $$ds^2=ϵ_1H_1^2dx^2+ϵ_2H_2^2dy^2+ϵ_3H_3^2dt^2$$ $`(272)`$ where $`ϵ_i=\pm 1.`$ In this note we consider the case when $`ϵ_i=+1`$. In this case, the Christoffel symbols take the form $$\mathrm{\Gamma }_{ij}^k=0ijk$$ $`(273a)`$ $$\mathrm{\Gamma }_{il}^i=\frac{H_{i,l}}{H_i}=\frac{H_l}{H_i}\beta _{li}$$ $`(273b)`$ $$\mathrm{\Gamma }_{ll}^i=\frac{H_lH_{li}}{H_i^2}=\frac{H_l}{H_i}\beta _{il},il.$$ $`(273c)`$ Here $$\beta _{ik}=\frac{H_{k,i}}{H_i}$$ $`(274)`$ are the so-called rotation coefficients. In this case we get $$\tau =m_2=\omega _3=0$$ $`(275)`$ and the matrices $`B_i`$ take the form $$B_1=\left(\begin{array}{ccc}0& \beta _{21}& \beta _{31}\\ \beta _{21}& 0& 0\\ \beta _{31}& 0& 0\end{array}\right),B_2=\left(\begin{array}{ccc}0& \beta _{12}& 0\\ \beta _{12}& 0& \beta _{32}\\ 0& \beta _{32}& 0\end{array}\right)$$ $$B_3=\left(\begin{array}{ccc}0& 0& \beta _{13}\\ 0& 0& \beta _{23}\\ \beta _{13}& \beta _{23}& 0\end{array}\right).$$ $`(276)`$ So we have $$\frac{\beta _{ij}}{x^k}=\beta _{ik}\beta _{kj},ijk$$ $`(277a)`$ $$\frac{\beta _{ij}}{x^i}+\frac{\beta _{ji}}{x^j}+\underset{mi,j}{\overset{3}{}}\beta _{mi}\beta _{mj}=0,ij.$$ $`(277b)`$ This nonlinear system is the famous Lame equation and well-known in the theory of 3-orthogonal coordinates. The problem of description of curvilinear orthogonal coordinate systems in a (pseudo-) Euclidean space is a classical problem of differential geometry. It was studied in detail and mainly solved in the beginning of the 20th century. Locally, such coordinate systems are determinated by $`\frac{n(n1)}{2}`$ arbitrary functions of two variables. This problem in some sense is equivalent to the problem of description of diagonal flat metrics, that is, flat metrics $`g_{ij}(x)=f_i(x)\delta _{ij}`$. We mention that the Lame equation describing curvilinear orthogonal coordinate systems can be integrated by the IST (see also an algebraic-geometric approach in ). ### 3.2 Connections with the other equations It is remarkable that the equation (252) \[=(318)=(316)=(294)\] is related with the some well-known equations of modern theoretical physics. In this section we present some of these connections. #### 3.2.1 The Bogomolny equation Consider the Bogomolny equation (BE) $$\mathrm{\Phi }_t+[\mathrm{\Phi },B_3]+B_{1y}B_{2x}+[B_1,B_2]=0$$ $`(278a)`$ $$\mathrm{\Phi }_y+[\mathrm{\Phi },B_2]+B_{3x}B_{1t}+[B_3,B_1]=0$$ $`(278b)`$ $$\mathrm{\Phi }_x+[\mathrm{\Phi },B_1]+B_{2t}B_{3y}+[B_2,B_3]=0.$$ $`(278c)`$ This equation is integrable and play important role in the field theories in particular in the theory of monopols. The set of equations (252) is the particular case of the BE. In fact, as $`\mathrm{\Phi }=0`$ from (278) we obtain the system (252). #### 3.2.2 The Self-Dual Yang-Mills equation Equation (252) is exact reduction of the SO(3)-SDYM equation $$F_{\alpha \beta }=0,F_{\overline{\alpha }\overline{\beta }}=0,F_{\alpha \overline{\alpha }}+F_{\beta \overline{\beta }}=0.$$ $`(279)`$ Here $$F_{\mu \nu }=\frac{A_\nu }{x_\mu }\frac{A_\mu }{x_\nu }+[A_\mu ,A_\nu ]$$ $`(280)`$ and $$\frac{}{x_\alpha }=\frac{}{z}i\frac{}{t},\frac{}{x_{\overline{\alpha }}}=\frac{}{z}+i\frac{}{t},\frac{}{x_\beta }=\frac{}{x}i\frac{}{y}$$ $$\frac{}{x_{\overline{\beta }}}=\frac{}{x}+i\frac{}{y}.$$ $`(281)`$ In fact, if in the SDYME (200) we take $$A_\alpha =iB_3,A_{\overline{\alpha }}=iB_3,A_\beta =B_1iB_2,A_\beta =B_1+iB_2$$ $`(282)`$ and if $`B_k`$ are independent of $`z`$, then the SDYM equation (279) reduces to the equation (252). As known that the LR of the SDYM equation has the form $$(_\alpha +\lambda _{\overline{\beta }})\mathrm{\Psi }=(A_\alpha +\lambda A_{\overline{\beta }})\mathrm{\Psi },(_\beta \lambda _{\overline{\alpha }})\mathrm{\Psi }=(A_\beta \lambda A_{\overline{\alpha }})\mathrm{\Psi }$$ $`(2283)`$ where $`\lambda `$ is the spectral parameter satisfing the following set of the equations $$\lambda _\beta =\lambda \lambda _{\overline{\alpha }},\lambda _\alpha =\lambda \lambda _{\overline{\beta }}.$$ $`(284)`$ Apropos, the simplest solution of this set has may be the following form $$\lambda =\frac{a_1x_{\overline{\alpha }}+a_2x_{\overline{\beta }}+a_3}{a_2x_\alpha a_1x_\beta +a_4},a_j=consts.$$ $`(285)`$ From (284) we obtain the LR of the equation (252) $$(i_t+\lambda _{\overline{\beta }})\mathrm{\Psi }=[iB_3+\lambda (B_1+iB_2)]\mathrm{\Psi }$$ $`(286a)`$ $$(_\beta i\lambda _t)\mathrm{\Psi }=[(B_1iB_2)i\lambda B_3]\mathrm{\Psi }.$$ $`(286b)`$ #### 3.2.3 The Chern-Simons equation Consider the action of the Chern-Simons (CS) theory $$S[J]=\frac{k}{4\pi }_Mtr(JdJ+\frac{2}{3}JJJ)$$ $`(287)`$ where $`J`$ is a 1-form gauge connection with values in the Lie algebra $`\widehat{g}`$ of a (compact or noncompact) non-Abelian simple Lie group $`\widehat{G}`$ on an oriented closed 3-dimensional manifold $`M`$, $`k`$ is the coupling constant. The classical equation of motion is the zero-curvature condition $$dJ+JJ=0.$$ $`(288)`$ Let the 1-form $`J`$ has the form $$J=B_1dx+B_2dy+B_3dt.$$ $`(289)`$ As shown in , subtituting the (289) into (288) we obtain the equation (252). Note that from this fact and from the results of the subsection 5.2 follows that the CS - equation of motion (288) is exact reduction of the SDYM equation (279). #### 3.2.4 The Lame equation Let us the matrices $`B_i`$ (251) we rewrite in the form $$B_1=\left(\begin{array}{ccc}0& \beta _{21}& \beta _{31}\\ \beta _{21}& 0& \tau \\ \beta _{31}& \tau & 0\end{array}\right),B_2=\left(\begin{array}{ccc}0& \beta _{12}& m_2\\ \beta _{12}& 0& \beta _{32}\\ m_2& \beta _{32}& 0\end{array}\right)$$ $$B_3=\left(\begin{array}{ccc}0& \omega _3& \beta _{13}\\ \omega _3& 0& \beta _{23}\\ \beta _{13}& \beta _{23}& 0\end{array}\right).$$ $`(290)`$ Then the equation (252) in elements takes the form $$\beta _{23x}\tau _t=\beta _{13}\beta _{21}\omega _3\beta _{31}$$ $`(291a)`$ $$\beta _{32x}+\tau _y=\beta _{12}\beta _{31}+m_2\beta _{21}$$ $`(291b)`$ $$\beta _{13y}+m_{2t}=\beta _{12}\beta _{23}+\omega _3\beta _{32}$$ $`(291c)`$ $$\beta _{31y}m_{2x}=\beta _{32}\beta _{21}\tau \beta _{12}$$ $`(291d)`$ $$\beta _{12t}\omega _{3y}=\beta _{13}\beta _{32}m_3\beta _{23}$$ $`(291e)`$ $$\beta _{21t}+\omega _{3x}=\beta _{23}\beta _{31}+\tau \beta _{13}$$ $`(291f)`$ $$\beta _{12x}+\beta _{21y}+\beta _{31}\beta _{32}+\tau m_2=0$$ $`(291g)`$ $$\beta _{13x}+\beta _{31t}+\beta _{21}\beta _{23}+\tau \omega _3=0$$ $`(291h)`$ $$\beta _{23y}+\beta _{32t}+\beta _{12}\beta _{13}+m_2\omega _3=0.$$ $`(291i)`$ Hence as $`\tau =m_2=\omega _3=0`$ we obtain the Lame equation (277). So, the equation (252) is one of the generalizations of the Lame equation. ### 3.3 On Lax representations in multidimensions As follows from the results of the previous subsection, Equation (252) can admits several integrable reductions. At the same time, the results of the subsections 3.2 show that the equation (252) is integrable may be and in general case. At least, it admits the LR of the form (286) and/or of the following form (see, e.g., ) $$\mathrm{\Phi }_x=U_1\mathrm{\Phi },\mathrm{\Phi }_y=U_2\mathrm{\Phi },\mathrm{\Phi }_t=U_3\mathrm{\Phi }$$ $`(292)`$ with $$U_1=\frac{1}{2}\left(\begin{array}{cc}i\tau & (k+i\sigma )\\ ki\sigma & i\tau \end{array}\right),U_2=\frac{1}{2}\left(\begin{array}{cc}im_1& (m_3+im_2)\\ m_3im_2& im_1\end{array}\right)$$ $$U_3=\frac{1}{2}\left(\begin{array}{cc}i\omega _1& (\omega _3+i\omega _2)\\ \omega _3i\omega _2& i\omega _1\end{array}\right).$$ $`(293)`$ Systems of this type were first studied by Zakharov and Shabat . The integrability conditions on this system of overdetermined equations (292), require that $$U_{i,j}U_{j,i}+[U_i,U_j]=0.$$ $`(294)`$ Many (and perhaps all) integrable systems in 2+1 dimensions have the LR of the form (292). In our case, e.g., the IE (263) and the DS equation (266) have also the LR of the form (292) with the functions $`m_i,\omega _i`$ given by (264) and (265). On the other hand, it is well-known that for example the DS equation (266) has the following LR of the standard form $$\alpha \mathrm{\Psi }_y=\sigma _3\mathrm{\Psi }_x+Q\mathrm{\Psi },Q=\left(\begin{array}{cc}0& q\\ p& 0\end{array}\right)$$ $`(295a)`$ $$\mathrm{\Psi }_t=2i\sigma _3\mathrm{\Psi }_{xx}+2iQ\mathrm{\Psi }_x+\left(\begin{array}{cc}c_{11}& iq_x+i\alpha q_y\\ ip_xi\alpha p_y& c_{22}\end{array}\right)\mathrm{\Psi }$$ $`(295b)`$ with $$c_{11x}\alpha c_{11y}=i[(pq)_x+\alpha (pq)_y],c_{22x}+\alpha c_{22y}=i[(pq)_x\alpha (pq)_y].$$ $`(296)`$ Hence arises the natural question: how connected the both LR for one and the same integrable systems (in our case for the DS equation)?. In fact, these two LR are related by the gauge transformation \[54-56\] $$\mathrm{\Phi }=g\mathrm{\Psi }$$ $`(297)`$ where $`\mathrm{\Phi }`$ and $`\mathrm{\Psi }`$ are some solutions of the equations (292) and (295), respectively, while $`g`$ is the some matrix. ## 4 The n=4 case Now we wish consider the physically interesting case when $`n=4`$. In this case the equation (246) takes the form $$\left(\begin{array}{c}𝐞_1\\ 𝐞_2\\ 𝐞_3\\ 𝐞_4\end{array}\right)_x=B_1\left(\begin{array}{c}𝐞_1\\ 𝐞_2\\ 𝐞_3\\ 𝐞_4\end{array}\right),\left(\begin{array}{c}𝐞_1\\ 𝐞_2\\ 𝐞_3\\ 𝐞_4\end{array}\right)_y=B_2\left(\begin{array}{c}𝐞_1\\ 𝐞_2\\ 𝐞_3\\ 𝐞_4\end{array}\right)$$ $$\left(\begin{array}{c}𝐞_1\\ 𝐞_2\\ 𝐞_3\\ 𝐞_4\end{array}\right)_z=B_3\left(\begin{array}{c}𝐞_1\\ 𝐞_2\\ 𝐞_3\\ 𝐞_4\end{array}\right),\left(\begin{array}{c}𝐞_1\\ 𝐞_2\\ 𝐞_3\\ 𝐞_4\end{array}\right)_t=B_4\left(\begin{array}{c}𝐞_1\\ 𝐞_2\\ 𝐞_3\\ 𝐞_4\end{array}\right)$$ $`(298)`$ where the matrices $`B_k`$ belong already to the Lie algebra $`so(p,q)`$, i.e., $`B_kso(p,q),p+q=4.`$ Hence we have $$B_{1y}B_{2x}+[B_1,B_2]=0$$ $`(299a)`$ $$B_{1z}B_{3x}+[B_1,B_3]=0$$ $`(299b)`$ $$B_{1t}B_{4x}+[B_1,B_4]=0$$ $`(299c)`$ $$B_{2z}B_{3y}+[B_2,B_3]=0$$ $`(299d)`$ $$B_{2t}B_{4y}+[B_2,B_4]=0$$ $`(299e)`$ $$B_{3t}B_{4z}+[B_3,B_4]=0.$$ $`(299f)`$ It is often convenient to reformulate equations (298) in terms of the matrices. To do so, we introduce the matrices $`\widehat{e}_k`$ in such a way that the determinant of which is equal to 1: $$\widehat{e}_k=\left(\begin{array}{cc}e_{k4}+ϵ_3e_{k3}& (ϵ_1e_{k1}+iϵ_2e_{k2})\\ ϵ_1e_{k1}iϵ_2e_{k2}& e_{k4}ϵ_3e_{k3}\end{array}\right).$$ $`(300)`$ Hence and from the definition of the vectors $`𝐞_k`$ follows that $$det(\widehat{e}_k)=ϵ_1^2e_{k1}^2+ϵ_2^2e_{k2}^2+ϵ_3^2e_{k3}^2+e_{k4}^2=1$$ $`(301)`$ where $`ϵ_k^2=\pm 1`$. The matrices $`\widehat{e}_k`$ satisfy the set of 16 equations $$\widehat{e}_{i,j}=b_{ik}^j\widehat{e}_k$$ $`(302)`$ where $`b_{ik}^j`$ are the elements of $`B_j`$. ### 4.1 Integrable reductions of 4-nonorthogonal coordinate systems. Example In contrast with the $`n=3`$ case, for the $`n=4`$ we have only a few number integrable systems in 3+1 dimensions such as the generalized and intrinsic generalized wave and sine-Gordon equations \[46-47\] (for the case $`n=4`$) and so on. Among them the SDYM equation takes the special place. We need in the following form, e.g., of the anti-SDYM equation (see, e.g., ) $$(g^1g_{z_1})_{\overline{z}_1}+(g^1g_{z_2})_{\overline{z}_2}=0$$ $`(303)`$ where $`gSL(2,C),detg=1,g>0`$ and $$z_1=\frac{1}{2}(x_4+ix_3),z_2=\frac{1}{2}(x_2+ix_1).$$ $`(304)`$ Equation (303) is integrable by IST. The corresponding LR has the form \[?\] $$(\lambda _{z_1}_{\overline{z}_2}+\lambda g^1g_{z_1})\mathrm{\Phi }=0$$ $`(305a)`$ $$(_{\overline{z}_1}+\lambda _{z_2}+\lambda g^1g_{z_2})\mathrm{\Phi }=0.$$ $`(305b)`$ Conjecture 1 . If the matrix $`\widehat{e}_1`$ (300) satisfies the anti-SDYM equation (303), i.e., $$(\widehat{e}_1^1\widehat{e}_{1z_1})_{\overline{z}_1}+(e_1^1e_{1z_2})_{\overline{z}_2}=0$$ $`(306)`$ then the equation (299) for the case $`n=4`$ with the matrices $`B_kso(p,q),p+q=4`$ is integrable. ## 5 On soliton immersions in multidimensions In this section we would like discuss some aspects of simplest soliton immersions in multidimensions (see also \[46-48\]). The results in the study of this problem in the Fokas-Gelfand sense will be reported elsewhere. ### 5.1 $`V^3`$ in $`R^\mu `$ Let $`R^\mu ,\mu =(p,q),p+q=4`$ be the 4-dimensional space with the coordinate system $`(y)=(y^k)`$ and the metric $$ds^2=\mu _{ij}dy^idy^j.$$ $`(307)`$ Let $`V^3`$ is 3-dimensional submanifolds of the $`R^\mu `$ with the coordinates $`(x)=(x^k)`$ and the metric $$ds^2=g_{ij}dx^idx^j.$$ $`(308)`$ Let $`F:\mathrm{\Omega }R^\mu `$ be an immersion of a domain $`\mathrm{\Omega }V^3`$ into $`R^\mu `$. Let $`(x)=(x^1=x,x^2=y,x^3=t)\mathrm{\Omega }`$. Let $`𝐧(x,y,t)`$ be the normal vector field defined at each point of the three-dimensional submanifolds $`F(x,y,t)`$. The space $`F(x,y,t)`$ is defined by the first (308) and second fundamental forms $$II=dF𝐧=L_{ij}dx^idx^j.$$ $`(309)`$ Then the system of vectors $`(F_x,F_y,F_t,n)`$ defines a basis of $`V^3`$ on $`S`$ parametrized by $`F(x,y,t)`$. Let $`𝐫=(y^1,y^2,y^3,y^4)=𝐫(x^1,x^2,x^3)`$ is the position vector. Then the position vector $`𝐫`$ satisfies the following Gauss-Weingarten (GW) equation $$𝐫_{xx}=\mathrm{\Gamma }_{11}^1𝐫_x+\mathrm{\Gamma }_{11}^2𝐫_y+\mathrm{\Gamma }_{11}^3𝐫_t+L_{11}𝐧$$ $`(310a)`$ $$𝐫_{xy}=\mathrm{\Gamma }_{12}^1𝐫_x+\mathrm{\Gamma }_{12}^2𝐫_y+\mathrm{\Gamma }_{12}^3𝐫_t+L_{12}𝐧$$ $`(310b)`$ $$𝐫_{xt}=\mathrm{\Gamma }_{13}^1𝐫_x+\mathrm{\Gamma }_{13}^2𝐫_y+\mathrm{\Gamma }_{13}^3𝐫_t+L_{13}𝐧$$ $`(310c)`$ $$𝐫_{yy}=\mathrm{\Gamma }_{22}^1𝐫_x+\mathrm{\Gamma }_{22}^2𝐫_y+\mathrm{\Gamma }_{22}^3𝐫_t+L_{22}𝐧$$ $`(310d)`$ $$𝐫_{yt}=\mathrm{\Gamma }_{23}^1𝐫_x+\mathrm{\Gamma }_{23}^2𝐫_y+\mathrm{\Gamma }_{23}^3𝐫_t+L_{23}𝐧$$ $`(310e)`$ $$𝐫_{tt}=\mathrm{\Gamma }_{33}^1𝐫_x+\mathrm{\Gamma }_{33}^2𝐫_y+\mathrm{\Gamma }_{33}^3𝐫_t+L_{33}𝐧$$ $`(310f)`$ $$𝐧_x=p_{11}𝐫_x+p_{12}𝐫_y+p_{13}𝐫_t$$ $`(310g)`$ $$𝐧_y=p_{21}𝐫_x+p_{22}𝐫_y+p_{23}𝐫_t$$ $`(310h)`$ $$𝐧_t=p_{31}𝐫_x+p_{32}𝐫_y+p_{33}𝐫_t.$$ $`(310i)`$ Here $`\mathrm{\Gamma }_{ij}^k`$ are the Cristoffel’s symbols defined by $$\mathrm{\Gamma }_{ij}^k=\frac{1}{2}g^{kl}(g_{il,j}+g_{jl,i}g_{ij,l})$$ $`(311)`$ and $$L_{ij}=(𝐫_{,ij}𝐧).$$ $`(312)`$ We can rewrite the GW equation (310) in the following form $$Z_x=A_1Z,Z_y=A_2Z,Z_t=A_3Z$$ $`(313)`$ where $$Z=(𝐫_x,𝐫_y,𝐫_t,𝐧)^T$$ $`(314)`$ and $$A_1=\left(\begin{array}{cccc}\mathrm{\Gamma }_{11}^1& \mathrm{\Gamma }_{11}^2& \mathrm{\Gamma }_{11}^3& L_{11}\\ \mathrm{\Gamma }_{12}^1& \mathrm{\Gamma }_{12}^2& \mathrm{\Gamma }_{12}^3& L_{12}\\ \mathrm{\Gamma }_{13}^1& \mathrm{\Gamma }_{13}^2& \mathrm{\Gamma }_{13}^3& L_{13}\\ p_{11}& p_{12}& p_{13}& 0\end{array}\right),A_2=\left(\begin{array}{cccc}\mathrm{\Gamma }_{11}^1& \mathrm{\Gamma }_{11}^2& \mathrm{\Gamma }_{11}^3& L_{11}\\ \mathrm{\Gamma }_{12}^1& \mathrm{\Gamma }_{12}^2& \mathrm{\Gamma }_{12}^3& L_{12}\\ \mathrm{\Gamma }_{13}^1& \mathrm{\Gamma }_{13}^2& \mathrm{\Gamma }_{13}^3& L_{13}\\ p_{11}& p_{12}& p_{13}& 0\end{array}\right),$$ $$A_3=\left(\begin{array}{cccc}\mathrm{\Gamma }_{11}^1& \mathrm{\Gamma }_{11}^2& \mathrm{\Gamma }_{11}^3& L_{11}\\ \mathrm{\Gamma }_{12}^1& \mathrm{\Gamma }_{12}^2& \mathrm{\Gamma }_{12}^3& L_{12}\\ \mathrm{\Gamma }_{13}^1& \mathrm{\Gamma }_{13}^2& \mathrm{\Gamma }_{13}^3& L_{13}\\ p_{11}& p_{12}& p_{13}& 0\end{array}\right).$$ $`(315)`$ Integrability conditions for GW equations $$\frac{A_i}{x^j}\frac{A_j}{x^i}+[A_i,A_j]=0$$ $`(316)`$ are known as Gauss-Mainardi-Codazzi (GMC) equations. #### 5.1.1 Integrable reductions First let us rewrite the equation (313) in terms of the triad $`𝐞_k`$. We have $$\left(\begin{array}{c}𝐞_1\\ 𝐞_2\\ 𝐞_3\\ 𝐞_4\end{array}\right)_x=B_1\left(\begin{array}{c}𝐞_1\\ 𝐞_2\\ 𝐞_3\\ 𝐞_4\end{array}\right)$$ $`(317a)`$ $$\left(\begin{array}{c}𝐞_1\\ 𝐞_2\\ 𝐞_3\\ 𝐞_4\end{array}\right)_y=B_2\left(\begin{array}{c}𝐞_1\\ 𝐞_2\\ 𝐞_3\\ 𝐞_4\end{array}\right)$$ $`(317b)`$ $$\left(\begin{array}{c}𝐞_1\\ 𝐞_2\\ 𝐞_3\\ 𝐞_4\end{array}\right)_t=B_3\left(\begin{array}{c}𝐞_1\\ 𝐞_2\\ 𝐞_3\\ 𝐞_4\end{array}\right).$$ $`(317c)`$ Here $`B_kso(p,q),p+q=4`$. The compatibility condition of the linear equations (317) is $$B_{1y}B_{2x}+[B_1,B_2]=0$$ $`(318a)`$ $$B_{1t}B_{3x}+[B_1,B_3]=0$$ $`(318b)`$ $$B_{2t}B_{3y}+[B_2,B_3]=0.$$ $`(318c)`$ In terms of the matrices the equation (317) takes the form $$\widehat{e}_{jx}=b_{ki}^1\widehat{e}_i$$ $`(319a)`$ $$\widehat{e}_{jy}=b_{ki}^2\widehat{e}_i$$ $`(319b)`$ $$\widehat{e}_{jt}=b_{ki}^3\widehat{e}_i$$ $`(319c)`$ where $`j=1,2,3\widehat{e}_k`$ are given by (300), $`b_{ki}^j`$ are elements of $`B_j`$. Now we give two examples of integrable cases. For the other examples and for details, see, e.g., \[55-56\]. i) The Manakov-Zakharov-Mikhailov equation Consider the Manakov-Zakharov-Mikhailov (MZM) equation \[50-51\] $$(g^1g_t)_t(g^1g_\xi )_\eta =0$$ $`(320)`$ where $`g`$ is some $`2\times 2`$ matrix and $$detg=1,\xi =\frac{1}{2}(x+\sigma y),\eta =\frac{1}{2}(x\sigma y),\sigma ^2=\pm 1.$$ $`(321)`$ The MZM equation is equivalent to the compatibility condition for the two linear problems $$(\lambda _\eta \lambda ^1_\xi \lambda ^1g^1g_\xi +g^1g_t)\mathrm{\Phi }=0$$ $`(322a)`$ $$(_t+\lambda _\eta +g^1g_t)\mathrm{\Phi }=0$$ $`(322b)`$ or $$(_\xi +\lambda _t+g^1g_\xi )\mathrm{\Phi }=0$$ $`(323a)`$ $$(\lambda _\eta +_t+g^1g_t)\mathrm{\Phi }=0.$$ $`(323b)`$ Conjecture 2 \[55-56\]. If the matrix $`\widehat{e}_1`$ (300) satisfies the MZM equation (320), i.e., $$(\widehat{e}_1^1\widehat{e}_{1t})_t(\widehat{e}_1^1\widehat{e}_{1\xi })_\eta =0$$ $`(324)`$ then the equation (318) for the case $`n=4`$ with the matrices $`B_kso(p,q),p+q=4`$ is integrable. ii) The generalized sigma model As next example, we consider the following generalized sigma model $$(\mathrm{\Sigma }_y)_x+(\mathrm{\Sigma }_t)_t+\alpha [(\mathrm{\Sigma }_t)_x(\mathrm{\Sigma }_x)_t]=0.$$ $`(325)`$ This equation is integrated by the LR $$[_y+(\alpha +k)_t+(\mathrm{\Sigma }_y+\alpha \mathrm{\Sigma }_t)]\mathrm{\Phi }=0$$ $`(326a)`$ $$[(\alpha +k)_x+_t+(\alpha \mathrm{\Sigma }_x+\mathrm{\Sigma }_t)]\mathrm{\Phi }=0$$ $`(326b)`$ where $`\mathrm{\Sigma }_i=g^1_ig`$. Hence as $`\alpha =0`$, we get the Ward model . Conjecture 3. If the matrix $`\widehat{e}_1`$ (300) satisfies the generalized sigma model (325), i.e., $$\mathrm{\Sigma }_i=\widehat{e}_1^1_i\widehat{e}_1$$ $`(327)`$ then the equation (318) for the case $`n=4`$ with the matrices $`B_kso(p,q),p+q=4`$ is integrable. ### 5.2 $`V^4`$ in $`R^\mu `$ Similarly, we can consider the manifold $`V^4`$ embedded in $`R^\mu `$ where $`\mu =(p,q)`$ with $`p+q=n>4`$. In this case the equations for $`𝐞_k`$ take the form $$\left(\begin{array}{c}𝐞_1\\ 𝐞_2\\ \mathrm{}\\ 𝐞_n\end{array}\right)_{,k}=B_k\left(\begin{array}{c}𝐞_1\\ 𝐞_2\\ \mathrm{}\\ 𝐞_n\end{array}\right)$$ $`(328)`$ where the matrices $`B_k`$ belong already to the Lie algebra $`so(p,q)`$, i.e., $`B_kso(p,q),p+q=n.`$ The matrices $`B_k`$ satisfy the system $$B_{1y}B_{2x}+[B_1,B_2]=0$$ $`(329a)`$ $$B_{1z}B_{3x}+[B_1,B_3]=0$$ $`(329b)`$ $$B_{1t}B_{4x}+[B_1,B_4]=0$$ $`(329c)`$ $$B_{2z}B_{3y}+[B_2,B_3]=0$$ $`(329d)`$ $$B_{2t}B_{4y}+[B_2,B_4]=0$$ $`(329e)`$ $$B_{3t}B_{4z}+[B_3,B_4]=0.$$ $`(329f)`$ Conjecture 4 . If the matrix $`\widehat{e}_1`$ (300) satisfies the anti-SDYM equation (303), i.e., $$(\widehat{e}_1^1\widehat{e}_{1z_1})_{\overline{z}_1}+(e_1^1e_{1z_2})_{\overline{z}_2}=0$$ $`(330)`$ then the equation (329) for the case $`n=4`$ with the matrices $`B_kso(p,q),p+q=4`$ is integrable. ## 6 Conclusion We see that the geometrical equations, describing $`n`$-NOCSs in flatEuclidian and pseudo-Euclidian spaces, admit several integrable reductions. Moreover, we have conjectured that the immersions of 3-, and 4-dimensional manifolds arbitrarily embedded in $`R^\mu `$ admit integrable cases. Concluding this work we would like to note that as it seems we still very far from the understanding the geometrical nature of multidimensional integrable systems. So this subject needs further developments and making more precise. We shall end here. ## 7 Acknowledgments This work was partially supported by INTAS (grant 99-1782). RM would like to thanks to V.Dryuma, M.Gurses, B.Konopelchenko, D.Levi, L.Martina and G.Soliani for very helpful discussions and especially M.Gurses and D.Levi for the financial supports and kind hospitality. He is grateful to the EINSTEIN Consortium of Lecce University and the Department of Mathematics of Bilkent University for their financial supports and warm hospitality.
warning/0007/hep-th0007103.html	ar5iv	text	# AN OPERATOR VALUED EXTENSION OF THE SUPER KdV EQUATIONS ## 1 Introduction It was shown in \[Mathieu\] that among the one parameter supersymmetric extensions of the KdV equation there is a special system that has an infinite number of conservation laws. This system is equivalent to the Super KdV equations obtained in \[Manin et al.\] by reduction from the Super-Kadomtsev-Petviashvili hierarchy. $`N=2`$ Supersymmetric extension of the KdV equations have also been obtained in \[Labelle et al.\] \[Krivonos et al.\] \[Delduc et al.\]. The supersymmetric extension of the KdV equation is a system of coupled equations for a commuting and an anti-commuting field. The commuting field $`u(x,t)`$ takes values in the even part of a Grassmann algebra $`𝒢`$ while the anti-commuting field $`\xi (x,t)`$ takes values on the odd part of $`𝒢`$. The explicit form of the supersymmetric extension with an infinite number of conservation laws is \[Mathieu\] $`u_t`$ $`=`$ $`u^{\prime \prime \prime }+6uu^{}3\xi \xi ^{\prime \prime },`$ (1.1) $`\xi _t`$ $`=`$ $`\xi ^{\prime \prime \prime }+3(\xi u)^{}.`$ (1.2) If we use, as a particular case, the four dimensional Grassman algebra with generators $`e_1`$ and $`e_2`$, and express $`u(x,t)`$ $`=`$ $`u_0(x,t)+u_{12}(x,t)e_1e_2,`$ (1.3) $`\xi (x,t)`$ $`=`$ $`\xi _1(x,t)e_1+\xi _2(x,t)e_2,`$ (1.4) the system (1)may be reformulated as a coupled system in terms of real or complex fields $`u_0,u_{12},\xi _1\xi _2`$ in the following way $`u_{0t}`$ $`=`$ $`u_0^{\prime \prime \prime }+6u_0u_0^{},`$ (1.5) $`\xi _{1t}`$ $`=`$ $`\xi _1^{\prime \prime \prime }+3(\xi _1u_0)^{},`$ (1.6) $`\xi _{2t}`$ $`=`$ $`\xi _2^{\prime \prime \prime }+3(\xi _2u_0)^{},`$ (1.7) $`u_{12t}`$ $`=`$ $`u_{12}^{\prime \prime \prime }+6(u_0u_{12})^{}3(\xi _1\xi _2^{\prime \prime }\xi _2\xi _1^{\prime \prime }).`$ (1.8) (1.5) is exactly the KdV equation. (1.6)and (1.7) are linear homogeneous in $`\xi _1`$ and $`\xi _2`$ respectively. (1.8) is also linear in $`u_{12}`$ but contains a source in terms of $`\xi _1`$ and $`\xi _2`$. The Super KdV system (1) is not the only integrable extension of the KdV equation constructed using a single anti-commuting field. Another such system is the one proposed in \[Kupershmidt\]: $`u_t`$ $`=`$ $`u^{\prime \prime \prime }+6uu^{}3\xi \xi ^{\prime \prime },`$ (1.9) $`\xi _t`$ $`=`$ $`4\xi ^{\prime \prime \prime }+6\xi ^{}u+3\xi u^{}.`$ (1.10) This system also has an infinite number of conservation laws. Its expansion in the particular Grassmann algebra generated by $`e_1`$ and $`e_2`$ gives again for the $`u_0`$ the KdV equation . In the case of $`N=2`$ supersymmetric systems, the equation for $`u_0`$ is modified by nonlinear terms coming from the other even field of the $`N=2`$ superfield. But again, there is no contribution to this equation from the odd fields. In this work we present an extension of the Super KdV system in terms of coupled system of partial differential equations which yields a nonlinear modification for the KdV equation with an interacting term constructed from complex spinors. Our formulation will be in terms of operator valued functions which for a particular case reduces to the supersymmetric algebra. The final form of the nonlinear system will be in terms of commuting real or complex functions in contrast with (1.1, 1.2). There is also a physical motivation for our program. The classical formulation of supersymmetric field theory is always in terms of commuting and anti-commuting fields which after quantization yield a field theory in terms of bosonic and fermionic operators. However, once we have the quantum field theory we may consider the mean values of the bosonic and fermionic operators. We then obtain real scalar or vector fields from the bosonic sector, while complex spinors come from the fermionic sector. That is, for many applications the quantum theory may be analyzed in terms of real fields and complex spinors, without introducing the commuting and anti-commuting fields of the classical formulation. For example all the analysis of the spontaneous breaking of supersymmetry is formulated in in those terms . It is then natural to ask if there is an extension of the KdV equation in terms of a real field $`u(x,t)`$ and a complex spinor $`\xi (x,t)`$. One particular case of the general approach we will discuss is the following system $`u_t`$ $`=`$ $`u^{\prime \prime \prime }+6uu^{}3(\phi _1\phi _2^{\prime \prime }\phi _1^{\prime \prime }\phi _2)`$ $`\phi _{1t}`$ $`=`$ $`\phi _1^{\prime \prime \prime }+3(\phi _1u)^{}`$ $`\phi _2t`$ $`=`$ $`\phi _2^{\prime \prime \prime }+3(\phi _2u)^{}`$ (1.11) where we consider only one complex field $`\mathrm{\Psi }(x,t)=\phi _1(x,t)+i\phi _2(x,t)`$. System (1.11) should be compared with (1.5 to 1.8) where the anti-commuting fields in (1.1 and 1.2) have been explicitly expanded in terms of a basis of a Grassmann algebra with real or complex coefficients. There is also another general, but may be indirect, motivation to our program. It has been recently recognized in the formulation of M-theory as a matrix model \[IKKT\] that the construction of the theory in terms of elements of a complex Lie algebra equipped with an invariant bilinear inner product is not only directly related to superstring theory but also contains Yang-Mills theory, for a suitable election of the Lie Algebra. It is well known the relation between self-dual Yang-Mills equations and integrable systems, in particular to the KdV hierarchy. It is then natural to ask for an integrable generalization of the self-dual Yang-Mills equations in terms of operator valued geometrical objects related to the IKKT formulation of M-theory and its relation to KdV hierarchy. Our contribution in this paper may be a first step in this construction. In Section 2 we present following the ideas of Gardner, a general algebraic approach for obtaining the infinitely many conserved quantities of certain integrable systems. We consider as a particular case of our analysis the conserved quantities associated with the system (1.11). In section 3 we present a generalization of the Super KdV system in terms of operator valued functions. We apply the general approach developed in Section 2 to prove the existence of the infinitely many operator valued, conserved quantities of the integrable system. In Section 4 we discuss our conclusions. ## 2 An Algebraic Approach to Nonlinear Systems and Their Conservation Laws In order to study nonlinear equations and their conservation laws, one can start by choosing a ring $`V`$ of infinitely differentiable functions $`\mathrm{IR}\mathrm{IR}`$ which satisfies $`\frac{d}{dx}VV`$. A system of equations gives a flow in the manifold $`=V\times V\times \mathrm{}\times V`$, whose general element is written $`u(x)=(u_1(x),u_2(x),\mathrm{}u_n(x))`$. The general model for formulas involving sums of products of derivatives of the $`u_p(x)`$ is a polynomial $$f(a_{10},a_{11},a_{20},\mathrm{})$$ in a finite number of the commuting symbols $`a_{pm}`$ with $`1pn,0m<\mathrm{}`$. Then, replacing $`a_{pm}`$ by $`\left(\frac{d}{dx}\right)^mu_p(x)`$, an element $`u`$ of the manifold $``$ is taken to $$f(u)=f(u_1(x),u_1^{}(x),u_2(x),\mathrm{}.),$$ an element of $`V`$ whose derivative is given by $$\frac{d}{dx}f(u)=(Df)(u)$$ $$D=\underset{p=1}{\overset{n}{}}\underset{m=0}{\overset{\mathrm{}}{}}a_{p,m+1}\frac{}{a_{pm}}$$ The commutative ring $`𝒜`$ consisting of all such polynomials $`f`$, together with the derivation $`D:𝒜𝒜`$, may be called the free derivation ring on $`n`$ generators. The algebra $`Op𝒜`$, on the other hand, consists of the linear operators $`L:𝒜𝒜`$ which have the form $`L=\mathrm{\Sigma }_{m=0}^Nl_mD^m`$ with $`l_m𝒜`$. The standard operator transpose anti-involution $`Op𝒜Op𝒜`$ sends $`L`$ to $`L^{}`$, where $`L^{}f=\mathrm{\Sigma }_{m=0}^N(l)^mD^m(l_mf)`$. Then $`fLg`$ and $`gL^{}f`$ differ by an element of $`𝒟𝒜`$ for all $`f,g𝒜`$. Given $`u`$ and $`LOp𝒜`$, the function substitution operation replaces $$L(a,D)=l_m(a_{10},a_{11},a_{20},\mathrm{})D^m$$ by $$L(u,\frac{d}{dx})=l_m(u_1(x),u_1^{}(x),u_2(x)\mathrm{})\left(\frac{d}{dx}\right)^m$$ a variable coefficient differential operator $$L(u,\frac{d}{dx}):VV$$ In order to see how ODE systems are related by internal substitutions, the following constructions are performed in $`𝒜`$ and in $`Op𝒜`$. 1. A ring homomorphism $`S:𝒜𝒜`$ which commutes with $`D:𝒜𝒜`$ is completely determined by its values on the generators $`a_{p0},1pn`$. Conversely, if $`b=(b_1,\mathrm{},b_n)`$ is any $`n`$\- tuple of elements of $`𝒜`$, there is a unique ring homomorphism $`𝒮_b:𝒜𝒜`$ which commutes with $`D`$ and satisfies $`𝒮_b(a_{p0})=b_p,1pn`$. The effect of $`𝒮_b`$ on $`f(a_{10},a_{11},a_{20}\mathrm{})`$ is to replace $`a_{pm}`$ by $`(D^mb_p)(a_{10},a_{11},a_{20},\mathrm{})`$. The transformation $`𝒮_b`$ also sends $`Op𝒜Op𝒜`$. If $`L=\mathrm{\Sigma }l_mD^m`$ then $`𝒮_bL=\mathrm{\Sigma }(𝒮_bl_m)D^m`$. Again, as in $`𝒜`$, $`𝒮_b`$ preserves sums and products. 2. In the special case $`b_p=a_p+te_p(a_{10},a_{11},a_{20}\mathrm{})`$ with $`t\mathrm{IR}`$ and arbitrary $`e_p𝒜`$, one can take the derivative at $`t=0`$ of $`𝒮_bf`$. The result is $$\underset{p=1}{\overset{n}{}}\underset{m=0}{\overset{\mathrm{}}{}}\frac{f}{a_{pm}}D^me_p=\underset{p=1}{\overset{n}{}}_pf(a,D)e_p$$ where, for $`1pn,`$ the Fréchet derivative operator $`_pf𝒪p𝒜`$ is defined to be $$_pf(a,D)=\underset{m=0}{\overset{\mathrm{}}{}}\frac{f}{a_{pm}}D^m$$ Taking the derivative of the equation $`𝒮_bDf=D𝒮_bf`$, one sees that the Fréchet derivative operators of $`Df`$ are given by $$_p(Df)=D(_pf).$$ When $`_pf`$ is applied to $`a_{p1}=Da_{p0}𝒜`$, one gets $$\underset{p=1}{\overset{n}{}}(_pf)a_{p1}=Df.$$ 3. Returning to the case of general $`b`$ one can verify the chain rule $$_p𝒮_bf=\underset{q=1}{\overset{n}{}}(𝒮_b_qf)(_pb_q).$$ The first step is to apply the usual chain rule, obtaining $$\frac{}{a_{pm}}𝒮_bf=\underset{q=1}{\overset{n}{}}\underset{r=0}{\overset{\mathrm{}}{}}\left(\frac{f}{a_{qr}}^{a_{qr=D^rb_q}}\right)\frac{}{a_{pm}}(D^rb_q)$$ . Multiplying on the right by $`D^m`$ and summing over $`0m<\mathrm{}`$ one gets $$_p𝒮_bf=\underset{q=1}{\overset{n}{}}\underset{r=0}{\overset{\mathrm{}}{}}\left(\frac{f}{a_{qr}}^{a_{qr=D^rb_q}}\right)(_pD^rb_q)=\underset{q=1}{\overset{n}{}}(𝒮_b_qf)(_pb_q)$$ . This completes the proof. 4. Nonlinear ODE systems are given by n-tuples $`g=(g_1,\mathrm{},g_n)`$ of elements of $`𝒜`$. The unknown functions $`v_p(x,t)`$ are required to satisfy $$\frac{}{t}v_p(x,t)=g_p(v_1(x,t),\frac{}{x}v_1(x,t),v_2(x,t),\mathrm{}).$$ It then follows that $$\frac{}{t}\left(\frac{}{x}\right)^mv_p(x,t)=(D^mg_p)(v_1(x,t),\mathrm{}).$$ 5. Given $`h𝒜`$, The formula $$H(v)=h(v)𝑑x$$ defines a (nonlinear) functional $`H:\mathrm{IR}`$ when, for example, $`v`$ is the space of infinitely differentiable $`2\pi `$-periodic functions and the integral is taken from 0 to $`2\pi `$. If $`v(x,t)`$ satisfies $`\frac{}{t}v=g(v)`$ then the derivative of H along the solution is given by $$\frac{d}{dt}H=\underset{p=1}{\overset{\mathrm{}}{}}\underset{m=0}{\overset{\mathrm{}}{}}\frac{h}{a_{pm}}(v)\left(\frac{d}{dt}\left(\frac{}{x}\right)^mv_p(x,t)\right)dx$$ $$=\underset{p=1}{\overset{m}{}}_ph(v,\frac{d}{dx})g_p(v)dx$$ . For $`H`$ to be a conservation law for $`\dot{v}=g(v)`$ it suffices that $$\underset{p=1}{\overset{m}{}}(_ph)g_p𝒟𝒜.$$ 6. Given $`b=(b_1,\mathrm{},b_n)`$, there arises the transformation $`v=b(u)`$ of $``$ into itself, where $$v_p(x)=b_p(u_1(x),u_1^{}(x),u_2(x),\mathrm{}).$$ If $`u=u(x,t)`$ satisfies the ODE system $`\dot{u}=f(u)`$, then $`v=b(u)`$ satisfies $$\frac{}{t}v_p(x,t)=\underset{q=1}{\overset{n}{}}\underset{m=0}{\overset{\mathrm{}}{}}\frac{b_p}{a_{qm}}(u)\left(\frac{}{t}\left(\frac{}{x}\right)^mu_q(x,t)\right)$$ $$=\underset{q=1}{\overset{n}{}}_qb_p(u,\frac{}{x})f_q(u).$$ On the other hand $`g_p(v)`$ $`=`$ $`g_p(b(u))`$ $`=`$ $`(𝒮_bg_p)(u).`$ Therefore, in order for $`v=b(u)`$ to be a ”Miura transformation” taking solutions of $`\dot{u}=f(u)`$ to solutions of $`\dot{v}=g(v)`$, the equations $$\underset{q=1}{\overset{n}{}}(_qb_p)f_q=𝒮_bg_p$$ should hold in $`𝒜`$. 7. We should expect the pullback of a conserved quantity to be a conserved quantity. Suppose that $`h𝒜`$ gives a conserved quantity for $`\dot{v}=g(v)`$, and that $`v=b(u)`$ is a Miura Transformation to $`\dot{v}=g(v)`$ from $`\dot{u}=f(u)`$. Then the b-pullback of $`h`$, that is to say $`𝒮_bh`$, has Fréchet derivative operators given by $$_p𝒮_ph=\underset{q=1}{\overset{n}{}}(𝒮_b_qh)(_pb_q)$$ . After applying this equation to $`f_p𝒜`$ we get $$\underset{p}{}(_p𝒮_bh)f_p=\underset{p,q}{}(𝒮_b_qh)(_pb_q)f_p$$ $$=\underset{q}{}(𝒮_b_qh)(𝒮_bg_q)$$ because $`v=g(u)`$ is a Miura transformation. Then, $`𝒮_b`$ being a ring homomorphism, $`{\displaystyle \underset{p}{}}(_p𝒮_bh)f_p`$ $`=`$ $`𝒮_b\left({\displaystyle \underset{q}{}}(_qh)g_q\right)`$ $`=`$ $`𝒮_b𝒟e`$ for some $`e𝒜`$, because $`h`$ gives a conserved quantity for $`\dot{v}=g(v)`$. Since $`𝒮_b`$commutes with $`𝒟`$, we may conclude that $`𝒮_bh`$ gives a conserved quantity for $`\dot{u}=f(u)`$. ## 3 Conservation Laws for a KdV System This theory will now be applied to a generalization of the $`KdV`$ equation. The usual version corresponds to the element $`a_1{}_{}{}^{\prime \prime \prime }+6a_1a_1^{}`$ in the free derivation ring on one generator,where the double suffix notation is shortened to $`a_p=a_{p0},a_p^{}=a_{p1},a_p^{\prime \prime }=a_{p2},etc.`$, for small values of $`m`$ in $`a_{pm}`$. For the extended $`KdV`$ we go from $`n=1`$ to $`n=3`$ and set $`g_1`$ $`=`$ $`(a_1^{\prime \prime }+3a_1^2+3[a_2,a_3])^{}`$ $`g_2`$ $`=`$ $`(a_2^{\prime \prime }+3a_1a_2)^{}`$ $`g_3`$ $`=`$ $`(a_3^{\prime \prime }+3a_1a_3)^{}`$ in which $`[a_p,a_q]=a_p^{}a_qa_pa_q^{}`$ in general. This system, to be called $`\dot{v}=g(v)`$, is subjected to the transformation $`𝒮_b:𝒜𝒜`$ where $$\left(\begin{array}{cc}b_1& \\ b_2& \\ b_3\end{array}\right)=\left(\begin{array}{cc}a_1& \\ a_2& \\ a_3\end{array}\right)+\epsilon \left(\begin{array}{cc}a_1^{}& \\ a_2^{}& \\ a_3^{}\end{array}\right)+\epsilon ^2\left(\begin{array}{cc}a_1^2+[a_2,a_3]& \\ a_1a_2& \\ a_1a_3\end{array}\right)$$ and $`\epsilon `$ is any real number. When $`\epsilon =0,𝒮_b`$ reduces to the identity map. Since the $`g_p`$ are quadratic one gets $$𝒮_bg=\underset{i=0}{\overset{4}{}}\epsilon ^i𝒞_i$$ in which $`g`$ is the column vector $`(g_1,g_2,g_3)^T`$. Evidently $`𝒞_0=g`$ and $`𝒞_1=𝒟g`$, the latter because $`\frac{d}{d\epsilon }\|^{\epsilon =0}𝒮_bf=_p(_pf)a_p^{}=𝒟f`$ for any $`f𝒜`$. The last two columns are $$𝒞_3=\left(\begin{array}{c}(2a_1^3+3a_1[a_2,a_3])^{}\\ 3a_1(a_1a_2)^{}+3a_2^{}[a_2,a_3]\\ 3a_1(a_1a_3)^{}+3a_3^{}[a_2,a_3]\end{array}\right)^{}$$ and $$𝒞_4=\left(\begin{array}{c}3a_1^4+9a_1^2[a_2,a_3]+3[a_2,a_3]^2\\ 3a_1^3a_2+3a_1a_2[a_2,a_3]\\ 3a_1^3a_3+3a_1a_3[a_2,a_3]\end{array}\right)^{}$$ Turning now to the Fréchet derivative operators of the three components of $`b`$, we find the $`3\times 3`$ matrix of elements of $`𝒪_p𝒜`$ which is given by $$_qb_p=I+\epsilon 𝒟+\epsilon ^2B_2$$ in which $$B_2=\left(\begin{array}{ccc}2a_1& [,a_3]& [a_2,]\\ a_2& a_1& 0\\ a_3& 0& a_1\end{array}\right).$$ In order for a system $`\dot{u}=f(u)`$ to be sent to $`\dot{v}=g(v)`$ by $`v=b(u)`$, the coefficients $`f_p`$ must satisfy $$𝒮_bg_p=\underset{q=1}{\overset{3}{}}(_qb_p)f_q$$ . The corresponding equation of column vectors, expanded in powers of $`\epsilon `$, is $$\underset{i=0}{\overset{4}{}}\epsilon ^i𝒞_i=(I+\epsilon 𝒟+\epsilon ^2B_2)\underset{j=0}{\overset{\mathrm{}}{}}\epsilon ^jF_j.$$ All the column vectors $`F_j`$ are determined recursively; in particular $`F_0=𝒞_0=g,F_1=0,`$and $$F_2=\left(\begin{array}{c}(2a_1^3+3a_1[a_2,a_3])^{}\\ 3a_1(a_1a_2)^{}+3a_2^{}[a_2,a_3]\\ 3a_1(a_1a_3)^{}+3a_3^{}[a_2,a_3]\end{array}\right)$$ It now turns out that $`F_j=0`$ for $`j3`$, permitting the fourth degree polynomial $`𝒮_bg_p`$ to be written as the product of $`(_qb_p)`$ by $`f_q`$ with $`f=(f_1,f_2,f_3)^T,f=g+\epsilon ^2F_2`$, that is, as a product of two quadratic polynomials in $`\epsilon `$. This completes the construction of $`\dot{u}=f(u)`$, a system sent to $`\dot{v}=g(v)`$ by $`v=b(u)`$. Conservation laws for $`\dot{u}=f(u)`$ are given by $`h𝒜`$ satisfying $`_{p=1}(_ph)f_p𝒟𝒜`$. Since $`_pa_q=\delta (p,q)`$ in general, the choice $`h=a_1`$ gives just $`f_1`$, which by the construction of $`f`$ is always in $`𝒟𝒜`$. Therefore $`h=a_1`$ is indeed a conserved quantity for $`\dot{u}=f(u)`$. If the ring homomorphism $`𝒮_b:𝒜𝒜`$ could be inverted, the pullback of $`a_1`$ would give a conservation law for $`\dot{v}=g(v)`$, for all $`\epsilon `$. But it can indeed be inverted if we embed $`𝒜`$ within $`𝒜[[\epsilon ]]=B`$, whose elements are the formal power series in $`\epsilon `$ with coefficients in $`𝒜`$. The given elements $`b_pB,1p3`$, define a unique ring homomorphism $`𝒮_b:𝒜B`$ which sends $`a_{p0}`$ to $`b_p`$ and commutes with $`𝒟`$. Obviously it extends to $`𝒮_b:BB`$. But when $`\epsilon =0`$ the element $`b_pB`$ reduces to the element $`a_p𝒜`$. Therefore, for any $`h(a_{10},a_{11},a_{20}\mathrm{})𝒜`$, $`𝒮_bh`$ will have the form $$𝒮_bh=h+\epsilon h_1+\epsilon ^2h_2+\mathrm{}$$ for some $`h_1,h_2,\mathrm{}\epsilon 𝒜`$. Within $`B`$ one has the ideals $`_k=ϵ^k`$ and the filtration $`BB_1B_2\mathrm{}`$ . The preceding observation shows that $`𝒮_b`$ sends each $`B_k`$ into itself, and reduces to the identity map in each quotient space $`B_k/B_{k+1}`$. This shows that, given any $`f_0,f_1\mathrm{}`$ in $`𝒜`$, the equation $$𝒮_b\left(\underset{k=0}{\overset{\mathrm{}}{}}\epsilon ^kg_k\right)=\underset{k=0}{\overset{\mathrm{}}{}}\epsilon ^kf_k$$ can be solved recursively for $`g_0,g_1,\mathrm{}\epsilon 𝒜.`$ Therefore $`𝒮_b:BB`$ is an isomorphism. In order to see the recursion algorithm more clearly we work in the space $`𝒜𝒜𝒜`$ of column vectors $`e=(e_1,e_2,e_3)^T`$. Then $$b=a+\epsilon a^{}+\epsilon ^2<a,a>$$ where in general $$<f,g>=(f_1g_1+[f_2,g_3],f_1g_2,f_1g_3)^T$$ , a bilinear map of $`𝒜𝒜𝒜`$ into itself. We ask that column vectors $`𝒞_0,𝒞_1,𝒞_2,\mathrm{}`$ be determined in such a way that $$𝒞=𝒞_0+\epsilon 𝒞_1+\epsilon ^2𝒞_2+\mathrm{}$$ satisfies $$a=𝒞+\epsilon 𝒞^{}+\epsilon ^2<𝒞,𝒞>.$$ That is, the ring homomorphism $`𝒮_𝒞:BB`$ should send $`b_p`$ to $`a_p`$ for $`1p3.`$ After equating the coefficients of corresponding powers of $`\epsilon `$ one finds the recursion relation $$0=𝒞_{m+2}+𝒞_{m+1}^{}+<𝒞_m,𝒞_0>+<𝒞_{m1},𝒞_1>+\mathrm{}+<𝒞_0,𝒞_m>$$ The values for $`0m4`$ are $`𝒞_0`$ $`=`$ $`a`$ $`𝒞_1`$ $`=`$ $`a^{}`$ $`𝒞_2`$ $`=`$ $`a^{\prime \prime }<a,a>`$ $`𝒞_3`$ $`=`$ $`a^{\prime \prime \prime }+2<a,a>^{}`$ $`𝒞_4`$ $`=`$ $`a^{\prime \prime \prime \prime }3<a,a>^{\prime \prime }+<a^{},a^{}>+<<a,a>,a>+<a<a,a>>.`$ By construction , the transformation $`𝒮_𝒞`$ takes $`\dot{v}=g(v)`$ to $`\dot{u}=f(u)`$. The latter equation has $`a_1`$ as a conserved quantity. Its pullback is the top entry in the column $`𝒞=𝒞(\epsilon )`$. As this is true for all $`\epsilon `$, we conclude that the top entries of all the columns $`𝒞_m`$ give conserved quantities for the extended $`KdV`$ equation $`\dot{v}=g(v)`$. Simplifying where possible by subtracting elements of $`𝒟𝒜`$ or by changing signs, the first three nontrivial functionals $`R`$ are $$H_m(v)=h_m(v_1(x),v_1^{}(x),v_2(x),\mathrm{})𝑑x$$ with $`h_0`$ $`=`$ $`a_1`$ $`h_2`$ $`=`$ $`(a_1)^2+a_2^{}a_3a_2a_3^{}`$ $`h_4`$ $`=`$ $`2(a_1)^3+(a_1^{})^2+a_2^{\prime \prime }a_3^{}a_2^{}a_3^{\prime \prime }+4a_1(a_2^{}a_3a_2a_3^{}).`$ Evidently, the extended $`KdV`$ equation has infinitely many conservation laws. ## 4 Extension of the KdV equation to operator - va-lued functions. This extension, which also has infinitely many conservation laws, includes the supersymmetric KdV as a special case, as well as the extension seen in the preceding section. That extension is a system of equations in the three real-valued functions $`v_p(x,t)`$, $`1p3`$. It is recast in operator form by writing $`𝒫`$ $`=`$ $`v_1(x,t)I`$ $`𝒬`$ $`=`$ $`v_2(x,t)E_2+v_3(x,t)E_3`$ where $`E_2`$ and $`E_3`$ are linear operators in some space which satisfy $`[E_2,E_3]=E_2E_3E_3E_2=I`$. The quantity $`v_2^{}v_3v_2v_3^{}`$, which was denoted before by $`[v_2,v_3]`$ will now appear as the coefficient of $`I`$ in the usual commutator $`[𝒬^{},𝒬]`$. Thus we have the equivalent system of operator differential equations $`𝒫_t`$ $`=`$ $`𝒫^{\prime \prime \prime }+6𝒫𝒫^{}+3[𝒬^{\prime \prime },𝒬]`$ (4.1) $`𝒬_t`$ $`=`$ $`𝒬^{\prime \prime \prime }+3(𝒫𝒬)^{}.`$ Further, setting $`p=u_1(x,t)I`$ and $`q=u_2(x,t)E_2+u_3(x,t)E_3`$, the Gardner transformation takes the form $`𝒫`$ $`=`$ $`p+ϵp^{}+ϵ^2(p^2+[q^{},q])`$ (4.2) $`𝒬`$ $`=`$ $`q+ϵq^{}+ϵ^2pq.`$ and the modified KdV equation $`\dot{u}=f(u)`$ takes the form $`p_t`$ $`=`$ $`(p^{\prime \prime }+3p^2+3[q^{},q])^{}+ϵ^2(2p^3+3p[q^{},q])^{}`$ (4.3) $`q_t`$ $`=`$ $`(q^{\prime \prime }+3pq)^{}+ϵ^23(p^2q^{}+pp^{}q+q^{}[q^{},q]).`$ It was shown in the preceding section that the Gardner transformation takes a solution $`p,q`$ of the latter system to a solution $`𝒫,𝒬`$ of the former. But more generally one can suppose that $`P`$ and $`p`$ have values in $`𝒫`$, a commutative algebra with unit, of operators acting in some vector space. Then, if $`𝒬`$ is a linear space of operators satisfying $$[𝒬,𝒫]=0$$ $$𝒬𝒫𝒬$$ (4.4) $$[𝒬,𝒬]𝒫$$ then $`𝒬`$ and $`q`$ can take their values in $`𝒬`$. For the specific choice $`𝒫=\{\alpha I\},𝒬=\{\beta _2E_2+\beta _3E_3\}`$ just considered, we have observed that the Gardner transformation (4.2) takes solutions of (4.3) to solutions of (4.1), this being no more than a restatement of the results of the preceding section. However, upon reexamining the calculations in that section, one sees that they remain valid not just for the $`𝒫,𝒬`$ just considered but for any $`𝒫`$ and $`𝒬`$ satisfying (4.4). Therefore the conservation laws of (4.1) and of (4.3) are interrelated by the Gardner transformation (4.2) and its inverse, just as before; in particular (4.1) has infinitely many conservation laws. After simplifying by crossing out derivatives in $`x`$, the first four nontrivial conserved quantities for the operator - extended KdV system are $`H_0`$ $`=`$ $`{\displaystyle 𝒫𝑑x}`$ $`H_2`$ $`=`$ $`{\displaystyle (𝒫^2+[𝒬^{},𝒬])𝑑x}`$ $`H_4`$ $`=`$ $`{\displaystyle (2𝒫^3+(𝒫^{})^2+4𝒫[𝒬^{},𝒬]+[𝒬^{\prime \prime },𝒬^{}])𝑑x}`$ $`H_6`$ $`=`$ $`{\displaystyle }(5𝒫^4+10𝒫(𝒫^{})^2+(𝒫^{\prime \prime })^2+15𝒫^2[𝒬^{},𝒬]2𝒫[𝒬^{\prime \prime },𝒬^{}]`$ (4.5) $``$ $`8𝒫[𝒬^{\prime \prime \prime },𝒬]+3[𝒬^{},𝒬]^2+[𝒬^{\prime \prime \prime },𝒬^{\prime \prime }])dx.`$ In each case, the conserved quantity has its values in the operator algebra $`𝒫`$. The foregoing theory applies to any operator spaces $`𝒫,𝒬`$ having the stipulated properties. For example, the $`𝒬`$ seen before can be enlarged to $`𝒬=\{_{k=1}^m(\mu _kE_k+\nu _kF_k)\}`$ where $`\mu _k,\nu _kϵ\mathrm{IR}`$ while $`E_1,\mathrm{},E_m,F_1,\mathrm{},F_m`$ are linearly independent operators in some vector space, satisfying $`[E_k,F_k]=I`$ but with all other commutator brackets zero. Then, with $`𝒫=\{\alpha I\}`$ as before, the operator - extended KdV system becomes a system of nonlinear differential equations for $`2m+1`$ functions $`\alpha (x,t),\mu _k(x,t),\nu _k(x,t)`$, specifically $`{\displaystyle \frac{}{t}}\alpha `$ $`=`$ $`\alpha ^{\prime \prime \prime }+6\alpha \alpha ^{}+3{\displaystyle \underset{k=1}{\overset{m}{}}}(\mu _k^{\prime \prime }\nu _k\mu _k\nu _k^{\prime \prime })`$ $`{\displaystyle \frac{d}{dt}}\mu _k`$ $`=`$ $`\mu _k^{\prime \prime \prime }+3(\alpha \mu _k)^{}`$ $`{\displaystyle \frac{d}{dt}}\nu _k`$ $`=`$ $`\nu _k^{\prime \prime \prime }+3(\alpha \nu _k)^{}.`$ (4.6) Another choice of $`𝒫`$ and $`𝒬`$ leads to the supersymmetric extension of KdV. An exterior algebra $``$ on a finite set of generators is the direct sum $`=_0_1`$, where $`_0`$ and $`_1`$ consist of the linear combinations of even products, respectively odd products, of the generators. Then $`𝒫`$ and $`𝒬`$ are, respectively, the operators of left multiplication in $``$ by elements of $`_0`$ and of $`_1`$. In this example some of the equations in the general theory to be simplified, for example $`[𝒬^{\prime \prime },𝒬]=2𝒬^{\prime \prime }𝒬`$. The change of variables $`𝒫=u,𝒬=2^{\frac{1}{2}}\xi `$ converts the operator - extended KdV into $`u_t`$ $`=`$ $`u^{\prime \prime \prime }+6uu^{}3\xi \xi ^{\prime \prime }`$ $`\xi _t`$ $`=`$ $`\xi ^{\prime \prime \prime }+3(\xi u)^{},`$ which is the supersymmetric extension of KdV given by Mathieu in \[Mathieu\]. Moreover, the modified system (4.1) and the conserved quantity $`H_6`$ are simplified a bit by $`q^{}[q^{},q]=0`$ and $`[𝒬^{},𝒬]^2=0`$ in the supersymmetric case. ## 5 Conclusion In this paper an operator valued extension of the KdV equation was constructed. In a particular case the Super KdV equations were recovered. A general algebraic method was developed and applied to show that there are infinitely many conserved quantities for certain integrable systems. When the method was applied to the operator extension of KdV, the first few conserved quantities were computed explicitly. The conserved quantities $`H_0,H_2`$ and $`H_4`$ of super KdV can be seen to correspond term by term with the corresponding quantities of the operator extension. However, the quantities $`H_6,H_8\mathrm{}`$ contain extra terms in the operator case which reduce to zero for super KdV. ## 6 References \[Mathieu \] P. Mathieu, J. Math. Phys. 29, 2499 (1988) ; ”Open Problems for the super KdV equations”, math-ph/0005007. \[Manin et al.\] Yu. I. Manin and A.O. Radul, Commun. Math. Phys 98, 65 (1985. \[Kupershmidt\] Kupershmidt, Phys. Lett. A102, 213 (1984). \[Gardner et al.\] R. M. Miura, C. S. Gardner, and M. D. Kruskal, J. Math. Phys. 9, 1204 (1968). \[Labelle et al.\] P. Labelle and P. Mathieu, J. Math. Phys. 32, 923 (1991). \[Delduc et al.\] F. Delduc, L. Gallot, and E. Ivanov, Phys. Lett. B396, 122 (1997). \[Krivonos et al.\] S. Krivonos, A. Pashnev, and Z. Popovicz, Mod. Phys. Lett. A13, 146-35 (1998). \[IKKT\] N. Ishibashi, H Kawai, Y. Kitazawa, A. Tsuliya, Nucl. Phys. B498, 467(1997).
warning/0007/cond-mat0007483.html	ar5iv	text	# Polarons in Carbon Nanotubes ## Abstract We use ab initio total-energy calculations to predict the existence of polarons in semiconducting carbon nanotubes (CNTs). We find that the CNTs’ band edge energies vary linearly and the elastic energy increases quadratically with both radial and with axial distortions, leading to the spontaneous formation of polarons. Using a continuum model parametrized by the ab initio calculations, we estimate electron and hole polaron lengths, energies and effective masses and analyze their complex dependence on CNT geometry. Implications of polaron effects on recently observed electro- and opto-mechanical behavior of CNTs are discussed. Carbon nanotubes (CNTs) have recently attracted a great deal of interest for their unusual electronic and mechanical properties . In this context, the interplay between mechanical distortions and electronic structure plays a central role. Mechanical distortions can be generally classified as externally applied or spontaneous. Effects of externally applied distortions such as twisting, bending and axial compression of CNTs on their electronic structure have been the subject of many studies . Spontaneous distortions are usually related to strong electron-phonon interactions, and classic examples are polaron formation in ionic solids , Peierls distortion in 1D metals and related excitations (solitons and polarons) in conjugated polymers . Symmetry-breaking distortions in fullerenes and CNTs have also been considered by several authors . In this work we show that an extra electron or hole in a CNT causes a completely different kind of spontaneous distortion: a combined radial (breathing-mode-like) and axial distortion. This perturbation causes the band edge energies to vary linearly and the elastic energy to increase quadratically with the distortion parameters. Therefore, the total energy of the system has a minimum at a nonzero value of the distortion parameter and a polaron is formed. The distortions considered here are changes in the CNT radius and length, characterized by the radial and axial strain parameters $$ϵ_r=\frac{(RR_0)}{R_0}\text{ and }ϵ_z=\frac{(\mathrm{}\mathrm{}_0)}{\mathrm{}_0},$$ (1) respectively, where $`R_0`$ is the equilibrium radius for a neutral, undistorted CNT and $`\mathrm{}_0`$ is the equilibrium length of its unit cell. Consider a semiconducting CNT with a single extra electron at the bottom of the conduction band. Allowing $`ϵ_{r,z}`$ to depend on $`z`$, the CNT axis direction, we write the change in total energy caused by this extra electron as : $`E=`$ $``$ $`{\displaystyle \frac{\mathrm{}^2}{2m_{eff}}}{\displaystyle _{\mathrm{}}^+\mathrm{}}\psi ^{}(z){\displaystyle \frac{d^2}{dz^2}}\psi (z)𝑑z`$ (2) $`+`$ $`\lambda _r{\displaystyle _{\mathrm{}}^+\mathrm{}}\psi ^{}(z)\psi (z)ϵ_r(z)𝑑z`$ (3) $`+`$ $`\lambda _z{\displaystyle _{\mathrm{}}^+\mathrm{}}\psi ^{}(z)\psi (z)ϵ_z(z)𝑑z`$ (4) $`+`$ $`{\displaystyle \frac{k_r}{2}}{\displaystyle _{\mathrm{}}^+\mathrm{}}ϵ_r^2(z)𝑑z+{\displaystyle \frac{k_z}{2}}{\displaystyle _{\mathrm{}}^+\mathrm{}}ϵ_z^2(z)𝑑z`$ (5) $`+`$ $`k_{rz}{\displaystyle _{\mathrm{}}^+\mathrm{}}ϵ_r(z)ϵ_z(z)𝑑z,`$ (6) where $`\psi (z)`$ is the electronic wavefunction and $`m_{eff}`$ is the electron effective mass; $`k_{r,z}`$ and $`\lambda _{r,z}`$ are the effective spring constants per unit length and the electron-phonon coupling constants relative to the purely radial ($`r`$) and purely axial ($`z`$) strains; $`k_{rz}`$ is the spring constant relative to coupled radial and axial strains. Minimizing (6) with respect to $`\psi ^{}`$ and $`ϵ_{r,z}`$ leads to the following expressions for the axial and radial strains: $$ϵ_{r,z}=\frac{\lambda _{z,r}k_{rz}\lambda _{r,z}k_{z,r)}}{k_rk_zk_{rz}^2}\psi ^{}\psi =C_{r,z}\psi ^{}\psi $$ (7) and to the nonlinear Schrödinger equation $$\left[\frac{d^2}{dz^2}\stackrel{~}{C}\psi ^{}(z)\psi (z)\right]\psi (z)=\stackrel{~}{\epsilon }\psi (z)$$ (8) with $`\stackrel{~}{C}=(2m_{eff}/\mathrm{}^2)(\lambda _rC_r+\lambda _zC_z)`$. Eq. (8) admits the following bound normalized solution: $$\psi (z)=\sqrt{\frac{a}{2}}\text{sech}(az),$$ (9) where the inverse polaron length, $`a`$, and its binding energy, $`\epsilon =\mathrm{}^2\stackrel{~}{\epsilon }/2m_{eff}`$, are given by $$a=\frac{\stackrel{~}{C}}{4};\epsilon =\frac{\mathrm{}^2}{2m_{eff}}\frac{\stackrel{~}{C}^2}{16}.$$ (10) The resulting maximum axial and radial distortions are $`ϵ_{r,z}^{max}=aC_{r,z}/2`$. The polaron mass can be estimated using a semi-classical description of the electron motion. Assuming that the polaron propagates with velocity $`v_{pol}`$ without changing its characteristic shape, we write the total kinetic energy of the electron-lattice system as the sum of the energy of an electron propagating in the conduction band with velocity $`v_{pol}`$ plus the kinetic energy of the ions due to the propagation of the polaron: $$T_{pol}=T_e+T_{ions}=\frac{1}{2}m_{eff}v_{pol}^2+T_{ions}=\frac{1}{2}m_{pol}v_{pol}^2.$$ (11) Both radial and axial components of the ionic velocities contribute to the ionic kinetic energy: $`T_{ions}`$ $`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle \underset{ions}{}}M_i\left[R_0^2\left({\displaystyle \frac{ϵ_r}{t}}\right)^2+\mathrm{}_0^2\left({\displaystyle \frac{ϵ_z}{t}}\right)^2\right]`$ (12) $`=`$ $`{\displaystyle \frac{1}{2}}\sigma v_{pol}^2{\displaystyle _{\mathrm{}}^+\mathrm{}}𝑑z\left[R_0^2\left({\displaystyle \frac{ϵ_r}{z}}\right)^2+\mathrm{}_0^2\left({\displaystyle \frac{ϵ_z}{z}}\right)^2\right]`$ (13) where $`M_i`$ is the ionic mass and $`\sigma `$ is the linear mass density of the CNT. Using Eqs. (7) and (9), we obtain the polaron mass: $$\frac{m_{pol}}{m_{eff}}=1+\frac{2\sigma a\stackrel{~}{C}^2}{15m_{eff}}\left[\left(\frac{R_0C_r}{2}\right)^2+\left(\frac{\mathrm{}_0C_z}{2}\right)^2\right]$$ (14) Exactly the same results are obtained for an extra hole in the valence band, with a reversed sign in the definition of $`\lambda `$, as discussed below. All quantities defined above are functions only of $`k_{r,z,rz}`$, $`\lambda _{r,z}`$, $`m_{eff}`$, $`R_0`$, $`\mathrm{}_0`$ and $`\sigma `$. We determine $`R_0`$, $`\mathrm{}_0`$ and $`\sigma `$ from the CNT optimized geometry, and $`m_{eff}`$ is taken from tight- binding (TB) calculations with a hopping parameter of $`\gamma _0=3.03`$ eV. We obtain $`k_{r,z,rz}`$ and $`\lambda _{r,z}`$ from ab initio calculations. Our calculations are performed using the SIESTA code, a numerical-atomic-orbital method based on density functional theory. This technique has been successfully applied to a number of studies involving nanotubes . We use a generalized gradient approximation for exchange and correlation and norm conserving pseudopotentials. A split-valence double-$`\zeta `$ basis of pseudoatomic orbitals with an orbital confining energy of 0.3 eV and an energy cutoff of 300 Ry for the fast Fourier transform integration mesh are used. In order to probe the dependence of polaron properties on CNT geometry, we perform calculations for (11,0) and (7,0) zigzag nanotubes. These are within the range of recently reported experimental values for nanotube diameters . The k-point sampling is composed of six k-points in the CNT axis direction, which allows us to use a minimal hexagonal supercell of 44 atoms for a (11,0) CNT and 28 atoms for a (7,0) CNT. The in-plane lattice parameter was chosen to be large enough (30 Å) to ensure that there is negligible interaction between periodic CNT images. The calculations are performed for uniformly distorted neutral CNTs. Then $`ϵ_r`$ and $`ϵ_z`$ become independent of $`z`$ and the change in total energy per unit cell can be written as $$\mathrm{\Delta }E_{tot}=\mathrm{}_0\left(\frac{1}{2}k_rϵ_r^2+\frac{1}{2}k_zϵ_z^2+k_rzϵ_rϵ_z\right).$$ (15) We vary the CNT radius while keeping $`ϵ_z=0`$, and we vary the CNT unit cell length while keeping $`ϵ_r=0`$: $`k_r`$ and $`k_z`$ are obtained, respectively, from the curvature on the $`\mathrm{\Delta }E_{tot}`$ vs. $`ϵ_{r,z}`$ plots, as shown in Fig. 1(a) for the (7,0) CNT and in Fig. 1 (b) for the (11,0) CNT. Then, by relaxing the unit cell length for a given nonzero value of the radial strain $`ϵ_r`$, $`k_{rz}`$ is obtained. The resulting values for $`k_r`$, $`k_z`$ and $`k_{rz}`$ for both (11,0) and (7,0) CNTs are shown in Table I. The electron-phonon coupling constants for electrons (holes), $`\lambda _{r,z}^{e(h)}`$, are obtained from the linear variation in the conduction (valence) band edge energies for a given strain energy $`ϵ_{r,z}`$: $$\mathrm{\Delta }E_{r,z}^{e(h)}=\pm \lambda _{r,z}^{e(h)}ϵ_{r,z},$$ (16) where the positive sign is for electrons and the negative sign is for holes. Plots for $`\mathrm{\Delta }E_{r,z}^{e(h)}`$ for both (11,0) and (7,0) CNTs are shown in Figs. 2(a) and (b), respectively. Values for all electron-phonon coupling constants are displayed in Table I. The calculated polaron signatures (lengths, binding energies, masses and maximum distortions) calculated from the ab initio elastic and electron-phonon constants are also presented in Table I. The differences between the results for the (11,0) and (7,0) tubes allow us to anticipate a rich dependence on the CNT’s diameter and chirality. This dependence can be understood as a superposition of two contributions: a “classical” and a “quantum” contribution. The “classical” contribution comes simply from the dependence of the elastic constants on the CNT’s diameter. From Table I, one sees that all elastic constants are smaller for the thinner (7,0) CNT. This effect can be understood in simple terms by considering CNTs with different diameters where the same percentual radial distortion is applied. Each bond in the CNTs’ zigzag chains will be deformed by the same amount, but the thinner CNTs have less bonds along the chain. Considering the elastic energy to be proportional to the number of deformed bonds, the thinner CNTs will have smaller $`k`$’s. A similar argument applies to the axial elastic constants. So, considering this “classical” argument alone, one would expect stronger polaron signatures for thinner CNTs. The “quantum” contribution comes from the different possible signs and magnitudes of the electron-phonon coupling constants $`\lambda _{r,z}^{e(h)}`$. As one sees from Table I, it is difficult to identify simple trends of the $`\lambda `$’s with geometry. Simpler TB models predict a constant value of $`\lambda `$ for zig-zag tubes under uniaxial strain . This is probably an effect of curvature and rehybridization of $`\sigma \pi `$ orbitals in small-diameter CNTs, which are generally neglected in TB calculations. Analysis of polaron signatures in Table I might suggest that the observation of polarons in CNTs would be very difficult. Although we have not attempted to reach particular combinations of chirality and carrier type to achieve the strongest polaron signatures, the studied examples yield binding energies at most $`0.3`$ meV, and the largest polaron mass $`0.2\%`$ larger than the free electron mass for the hole polaron in the (7,0) CNT. However, these are signatures for a single polaron. The situation changes completely when we consider collective polaron effects. One example is the CNT length variation due to polarons. The total length variation on an CNT caused by the presence of a single polaron is: $$\mathrm{\Delta }\mathrm{}^{(1)}=_{\mathrm{}}^{\mathrm{}}𝑑zϵ_z(z)=C_z$$ (17) For the hole polaron in the (7,0) CNT, $`C_z=0.02`$ Å. Therefore, a modest number of 500 polarons would cause a sizeable 10 Å variation in the nanotube length, large enough to be observed, for instance, in AFM or STM experiments where CNTs are used as probes. A related quantity is the strain- charge coefficient (SCC), $$\frac{\mathrm{\Delta }\mathrm{}/\mathrm{}}{\mathrm{\Delta }y}=\frac{N\mathrm{\Delta }\mathrm{}^{(1)}}{\mathrm{}_0}=\frac{NC_z}{\mathrm{}_0},$$ (18) where $`\mathrm{\Delta }\mathrm{}/\mathrm{}`$ is the fractional change in length caused by a $`\mathrm{\Delta }y`$ change in the concentration of injected charge per carbon atom and $`N`$ is the number of atoms in the unit cell. Our calculated values for the SCC are also presented in Table I. They are comparable to the experimentally measured values of 0.17 (for low charge injection) in the context of electro-mechanical actuation in CNTs . This suggests that polaron formation may contribute significantly to the observed actuation, although it may not be the only driving mechanism, since experiments are usually undertaken in much more complex environments where inter-tube interactions and other collective effects may be important. Opto-mechanical effects in CNTs have also been observed . Our results allow us to predict strong or weak axial distortions as an elastic response to light, depending on the signs of $`C_z`$ for electrons and holes. Consider, for instance, electron-hole pairs generated by light in (11,0) and (7,0) CNTs. From the signs of $`C_z`$ (the same signs of $`ϵ_z^{max}`$ in Table I), we can see that an electron polaron causes an axial expansion in both (11,0) and (7,0) CNTs. On the other hand, a hole polaron causes an expansion in the (11,0) and a contraction in the (7,0). Therefore, for the (11,0) CNT, the axial mechanical effects of the electron and hole will add up and the CNT will have a strong elastic response to light. On the other hand, electron and hole strains will partly cancel out in the (7,0) CNT, leading to weaker opto-mechanical effects. In conclusion, we predict the existence of polarons in semiconducting CNTs. Polaron properties are estimated from ab initio total-energy calculations for neutral uniformly distorted CNTs within a continuum approach. The complex dependence of polaron signatures on CNT chirality is understood as a combination of classical (elastic) and quantum effects. We show that collective polaron effects may have implications in the context of recently observed electro-mechanical and opto-mechanical activities in CNTs. In particular, we predict the existence of two types of nanotubes regarding their elastic response (strong or weak) to light. A quantitative description of these effects should involve inclusion of collective behavior, inter-tube interactions and electrostatic interactions between electrons and holes should be taken into account into the model calculations. ###### Acknowledgements. We acknowledge fruitful discussions with M. S. C. Mazzoni. This work is partially supported by Brazilian agencies Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq), Fundação Universitária José Bonifácio (FUJB), Programa de Núcleos de Excelência (PRONEX-MCT), Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES) and Fundação de Amparo à Pesquisa do Rio de Janeiro (FAPERJ).
warning/0007/astro-ph0007022.html	ar5iv	text	# An Early-Time Infrared and Optical Study of the Type Ia Supernova 1998bu in M 96 ## 1 Introduction Supernova 1998bu appeared in the Leo I group Sab galaxy M 96 (NGC 3368) and was discovered by Mirko Villi (1998) on May 9.9 UT at a magnitude of about +13 (unfiltered CCD), 10 days before maximum blue light, t<sub>Bmax</sub>=May 19.8$`\pm `$0.5 UT (see below). It is located in one of the spiral arms and has an offset of 4”.3E, 55”.3N from M 96’s nucleus (Villi 1998). The supernova was identified by Ayani et al. (1998) and Meikle et al. (1998) as being of type Ia. Its position is RA: 10h 46m 45.95s, Dec:+11<sup>o</sup> 50’ 07.1” (2000.0). This position was determined by us, using a V-band image taken with the Wide Field Camera of the Isaac Newton Telescope. Our value agrees with the positions reported by Nakano & Aoki (1998) and Boschini (1998) to within 1.”2. An $`R`$-band image of SN 1998bu is shown in Figure 1. A pre-discovery observation on May 3.14 UT was reported by Faranda & Skiff (1998). This was about 16.5 days before t<sub>Bmax</sub> making it one of the earliest ever observations of a type Ia supernova (Riess et al. 1999). The Faranda & Skiff measurement was made with an unfiltered CCD, and converts to magnitude increments relative to the B and V maxima of +4.65$`\pm `$0.18 and +4.75$`\pm `$0.15 respectively (Riess et al. 1999). These are the largest magnitude increments ever measured for the rising portion of a type Ia event. Riess et al. (1999) estimate a B-band rise-time of 19.5$`\pm `$0.2 days for a typical SN Ia. This implies an explosion date for SN 1998bu of 1998 April 30.2$`\pm `$0.5 UT. An important aspect of the discovery of this supernova is that HST images already exist for its parent galaxy M 96. Thus, Cepheids found in these images can be used to find its distance. Tanvir et al. (1995) obtained a distance modulus of $`30.32\pm 0.15`$. Addition of the 0.05 mag “long-vs-short exposure” correction (Casertano & Mutchler 1998; Gibson et al. 2000) increases this to $`30.37\pm 0.16`$. This is the value included in Parodi et al.’s (2000) estimate of $`H_0`$ based on SN Ia observations. However, Tanvir et al. (1999) have revised their estimate using a larger number of Cepheids (16 as against 7) in M 96 and applying a correction for metallicity differences between the LMC and M 96. They obtain $`30.25\pm 0.18`$. Gibson et al. (2000) use 11 Cepheids in M 96 to find its distance. Including their “typical correction factor” of +0.07 mag for metallicity difference between their six principal host galaxies and the LMC, they obtain a modulus of $`30.27\pm 0.10_{rand.}\pm 0.16_{sys.}`$ for M 96. This is in good agreement with Tanvir et al. (1999). In this paper, we adopt the distance modulus of Tanvir et al. viz. $`30.25\pm 0.18`$ or a distance of $`11.2\pm 1.0`$ Mpc. SN 1998bu is one of the closest type Ia’s of modern times, as well as being observed from an exceptionally early epoch. We note that Feldmeier et al. (1997) estimated the M 96 distance modulus using the Planetary Nebula Luminosity Function Method (PNLF) and found a significantly smaller distance modulus of $`29.91\pm 0.13`$. However, Ferrarese et al. (2000) have commented on the tendency of the PNLF method to produce systematically shorter distances than does the use of Cepheids (or, indeed, the use of the Tip of the Red Giant Branch method or the Surface Brightness Fluctuation method). We therefore do not make use of the Feldmeier et al. value. Type Ia SNe are increasingly recognized as being among the most reliable indicators of cosmological distances (cf. Hamuy et al. 1996, Riess et al. 1996, Perlmutter et al. 1997). However, calibration of the zero point requires nearby, well-observed SNe Ia at accurately known distances. Such events are quite rare, but SN 1998bu is one such example. A number of major studies of this event have been carried out. Suntzeff et al. (1999) gave a detailed description and analysis of the optical light curves acquired at the Cerro Tololo Inter-American Observatory (CTIO) and Las Campanas Observatory (LCO). Jha et al. (1999) presented and discussed optical and infrared photometry and spectroscopy of the event acquired at a number of telescopes. In this paper, we describe IR and optical observations of SN 1998bu obtained at several telescopes. A preliminary report of this work is presented in Meikle & Hernandez (2000). In Section 2 we describe our optical and infrared photometry and spectroscopy, plus optical polarimetry of SN 1998bu. In Section 3 the spectra and light curves are discussed. In Section 4 correction for extinction is determined and the peak absolute magnitudes for SN 1998bu are deduced. We use them to give a value for $`H_0`$. A brief summary is given in Section 5. ## 2 Observations ### 2.1 Optical Photometry Shortly after the discovery of SN 1998bu we began a programme of $`UBVRI`$ imaging. Most of the data were obtained using the 82 cm Instituto de Astrofisica de Canarias Telescope (IAC80) on Tenerife, and the 1.0 m Jacobus Kapteyn Telescope (JKT) at La Palma Observatory. Some additional photometry was obtained at the 2.56 m Nordic Optical Telescope (NOT) (La Palma) and the 3.5 m Wyoming-Indiana-Yale-NOAO telescope (WIYN) at Kitt Peak. The earliest image was taken on May 13th (JD 2450947.43) at –5 days i.e. 5 days before the epoch of maximum blue light, t<sub>Bmax</sub>. The first season optical photometry presented here spans 53 days. The IAC80 observations were acquired with its $`1024\times 1024`$ CCD camera (scale=0.”433/pixel, fov=$`7.3\times 7.3`$ arcmin.). Its $`BVRI`$ central wavelengths are 4500, 5250, 6000 and 8800 Å. The JKT observations were obtained using its $`1024\times 1024`$ CCD camera (plate scale=0.”331/pixel, fov=$`5.6\times 5.6`$ arcmin.). Its $`UBVRI`$ filter transmission characteristics are very close to those of Johnson-Cousins. The central wavelengths are, respectively, 3600, 4350, 5350, 6450 and 8400 Å. The WIYN photometry was obtained with a $`2048\times 2048`$ CCD (scale=0.195”/pix, fov=$`6.5\times 6.5`$ arcmin.) and $`UBVRI`$ filters centred at 3584, 4327, 5448, 6461 and 8387 Å respectively. At the NOT, TURPOL was used to obtain photopolarimetry in $`BVRI`$, with central wavelengths at 4400, 5300, 5900, and 8300 Å. IAC80 data were reduced at the IAC using IRAF software. The reduction steps included bias-subtraction, flat-fielding and correction for bad pixels by interpolation. The reduction of the data from the NOT is described in Oudmaijer et al. (2000). Data from the other telescopes were reduced at Imperial College using the Starlink package CCDPACK to carry out the standard procedures of de-biassing, flat-fielding and bad-pixel and cosmic-ray removal. Aperture photometry was then carried out. The flux from the supernova or standard stars was measured in a circular aperture. The background was estimated and subtracted using an annulus concentric with the central aperture. The annulus inner and outer radii were respectively $`\times `$1.5 and $`\times `$2.5 that of the central aperture. For a given night and telescope, the central aperture was selected to have a diameter equal to four times the FWHM of a typical stellar image. Owing to its spatial variation, particular care had to be taken in estimating and subtracting the background from the host galaxy. To check this, we examined $`VRI`$ images of M 96 taken by N. Tanvir with the INT in 1994. We found that variation of the aperture annulus radius from $``$10” to $``$20”, centred on the supernova position, would affect the supernova instrumental magnitudes presented here by no more than 0.01 mag. Instrumental magnitudes were then obtained using the Starlink PHOTOM package. Photometry was performed in two steps. First, the supernova magnitudes relative to comparison field stars were measured. The comparison stars were then calibrated against Landolt field stars. The comparison stars are identified as CS1, CS2, CS3, CS4 and CS5 in Figure 1. At least three of these were usually available on a given frame. For the IAC80 observations, colour-corrected magnitude differences between the comparison stars and SN 1998bu were obtained using the canonical equations (1) viz.: $`\mathrm{\Delta }b=\mathrm{\Delta }b_o+C_b\mathrm{\Delta }(b_ov_o)`$ $`\mathrm{\Delta }v=\mathrm{\Delta }v_o+C_v\mathrm{\Delta }(b_ov_o)`$ $`(1)`$ $`\mathrm{\Delta }r=\mathrm{\Delta }r_o+C_r\mathrm{\Delta }(v_or_o)`$ $`\mathrm{\Delta }i=\mathrm{\Delta }i_o+C_i\mathrm{\Delta }(r_oi_o)`$ where $`\mathrm{\Delta }b_o`$, $`\mathrm{\Delta }v_o`$, $`\mathrm{\Delta }r_o`$, $`\mathrm{\Delta }i_o`$ are the instrumental magnitude differences between a comparison star and the supernova, $`\mathrm{\Delta }(b_ov_o)`$, $`\mathrm{\Delta }(v_or_o)`$, $`\mathrm{\Delta }(r_oi_o)`$ are the colour differences, and $`C_b`$, $`C_v`$, $`C_r`$, $`C_i`$ are the colour coefficients, derived below using the procedures of Hardie (1962). No airmass term appears since, for any frame, the comparison stars and supernova were observed at essentially the same airmass. The comparison stars were calibrated in $`BVRI`$ using standard Landolt (1992) fields. The observations for this were carried out with the IAC80 on 1999 June 13. The colour correction coefficients were also derived from these data using IRAF’s PHOTCAL package. The respective values for ($`C_b`$, $`C_v`$, $`C_r`$, $`C_i`$) were (0.022$`\pm `$0.010, 0.014$`\pm `$0.007, 0.036$`\pm `$0.015, 0.075$`\pm `$0.020). These values agree well with those shown in the IAC80 web-page (http://www.iac.es/telescopes/iac80/instrumentacion.html#color). For the WIYN observations, calibration of the comparison stars in $`VRI`$ was carried out using Landolt standards observed at the WIYN telescope on 1998 June 5. Similar procedures were used as for the IAC80 calibrations. However, no Landolt standards were observed in $`U`$ or $`B`$. Therefore we used a modified version of equations (1) viz.: $`\mathrm{\Delta }v=\mathrm{\Delta }v_o+C_v^{}\mathrm{\Delta }(v_or_o)`$ $`\mathrm{\Delta }r=\mathrm{\Delta }r_o+C_r^{}\mathrm{\Delta }(v_or_o)`$ $`(2)`$ $`\mathrm{\Delta }i=\mathrm{\Delta }i_o+C_i^{}\mathrm{\Delta }(r_oi_o)`$ Values for ($`C_v^{}`$, $`C_r^{}`$, $`C_i^{}`$) were found to be (0.002$`\pm `$0.008, -0.014$`\pm `$0.018, 0.073$`\pm `$0.028). The $`VRI`$ comparison star magnitudes obtained from the IAC80 and WIYN all agreed to within the errors, and so the weighted mean values from these telescopes were adopted. The $`BVRI`$ comparison star magnitudes are shown in Table 1. Unfortunately, in the case of the JKT the observations that were obtained of standard star fields did not span an adequate colour range. Moreover, the constraints of scheduled JKT observers meant that often only two or three filters were available, and in a variety of combinations. In view of this, we did not carry out colour corrections for the JKT data. Colour correction procedures, such as those described above, can alter the magnitude by as much as 0.1, with the $`U`$ and $`B`$ filters usually being the most sensitive to this effect. However, since our SN 1998bu magnitudes were obtained by averaging the values obtained relative to comparison stars of different colour indices, we expect the error due to inadequate colour correction to be small. Nevertheless, for such cases, we have increased the uncertainty to $`\pm `$0.075. We then used the calibrated magnitudes of the comparison stars (Table 1) to transform the colour-corrected differences from equations (1) or (2) into apparent magnitudes for SN1998bu using equations (3) viz.: $`B_{sn}=B_{cs}\mathrm{\Delta }b`$ $`V_{sn}=V_{cs}\mathrm{\Delta }v`$ $`(3)`$ $`R_{sn}=R_{cs}\mathrm{\Delta }r`$ $`I_{sn}=I_{cs}\mathrm{\Delta }i`$ Only a few $`U`$-band measurements were obtained. Moreover, due to the lack of observations of standard stars in this band, we had to indirectly calibrate the comparison stars. To achieve this, we used average $`U`$-band magnitudes for these stars from Jha et al. (1999) and Suntzeff et al. (1999). Given the larger uncertainties in this procedure we estimate a precision of no better than $`\pm `$ 0.1 in the $`U`$-band apparent magnitudes of SN1998bu. Thus, at a given epoch and telescope, for each available comparison star a set of magnitudes was calculated for SN 1998bu. The weighted mean magnitude in each band was then obtained. These are listed in Table 2. ### 2.2 Infrared Photometry SN 1998bu yielded one of the earliest sets of near-IR photometry ever obtained for a supernova. Indeed, this is the first time that IR photometry for a normal type Ia event has been acquired before t<sub>Bmax</sub>. The earliest IR observation was by Mayya & Puerari (1998) who acquired JHK photometry at –8.4 days using the Observatorio Astronomico Nacional 2.1-m telescope (+CAMILA/NICMOS 3 camera) at San Pedro Martir, Mexico. During the first season of SN 1998bu observations, IR photometry was acquired at a number of telescopes. Some of these data have been published in Jha et al. (1999). Preliminary IR light curves were also displayed in Meikle & Hernandez (2000). Here, we present a description of IR photometry carried out at 1.5m Telescopio “Carlos Sanchez” (TCS), Tenerife, the University of Hawaii 2.2m Telescope (UH2.2), Hawaii, the 3.8m United Kingdom Infrared Telescope (UKIRT), Hawaii and the 4.2m William Herschel Telescope (WHT), La Palma. The data are presented in Table 3. All the TCS data were taken with the CVF IR photometer. The photometric system has been accurately characterized (Alonso et al., 1994) and is very similar to the UKIRT system. For the four epochs in which the observations were carried out, a 20 arcsec. aperture and a chop throw of about 35 arcsec. at 6.7 Hz were employed. Conditions were judged to be photometric on all four nights, and that the photometry accuracy was no worse than $`\pm `$3%. The data were reduced using the IAC data reduction program TCSPHOT. Absolute calibration was by means of repeat measurements of a sequence of standard stars at a range of air-masses. The stars were BS3304, BS4039, BS4883, BS5384, BS5423A and BS6538A. Error estimates are based on the statistical error in the measurement of the supernova together with a smaller contribution from the measurement of the calibration sources. TCS observations were also made on 2 successive nights by the EXtra-solar Planet Observational Research Team (EXPORT) during the 1998 international time of the Canary Islands Observatories. The UH2.2 observations were made with the QUIRC camera, which contains a 1024x1024 HgCdTe array. The plate scale is 0.189”/pixel. A 7 point dither pattern was used, chopping to sky after each individual exposure. Sky frames and flat fields were made from these offset sky fields. The airmass ranged between 1.2 and 1.3. The night was photometric, and observations of the following standard stars were made to compute the magnitudes: FS21, FS23, FS27, and FS35. The magnitudes of the FS stars (as well as the additional stars in the fields of FS23 and FS35) given by Hunt et al. (1998) were used for transforming between instrumental and intrinsic magnitudes. Instrumental magnitudes were computed using an aperture of 15 pixels in radius, with a background aperture of 20–30 pixels. The seeing was typically 0.7–0.8”. The UKIRT observations were made with the IRCAM3 camera which uses a 256x256 InSb array. The plate scale was 0.286”/pixel and the seeing was typically 1.5”. The WHT observations were made with the WHIRCAM camera which also uses a 256x256 InSb array. The plate scale is 0.240”/pixel and the seeing was typically 0.8-0.9”. For both the UKIRT and WHT observations a 5 point dither pattern was used. The data were reduced using the package IRCAMDR (Aspin 1996). Calibration of the UKIRT data was by means of the standard stars HD84800 (19 May) and FS20 (26 May), and the WHT data by means of FS25. For the UKIRT and WHT images, instrumental magnitudes were computed by increasing the aperture size until the supernova to standard ratio converged to a constant value ($`\pm `$1%). This was usually attained for aperture radii of 10–15 pixels. ### 2.3 Polarimetry During the nights of 15-17 May 1998, $`UBVRI`$ polarimetric observations were taken of SN 1998bu using the Turpol instrument, mounted on the 2.5 m Nordic Optical Telescope (NOT), La Palma, Spain. The observations were carried out by EXPORT members and data-reduction are discussed in detail in Oudmaijer et al. (2000). The light from the direction of SN 1998bu was relatively strongly polarized (see Table 4). We wish to decide whether the polarization is intrinsic to the source, due to Galactic dust extinction, or extinction within M 96 itself. Time-variability in the polarization would have proven that it was intrinsic to the source, but no variation was detected over the three nights. Field stars near to M 96 showed little degree of polarization. This is consistent with the dust maps of Schlegel et al. (1998) which indicate that the extinction contribution from our Galaxy is small. It appears, therefore, that most of the polarization must have been produced within M 96. This is important, since the polarization as a function of wavelength behaved similarly to that seen for normal interstellar polarization i.e. the data follow the Serkoswki model (R. Oudmaijer, personal communication). This indicates that the ISM of M 96 is somewhat similar to that of the Milky Way. In Section 3, we show that SN 1998bu is highly reddened and that most of this reddening probably arises from dust extinction within M 96. It therefore seems likely that observed polarization is associated with interstellar material within M 96. ### 2.4 Optical Spectroscopy Optical spectroscopy was acquired using the ISIS spectrograph of the William Herschel Telescope (WHT), the IDS spectrograph of the Isaac Newton Telescope (INT) and the Hydra spectrograph of the Wisconsin-Indiana-Yale-NOAO Telescope (WIYN). The log of observations is given in Table 5. The spectra were reduced by means of the package FIGARO (Shortridge et al., 1995). Debiasing and flat-fielding were carried out in the usual manner. Wavelength calibration was by means of arc lamp spectra, and the uncertainty was typically less than $`\pm `$1 Å. The spectra were relatively fluxed by comparison with the flux standard Feige 34. However, absolute fluxing was more difficult owing to variable observing conditions which resulted in uncertain amounts of vignetting of the target and standard by the slit. To correct for this systematic error, we used the $`BVR`$ magnitudes obtained from the JKT images. Transmission functions for the $`B`$, $`V`$ and $`R`$ bands were constructed by multiplying the JKT filter functions by the CCD response and the standard La Palma atmospheric transmission function. The relatively-fluxed spectra were then multiplied by the net transmission functions, and the resulting total flux within each band compared with JKT-derived magnitudes corresponding to the same epochs. Thus, correction (scaling) factors were obtained for each spectrum. Apart from the earliest spectrum (–6.8 d), $`BVR`$ magnitudes corresponding to the spectroscopy epochs were obtained either from actual simultaneous observations or by interpolation within the JKT data. Fluxing of the –6.8 d spectrum was less certain as it was obtained 2 days before the earliest JKT photometry point. We therefore used photometry gleaned from the IAU circulars and from Suntzeff et al. (1999) and Jha et al. (1999) to estimate the $`BVR`$ magnitudes at –6.8 d. Scaling factors ranged from $`\times `$0.83 to $`\times `$2.23. The scaling factor closest to unity ($`\times `$0.94) was for the –3.8 d spectrum. This was expected since the flux scale for this spectrum had already been corrected using a low-resolution spectrum taken through a very wide (7 arcsec.) slit. For a given epoch, the scaling factors for each band agreed to within $`\pm `$5% demonstrating good internal consistency for the procedure. The relatively-fluxed spectra were therefore multiplied by the geometric mean of the scaling factors for each epoch. Including the uncertainty in the photometry, we estimate that the fluxing accuracy is better than $`\pm `$10% except for –6.8 d where the error is probably closer to $`\pm `$15%. The optical spectra are shown in Figure 2. The –6.8 d spectrum is the earliest reported for SN 1998bu. ### 2.5 Infrared Spectroscopy IR spectroscopy at UKIRT was obtained on 1998 June 24.2 UT (+35.5 d) using CGS4, its 40 l/mm grating and a 0.61” (1 pixel) wide slit (see Table 5). The spectra were sampled every 1/2 pixel; the resolution of the spectrometer was approximately 370 km/s in the $`IJ`$-bands and 450 km/s in the $`H`$ band. During the observations the telescope was nodded 7.5 arcsec. along the slit. The spectra were reduced using the standard procedures of the package FIGARO, including optimal extraction (Horne, 1986). Wavelength calibration was by means of an arc spectrum, and is judged to be accurate to better than 2 Å in the IJ-bands and 3 Å in the H-band. Relative fluxing was by comparison with spectra of BS 4281 ($`IJ`$-bands) and BS 4079 ($`H`$-band). For BS 4281 (F5V) we assumed $`J`$=+5.845 and a temperature of 6540 K. For BS 4079 (F6V) we assumed $`J`$=+5.770 and a temperature of 6450 K. Final absolute fluxing was achieved using the composite $`J`$\- and $`H`$-band light curves described in section 3.2. From these we obtain $`J=+13.18\pm 0.10`$ and $`H=+12.24\pm 0.10`$ at the epoch of the IR spectra. Magnitudes were then derived from the IR spectra using the combined filter passband plus atmospheric transmission response functions provided on the UKIRT web pages together with the absolute spectrum of Vega. On comparison with the light curve-derived values it was found that the spectrum-derived magnitudes were too faint by factors of $`\times `$1.02 in $`J`$ and $`\times `$1.23 in $`H`$. The fluxes of the spectra were therefore multiplied by these factors. The $`I`$-band spectrum overlapped the $`J`$-band spectrum in the 10,000–11,000 Å region. We multiplied the $`I`$-band flux by $`\times `$1.14 to bring it into agreement with the $`J`$-band. We believe the final fluxing is accurate to $`\pm `$15%. The IR spectrum is displayed in Figure 3. It spans 8,175–20,966 Å. (The short wavelength coverage of CGS4 now overlaps the typical long wavelength limit of optical spectrographs, providing access to the poorly explored 0.9–1.0 $`\mu `$m region.) ## 3 Results ### 3.1 Spectra #### 3.1.1 Optical Spectra The optical spectra demonstrate that SN 1998bu was a spectroscopically normal, but highly reddened type Ia supernova. This is illustrated in Figure 4 where we compare the spectra of SN 1998bu at maximum light with those of the normal type Ia SNe 1981B (Branch et al., 1983) and 1994D (Meikle et al., 1996). The three spectra are quite similar. The main difference is due to the greater reddening of SN 1998bu (see below). Redward of 5000 Å, SN 1998bu and SN 1981B have greater similarity, although the calcium triplet absorption around 8250 Å is considerably deeper in SN 1981B. At shorter wavelengths the fine structure of the SN 1998bu spectrum are generally closer in appearance to those of SN 1994D. Jha et al. (1999) pointed out the existence of an unidentified absorption feature blueward of the CaII H & K absorption, and suggested it could be due to silicon or calcium. This feature is clearly visible at $``$3,700 Å in all the SN 1998bu spectra up to $`t_{Bmax}`$, including the first spectrum at -6.8d (Figure 2). The feature is not present in the maximum light spectrum of SN 1981B but is very strong in SN 1994D at the same epoch (Figure 4). However, later spectra (day +9 (Jha et al.; day +11.5 (this work)) show the feature has weakened considerably. By day +19.2d it has essentially vanished. #### 3.1.2 Infrared Spectrum The strong P Cygni feature at 8,175–8,700 Å is due to the calcium triplet (Filippenko 1997). At $``$10,000 Å there is a particularly prominent, isolated feature. In the rest frame of the host galaxy the feature peaks at 9950$`\pm `$150 Å and has a FWHM equivalent to $``$8,000 km/s. If we interpret the trough to the blueward side as being the absorption component of a P-Cygni profile then the blueshift of the trough is 8,170$`\pm `$570 km/s. P. Höflich (private communication) suggests that this line can be identified with the very strong Fe II z<sup>4</sup>F<sub>4</sub>–b<sup>4</sup>G<sub>5</sub> 9,997.56 Å line. This line is predicted in some of the model spectra of Wheeler et al. (1998). Between 10,000 and 12,000 Å, SN 1998bu exhibits the dramatic drop responsible for the typical red J–H colour of type Ia events at this time. Many of the other features in the IR spectrum are probably due to singly and doubly-ionized cobalt and iron (Bowers et al. 1997). In Figures 5 & 6 we compare the IR spectrum of SN 1998bu with those of other SN Ias over a range of epochs (Bowers et al. 1997). The spectrum nearest in epoch to the SN 1998bu +35.5 d spectrum is the +40 d spectrum of SN 1992G. The two spectra are similar. It can be seen that the prominent Fe II feature at $``$10,000 Å is quite common in early time type Ia events, and persists from as early as +20 days to as late as +60 days. However, by +92 days the feature appears to weaken. It could prove to be a valuable line for determination of both abundance and velocity distribution (P. Höflich, private communication.) ### 3.2 Light Curves #### 3.2.1 Optical Light Curves The optical photometry (Table 2) is plotted as light curves in Figure 7. The shapes of the light curves are typical for a normal type Ia supernova, and agree with those presented by Suntzeff et al. (1999) and Jha et al. (1999). The $`BRI`$ magnitudes and epochs at maximum light were estimated by fitting low order polynomials. In the $`V`$ band, the light curve is not well sampled around maximum. We therefore fitted the $`V`$ template of Leibundgut (1988) to find the epoch of maximum light in this band. The values are shown in Table 6. Maximum light in the $`B`$-band occurred on May 19.8$`\pm `$0.5 days (UT) and we adopt this as the fiducial t<sub>Bmax</sub>=0 days. Suntzeff et al. (1999) found t<sub>Bmax</sub> to be on May 19.4$`\pm `$0.5 (UT) and Jha et al. obtained May 19.3$`\pm `$0.8 days. Thus all three estimates agree to within the uncertainties. From our $`B`$-band light curve we find the decline rate parameter $`\mathrm{\Delta }`$$`m_{15}`$(B)=1.06$`\pm `$0.05. This is consistent with the observed values yielded by the $`B`$-band light curves of Suntzeff et al. (1999) and Jha et al. (1999). Phillips et al. (1999) point out that the decline rate is a weak function of extinction. In their Equ. 6 they provide a correction relation which we find yields a correction of +0.03 for SN 1998bu (see also section 3.4). We therefore adopt $`\mathrm{\Delta }`$$`m_{15}`$(B)=1.09$`\pm `$0.05. The $`VRI`$ fluxes peaked at, respectively, $`+1.7\pm 1.1`$ d, $`+0.3\pm 0.7`$ d, and $`3.0\pm 0.7`$ d. This is consistent with Suntzeff et al. (1999) who report maxima at +1.2$`\pm `$0.7, +0.6$`\pm `$0.7 and –3.4 $`\pm `$1.1 days for $`VRI`$ respectively, and with Jha et al. (1999) who find the V-maximum to have occurred at +1.6$`\pm `$1.3 days. This behavior has been noted in other type Ias such as SN 1990N and SN1992A (Suntzeff 1993, Leibundgut 1998, Lira et al. 1998). Clearly, this is not the behavior of a simple cooling blackbody, where the maximum would occur later at longer wavelengths. That the photosphere is not a pure blackbody is confirmed by the contemporary spectra (Figure 2). We note that for SN 1998bu the times between maxima in different bands do not agree with the analysis of SN Ia light curves by Schlegel (1995). He obtained $`t_{Rmax}`$-$`t_{Imax}+1.6`$ d, $`t_{Rmax}`$-$`t_{Vmax}+3.6`$ d and $`t_{Imax}`$-$`t_{Vmax}+2.0`$ d, while our results for SN 1998bu are +3.3, –1.4 and –4.7 d respectively. We also see a pronounced second maximum in $`I`$ at about +25 d together with a corresponding inflection in $`R`$. Again, this behavior has been seen in other type Ias (e.g. Ford et al. 1993). ### 3.3 Infrared Light Curves. In Figure 8 we show both the optical and infrared light curves. The latter were obtained by plotting our IR photometry (Table 3) together with data from Mayya & Puerari (1998) and Jha et al. (1999). These data constitute one of the most complete early-time infrared light curves obtained for a type Ia supernova. As mentioned above, it is the first time that IR photometry for a normal type Ia event has been acquired before t<sub>Bmax</sub>. We find that the first maximum in the IR light-curves occurs at about -5 d. Thus, there is a trend in which the epochs of first maximum occur earlier as we move from the $`R`$-band through $`I`$ and into the IR. We also show in Figure 8 the $`JHK`$ template light curves of Elias et al. (1985). (We have slightly truncated Elias et al.’s original templates so that the earliest epoch of the template corresponds to Elias et al.’s earliest observation.) The position of these templates were fixed on the time axis assuming that the fiducial time, $`t_0=0`$, of Elias et al. corresponds to -6.25 days. The IR light curves have been shifted vertically to provide the best match to the data. A detailed discussion of the IR light curves is given in Meikle (2000). ### 3.4 Extinction Correction, Absolute Peak Magnitudes and a Value for $`H_0`$ SN 1998bu exhibited an unusually high degree of reddening. At t<sub>Bmax</sub>, $`BV=0.53\pm 0.13`$, much redder than the typical $`BV0`$ of SNe Ia (Branch, 1998). However, both the light curve shapes and the spectral features of SN 1998bu are typical of a type Ia event; this and the results of our polarimetry lead us to conclude that SN 1998bu was indeed a normal type Ia supernova, but that it was heavily reddened by dust. Estimation of the amount of reddening is, however, a difficult issue. Several methods have been considered. One way is to use the relation between the equivalent width ($`EW`$) of interstellar lines such as Na I D and the colour excess, $`E(BV)`$ (Barbon et al. 1990). Recently, Munari & Zwitter (1997) produced an improved determination of the relationship for the Milky Way by measuring $`E(BV)`$ for 32 O-type and B-type stars. The spectra of SN 1998bu exhibit narrow Na I D absorption lines in the rest frames of both the Milky Way and M 96 (Munari et al. 1998). The $`EW`$s are, respectively, 0.19 Å and 0.35 Å. Centurion et al. (1998) also reported single Na I lines in the Milky Way and M 96. With these data, and assuming that Munari & Zwitter (1997) relation is also valid in M 96<sup>16</sup><sup>16</sup>16Polarimetry results suggest that the ISM in M 96 is similar to that of our own Galaxy, see sub-section 2.3 , we obtain a total colour excess (i.e. including Galactic reddening) for SN 1998bu of $`E(BV)`$=0.21, or $`A_V`$=0.65 assuming $`R_V`$=3.1. This is a significantly lower value than that found by consideration of the SN colours (see below). Moreover, Munari & Zwitter (1997) warn that the use of the Na I D1 line to account for interstellar extinction is only valid when the line can be modeled with a single Gaussian component. When absorption is multi-component, their relation provides an upper limit only for $`E(BV)`$. Thus, as also pointed out by Suntzeff et al. (1999), this is inconsistent with the SN-colour derived values. A different procedure is that followed by Phillips et al. (1999). They use a technique based on the fact that all type Ia events show a very similar $`BV`$ evolution between 30 and 90 days after $`V`$-maximum. For SN 1998bu, they find a total $`E(BV)=0.355\pm 0.030`$ or $`A_V=1.10\pm 0.09`$ ($`R_V`$=3.1). Another SN-colour procedure is the Multicolor Light Curve Shape method, developed by Riess et al. (1996). It is a multi-template ($`BVRI`$) method that uses a training set of well-studied SNe Ia to produce a “standard SN Ia”, and deviations from this fiducial event are quantified as a function of changes in luminosity and extinction. Application of this method by Jha et al. (1999) to SN 1998bu gives a total $`E(BV)`$=0.30 or $`A_V`$=0.94, consistent with the value obtained by Phillips et al.. Yet another SN-colour method has been proposed by Krisciunas et al. (2000). They compared the $`VIR`$ colours of SN 1998bu with those of less-reddened SNe Ia and infer $`A_V=1.05\pm 0.06`$, again consistent with Phillips et al.. One further approach is to compare SN 1998bu with SN 1981B. As pointed out in Meikle & Hernandez (2000) and in Section 3.1.1 (above), the detailed optical spectral features of these two SNe Ia around $`t_{Bmax}`$ are very similar, especially redward of 5000 Å (see Figure 2). The major difference between the two events is the overall spectral slope. We therefore assume that the Supernovae are intrinsically identical and that the difference in slope is due to extinction. We modified a SN 1981B spectrum taken at t<sub>Bmax</sub> (Branch et al. 1983) by simultaneously scaling the flux by wavelength-dependent and wavelength-independent factors. The behavior of the wavelength-dependent factor is taken to be the Cardelli et al. (1989) extinction law. This procedure was followed until a good match was obtained between the SN 1981B spectrum and one of SN 1998bu at -0.8 d. This was achieved with a difference in A<sub>V</sub> between the two SNe Ia of $`\mathrm{\Delta }A_V=0.60\pm 0.06`$, or $`\mathrm{\Delta }E(BV)=0.19\pm 0.02`$. Clearly, this represents a lower limit to the SN 1998bu extinction. The matched spectra are shown in Fig. 9. It can be seen that there are some differences between the individual spectral features but that they are generally quite small. However, as mentioned earlier, the calcium triplet absorption is significantly deeper in SN 1981B. Using their $`BV`$ evolution method, Phillips et al. (1999) give a total $`E(BV)=0.13\pm 0.03`$ for SN 1981B. Adding this to the extinction difference between SNe 1981B and 1998bu, we obtain for SN 1998bu $`E(BV)=0.32\pm 0.04`$, or $`A_V=1.0\pm 0.11`$, in good agreement with the SN-colour derived values described above. We used this value with the Cardelli et al. (1989) law, $`R_V=3.1`$, and a distance modulus of $`30.25\pm 0.18`$ (see Introduction) to determine the absolute intrinsic peak magnitudes. These are shown in Table 6. We find that SN 1998bu peaked at $`V=19.37\pm 0.23`$ (see Table 6 for other bands). This is $`0.26\pm 0.30`$ and $`0.05\pm 0.32`$ fainter than the values found by, respectively, Suntzeff et al. and Jha et al. Applying our values for the absolute peak $`BVI`$ magnitudes and reddening-corrected $`\mathrm{\Delta }`$$`m_{15}`$(B) to Phillips et al.’s (1999) relations (17–19) we obtain $`H_0=70.4\pm 4.6`$ km/s/Mpc. Suntzeff et al. derive $`H_0=64\pm 2.2(int.)\pm 3.5(ext.)`$ km/s/Mpc from their SN 1998bu light curves. The barely significant difference between our value and that of Suntzeff et al. can be explained by the choices of extinction correction and distance modulus. ## 4 Summary We have presented first-season $`UBVRIJHK`$ photometry and $`UBVRI`$ polarimetry of the nearby type Ia SN 1998bu. Also presented are a set of optical spectra spanning $`t=6.8d`$ to $`t=+19.2d`$ plus a single IR spectrum at $`t=+35.5d`$. The optical light curve shapes are typical of a normal type Ia supernova. In addition, de-reddening of the -0.8 day optical spectrum using the standard Galactic extinction law (Cardelli et al. 1989) produces a spectrum which is highly similar to those of classic SNe Ia. This suggests strongly that the very red colour of SN 1998bu is due to extinction. It is also likely that the relatively strong polarization is associated with grains within M 96 along the line of sight. We conclude that both the light curve shapes and spectra indicate that SN 1998bu is a normal type Ia supernova. The $`BVRI`$ peak magnitudes we obtained are consistent with those of Suntzeff et al. (1999) and Jha et al. (1999). We de-reddened the photometry using the Cardelli et al. law with $`R_V=3.1`$ and A<sub>V</sub> derived from estimates of intrinsic SN Ia colours. The absolute peak magnitudes were then found using a distance modulus of $`30.25\pm 0.18`$. We find that SN 1998bu peaked at $`V=19.37\pm 0.23`$ (see Table 6 for other bands). Our results yield a value for the Hubble Constant of $`H_0=70.4\pm 4.3`$ km/s/Mpc. Combination of our IR photometry with those of Jha et al. provides one of the most complete early-phase IR light curves for a SN Ia published so far. In particular, SN 1998bu is the first normal SN Ia for which good pre-t<sub>Bmax</sub> IR coverage has been obtained. It reveals that the $`JHK`$ light curves peak about 5 days earlier than in the $`B`$-band. Secondary maxima are seen in the $`IJHK`$ bands, with a corresponding inflection in the $`R`$-band. For further details see Meikle (2000). ### Acknowledgements We are indebted to all those observers who contributed to this work by giving up some of their telescope time. We are especially grateful to NOAO WIYN Queue observers P. Smith, D. Willmarth and D. Harmer. Our gratitude also goes to R. Barrena-Delgado for his observations at IAC80. We thank D. Branch and N. Tanvir for helpful comments. MH is supported by PPARC (UK) and TMR (EU). MRB is supported by PPARC. This work was in part supported by the Portuguese Foundation for Science and Technology (grant PESO/P/PESO/1196/97). The data provided by EXPORT was obtained during the 1998 International Time of the Canary Islands Observatories awarded to EXPORT, with the observations and data reduction being carried out by EXPORT members D. de Winter, F. Garzon, L. F. Miranda and R. Oudmaijer. The IAC80 and TCS are operated on the island of Tenerife by the Spanish Observatorio del Teide of the Instituto de Astrofisica de Canarias. UKIRT is operated by the Joint Astronomy Centre on behalf of the U.K. Particle Physics and Astronomy Research Council. The William Herschel, Isaac Newton and Jacobus Kapteyn telescopes are operated on the island of La Palma by the Isaac Newton Group in the Spanish Observatorio del Roque de los Muchachos of the Instituto de Astrofisica de Canarias. The WIYN Observatory is a joint facility of the University of Wisconsin-Madison , Indiana University, Yale University, and the National Optical Astronomy Observatories. FIGURE CAPTIONS Figure 1: SN 1998bu in M 96 in the $`R`$-band, 1998 June 8 (WIYN). The five comparison stars (CS) are labelled. The field of view is $`6.5\times 6.5`$ arcmin. North is up and East is to the left. Figure 2: Optical spectra of SN 1998bu taken at the WHT and INT (La Palma) and the WIYN Telescope (Kitt Peak) (see Table 5 for details). The spectra have not been corrected for redshift or reddening. The epochs are with respect to t<sub>Bmax</sub> = 1998 May 19.8 = 0 days. For clarity, the spectra have been displaced vertically. The dotted lines on the left side indicate zero flux for each of the spectra. For +19.2 d zero flux is at the x-axis. The lowest dotted line indicates zero flux for both the +11.5 d and +13.5 d spectra. In general, the absolute fluxing is accurate to $`\pm `$10%. For –6.8 d the uncertainty is closer to $`\pm `$15%. Figure 3: Infrared spectrum of SN 1998bu taken at UKIRT at +35.5 days. The epoch is with respect to t<sub>Bmax</sub> = 1998 May 19.8 UT. The data have not been corrected for redshift or reddening. Figure 4: Illustration of the high degree of similarity in the optical spectra of the type Ia Supernovae SNe 1981B, 1994D and 1998bu. The epochs are all within about 1 day of t<sub>Bmax</sub>. To aid the comparison the spectra have been scaled and shifted vertically by arbitrary amounts and have been wavelength shifted to the local standard of rest for the respective supernovae. Their zero flux axes are indicated by the dotted lines on the left hand axis. The SN 1981B spectrum is from Branch et al. (1983) and is courtesy of B. Leibundgut and P. Nugent. The SN 1994D spectrum is from Meikle et al. (1996). Figure 5: Infrared spectrum of SN 1998bu compared with those of other type Ia Supernovae at a range of epochs (Bowers et al., 1997). Also shown is the IR spectrum of SN 1998bu at $``$25 d published by Jha et al. (1999). The spectra have been shifted vertically and scaled for clarity. Their zero flux axes are indicated by the dotted lines on the left hand axis. The spectra have been wavelength shifted to the local standard of rest for the respective Supernovae. Figure 6: As Figure 5 but expanded to reveal the detail in the spectra longward of 11,000Å. Figure 7: Optical light curves for SN 1998bu. For clarity they have been vertically displaced by the amounts indicated. The epoch of maximum blue light, t<sub>Bmax</sub>, corresponds to 1998 May 19.8 UT. Figure 8:Infrared and optical light curves for SN 1998bu. For clarity they have been displaced vertically by arbitrary amounts. The IR photometry was obtained at the OAN (Mayya & Puerari (1998)), TCS, IRTF, UKIRT and WHT telescopes. The optical light curves are as plotted in Figure 7. Also shown are template light curves in $`BV`$ (Leibundgut 1988), $`RI`$ (Schlegel 1995) and $`JHK`$ (Elias et al. 1985). The $`BVRI`$ templates were shifted in both axes to give the best match to the data. The $`JHK`$ templates were shifted only vertically. Their horizontal position was fixed by the epoch of t<sub>Bmax</sub> as indicated in Elias et al. (see text). Figure 9: This illustrates the determination of the relative extinction to SNe 1981B and 1998bu. The solid and dotted lines show the optical spectra of SNe 1998bu and 1981B respectively. The dashed line shows the SN 1981B spectrum reddened by A$`{}_{V}{}^{}=0.60\pm 0.07`$ to match that of SN 1998bu, using the extinction law of Cardelli et al. (1989), with $`R_V=3.1`$.
warning/0007/hep-ph0007174.html	ar5iv	text	# 1. Introduction ## 1. Introduction Supersymmetric theories (SUSY) are the best motivated extensions of the Standard Model (SM) of the strong and electroweak interactions and the search for supersymmetric particles is one of the major goals of present and future collider experiments. The Minimal Supersymmetric extension of the Standard Model (MSSM), with R–parity conservation \[leading to a stable lightest SUSY particle (LSP) which is in general the lightest neutralino $`\chi _1^0`$\], the minimal particle content \[three generations of fermions, two Higgs doublet fields to break the electroweak symmetry, as well as their SUSY partners\] and a set of soft terms to break SUSY \[e.g. mass terms for gauginos, sfermions and Higgs bosons, and trilinear couplings between squarks and Higgs bosons\], is the most studied in the literature . In the MSSM, the phenomenology of the third generation sfermions is rather special. Indeed, due to the large value of the top, bottom and tau lepton masses, the two current eigenstates $`\stackrel{~}{f}_L`$ and $`\stackrel{~}{f}_R`$ (with $`\stackrel{~}{f}=\stackrel{~}{t},\stackrel{~}{b}`$ or $`\stackrel{~}{\tau }`$) could strongly mix , leading to a large splitting between the two mass eigenstates $`\stackrel{~}{f}_1`$ and $`\stackrel{~}{f}_2`$ with the lighter one, $`\stackrel{~}{f}_1`$, possibly much lighter than the other sfermions. In particular, for large values of the parameter $`\mathrm{tan}\beta `$, the ratio of the vacuum expectation values of the two Higgs fields<sup>1</sup><sup>1</sup>1Note that large values of the parameter $`\mathrm{tan}\beta `$, $`\mathrm{tan}\beta 50`$, are favored in models with unification of the Yukawa couplings; see e.g. Ref. . \[The other solution, with $`\mathrm{tan}\beta 1.5`$, seems to be excluded from the negative searches of MSSM Higgs bosons at LEP2.\]., and non–zero values of the Higgs–higgsino mass parameter $`\mu `$, the mixing can be extremely strong in the sbottom and stau sectors, leading to relatively light $`\stackrel{~}{b}_1`$ and $`\stackrel{~}{\tau }_1`$ states<sup>2</sup><sup>2</sup>2Lighter third generation sfermions have been also advocated in many models such as those with inverted mass hierarchy where the first and second generation squarks are much heavier than their third generation partners; for recent papers see e.g. Ref. .. \[In turn, for large values of the trilinear coupling $`A_t`$ and/or small $`\mathrm{tan}\beta `$ values, the mixing can be strong in the stop sector, leading to a $`\stackrel{~}{t}_1`$ eigenstate much lighter than the other squarks and possibly lighter than the top quark itself.\] A light $`\stackrel{~}{b}_1`$ \[and/or $`\stackrel{~}{\tau }_1`$\] eigenstate may lead to dramatic consequences on the decay modes of the next–to–lightest neutralino, the lightest chargino, the gluino as well as the first and second generation squarks. Indeed, in this case, one has the following scenarii: $`(i)`$ The possibility that squarks of the first and second generations decay into the lighter $`\stackrel{~}{b}_1`$ squark through the mode $`\stackrel{~}{q}_{L,R}q\stackrel{~}{g}^{}qb\stackrel{~}{b}_1^{}+q\overline{b}\stackrel{~}{b}_1`$ (1) opens up. Because it is a QCD mediated decay, and because the decays into light charginos and neutralinos could be suppressed \[e.g., if these particles are higgsino–like since the couplings are proportional to the light quark mass in this case\], this mode might have a sizeable branching fraction, in particular in models where the gaugino masses are not unified at the GUT scale. $`(ii)`$ If gluinos are lighter than squarks, they will mainly decay through virtual squark exchange into quarks and charginos/neutralinos; if $`\stackrel{~}{b}_1`$ is the lightest squark, its virtuality will be smaller, leading to the possible dominance of the decay mode $`\stackrel{~}{g}b\stackrel{~}{b}^{},\overline{b}\stackrel{~}{b}b\overline{b}\chi _j^0\mathrm{and}/\mathrm{or}bt\chi _j^\pm `$ (2) $`(iii)`$ The lightest chargino $`\chi _1^+`$ and the next–to–lightest neutralino $`\chi _2^0`$ will decay into the LSP and two light fermions. This occurs through gauge boson, Higgs boson and sfermion exchange diagrams. Because for high $`\mathrm{tan}\beta `$ values, the third generation sfermions, sbottoms and staus, are lighter and the Higgs bosons couple strongly to bottom quarks and tau leptons, the three–body decays: $`\chi _2^0`$ $``$ $`\chi _1^0\overline{b}b,\chi _1^0\tau ^+\tau ^{}`$ (3) $`\chi _1^+`$ $``$ $`\chi _1^0\tau ^+\nu `$ (4) are in general enhanced compared to decays where first and second generation fermions are involved in the final states. For large values of $`\mathrm{tan}\beta `$, these three–body decay modes have been discussed in Ref. and partly in Ref. in the case of the neutralino $`\chi _2^0`$. In this note, we analyze these various decay modes and investigate their consequences. In the next section we discuss the three body decays of squarks and gluinos, after presenting the analytical expressions for the partial widths. In Section 3, we analyze the three–body decays of the lightest chargino $`\chi _1^+`$ and the second lightest neutralino $`\chi _2^0`$; we give some illustrations on the branching ratios of these decay modes and compare our results with those of Ref. . Some conclusions are then given in section 4. ## 2. Three–body decays of squarks and gluinos The Feynman diagrams for the three–body decays of squarks of the first and second generations into the lighter $`\stackrel{~}{b}_1`$ squark, eq.(1), and of gluinos through sbottom exchange, eq.(2), are given in Fig. 1. The Dalitz plot density of the decay mode eq. (1) is given in terms of the reduced energies of the two final state quarks, $`x_1=2E_q/m_{\stackrel{~}{q}_i}`$ and $`x_2=2E_b/m_{\stackrel{~}{q}_i}`$, and the gluino and sbottom reduced squared masses, $`\mu _{\stackrel{~}{g}}=m_{\stackrel{~}{g}}^2/m_{\stackrel{~}{q}_i}^2`$ and $`\mu _{\stackrel{~}{b}}=m_{\stackrel{~}{b}}^2/m_{\stackrel{~}{q}_i}^2`$. Neglecting the masses of the final state quarks<sup>3</sup><sup>3</sup>3The expressions with the mass effects in this case and for gluino decays to be discussed later \[with the additional final states $`\stackrel{~}{g}bt\chi _j^\pm `$ etc..\] are slightly more involved and will be given elsewhere ., and adding incoherently the contribution from the two different $`\overline{b}\stackrel{~}{b}_1`$ and $`b\stackrel{~}{b}_1^{}`$ final states, it is given by: $`{\displaystyle \frac{\text{d}\mathrm{\Gamma }(\stackrel{~}{q}_i)}{\text{d}x_1\text{d}x_2}}`$ $`=`$ $`{\displaystyle \frac{\alpha _s^2}{3\pi }}m_{\stackrel{~}{q}_i}{\displaystyle \frac{1}{(1x_1\mu _{\stackrel{~}{g}})^2}}[a_i^2[(1x_1+\mu _{\stackrel{~}{b}})(1x_2+\mu _{\stackrel{~}{b}})`$ (5) $`+\mu _{\stackrel{~}{b}}(1x_1x_2\mu _{\stackrel{~}{b}})]b_i^2\mu _{\stackrel{~}{g}}(1x_1x_2\mu _{\stackrel{~}{b}})]`$ where the factors $`a_i`$ and $`b_i`$ for the squark $`\stackrel{~}{q}_i`$ are given, in terms of the $`\stackrel{~}{b}`$ mixing angle $`\theta _b`$, by: $`a_1=b_2=\mathrm{sin}\theta _b\mathrm{and}a_2=b_1=\mathrm{cos}\theta _b`$ (6) Integrating over the energies $`x_1,x_2`$ with boundary conditions $`0x_11\mu _{\stackrel{~}{b}}\mathrm{and}1x_1\mu _{\stackrel{~}{b}}x_21\mu _{\stackrel{~}{b}}/(1x_1)`$ (7) one obtains the partial decay width: $`\mathrm{\Gamma }(\stackrel{~}{q}_i)`$ $`=`$ $`{\displaystyle \frac{\alpha _s^2}{3\pi }}m_{\stackrel{~}{q}_i}\{a_i^2[{\displaystyle \frac{(1\mu _{\stackrel{~}{g}})(\mu _{\stackrel{~}{b}}\mu _{\stackrel{~}{g}})}{2\mu _{\stackrel{~}{g}}^2}}(\mu _{\stackrel{~}{g}}3\mu _{\stackrel{~}{g}}^2+\mu _{\stackrel{~}{b}}+\mu _{\stackrel{~}{g}}\mu _{\stackrel{~}{b}})\mathrm{Log}{\displaystyle \frac{\mu _{\stackrel{~}{g}}\mu _{\stackrel{~}{b}}}{\mu _{\stackrel{~}{g}}1}}`$ (8) $`{\displaystyle \frac{\mu _{\stackrel{~}{b}}^2}{2\mu _{\stackrel{~}{g}}^2}}\mathrm{Log}\mu _{\stackrel{~}{b}}+{\displaystyle \frac{\mu _{\stackrel{~}{b}}1}{4\mu _{\stackrel{~}{g}}}}(5\mu _{\stackrel{~}{g}}6\mu _{\stackrel{~}{g}}^22\mu _{\stackrel{~}{b}}+5\mu _{\stackrel{~}{g}}\mu _{\stackrel{~}{b}})]`$ $`+b_i^2[{\displaystyle \frac{(1\mu _{\stackrel{~}{g}})(\mu _{\stackrel{~}{b}}\mu _{\stackrel{~}{g}})}{\mu _{\stackrel{~}{g}}^2}}(\mu _{\stackrel{~}{b}}\mu _{\stackrel{~}{g}}^2)\mathrm{Log}{\displaystyle \frac{\mu _{\stackrel{~}{g}}\mu _{\stackrel{~}{b}}}{\mu _{\stackrel{~}{g}}1}}`$ $`+{\displaystyle \frac{\mu _{\stackrel{~}{b}}}{\mu _{\stackrel{~}{g}}^2}}(\mu _{\stackrel{~}{g}}\mu _{\stackrel{~}{b}}+\mu _{\stackrel{~}{g}}\mu _{\stackrel{~}{b}})\mathrm{Log}\mu _{\stackrel{~}{b}}+{\displaystyle \frac{\mu _{\stackrel{~}{b}}1}{2\mu _{\stackrel{~}{g}}}}(\mu _{\stackrel{~}{g}}2\mu _{\stackrel{~}{g}}^22\mu _{\stackrel{~}{b}}+\mu _{\stackrel{~}{g}}\mu _{\stackrel{~}{b}})]\}`$ Neglecting again the mass of the final bottom quark \[but not in the couplings\], the Dalitz plot density for the gluino decay $`\stackrel{~}{g}b\overline{b}\chi _1^0`$ through $`\stackrel{~}{b}_i=\stackrel{~}{b}_1,\stackrel{~}{b}_2`$ exchange is simply given by \[here, $`x_1=2E_b/m_{\stackrel{~}{g}},x_2=2E_{\overline{b}}/m_{\stackrel{~}{g}}`$ and $`\mu _{\stackrel{~}{b_i}}=m_{\stackrel{~}{b}_i}^2/m_{\stackrel{~}{g}}^2,\mu _\chi =m_{\chi _1^0}^2/m_{\stackrel{~}{g}}^2`$\] $`{\displaystyle \frac{\text{d}\mathrm{\Gamma }(\stackrel{~}{g})}{\text{d}x_1\text{d}x_2}}`$ $`=`$ $`{\displaystyle \frac{\alpha _s\alpha }{4\pi }}m_{\stackrel{~}{g}}{\displaystyle \underset{i}{}}(a_{ji}^2+b_{ji}^2){\displaystyle \frac{x_1(1\mu _\chi x_1)}{(1x_1\mu _{\stackrel{~}{b}_i})^2}}`$ (9) and after integration on the variables $`x_1`$ and $`x_2`$, one obtains for the partial width: $`\mathrm{\Gamma }(\stackrel{~}{g})`$ $`=`$ $`{\displaystyle \frac{\alpha _s\alpha }{4\pi }}m_{\stackrel{~}{g}}{\displaystyle \underset{i}{}}{\displaystyle \frac{(a_{ji}^2+b_{ji}^2)}{\mu _{\stackrel{~}{b}_i}^2}}\{{\displaystyle \frac{1}{2}}\mu _{\stackrel{~}{b}_i}(\mu _\chi 1)(5\mu _{\stackrel{~}{b}_i}6\mu _{\stackrel{~}{b}_i}^22\mu _\chi +5\mu _{\stackrel{~}{b}_i}\mu _\chi )`$ (10) $`+`$ $`(\mu _{\stackrel{~}{b}_i}1)(\mu _\chi \mu _{\stackrel{~}{b}_i})(\mu _\chi 3\mu _{\stackrel{~}{b}_i}^2+\mu _{\stackrel{~}{b}_i}+\mu _{\stackrel{~}{b}_i}\mu _\chi )\mathrm{Log}{\displaystyle \frac{1\mu _{\stackrel{~}{b}_i}}{\mu _\chi \mu _{\stackrel{~}{b}_i}}}\mu _\chi ^2\mathrm{Log}\mu _\chi \}`$ where the couplings between neutralino $`\chi _j^0`$, bottom and sbottoms $`\stackrel{~}{b}_1,\stackrel{~}{b}_2`$, are given by $`\left\{\begin{array}{c}a_{j1}\hfill \\ a_{j2}\hfill \end{array}\right\}`$ $`=`$ $`\left\{\begin{array}{c}c_{\theta _b}\hfill \\ s_{\theta _b}\hfill \end{array}\right\}\left[{\displaystyle \frac{\sqrt{2}}{3}}s_WZ_{j1}^{}{\displaystyle \frac{\sqrt{2}}{c_W}}({\displaystyle \frac{1}{2}}+{\displaystyle \frac{1}{3}}s_W^2)Z_{j2}^{}\right]\left\{\begin{array}{c}s_{\theta _b}\hfill \\ c_{\theta _b}\hfill \end{array}\right\}{\displaystyle \frac{m_b}{\sqrt{2}M_W\mathrm{cos}\beta }}Z_{j3}`$ (17) $`\left\{\begin{array}{c}b_{j1}^b\hfill \\ b_{j2}^b\hfill \end{array}\right\}`$ $`=`$ $`\left\{\begin{array}{c}c_{\theta _b}\hfill \\ s_{\theta _b}\hfill \end{array}\right\}{\displaystyle \frac{m_b}{\sqrt{2}M_W\mathrm{cos}\beta }}Z_{j3}\left\{\begin{array}{c}s_{\theta _b}\hfill \\ c_{\theta _b}\hfill \end{array}\right\}{\displaystyle \frac{\sqrt{2}}{3}}s_W(Z_{j1}^{}\mathrm{tan}\theta _WZ_{j2}^{})`$ (24) with $`s_W^2=1c_W^2\mathrm{sin}^2\theta _W`$ and $`s_{\theta _b}\mathrm{sin}\theta _b`$, etc..; the (rotated) matrix elements of the neutralino mass matrix $`Z_{ij}^{}`$ are given in Ref. . Note that for massless $`b`$ quarks, there is no interference between the amplitudes with $`\stackrel{~}{b}_1`$ and $`\stackrel{~}{b}_2`$ exchange. For illustration we analyze the branching ratios in two models, discussed in Ref. , where the gaugino masses are not unified at the GUT scale: $`i)`$ Models in which SUSY breaking occurs via an F–term that is not SU(5) singlet but belongs to a representation which appears in the symmetric product of two adjoints: (24$``$24)<sub>sym</sub>=1$``$24$``$75$``$200 (where only 1 leads to universal masses); $`ii)`$ The OII model which is superstring motivated and where the SUSY breaking is moduli–dominated. The relative gaugino masses at the GUT scale and at the scale $`M_Z`$ are given in Tab. 1 taken from Ref. . \| $`F_\mathrm{\Phi }`$ \| $`M_3`$ \| $`M_2`$ \| $`M_1`$ \| \| --- \| --- \| --- \| --- \| \| 1 \| $`1(6)`$ \| $`1(2)`$ \| $`1(1)`$ \| \| 24 \| $`2(12)`$ \| $`3(6)`$ \| $`1(1)`$ \| \| 75 \| $`1(6)`$ \| $`3(6)`$ \| $`5(5)`$ \| \| 200 \| $`1(6)`$ \| $`2(4)`$ \| $`10(10)`$ \| \| OII \| $`1(6)`$ \| $`5(10)`$ \| $`53/5(53/5)`$ \| Table 1: Relative gaugino masses at $`M_{\mathrm{GUT}}(M_Z)`$ in the $`F_\mathrm{\Phi }`$ representations and the OII model. In Fig. 2, we show the branching ratios of the decays $`\stackrel{~}{q}_1qb\stackrel{~}{b}_1^{}+q\overline{b}\stackrel{~}{b}_1`$ (2a) and $`\stackrel{~}{g}\chi ^0b\overline{b}+\chi ^\pm tb`$ (2b) as a function of $`\mu `$ and for $`\mathrm{tan}\beta =50`$. In Fig. 2a, the (right–handed) squark mass is taken to be $`m_{\stackrel{~}{q}_1}=500`$ GeV while the gluino mass is slightly larger, $`m_{\stackrel{~}{g}}M_3=550`$ GeV. For large values of $`\mu `$, the lightest neutralinos and chargino are gaugino like, and in models 75 and OII have masses comparable to the mass of the gluino $`[M_1,M_2,M_3`$ are of the same order in this case; the figure is cut in model OII at $`\mu M_3`$, since the gluino becomes lighter than $`\chi _1^0`$\]: the two–body squark decays into charginos and neutralinos are phase space–suppressed and the virtuality of the gluino is not very large, leading to a rather large BR($`\stackrel{~}{q}qb\stackrel{~}{b}_1`$), reaching unity for the extreme values of $`\mu `$ where $`\stackrel{~}{b}_1`$ is light. In models 1 and 24, gluinos are much heavier than the lightest charginos and neutralinos \[$`M_3M_1`$\], and the two–body decays $`\stackrel{~}{q}q\chi `$ dominate \[but BR($`\stackrel{~}{q}_1qb\stackrel{~}{b}_1^{}`$) reaches the level of a few percent\]. Model 200 is an intermediate case. For small values of $`\mu `$, the lightest chargino and neutralinos are higgsino like and much lighter than the gluino, $`\stackrel{~}{b}_1`$ is also heavier and the two–body decay $`\stackrel{~}{q}q\chi `$ dominate. In Fig. 2b, the branching ratio $`\stackrel{~}{g}b\overline{b}\chi ^0+bt\chi ^\pm `$ is shown for $`M_3m_{\stackrel{~}{g}}=350`$ GeV and a common squark mass $`m_{\stackrel{~}{q}}=600`$ GeV; with increasing $`\mu `$ the lightest sbottom mass varies from $`560`$ GeV (for $`\mu =200`$ GeV) to $`357`$ GeV (for $`\mu =1`$ TeV). Even for the universal gaugino mass case, the branching ratio is very large, especially for small and large values of $`\mu `$. For $`\mu 200`$ GeV, $`\stackrel{~}{b}_1`$ is not much lighter that the other squarks, but the $`\chi ^0\stackrel{~}{b}b`$ coupling is enhanced \[$`m_b/M_W\mathrm{tan}\beta `$; see eq. (11)\] and the $`b\overline{b}`$ final state is favored. For large values of $`\mu `$, $`m_{\stackrel{~}{b}_1}`$ becomes significantly smaller than $`m_{\stackrel{~}{q}}`$ and the sbottom exchange channel dominates leading to the dominance of $`\chi ^0b\overline{b}`$ and $`\chi ^\pm tb`$ final states. As in the case of squark decays, the situation is more favorable for bottom quark decays of the gluino in models 75 and OII \[in this case also we have cut the plot at $`\mu M_3`$ since then, $`m_{\stackrel{~}{g}}<m_{\chi _1^0}`$\], while it is similar for the 24 and 200 models. For larger $`\mu `$ values, $`\mu 1`$ TeV, the two–body decay $`\stackrel{~}{g}b\stackrel{~}{b}_1`$ is accessible kinematically and will of course dominate \[since it is a QCD process\] all other channels. ## 3. Chargino and Neutralino Decays We have also calculated the partial decay widths of the three–body decays of the lightest chargino and of the next–to–lightest neutralino into the LSP and two fermions, eqs. (3–4). These decays are mediated by the exchange of gauge bosons \[$`W`$ boson for $`\chi _1^+`$ and $`Z`$ boson for $`\chi _2^0`$\], Higgs bosons \[the charged $`H^+`$ boson for $`\chi _1^+`$ and the three neutral Higgs bosons $`h,H`$ and $`A`$ for $`\chi _2^0`$\] as well as $`t`$ and $`u`$ channel sfermion exchanges \[in particular the lighter $`\stackrel{~}{\tau }_1`$ slepton for $`\chi _1^+`$ and $`\stackrel{~}{b}_1,\stackrel{~}{\tau }_1`$ states for $`\chi _2^0`$; Fig. 3. Figure 3: Generic Feynman diagrams contributing to the three–body decays of charginos and neutralinos into the LSP and two fermions. We have taken into account the contributions of all the channels \[and of course the interference terms\], the full dependence on the masses of the final fermions \[to be able to describe more accurately the cases of chargino decays into $`\tau \nu ,tb`$ and the neutralino decays into $`b\overline{b},t\overline{t}`$ final states\] and the mixing of the third generation sfermions. Complete analytical formulae for the Dalitz plot densities have been obtained; for the integrated partial widths, exact formulae have been derived in the case where the fermions in the final state are massless \[in Refs , the fermion mass effects have not been taken into account and the totally integrated partial widths have not been derived\]. The lengthy and cumbersome analytical expressions will be found in Ref. . In this section, we will simply exhibit the behavior of the $`\chi _2^0`$ and $`\chi _1^+`$ branching ratios in the case of decays into $`b\overline{b}`$ and $`\tau \nu `$ final states, respectively \[which are of more immediate interest, being in the range probed at LEP2 and the Tevatron\]. They are shown in Figs. 4 and 5 for two values of $`\mathrm{tan}\beta `$ and the pseudoscalar Higgs boson mass $`M_A`$; $`M_2`$ is fixed to $`M_2=140`$ GeV and we assumed universal gaugino masses at $`M_{\mathrm{GUT}}`$ \[this leads for $`\mu 450`$ GeV and $`\mathrm{tan}\beta =50`$ to the set of gaugino masses: $`m_{\chi _1^0}60`$ GeV and $`m_{\chi _2^0}m_{\chi _1^+}135`$ GeV; the variation with $`\mathrm{tan}\beta `$ is mild\]. The trilinear couplings $`A_i`$ are fixed to 100 GeV for squarks and sleptons. In Fig. 4, BR($`\chi _2^0\chi _1^0b\overline{b}`$) is shown as a function of $`m_{\stackrel{~}{b}_1}`$ (left) and $`\mu `$ (right). For large values of $`\mathrm{tan}\beta `$, the $`Ab\overline{b}`$ and $`hb\overline{b}`$ couplings are strongly enhanced, and for $`M_A=100`$ GeV, the Higgs exchange contributions are largely dominant pushing the branching ratio from $`20\%`$ \[when only the $`Z`$–boson exchange contribution is important\] to values close to 90% \[the remaining 10% are in general taken by the branching ratio of the decays into $`\tau `$ lepton pairs\]. For $`M_A=500`$ GeV, the Higgs exchange contribution is suppressed but for relatively small values of $`m_{\stackrel{~}{b}_1}`$ or large values of the parameter $`\mu `$ \[leading again to a small $`m_{\stackrel{~}{b}_1}`$\], BR($`\chi _2^0\chi _1^0b\overline{b}`$) is still enhanced. Note that even for moderate $`\mathrm{tan}\beta `$, $`5`$, the branching ratio can be large if $`M_A`$ is small and/or $`\mu `$ is large. Fig. 5 displays the branching ratio for the lightest chargino decay $`\chi _1^+\chi _1^0\tau ^+\nu _\tau `$ as a function of $`m_{\stackrel{~}{\tau }_1}`$ (left) and $`\mu `$ (right). The figure shows the same pattern as for the previous decay: for large values of $`\mathrm{tan}\beta `$, a relatively light charged Higgs contribution can strongly enhance BR($`\chi _1^+\chi _1^0\tau ^+\nu _\tau `$), but even with a heavier $`H^\pm `$ boson, the branching ratio can exceed the level of 80% because of a lighter $`\stackrel{~}{\tau }_1`$ eigenstate. We have developed a fortran code called SDECAY which calculates the partial decay widths and branching ratios of the chargino, neutralino and gluino decays discussed in this note<sup>4</sup><sup>4</sup>4The program contains, in addition, the branching ratios for the four–body decay modes \[which account also for the three–body decays\] of the lightest top squark .. For the supersymmetric spectrum \[including the renormalisation group equations for parameter evolution\] and for the parameterization of the Higgs sector, it has been interfaced with the programs SUSPECT and HDECAY . We have compared our results with those of Ref. which have been implemented in the program ISAJET . For massless fermions, the agreement was perfect<sup>5</sup><sup>5</sup>5The comparison was slightly tricky since the evolution of the couplings and the soft SUSY–breaking terms as well as the parameterization of the Higgs sectors are given in different approximations in the programs SUSPECT and ISAJET and we needed to use the same input parameters at low energy in both programs. We thank Laurent Duflot from ALEPH for his help with this comparison. An independent check in the case of the chargino decays, has also been performed by F. Boudjema and V. Lafage ., giving a great confidence that this rather involved calculation is correct. ## 4. Conclusions In this note, we have analyzed the three–body decay modes of gluinos, squarks and those of the lightest charginos and next–to–lightest neutralinos in the MSSM. We have made a complete calculation of the decay widths and branching ratios, taking into account all possible channels, the mixing in the sfermion sector and the finite masses of the final particles, and provided a fortran code for the numerical evaluation of the branching ratios. For large values of $`\mathrm{tan}\beta `$, the bottom and tau Yukawa couplings become large, leading to smaller masses of the tau slepton and bottom squark compared to their first and second generation partners. This leads to enhanced branching ratios of gluinos into $`b\overline{b}`$ final states and to the possibility that squarks decay into lighter sbottoms through gluino exchange can have sizeable branching fractions; this is particularly the case in scenarios where the soft SUSY breaking gaugino mass parameters are not unified at the Grand Unification scale. The branching ratios of the decays of the lightest chargino into $`\tau \nu `$ final states and of the next–to–lightest neutralinos into $`b\overline{b}`$ and $`\tau ^+\tau ^{}`$ pairs are also enhanced in the large $`\mathrm{tan}\beta `$ scenario, with an additional increase being due to the stronger Yukawa couplings to charged and neutral Higgs bosons, respectively. Thus, SUSY events will contain more $`b`$–quarks and $`\tau `$ leptons in the final state than initially expected. This renders the search for SUSY particles and the measurement of the SUSY parameters, where the electron and muon channels where used, less straightforward as already discussed in Ref. . $`b`$–tagging and the identification of the decays of the tau leptons become then a crucial issue in the search and the study of the properties of these particles, in particular at hadron colliders such as the Tevatron and LHC. Acknowledgments: This work is supported in part by the GDR–Supersymétrie. We thank the members of the GDR, in particular Fawzi Boudjema, Daniel Denegri, Laurent Duflot, Jean–Francois Grivaz, Stavros Katsanevas, Jean-Loic Kneur, Vincent Lafage and Gilbert Moultaka for discussions.

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